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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| Sonstige: | |
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| Year of Publication: | 2022 |
| Language: | English |
| Physical Description: | 1 electronic resource (276 p.) |
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| 245 | 1 | 0 | |a Entropy-Based Applications in Economics, Finance, and Management |
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| 300 | |a 1 electronic resource (276 p.) | ||
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| 520 | |a 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. | ||
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| 653 | |a dimensions of market liquidity | ||
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| 653 | |a bond market | ||
| 653 | |a fixed income security | ||
| 653 | |a risk spillovers | ||
| 653 | |a structural entropy | ||
| 653 | |a generalized variance decomposition | ||
| 653 | |a complex network | ||
| 653 | |a credit-to-GDP gap | ||
| 653 | |a coherence | ||
| 653 | |a similarity | ||
| 653 | |a synchronicity | ||
| 653 | |a Central and Eastern European countries | ||
| 653 | |a cryptocurrencies | ||
| 653 | |a mutual information | ||
| 653 | |a transfer entropy | ||
| 653 | |a dynamic time warping | ||
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| 653 | |a fuzzy c-means classification method | ||
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| 653 | |a stock market | ||
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| 653 | |a nonlinear dynamics | ||
| 653 | |a chaos | ||
| 653 | |a butterfly effect | ||
| 653 | |a energy futures | ||
| 653 | |a Mean Logarithmic Deviation | ||
| 653 | |a Shannon entropy | ||
| 653 | |a income inequality | ||
| 653 | |a household income | ||
| 653 | |a decomposition of income inequality | ||
| 653 | |a EU-SILC | ||
| 653 | |a Rényi entropy | ||
| 653 | |a Rényi transfer entropy | ||
| 653 | |a Rössler system | ||
| 653 | |a multivariate time series | ||
| 653 | |a Sample Entropy (SampEn) | ||
| 653 | |a stock market index | ||
| 653 | |a regularity | ||
| 653 | |a predictability | ||
| 653 | |a Global Financial Crisis | ||
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