The Fisher-DisEn plane: a novel approach to distinguish different complex systems

DOI10.1016/j.cnsns.2020.105271zbMath1451.91190OpenAlexW3015870702MaRDI QIDQ2208093

Du Shang, 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.2020.105271

zbMATH Keywords

time seriesFisher information measuredispersion entropyfinancial stock marketsFisher-DisEn plane

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Financial markets (91G15)

Related Items (2)

Efficient synchronization estimation for complex time series using refined cross-sample entropy measure ⋮ A novel approach of dependence measure for complex signals

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