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Permutation Entropy as a Measure of Information Gain/Loss in the Different Symbolic Descriptions of Financial Data

Financial markets give a large number of trading opportunities. However, over-complicated systems make it very difficult to be effectively used by decision-makers. Volatility and noise present in the markets evoke a need to simplify the market picture derived for the decision-makers. Symbolic repres...

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Detalles Bibliográficos
Autores principales: Kozak, Jan, Kania, Krzysztof, Juszczuk, Przemysław
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516788/
https://www.ncbi.nlm.nih.gov/pubmed/33286104
http://dx.doi.org/10.3390/e22030330