Realtime estmation of the degree of market efficiency using variable weighted sample entropy

Koichi Sugisaki, Hiromitsu Ohmori

研究成果: Conference contribution

1 被引用数 (Scopus)

抄録

Recently, the complex features of financial time series have been studied using a variety of methods developed in econophysics. These analyses of extensive financial data have empirically pointed to the breakdown of the efficient market hypothesis(EMH), in particular the weak-form of EMH. Sample Entropy(SampEn) can be used to quantify the randomness in the time series. In the financial time series analysis, the SampEn can quantify the degree of market efficiency. In this paper, we investigated the degree of market efficiency of the US market and Asian market around the epoch of Black Monday and Asian Currency Crisis respectively by using variable weighted SampEn algorithm.

本文言語English
ホスト出版物のタイトルProceedings of SICE Annual Conference 2008 - International Conference on Instrumentation, Control and Information Technology
ページ1415-1418
ページ数4
DOI
出版ステータスPublished - 2008
イベントSICE Annual Conference 2008 - International Conference on Instrumentation, Control and Information Technology - Tokyo, Japan
継続期間: 2008 8月 202008 8月 22

出版物シリーズ

名前Proceedings of the SICE Annual Conference

Other

OtherSICE Annual Conference 2008 - International Conference on Instrumentation, Control and Information Technology
国/地域Japan
CityTokyo
Period08/8/2008/8/22

ASJC Scopus subject areas

  • 制御およびシステム工学
  • コンピュータ サイエンスの応用
  • 電子工学および電気工学

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