This paper study the efficiency of Brazilian activity sectors. For that, we apply the Macroeconophysics Indicator of Economic Efficiency (MIEE) for each sector’s index of the daily closing price in the stock market. The MIEE quantifies efficiency considering permutation entropy and Fisher...

This paper examines the Brazilian inflation indexes dynamics using the multifractal detrended fluctuations analysis (MF-DFA) and the multifractal detrended cross-correlation analysis (MF-DCCA). We find that the Brazilian inflation indexes (𝛼&|amp;|gt; 0.5) and the pairs of Brazilian Inflation...

This research explorer the predictability of the Brazilian inflation monthly price indexes time series by information theory quantifiers. Given this, we apply the Bandt and Pompe method to estimate the information theory quantifiers, specifically the Permutation entropy (𝐻𝑠) and the Fisher...

We examine the price disorder and market efficiency of five cryptocurrencies (Bitcoin, BNB, Cardano, Ethereum, and XRP) before and during COVID-19 pandemic period. Using permutation entropy and Fisher information measure (FIM), we construct the Shannon-Fisher causality plane (SFCP) to map these...

Independent of research science area, scientists have a consensus that people’s lives are highly susceptible to risk. Thus, one of the most relevant challenges for scientists is associated with effectively quantifying the risk. In this paper, we assess the Multifractal Cross-Correlation...

In recent years, many researchers have focused on the development of new probability distributions. The massive amount of data available in real life encourages the study of models which can provide more flexibility than the classical ones do. In this paper, we tackle the thorny problem related...

English Abstract: Agricultural commodities are considered perhaps the most important commodities, as any sharp rise in food prices has serious consequences for food security and well-being, especially in developing countries. In this paper we analyze the predictability of Brazilian agricultural...