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Quantifying the randomness of the stock markets
Randomness has been mathematically defined and quantified in time series using algorithms such as Approximate Entropy (ApEn). Even though ApEn is independent of any model and can be used with any time series, as the markets have different statistical values, it cannot be applied directly to make com...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Nature Publishing Group UK
2019
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6726611/ https://www.ncbi.nlm.nih.gov/pubmed/31484979 http://dx.doi.org/10.1038/s41598-019-49320-9 |