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Modeling the flow of information between financial time-series by an entropy-based approach.

Francesco BenedettoLoretta MastroeniPierluigi Vellucci
Published in: Ann. Oper. Res. (2021)
Keyphrases
  • temporal information
  • contextual information
  • data analysis
  • financial time series
  • website
  • feature extraction
  • high dimensional
  • stock market