Incorporating volatility into symbolic encoding with thresholds: New entropy-based approach to market efficiency assessment

Olbrys, Joanna

doi:10.1016/j.procs.2024.09.227

Procedia Computer Science

2024

DOI: 10.1016/j.procs.2024.09.227

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Incorporating volatility into symbolic encoding with thresholds: New entropy-based approach to market efficiency assessment

Joanna Olbrys

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Incorporating volatility into symbolic encoding with thresholds: New entropy-based approach to market efficiency assessment

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References 29 publications

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