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Entropy of Financial Time Series Due to the Shock of War

The concept of entropy is not uniquely relevant to the statistical mechanics but, among others, it can play pivotal role in the analysis of a time series, particularly the stock market data. In this area, sudden events are especially interesting as they describe abrupt data changes with potentially...

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Detalles Bibliográficos
Autores principales: Drzazga-Szczȩśniak, Ewa A., Szczepanik, Piotr, Kaczmarek, Adam Z., Szczȩśniak, Dominik
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10217564/
https://www.ncbi.nlm.nih.gov/pubmed/37238578
http://dx.doi.org/10.3390/e25050823

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