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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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MDPI
2020
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| 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 |