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Entropy and optimal partition for data analysis

Author

Listed:
  • R. Steuer
  • L. Molgedey
  • W. Ebeling
  • M.A. Jiménez-Montaño

Abstract

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Suggested Citation

  • R. Steuer & L. Molgedey & W. Ebeling & M.A. Jiménez-Montaño, 2001. "Entropy and optimal partition for data analysis," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 19(2), pages 265-269, January.
    • Handle: RePEc:spr:eurphb:v:19:y:2001:i:2:p:265-269
    DOI: 10.1007/s100510170335
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    Citations

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    Cited by:

    1. Pawe{l} Fiedor, 2013. "Frequency Effects on Predictability of Stock Returns," Papers 1310.5540, arXiv.org, revised Nov 2013.
    2. Paweł Fiedor, 2015. "Multiscale Analysis of the Predictability of Stock Returns," Risks, MDPI, vol. 3(2), pages 1-15, June.
    3. Pawe{l} Fiedor, 2014. "Maximum Entropy Production Principle for Stock Returns," Papers 1408.3728, arXiv.org.
    4. Pawe{l} Fiedor, 2013. "Structural Changes on Warsaw's Stock Exchange: the end of Financial Crisis," Papers 1311.4230, arXiv.org.
    5. Pietro Murialdo & Linda Ponta & Anna Carbone, 2020. "Long-Range Dependence in Financial Markets: a Moving Average Cluster Entropy Approach," Papers 2004.14736, arXiv.org.

    More about this item

    Keywords

    PACS. 05.45.Tp Time series analysis;

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