Interacting price model and fluctuation behavior analysis from Lempel–Ziv complexity and multi-scale weighted-permutation entropy

Title
Interacting price model and fluctuation behavior analysis from Lempel–Ziv complexity and multi-scale weighted-permutation entropy
Authors
Keywords
Financial price series model, Nonlinear analysis, Voter interacting system, Complexity analysis, Lempel–Ziv complexity, Multi-scale weighted-permutation entropy
Journal
PHYSICS LETTERS A
Volume 380, Issue 1-2, Pages 117-129
Publisher
Elsevier BV
Online
2015-10-03
DOI
10.1016/j.physleta.2015.09.042

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