Predictability of sovereign CDS: permutation entropy method.
Qianqian FengJun HaoXiaolei SunJianping LiPublished in: ITQM (2021)
Keyphrases
- mutual information
- cost function
- clustering method
- synthetic data
- computational cost
- main contribution
- theoretical analysis
- high accuracy
- support vector machine
- detection method
- probabilistic model
- experimental evaluation
- high precision
- edge detection
- preprocessing
- information entropy
- fully automatic
- evaluation method
- learning algorithm
- detection algorithm
- model selection
- classification accuracy
- significant improvement
- prior knowledge
- pairwise
- similarity measure
- image processing