A Summary: Quantifying the Complexity of Financial Markets Using Composite and Multivariate Multiscale Entropy

DOI10.1007/978-981-15-8373-5_10zbMath1460.91263OpenAlexW3128405681MaRDI QIDQ5855892

Yunfan Lu, Zhiyong Zheng

Publication date: 22 March 2021

Published in: Financial Mathematics and Fintech (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-15-8373-5_10

zbMATH Keywords

financial marketsmultivariate multiscale entropycomposite multiscale entropycomplexity quantification

Mathematics Subject Classification ID

Measures of information, entropy (94A17) Financial markets (91G15)

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