Multiscale horizontal visibility entropy: measuring the temporal complexity of financial time series

DOI10.1016/j.physa.2019.122674OpenAlexW2972869058WikidataQ127253082 ScholiaQ127253082MaRDI QIDQ2164561

Xiaojun Zhao, Pengyuan Zhang

Publication date: 15 August 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2019.122674

zbMATH Keywords

complexitymultiscale analysisfinancial time seriesnode degreehorizontal visibility entropy

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (2)

Fractional multiscale phase permutation entropy for quantifying the complexity of nonlinear time series ⋮ Characterizing the statistical complexity of nonlinear time series via ordinal pattern transition networks

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