Financial time series analysis based on fractional and multiscale permutation entropy.
Jinyang LiPengjian ShangXuezheng ZhangPublished in: Commun. Nonlinear Sci. Numer. Simul. (2019)
Keyphrases
- multiscale
- information theoretic
- information theory
- image segmentation
- scale space
- wavelet transform
- mutual information
- image representation
- edge detection
- image processing
- multiscale analysis
- coarse to fine
- stock market
- adaptive smoothing
- wavelet domain
- shannon entropy
- information entropy
- natural images
- financial data
- hurst exponent
- multiscale representation
- conditional entropy
- fractional order
- decision making
- entropy measure
- filter bank
- feature selection
- fuzzy entropy
- fine scale
- trading systems
- financial institutions
- financial markets
- stock price
- multiscale decomposition