Influence of Transfer Entropy in the Short-Term Prediction of Financial Time Series Using an ∊-Machine

Influence of Transfer Entropy in the Short-Term Prediction of Financial Time Series Using an ∊-Machine

Predicting the values of a financial time series is mainly a function of its price history, which depends on several factors, internal and external. With this history, it is possible to build an ∊-machine for predicting the financial time series. This work proposes considering the influence of a fin...

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Bibliographic Details
Main Authors: José Crispín Zavala-Díaz, Joaquín Pérez-Ortega, Nelva Nely Almanza-Ortega, Rodolfo Pazos-Rangel, José María Rodríguez-Lelís
Format: Article
Language:English
Published: MDPI AG 2022-07-01
Series:Entropy
Subjects:
financial series
Shannon entropy
transfer entropy
Online Access:https://www.mdpi.com/1099-4300/24/8/1049

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