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Permutation entropy and information recovery in nonlinear dynamic economic time series
Henry, Miguel; Judge, George G. - In: Econometrics : open access journal 7 (2019) 1/10, pp. 1-16
economic systems and unlock its dynamic content. Permutation Entropy (PE) is used to capture the permutation patterns …
Persistent link: https://www.econbiz.de/10012025643
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A portfolio optimization model based on information entropy and fuzzy time series
Zhou, Rongxi; Yang, Zebin; Yu, Mei; Ralescu, Dan A. - In: Fuzzy optimization and decision making : a journal of … 14 (2015) 4, pp. 381-397
Persistent link: https://www.econbiz.de/10011538467
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Evidence and ideology in macroeconomics : the case of investment cycles
Hillinger, Claude - 2005
4 years. Maximum entropy spectral analysis was employed for the description of the cycles and continuous time …
Persistent link: https://www.econbiz.de/10010440436
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Measuring financial interdependence in asset returns with an application to euro zone equities
Fry-McKibbin, Renée; Hsiao, Cody Yu-Ling; Martin, Vance - 2018
Persistent link: https://www.econbiz.de/10012201943
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Regional temporal disaggregation on economic series with macroeconomic balance : an entropy econometrics-based model
Moreno Cuartas, Blanca; Fernández Vázquez, Esteban; … - In: Innovations in urban and regional systems : …, (pp. 243-256). 2020
. More specifically, this chapter presents an estimator based on entropy econometrics for regional temporal disaggregation of …
Persistent link: https://www.econbiz.de/10012227472
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Visibility graph combined with information theory: an estimator of stock market efficiency
Gonçalves, Bruna Amin; Atman, A. P. F. - In: The journal of network theory in finance 3 (2017) 2, pp. 1-15
Persistent link: https://www.econbiz.de/10011730885
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Yearly, monthly and weekly seasonality of tourism demand : a decomposition analysis
Rosselló, Jaume; Sansó, Andreu - In: Tourism management : research, policies, practice 60 (2017), pp. 379-389
Persistent link: https://www.econbiz.de/10011684528
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Detecting causality in non-stationary time series using partial symbolic transfer entropy : evidence in financial data
Papana, Angeliki; Kyrtsou, Catherine; Kugiumtzis, Dimitris - In: Computational economics 47 (2016) 3, pp. 341-365
Persistent link: https://www.econbiz.de/10011712376
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An efficient integrated nonparametric entropy estimator of serial dependence
Hong, Yongmiao; Wang, Xia; Zhang, Wenjie; Wang, Shouyang - In: Econometric reviews 36 (2017) 6/9, pp. 728-780
Persistent link: https://www.econbiz.de/10011795488
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A generalized information theoretical approach to non-linear time series model
Songsak Sriboonchitta; Woraphon Yamaka; Paravee Maneejuk; … - In: Robustness in econometrics, (pp. 333-348). 2017
Persistent link: https://www.econbiz.de/10011801366