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Symbolic Encoding Methods with Entropy-Based Applications to Financial Time Series Analyses

Symbolic encoding of information is the foundation of Shannon’s mathematical theory of communication. The concept of the informational efficiency of capital markets is closely related to the issue of information processing by equity market participants. Therefore, the aim of this comprehensive resea...

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Detalles Bibliográficos
Autores principales: Olbryś, Joanna, Komar, Natalia
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10377789/
https://www.ncbi.nlm.nih.gov/pubmed/37509955
http://dx.doi.org/10.3390/e25071009