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Research on weighted Havrda-Charvat's entropy in financial time series

Shi, YT; Wu, Y; Shang, PJ

Wu, Y (corresponding author), Beijing Jiaotong Univ, Sch Sci, Dept Math, Beijing 100044, Peoples R China.

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2021; 572 ():

Abstract

In this paper, based on permutation patterns and Havrda-Charvat's entropy, we propose a new measurement of complexity, weighted Havrda-Charvat's entro......

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