Theory and applications of financial chaos index
type: Item
instance of: scholarly article
title: Theory and applications of financial chaos index
author: Masoud Ataei
author: Shengyuan Chen
author: M. Reza Peyghami
author: Zijiang Yang
published in: Physica A
publication date: 2022-01-24T00:00:00Z
full work available at URL: https://arxiv.org/abs/2101.02288
Mathematics Subject Classification ID: 82-XX
zbMATH DE Number: 7462295
zbMATH Keywords: econophysics
zbMATH Keywords: pairwise comparisons
zbMATH Keywords: tensor decompositions
zbMATH Keywords: transfer entropy
zbMATH Keywords: VIX
zbMATH Keywords: stock market segmentation
describes a project that uses: Matlab
describes a project that uses: RTransferEntropy
MaRDI profile type: Publication
OpenAlex ID: W3120006395
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DOI: 10.1016/J.PHYSA.2021.126160
description: scientific article; zbMATH DE number 7462295