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Stock market pattern recognition using symbol entropy analysis
Jaime F. Lavín
,
Mauricio A. Valle
, Nicolás S. Magner
Business School
Research output
:
Contribution to journal
›
Article
›
peer-review
3
Scopus citations
Overview
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Keyphrases
Stock Market
100%
Entropy Analysis
100%
Pattern Recognition
100%
Market Pattern
100%
Symbol Entropy
100%
Implied Volatility
75%
Bull
75%
Global Uncertainty
50%
Market Uncertainty
50%
S&P 500
50%
Politicians
25%
Asset Pricing
25%
Negative Relationships
25%
Negatively Associated
25%
Dynamic Nature
25%
Global-local
25%
Global Shocks
25%
Market Stability
25%
Global Stocks
25%
Shock Waves
25%
Local Stocks
25%
Local Shocks
25%
Variance Decomposition
25%
Financial Stability
25%
Regression Forecast
25%
Uncertain Price
25%
Financial Instability
25%
Market Instability
25%
Local Impacts
25%
Volatility Uncertainty
25%
Regression Analysis Model
25%
Global Stock Markets
25%
Mutual Influence
25%
INIS
market
100%
stocks
100%
entropy
100%
pattern recognition
100%
prices
42%
bears
42%
volatility
42%
stability
28%
instability
28%
dynamics
14%
probability
14%
regression analysis
14%
fluctuations
14%
assets
14%
decomposition
14%
radar
14%
shock waves
14%
Economics, Econometrics and Finance
Volatility
100%
Financial Crisis
33%
Asset Pricing
33%
Financial Stability
33%