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Expecting the Unexpected: Entropy and Multifractal Systems in Finance
Entropy serves as a measure of chaos in systems by representing the average rate of information loss about a phase point’s position on the attractor. When dealing with a multifractal system, a single exponent cannot fully describe its dynamics, necessitating a continuous spectrum of exponents, known...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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MDPI
2023
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10670846/ https://www.ncbi.nlm.nih.gov/pubmed/37998219 http://dx.doi.org/10.3390/e25111527 |