Financial time series analysis using Total-CApEn and Avg-CApEn with cumulative histogram matrix

DOI10.1016/j.cnsns.2018.03.016OpenAlexW2794029527MaRDI QIDQ2207945

Jinyang Li, Pengjian Shang

Publication date: 23 October 2020

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2018.03.016

zbMATH Keywords

financial time seriescumulative histogram methodaverage cross-approximate entropytotal cross-approximate entropy

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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