We ask whether empirical finance market data (Financial Stress Index, swap and equity,
emerging and developed, corporate and government, short and long maturity), with their …

Despite half a century of research, there is still no general agreement about the optimal
approach to build a robust multi-period portfolio. We address this question by proposing the …

Complexity is an important feature of complex time series. This paper proposes a new
entropy plane using past Tsallis entropy and past R e´ nyi entropy by weighted permutation …

We propose an information-theoretical measure, the\textit {relative cluster entropy} $\mathcal
{D_ {C}}[P\| Q] $, to discriminate among cluster partitions characterised by probability …