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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...
Autores principales: | Drzazga-Szczȩśniak, Ewa A., Szczepanik, Piotr, Kaczmarek, Adam Z., Szczȩśniak, Dominik |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
MDPI
2023
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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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