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...
Furkejuvvon:
| Materiálatiipa: | Online |
|---|---|
| Giella: | eaŋgalasgiella |
| Almmustuhtton: |
MDPI - Multidisciplinary Digital Publishing Institute
2022
|
| Fáttát: | |
| Liŋkkat: | ONIX_20221206_9783036558059_74 |
| Fáddágilkorat: |
Eai fáddágilkorat, Lasit vuosttaš fáddágilkora!
|
| _version_ | 1869526966461267968 |
|---|---|
| collection | Directory of Open Access Books |
| description | 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. |
| format | Online |
| id | doab-20.500.12854ir-94551 |
| institution | Directory of Open Access Books |
| language | eng |
| publishDate | 2022 |
| publishDateRange | 2022 |
| publishDateSort | 2022 |
| publisher | MDPI - Multidisciplinary Digital Publishing Institute |
| publisherStr | MDPI - Multidisciplinary Digital Publishing Institute |
| record_format | ojs |
| spelling | doab-20.500.12854ir-945512024-03-30T12:51:28Z Entropy-Based Applications in Economics, Finance, and Management Olbryś, Joanna 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 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. 2022-12-06T16:11:21Z 2022-12-06T16:11:21Z 2022 book ONIX_20221206_9783036558059_74 9783036558059 9783036558066 https://directory.doabooks.org/handle/20.500.12854/94551 eng image/jpeg Attribution 4.0 International https://mdpi.com/books/pdfview/book/6386 https://mdpi.com/books/pdfview/book/6386 MDPI - Multidisciplinary Digital Publishing Institute 10.3390/books978-3-0365-5806-6 10.3390/books978-3-0365-5806-6 46cabcaa-dd94-4bfe-87b4-55023c1b36d0 9783036558059 9783036558066 276 Basel open access |
| spellingShingle | 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 Entropy-Based Applications in Economics, Finance, and Management |
| title | Entropy-Based Applications in Economics, Finance, and Management |
| title_full | Entropy-Based Applications in Economics, Finance, and Management |
| title_fullStr | Entropy-Based Applications in Economics, Finance, and Management |
| title_full_unstemmed | Entropy-Based Applications in Economics, Finance, and Management |
| title_short | Entropy-Based Applications in Economics, Finance, and Management |
| title_sort | entropy based applications in economics finance and management |
| topic | 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 |
| topic_facet | 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 |
| url | ONIX_20221206_9783036558059_74 |