研究文章
精制复合多元多尺度分级模糊熵:测量多路财务数据的动态复杂性
|
|
|
最高峰 |
TWII |
上交所 |
N100 |
GDAXI |
FCHI |
GSPC” |
MXX |
BVSP |
|
| 1 |
1.2459 |
1.2304 |
1.2480 |
1.2190 |
1.2404 |
1.2158 |
1.1291 |
1.2121 |
1.2348 |
| 5 |
0.7262 |
0.7414 |
0.7650 |
0.7146 |
0.7075 |
0.7051 |
0.6959 |
0.7235 |
0.7247 |
| 10 |
0.6427 |
0.6541 |
0.6680 |
0.6426 |
0.6364 |
0.6350 |
0.6243 |
0.6420 |
0.6404 |
| 15 |
0.6179 |
0.6266 |
0.6440 |
0.6186 |
0.6102 |
0.6108 |
0.6035 |
0.6179 |
0.6187 |
| 20. |
0.6050 |
0.6140 |
0.6288 |
0.6081 |
0.5992 |
0.6020 |
0.5944 |
0.6083 |
0.6102 |
| 25 |
0.5995 |
0.6070 |
0.6194 |
0.6042 |
0.5921 |
0.5974 |
0.5893 |
0.5979 |
0.6071 |
| 30. |
0.5964 |
0.6021 |
0.6129 |
0.6015 |
0.5905 |
0.5954 |
0.5872 |
0.5910 |
0.6053 |
| 35 |
0.5948 |
0.5990 |
0.6085 |
0.5990 |
0.5860 |
0.5941 |
0.5853 |
0.5891 |
0.6049 |
| 40 |
0.5946 |
0.5988 |
0.6071 |
0.5993 |
0.5864 |
0.5943 |
0.5847 |
0.5889 |
0.6052 |
|
|
