Permutation Entropy as a Measure of Information Gain/Loss in the Different Symbolic Descriptions of Financial Data
Financial markets give a large number of trading opportunities. However, over-complicated systems make it very difficult to be effectively used by decision-makers. Volatility and noise present in the markets evoke a need to simplify the market picture derived for the decision-makers. Symbolic repres...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2020-03-01
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Series: | Entropy |
Subjects: | |
Online Access: | https://www.mdpi.com/1099-4300/22/3/330 |