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Analysis of the dispersion Havrda-Charvat entropy plane in financial time series - MaRDI portal

Analysis of the dispersion Havrda-Charvat entropy plane in financial time series (Q6537566)

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scientific article; zbMATH DE number 7847251
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Analysis of the dispersion Havrda-Charvat entropy plane in financial time series
scientific article; zbMATH DE number 7847251

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    Analysis of the dispersion Havrda-Charvat entropy plane in financial time series (English)
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    14 May 2024
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    Havrda-Charvat entropy
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    statistical complexity measure
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    Jensen-Shannon divergence
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    chaotic processes
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    fractional Brownian motion
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    stock market
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