Multidimensional scaling analysis of financial time series based on modified cross-sample entropy methods
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Publication:2150398
DOI10.1016/j.physa.2018.02.105OpenAlexW2792693966MaRDI QIDQ2150398
Jiayi He, Hui Xiong, Pengjian Shang
Publication date: 27 June 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2018.02.105
financial time seriesmultidimensional scalingcross-sample entropyKronecker-delta dissimilaritypermutation cross-sample entropy
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Cites Work
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