Time-series analysis of foreign exchange rates using time-dependent pattern entropy
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DOI: 10.1016/j.physa.2013.03.041
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Cited by:
- Nikola Gradojevic & Marko Caric, 2017.
"Predicting Systemic Risk with Entropic Indicators,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(1), pages 16-25, January.
- Nikola Gradojevic & Marko Caric, 2015. "Predicting Systemic Risk with Entropic Indicators," Working Paper series 15-14, Rimini Centre for Economic Analysis.
- Nikola Gradojevic, 2021. "Brexit and foreign exchange market expectations: Could it have been predicted?," Annals of Operations Research, Springer, vol. 297(1), pages 167-189, February.
- Stosic, Darko & Stosic, Dusan & Ludermir, Teresa & de Oliveira, Wilson & Stosic, Tatijana, 2016. "Foreign exchange rate entropy evolution during financial crises," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 449(C), pages 233-239.
- Kamlesh Kumar Raghuvanshi & Arun Agarwal & Amit Kumar Singh & Khushboo Jain, 2023. "Time-dependent entropic analysis of software bugs," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 14(5), pages 1718-1725, October.
- Stosic, Darko & Stosic, Dusan & Ludermir, Teresa & Stosic, Tatijana, 2016. "Correlations of multiscale entropy in the FX market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 457(C), pages 52-61.
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Keywords
Time-dependent pattern entropy; Financial time series; Exchange rate; Symbolic dynamics;All these keywords.
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