Danylchuk, H.; Derbentsev, V.; Соловйов, Володимир Миколайович; Sharapov, A.
(Society for Cultural and Scientific Progress in Central and Eastern Europe, 2016)
This paper examines entropy analysis of regional stock markets. We propose and empirically demonstrate the effectiveness of using such entropy as sample entropy, wavelet and Tsallis entropy as a measure of uncertainty and ...