Permutation Entropy as a Measure of Information Gain/Loss in the Different Symbolic Descriptions of Financial Data.
Jan KozakKrzysztof KaniaPrzemyslaw JuszczukPublished in: Entropy (2020)
Keyphrases
- information gain
- financial data
- chi square
- gini index
- gain ratio
- symbolic descriptions
- mutual information
- decision trees
- correlation coefficient
- text categorization
- chi squared
- feature selection
- stock market
- occurrence frequency
- shannon entropy
- information theory
- credit risk
- stock price
- naive bayes
- model based object recognition
- similarity measure
- short term
- neural network
- machine learning
- credit card
- data mining
- object recognition
- co occurrence
- long term
- feature subset
- image registration