Information Theory Quantifiers in Cryptocurrency Time Series Analysis

Information Theory Quantifiers in Cryptocurrency Time Series Analysis

This paper investigates the temporal evolution of cryptocurrency time series using information measures such as complexity, entropy, and Fisher information. The main objective is to differentiate between various levels of randomness and chaos. The methodology was applied to 176 daily closing price t...

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Bibliographic Details
Main Authors: Micaela Suriano, Leonidas Facundo Caram, Cesar Caiafa, Hernán Daniel Merlino, Osvaldo Anibal Rosso
Format: Article
Language:English
Published: MDPI AG 2025-04-01
Series:Entropy
Subjects:
permutation entropy
statistical complexity
cryptocurrency
Online Access:https://www.mdpi.com/1099-4300/27/4/450
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