Symbolic Encoding Methods with Entropy-Based Applications to Financial Time Series Analyses

Symbolic Encoding Methods with Entropy-Based Applications to Financial Time Series Analyses

Symbolic encoding of information is the foundation of Shannon’s mathematical theory of communication. The concept of the informational efficiency of capital markets is closely related to the issue of information processing by equity market participants. Therefore, the aim of this comprehensive resea...

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Bibliographic Details
Main Authors: Joanna Olbryś, Natalia Komar
Format: Article
Language:English
Published: MDPI AG 2023-06-01
Series:Entropy
Subjects:
symbolic time series analysis (STSA)
symbol–sequence histogram
modified Shannon entropy
stock market
informational efficiency
extreme event
Online Access:https://www.mdpi.com/1099-4300/25/7/1009

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https://www.mdpi.com/1099-4300/25/7/1009

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