Bearbmagovva

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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Furkejuvvon:
Materiálatiipa: Online
Giella:eaŋgalasgiella
Almmustuhtton: MDPI - Multidisciplinary Digital Publishing Institute 2022
Fáttát:
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
Liŋkkat:ONIX_20221206_9783036558059_74
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