Fractional Refined Composite Multiscale Fuzzy Entropy of International Stock Indices
Fractional refined composite multiscale fuzzy entropy (FRCMFE), which aims to relieve the large fluctuation of fuzzy entropy (FuzzyEn) measure and significantly discriminate different short-term financial time series with noise, is proposed to quantify the complexity dynamics of the international st...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-09-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/21/9/914 |