Entropy-Based Applications in Economics, Finance, and Management
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| Author: |
Olbryś Joanna
|
| Title: |
Entropy-Based Applications in Economics, Finance, and Management
|
| Publisher: | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Physical description: | 1 online resource (276 p.) |
| Topical subject: | Computer science |
| Information technology industries | |
| Uncontrolled subject: | bond market |
| butterfly effect | |
| Central and Eastern European countries | |
| chaos | |
| coherence | |
| complex network | |
| COVID-19 | |
| credit-to-GDP gap | |
| crisis | |
| crowded trading | |
| cryptocurrencies | |
| decomposition of income inequality | |
| dimensions of market liquidity | |
| dynamic time warping | |
| energy futures | |
| entropy | |
| epidemic states | |
| EU-SILC | |
| Europe | |
| financial markets | |
| financial stability | |
| fixed income security | |
| fuzzy c-means classification method | |
| generalized variance decomposition | |
| Global Financial Crisis | |
| high-frequency data | |
| household income | |
| income inequality | |
| interval numbers | |
| intra-day seasonality | |
| market connectedness | |
| market depth | |
| market microstructure | |
| MCGDM | |
| Mean Logarithmic Deviation | |
| monetary policy | |
| multivariate time series | |
| mutual information | |
| n/a | |
| networks | |
| nonlinear dynamics | |
| objective weights | |
| predictability | |
| regularity | |
| Rényi entropy | |
| Rényi transfer entropy | |
| risk spillovers | |
| rolling-window | |
| Rössler system | |
| Sample Entropy (SampEn) | |
| Shannon entropy | |
| similarity | |
| stock market | |
| stock market index | |
| structural entropy | |
| synchronicity | |
| tail-risk | |
| TOPSIS | |
| transfer entropy | |
| Person (second resp.): | OlbryśJoanna |
| Summary, etc: | 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. |
| Preferred title for the work: | Entropy-Based Applications in Economics, Finance, and Management |
| ISBN: | 3-0365-5806-3 |
| Format: | Language material  |
| Bibliographic level | Monograph |
| Language: | English |
| Record Nr.: | 9910637783203321 |
| You will find it: | Univ. Federico II |
| Opac: | Check copies here |