Multiscale horizontal visibility entropy: Measuring the temporal complexity of financial time series
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DOI: 10.1016/j.physa.2019.122674
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- Lahmiri, Salim & Bekiros, Stelios, 2020. "Renyi entropy and mutual information measurement of market expectations and investor fear during the COVID-19 pandemic," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
- Chen, Yu & Ling, Guang & Song, Xiangxiang & Tu, Wenhui, 2023. "Characterizing the statistical complexity of nonlinear time series via ordinal pattern transition networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 618(C).
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Keywords
Horizontal visibility entropy; Multiscale analysis; Complexity; Node degree; Financial time series;All these keywords.
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