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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Detalhes bibliográficos
Autor Corporativo: Olbryś, Joanna
Formato: Livro
Idioma:Inglês
Publicado em: MDPI - Multidisciplinary Digital Publishing Institute 2022
Assuntos:
bic Book Industry Communication::K Economics, finance, business & management::KN Industry & industrial studies::KNT Media, information & communication industries::KNTX Information technology industries
bic Book Industry Communication::U Computing & information technology::UY Computer science
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
Acesso em linha:https://directory.doabooks.org/handle/20.500.12854/94551
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