DSpace Repository

Browsing by Subject "wavelet entropy"

Browsing by Subject "wavelet entropy"

Sort by: Order: Results:

  • Entropy analysis of dynamic properties of regional stock markets 
    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 ...
  • Modelling of cryptocurrency market using fractal and entropy analysis in COVID-19 
    Danylchuk, Hanna; Kibalnyk, Liubov; Kovtun, Oksana; Ків, Арнольд Юхимович; Pursky, Oleg; Berezhna, Galina (CEUR Workshop Proceedings, 2020-10-26)
    In this article, we present the results of simulation for cryptocurrency market based on fractal and entropy analysis using six cryptocurrencies in the first 20 of the capitalization rating. The application of the selected ...