innovative statistical tool in the financial literature: the complexity-entropy causality plane. This representation space allows … that the classification derived from the complexity-entropy causality plane is consistent with the qualifications assigned …

in commodity markets by using a novel approach derived from Information Theory. The complexity–entropy causality plane … [L. Zunino, M. Zanin, B.M. Tabak, D.G. Pérez, O.A. Rosso, Complexity–entropy causality plane: a useful approach to … these prime markets. Moreover, the temporal evolution of the commodities in the complexity–entropy causality plane allows us …

The complexity-entropy causality plane has been recently introduced as a powerful tool for discriminating Gaussian from …