Local order, entropy and predictability of financial time series

• 1 June 2000
• journal article
• Published by Springer Nature in Zeitschrift für Physik B Condensed Matter
• Vol. 15  (4) , 733-737
• https://doi.org/10.1007/s100510051178

Abstract

Keywords

• STOCHASTIC PROCESS
• HIGHER ORDER
• TIME SERIES
• INDEXATION
• SHANNON ENTROPY
• CONDITIONAL ENTROPY
• TIME SERIES ANALYSIS