Explore
Entropy-Based Applications in Economics, Finance, and Management
0 Ungluers have
Faved this Work
Login to Fave
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.
This book is included in DOAB.
Why read this book? Have your say.
You must be logged in to comment.
Rights Information
Are you the author or publisher of this work? If so, you can claim it as yours by registering as an Unglue.it rights holder.Downloads
This work has been downloaded 32 times via unglue.it ebook links.
- 32 - pdf (CC BY) at Unglue.it.
Keywords
- Bond market
- butterfly effect
- Central and Eastern European countries
- Chaos
- coherence
- complex network
- Computer science
- Computing & information technology
- COVID-19
- credit-to-GDP gap
- Crisis
- crowded trading
- Cryptocurrencies
- decomposition of income inequality
- dimensions of market liquidity
- dynamic time warping
- Economics, finance, business & management
- energy futures
- Entropy
- epidemic states
- EU-SILC
- Europe
- Financial markets
- Financial Stability
- fixed income security
- fuzzy c-means classification method
- generalized variance decomposition
- Global Financial Crisis
- high-frequency data
- household income
- income inequality
- Industry & industrial studies
- Information technology industries
- interval numbers
- intra-day seasonality
- market connectedness
- market depth
- market microstructure
- MCGDM
- Mean Logarithmic Deviation
- Media, information & communication industries
- Monetary policy
- multivariate time series
- mutual information
- n/a
- networks
- nonlinear dynamics
- objective weights
- predictability
- regularity
- Rényi entropy
- Rényi transfer entropy
- risk spillovers
- rolling-window
- Rössler system
- Sample Entropy (SampEn)
- Shannon entropy
- similarity
- stock market
- stock market index
- structural entropy
- synchronicity
- tail-risk
- TOPSIS
- transfer entropy
Links
DOI: 10.3390/books978-3-0365-5806-6Editions