Entropy-Based Applications in Economics, Finance, and Management

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:
Olbryś, Joanna
Year of Publication:2022
Language:English
Physical Description:1 electronic resource (276 p.)
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spelling Olbryś, Joanna edt
Entropy-Based Applications in Economics, Finance, and Management
Basel MDPI - Multidisciplinary Digital Publishing Institute 2022
1 electronic resource (276 p.)
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
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.
English
Information technology industries bicssc
Computer science bicssc
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
3-0365-5805-5
Olbryś, Joanna oth
language English
format eBook
author2 Olbryś, Joanna
author_facet Olbryś, Joanna
author2_variant j o jo
author2_role Sonstige
title Entropy-Based Applications in Economics, Finance, and Management
spellingShingle Entropy-Based Applications in Economics, Finance, and Management
title_full Entropy-Based Applications in Economics, Finance, and Management
title_fullStr Entropy-Based Applications in Economics, Finance, and Management
title_full_unstemmed Entropy-Based Applications in Economics, Finance, and Management
title_auth Entropy-Based Applications in Economics, Finance, and Management
title_new Entropy-Based Applications in Economics, Finance, and Management
title_sort entropy-based applications in economics, finance, and management
publisher MDPI - Multidisciplinary Digital Publishing Institute
publishDate 2022
physical 1 electronic resource (276 p.)
isbn 3-0365-5806-3
3-0365-5805-5
illustrated Not Illustrated
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is_hierarchy_title Entropy-Based Applications in Economics, Finance, and Management
author2_original_writing_str_mv noLinkedField
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