04072nam 2201045z- 450 991063778320332120231214133212.03-0365-5806-3(CKB)5470000001631705(oapen)https://directory.doabooks.org/handle/20.500.12854/94551(EXLCZ)99547000000163170520202212d2022 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierEntropy-Based Applications in Economics, Finance, and ManagementBaselMDPI - Multidisciplinary Digital Publishing Institute20221 electronic resource (276 p.)3-0365-5805-5 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.Information technology industriesbicsscComputer sciencebicssccrowded tradingtail-riskfinancial stabilityentropymarket microstructuredimensions of market liquiditymarket depthhigh-frequency dataintra-day seasonalitybond marketfixed income securityrisk spilloversstructural entropygeneralized variance decompositioncomplex networkcredit-to-GDP gapcoherencesimilaritysynchronicityCentral and Eastern European countriescryptocurrenciesmutual informationtransfer entropydynamic time warpinginterval numbersMCGDMTOPSISobjective weightsfinancial marketsmonetary policynetworksfuzzy c-means classification methodCOVID-19epidemic statesEuropestock marketmarket connectednesscrisisnonlinear dynamicschaosbutterfly effectenergy futuresMean Logarithmic DeviationShannon entropyincome inequalityhousehold incomedecomposition of income inequalityEU-SILCRényi entropyRényi transfer entropyRössler systemmultivariate time seriesSample Entropy (SampEn)stock market indexregularitypredictabilityGlobal Financial Crisisrolling-windowInformation technology industriesComputer scienceOlbryś Joannaedt1285500Olbryś JoannaothBOOK9910637783203321Entropy-Based Applications in Economics, Finance, and Management3019611UNINA