Group transfer entropy with an application to cryptocurrencies
Sign Up to like & getrecommendations! Published in 2019 at "Physica A: Statistical Mechanics and its Applications"
DOI: 10.1016/j.physa.2018.10.048
Abstract: Abstract The detection of informational leadership is a core issue in financial market microstructure. We use effective group transfer entropy (EGTE) as a measure for the predictability of a stochastic process using lagged observations on… read more here.
Keywords: group transfer; finance; transfer entropy; application cryptocurrencies ... See more keywords
Fuzzy Entropy and Its Application for Enhanced Subspace Filtering
Sign Up to like & getrecommendations! Published in 2018 at "IEEE Transactions on Fuzzy Systems"
DOI: 10.1109/tfuzz.2017.2756829
Abstract: Fuzzy entropy (FuzzyEn), which employs the fuzzy probability to characterize the similarity between vectors, is a robust nonlinear statistic to quantify the complexity or regularity of nonlinear time series. The aim of this study is… read more here.
Keywords: fuzzy entropy; application enhanced; subspace filtering; entropy application ... See more keywords
Further Properties of Tsallis Entropy and Its Application
Sign Up to like & getrecommendations! Published in 2023 at "Entropy"
DOI: 10.3390/e25020199
Abstract: The entropy of Tsallis is a different measure of uncertainty for the Shannon entropy. The present work aims to study some additional properties of this measure and then initiate its connection with the usual stochastic… read more here.
Keywords: tsallis entropy; uncertainty; properties tsallis; entropy application ... See more keywords
Earthquake hazard characterization by using entropy: application to northern Chilean earthquakes
Sign Up to like & getrecommendations! Published in 2023 at "Natural Hazards and Earth System Sciences"
DOI: 10.5194/nhess-23-1911-2023
Abstract: Abstract. The mechanical description of the seismic cycle has an energetic analogy in terms of statistical physics and the second law of thermodynamics. In this context, an earthquake can be considered a phase transition, where… read more here.
Keywords: using entropy; hazard characterization; earthquake hazard; entropy application ... See more keywords