Entropy-Based Applications in Economics, Finance, and Management

• Andere auteurs: Olbryś, Joanna (Redacteur)
• Formaat: Elektronisch Hoofdstuk
• Taal: Engels
• Gepubliceerd in: Basel MDPI - Multidisciplinary Digital Publishing Institute 2022
• Onderwerpen: Information technology industries; 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
• Online toegang: DOAB: download the publication; DOAB: description of the publication

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...