Diffusion entropy analysis on the scaling behavior of financial markets

  • Shi-Min Caia, Pei-Ling Zhoua, Hui-Jie Yangb, Chun-Xia Yanga, Bing-Hong Wangb, Tao Zhoua
  • Published 2015


In this paper the diffusion entropy technique is applied to investigate the scaling behavior of financial markets. The scaling behaviors of four representative stock markets, Dow Jones Industrial Average, Standard&Poor 500, Heng Seng Index, and Shang Hai Stock Synthetic Index, are almost the same; with the scale-invariance exponents all in the interval 1⁄20… (More)


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