Influence of Transfer Entropy in the Short-Term Prediction of Financial Time Series Using an ∊-Machine

Predicting the values of a financial time series is mainly a function of its price history, which depends on several factors, internal and external. With this history, it is possible to build an ∊-machine for predicting the financial time series. This work proposes considering the influence of a fin...

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Detalles Bibliográficos
Autores principales: Zavala-Díaz, José Crispín, Pérez-Ortega, Joaquín, Almanza-Ortega, Nelva Nely, Pazos-Rangel, Rodolfo, Rodríguez-Lelís, José María
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9407595/
https://www.ncbi.nlm.nih.gov/pubmed/36010713
http://dx.doi.org/10.3390/e24081049

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9407595/
https://www.ncbi.nlm.nih.gov/pubmed/36010713
http://dx.doi.org/10.3390/e24081049

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