Search Results - subject:"Approximate entropy"

Study of speculative bubbles : the contribution of approximate entropy

Mahmoud, Imen; Naoui, Kamel; Jemmali, Hatem - In: International journal of economics and financial issues … 3 (2013) 3, pp. 683-693

Persistent link: https://www.econbiz.de/10010518968

Applying approximate entropy (ApEn) to speculative bubble in the stock market

Saumitra, Bhaduri - Volkswirtschaftliche Fakultät, … - 2012

Entropy to investigate the presence of speculative bubbles for a cross country sample. Using Approximate Entropy, the article … Japan. The results confirm that there are strong “tale-tell” signs characterized by low Approximate Entropy (ApEn) level …In contrast to the traditional duration dependence test, the paper introduces an order statistic known as Approximate …

Persistent link: https://www.econbiz.de/10011259124

Application of VIX and entropy indicators for portfolio rotation strategies

Jadhao, Gaurav; Chandra, Abhijeet - In: Research in international business and finance 42 (2017), pp. 1367-1371

Persistent link: https://www.econbiz.de/10011761027

Econophysics: A challenge to econometricians

Zapart, Christopher A. - In: Physica A: Statistical Mechanics and its Applications 419 (2015) C, pp. 318-327

The study contrasts mainstream economics–operating on time scales of hours and days–with behavioural finance, econophysics and high-frequency trading, more applicable to short-term time scales of the order of minutes and seconds. We show how the central theoretical assumption underpinning...

Persistent link: https://www.econbiz.de/10011117824

Effect of extreme data loss on heart rate signals quantified by entropy analysis

Li, Yu; Wang, Jun; Li, Jin; Liu, Dazhao - In: Physica A: Statistical Mechanics and its Applications 419 (2015) C, pp. 651-658

and approximate entropy—are comparatively analyzed. Our results show the following: (1) Two key parameters—the percentage …

Persistent link: https://www.econbiz.de/10011117840

Applying Approximate Entropy (ApEn) to Speculative Bubble in the Stock Market

Bhaduri, Saumitra N. - In: Journal of Emerging Market Finance 13 (2014) 1, pp. 43-68

In contrast to the traditional duration dependence test, the article introduces an order statistic known as Approximate … Entropy (ApEn) to investigate the presence of speculative bubbles for a cross-country sample. Using ApEn, the article examines …

Persistent link: https://www.econbiz.de/10011137905

Maximum approximate entropy and r threshold: A new approach for regularity changes detection

Restrepo, Juan F.; Schlotthauer, Gastón; Torres, María E. - In: Physica A: Statistical Mechanics and its Applications 409 (2014) C, pp. 97-109

Approximate entropy (ApEn) has been widely used as an estimator of regularity in many scientific fields. It has proved …

Persistent link: https://www.econbiz.de/10011059631

Applying Approximate Entropy (ApEn) to speculative bubble in the stock market

Bhaduri, Saumitra - In: Journal of emerging market finance 13 (2014) 1, pp. 43-68

Persistent link: https://www.econbiz.de/10011570991

On the relation between correlation dimension, approximate entropy and sample entropy parameters, and a fast algorithm for their calculation

Zurek, Sebastian; Guzik, Przemyslaw; Pawlak, Sebastian; … - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 24, pp. 6601-6610

We explore the relation between correlation dimension, approximate entropy and sample entropy parameters, which are …

Persistent link: https://www.econbiz.de/10010872055

Performance evaluation for epileptic electroencephalogram (EEG) detection by using Neyman–Pearson criteria and a support vector machine

Wang, Chun-mei; Zhang, Chong-ming; Zou, Jun-zhong; … - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 4, pp. 1602-1609

the wavelet coefficients and the approximate entropy (ApEn) and detection by using Neyman–Pearson criteria and an SVM …

Persistent link: https://www.econbiz.de/10010588452