Uncertainty of financial time series based on discrete fractional cumulative residual entropy

DOI10.1063/1.5091545zbMath1433.62272OpenAlexW2979737031WikidataQ91058241 ScholiaQ91058241MaRDI QIDQ4972980

Pengjian Shang, Boyi Zhang

Publication date: 29 November 2019

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.5091545

zbMATH Keywords

financial time seriesfractional cumulative residual entropy

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Measures of information, entropy (94A17)

Related Items (5)

Extensions of fractional cumulative residual entropy with applications ⋮ Results on a generalized fractional cumulative entropy ⋮ Extended fractional cumulative past and paired \(\phi\)-entropy measures ⋮ Fractional generalized cumulative entropy and its dynamic version ⋮ Link theorem and distributions of solutions to uncertain Liouville-Caputo difference equations

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