Quantifying complexity of financial short-term time series by composite multiscale entropy measure

Published 2015 View Full Article

  1. Home
  2. Publications
  3. Publication Search
  4. Publication Details
Title
Quantifying complexity of financial short-term time series by composite multiscale entropy measure
Authors
Keywords
Nonlinear analysis, Multiscale entropy, Composite multiscale entropy, Complexity, Short-term time series
Journal
Communications in Nonlinear Science and Numerical Simulation
Volume 22, Issue 1-3, Pages 375-382
Publisher
Elsevier BV
Online
2014-09-16
DOI
10.1016/j.cnsns.2014.08.038

Ask authors/readers for more resources

Protocol

Community support

Reagent

Community support

Reprint

Contact the author

Create your own webinar

Interested in hosting your own webinar? Check the schedule and propose your idea to the Peeref Content Team.

Create Now

Ask a Question. Answer a Question.

Quickly pose questions to the entire community. Debate answers and get clarity on the most important issues facing researchers.

Get Started
Webinars Posters Questions Hubs Funding Journals Articles Connect Collections Reviewers About Us FAQs Mobile App Privacy Policy Terms of Use
© Peeref 2019-2024. All rights reserved.