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  • Search: subject:"permutation entropy"
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Year of publication
Subject
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Permutation entropy 25 Entropie 10 Entropy 10 Efficient market hypothesis 6 Effizienzmarkthypothese 6 Börsenkurs 5 Share price 5 Symbolic dynamics 5 Bandt and Pompe method 4 Theorie 4 Theory 4 Coronavirus 3 Financial market 3 Finanzmarkt 3 Independence Tests 3 Independence tests 3 Permutation Entropy 3 Statistical complexity 3 Symbolic Dynamics 3 permutation entropy 3 Aktienmarkt 2 COVID-19 2 Chaos theory 2 Chaostheorie 2 Complexity 2 Complexity measure 2 Cressie-Read divergence 2 Efficiency ratio 2 Efficient market hypothesis (EMH) 2 Islamic and conventional equity markets 2 Market efficiency 2 Nichtlineare Regression 2 Non-linear predictability 2 Nonlinear regression 2 Ordinal time series analysis 2 Permutation statistical complexity 2 Quantum chaos 2 Semiclassical theories 2 Stock market 2 Time series 2
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Online availability
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Undetermined 26 Free 6
Type of publication
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Article 30 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 10 Aufsatz in Zeitschrift 10 Article 2 Working Paper 1
Language
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Undetermined 20 English 13
Author
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Elsinger, Helmut 6 Rosso, Osvaldo A. 5 Sensoy, Ahmet 5 Zunino, Luciano 4 Plastino, A. 3 Hacihasanoglu, Erk 2 Henry, Miguel 2 Judge, George G. 2 Kowalski, A.M. 2 Marín, Manuel Ruiz 2 Matilla-García, Mariano 2 Pérez, Darío G. 2 Tabak, Benjamin M. 2 Zanin, Massimiliano 2 Abroshan, Hadi 1 Aghamohammadi, Cina 1 Akbarzadeh, Hamed 1 Aras, Guler 1 Aras, Güler 1 Bandt, Christoph 1 Bariviera, Aurelio Fernández 1 Chen, Xin 1 De Micco, L. 1 Deleglise, Emilia B. 1 Dima, Bogdan 1 Dima, Ştefana Maria 1 Dore, Mohammed I. 1 Drešković, N. 1 Ebrahimian, Mehran 1 Eraslan, Veysel 1 Fabozzi, Frank J. 1 Fernández Bariviera, Aurelio 1 Font-Ferrer, Alejandro 1 Gao, Zhong-Ke 1 González, C.M. 1 Guercio, M. Belén 1 He, Chengying 1 Ioan, Roxana 1 Jin, Ning-De 1 Kang, Sang Hoon 1
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Institution
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Oesterreichische Nationalbank 2
Published in...
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Physica A: Statistical Mechanics and its Applications 15 The North American journal of economics and finance : a journal of financial economics studies 3 Finance research letters 2 Working Papers / Oesterreichische Nationalbank 2 Econometrics 1 Econometrics : open access journal 1 Economics letters 1 International journal of financial engineering 1 Journal of Economic Behavior & Organization 1 Journal of economic studies 1 Regional Science and Urban Economics 1 Regional science & urban economics 1 Statistical Papers 1 The North American Journal of Economics and Finance 1 Working Paper 1
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Source
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RePEc 20 ECONIS (ZBW) 10 EconStor 3
Showing 31 - 33 of 33
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Bandt–Pompe–Tsallis quantifier and quantum-classical transition
Kowalski, A.M.; Plastino, A. - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 19, pp. 4061-4067
system of interest represents the interaction between matter and a given field. Our tool here is the so-called Permutation … Entropy, evaluated by recourse to the so-called Bandt-Pompe technique, within a Tsallis scenario. We encounter that the most …
Persistent link: https://www.econbiz.de/10010591855
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Randomizing nonlinear maps via symbolic dynamics
De Micco, L.; González, C.M.; Larrondo, H.A.; Martin, M.T. - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 14, pp. 3373-3383
Pseudo Random Number Generators (PRNG) have attracted intense attention due to their obvious importance for many branches of science and technology. A randomizing technique is a procedure designed to improve the PRNG randomness degree according the specific requirements. It is obviously...
Persistent link: https://www.econbiz.de/10011062888
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Ordinal analysis of time series
Keller, K.; Sinn, M. - In: Physica A: Statistical Mechanics and its Applications 356 (2005) 1, pp. 114-120
, which describe the up-and-down in a time series, they have introduced the concept of permutation entropy for quantifying the … complexity of a system behind a time series. The permutation entropy only provides one detail of the ordinal structure of a time …
Persistent link: https://www.econbiz.de/10010591226
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