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Entropy-Based Applications in Economics, Finance, and Management

This book presents selected entropy-based applications in economics, finance and management research. The high-quality studies included in this book propose and discuss new tools and concepts derived from information theory to investigate various aspects of entropy with an assortment of applications...

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Formaat: Online
Taal:Engels
Gepubliceerd in: MDPI - Multidisciplinary Digital Publishing Institute 2022
Onderwerpen:
crowded trading
tail-risk
financial stability
entropy
market microstructure
dimensions of market liquidity
market depth
high-frequency data
intra-day seasonality
bond market
fixed income security
risk spillovers
structural entropy
generalized variance decomposition
complex network
credit-to-GDP gap
coherence
similarity
synchronicity
Central and Eastern European countries
cryptocurrencies
mutual information
transfer entropy
dynamic time warping
interval numbers
MCGDM
TOPSIS
objective weights
financial markets
monetary policy
networks
fuzzy c-means classification method
COVID-19
epidemic states
Europe
stock market
market connectedness
crisis
nonlinear dynamics
chaos
butterfly effect
energy futures
Mean Logarithmic Deviation
Shannon entropy
income inequality
household income
decomposition of income inequality
EU-SILC
Rényi entropy
Rényi transfer entropy
Rössler system
multivariate time series
Sample Entropy (SampEn)
stock market index
regularity
predictability
Global Financial Crisis
rolling-window
n/a
thema EDItEUR::K Economics, Finance, Business and Management::KN Industry and industrial studies::KNT Media, entertainment, information and communication industries::KNTX Information technology industries
thema EDItEUR::U Computing and Information Technology::UY Computer science
Online toegang:ONIX_20221206_9783036558059_74
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Samenvatting:This book presents selected entropy-based applications in economics, finance and management research. The high-quality studies included in this book propose and discuss new tools and concepts derived from information theory to investigate various aspects of entropy with an assortment of applications. A wide variety of tools based on entropy confirms that entropy is potentially one of the most intricate scientific concepts. Such tools as Shannon entropy, transfer entropy, sample entropy, structural entropy, maximum entropy, fuzzy classification methods, chaos tools, etc., are utilized, and many topics in the fields of economics, finance and management are investigated. Among others, these topics comprise: market clustering, market microstructure, cryptocurrency market, market efficiency and regularity, risk spillovers, credit cycles, financial networks, income inequality, market relationships, causal inference in time series, group decision making, etc.

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