Comparison of transfer entropy methods for financial time series von He, Jiayi, Shang, Pengjian

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Dispersion complexity–entropy curves: An effective method to characterize the structures of nonlinear time series von Jiang, Runze, Shang, Pengjian

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Analysis of Shannon-Fisher information plane in time series based on information entropy von Wang, Yuanyuan, Shang, Pengjian

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Complexity analysis of the time series using inverse dispersion entropy von Xu, Meng, Shang, Pengjian, Zhang, Sheng

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A novel and effective method for characterizing time series correlations based on martingale difference correlation von Li, Ang, Shang, Du, Shang, Pengjian

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Directed vector visibility graph from multivariate time series: a new method to measure time series irreversibility von Shang, Binbin, Shang, Pengjian

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Multivariate synchronization curve: A measure of synchronization in different multivariate signals von Shang, Binbin, Shang, Pengjian

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Complexity analysis of multiscale multivariate time series based on entropy plane via vector visibility graph von Shang, Binbin, Shang, Pengjian

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Dynamic Shannon entropy (DySEn): a novel method to detect the local anomalies of complex time series von He, Jiayi, Liu, Jinzhao, Shang, Pengjian, Zhang, Yali

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The complexity-entropy causality plane based on multiscale power spectrum entropy of financial time series von Zhang, Yali, Shang, Pengjian

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Inverse sample entropy analysis for stock markets von Wu, Yue, Shang, Pengjian, Xia, Jianan

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Dispersion conditional mutual information: a novel measure to estimate coupling direction between complex systems von Zhang, Boyi, Shang, Pengjian

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Complexity and information measures in planar characterization of chaos and noise von Xiong, Hui, Shang, Pengjian, He, Jiayi, Zhang, Yali

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Cross-sample entropy statistic as a measure of synchronism and cross-correlation of stock markets von Shi, Wenbin, Shang, Pengjian

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Global recurrence quantification analysis and its application in financial time series von He, Jiayi, Shang, Pengjian, Zhang, Yali

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Analysis of time series in the cumulative residual entropy plane based on oscillation roughness exponent von Shang, Du, Shang, Pengjian

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Characterizing dynamics of time series via Hill-index complexity measure von Peng, Kun, Shang, Pengjian, Yin, Yi

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A measure of complexity based on the order patterns von Zhang, Yali, Shang, Pengjian, He, Jiayi, Xiong, Hui

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Uncertainty of financial time series based on discrete fractional cumulative residual entropy von Zhang, Boyi, Shang, Pengjian

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Cumulative Tsallis entropy based on power spectrum of financial time series von Zhang, Yali, Shang, Pengjian, He, Jiayi, Xiong, Hui

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