Cargando…
A Computational Study on the Entropy of Interval-Valued Datasets from the Stock Market
Using interval-valued data and computing, researchers have reported significant quality improvements of the stock market annual variability forecasts recently. Through studying the entropy of interval-valued datasets, this work provides both information theoretic and empirical evidences on that the...
| Autores principales: | , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
2020
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7274668/ http://dx.doi.org/10.1007/978-3-030-50153-2_32 |