Multiscale sample entropy and cross-sample entropy based on symbolic representation and similarity of stock markets Y Wu, P Shang, Y Li Communications in Nonlinear Science and Numerical Simulation 56, 49-61, 2018 | 31 | 2018 |
Generalized entropy plane based on permutation entropy and distribution entropy analysis for complex time series Y Dai, J He, Y Wu, S Chen, P Shang Physica A: Statistical Mechanics and its Applications 520, 217-231, 2019 | 27 | 2019 |
Weighted multiscale Rényi permutation entropy of nonlinear time series S Chen, P Shang, Y Wu Physica A: Statistical Mechanics and its Applications 496, 548-570, 2018 | 23 | 2018 |
Modified generalized multiscale sample entropy and surrogate data analysis for financial time series Y Wu, P Shang, Y Li Nonlinear Dynamics 92 (3), 1335-1350, 2018 | 22 | 2018 |
Multivariate multiscale fractional order weighted permutation entropy of nonlinear time series S Chen, P Shang, Y Wu Physica A: Statistical Mechanics and its Applications 515, 217-231, 2019 | 13 | 2019 |
Inverse sample entropy analysis for stock markets Y Wu, P Shang, J Xia Nonlinear Dynamics 103 (1), 741-758, 2021 | 7 | 2021 |
Research on weighted havrda–charvat’s entropy in financial time series Y Shi, Y Wu, P Shang Physica A: Statistical Mechanics and its Applications 572, 125914, 2021 | 3 | 2021 |
Generalized entropy plane based on large deviations theory for financial time series S Chen, P Shang, Y Wu Applied Mathematics and Computation 365, 124719, 2020 | 2 | 2020 |
Modified multifractal large deviation spectrum based on CID for financial market system Y Wu, P Shang, S Chen Physica A: Statistical Mechanics and its Applications 523, 1331-1342, 2019 | 1 | 2019 |
Multivariate large deviations spectrum for the multiscale analysis of stock markets Y Wu, P Shang Physica A: Statistical Mechanics and its Applications 527, 121423, 2019 | | 2019 |