Concepedia

Time-series analysis of foreign exchange rates using time-dependent pattern entropy

Ryuji Ishizaki, Masayoshi Inoue

Physica A Statistical Mechanics and its Applications · 2013 · 27 citations · 8 references

DOI

Concepts

References

8

Possible generalization of Boltzmann-Gibbs statistics

Constantino Tsallis · Journal of Statistical Physics · 1988 · 9.6K citations

, , +13

The Variation of Certain Speculative Prices

Benoît B. Mandelbrot · The Journal of Business · 1963 · 4.7K citations

, , +11

Scaling behaviour in the dynamics of an economic index

Rosario N. Mantegna, H. Eugene Stanley · Nature · 1995 · 1.8K citations

, , +7

Generalized entropy-based criterion for consistent testing

Constantino Tsallis · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 1998 · 269 citations

, , +11

Time-Dependent Entropy Estimation of EEG Rhythm Changes Following Brain Ischemia

Anastasios Bezerianos, Shanbao Tong, Nitish V. Thakor · Annals of Biomedical Engineering · 2003 · 133 citations

, , +16