位置：成果数据库 > 期刊 > 期刊详情页
DATA DISCRETIZATION FOR THE TRANSFER ENTROPY IN FINANCIAL MARKET
  • ISSN号：0219-4775
  • 期刊名称：Fluctuation and Noise Letters
  • 时间：2013
  • 页码：1-15
  • 相关项目：非平稳信号的重分形DCCA理论及其在交通状态预报上的应用
作者： XUEJIAO WANG, PENGJIAN SHANG, JINGJING HUANG|
同期刊论文项目
非平稳信号的重分形DCCA理论及其在交通状态预报上的应用
期刊论文 27
同项目期刊论文
Continuous detrended cross-correlation analysis on generalized Weierstrass function
Permutation complexity and dependence measures of time series
Measuring information interactions on the ordinal pattern of stock time series
MULTIFRACTAL CROSS-CORRELATION ANALYSIS BASED ON STATISTICAL MOMENTS
SCALING AND COMPLEXITY-ENTROPY ANALYSIS IN DISCRIMINATING TRAFFIC DYNAMICS
The orthogonal V-system detrended fluctuation analysis
EFFECT OF LINEAR AND NONLINEAR FILTERS ON MULTIFRACTAL DETRENDED CROSS-CORRELATION ANALYSIS
二次半定规划的原始对偶预估校正内点算法
The cross-correlations of stock markets based on DCCA and time-delay DCCA
Multifractal Detrended Cross-Correlation Analysis of BVP model time series
Multifractal diffusion entropy analysis on stock volatility in financial markets
Application of EMD combined with MKNN approach in financial time series forecasting
Minimizing the trend effect on detrended cross-correlation analysis with empirical mode decompositio
MULTISCALE ENTROPY ANALYSIS OF FINANCIAL TIME SERIES
Cross-sample entropy statistic as a measure of synchronism and cross-correlation of stock markets
MULTISCALE ENTROPY ANALYSIS OF TRAFFIC TIME SERIES
Estimation of local scale exponents for heartbeat time series based on DFA
Minimizing periodic trends by applying laplace transform
A New Bi-objective Optimization Model for the Traffic Guidance and Control Coordination
Information flow analysis between traffic flow time series based on the transfer entropy
Multifractal Fourier detrended cross-correlation analysis of traffic signals
Modified DFA and DCCA approach for quantifying the multiscale correlation structure of financial mar
Multifractal detrended cross-correlation analysis of chinese stock markets based on time delay
A NEW TRAFFIC SPEED FORECASTING METHOD BASED ON BI-PATTERN RECOGNITION
除趋势交叉波动分析函数的统计特征
基于扩散熵的金融市场中股票波动分析