Entropy is a powerful tool for the analysis of time series, as it allows describing the
probability distributions of the possible state of a system, and therefore the information …

More than ten years ago Bandt and Pompe introduced a new measure to quantify
complexity in measured time series. During these ten years, this measure has been modified …

In recent years a new type of tradable assets appeared, generically known as
cryptocurrencies. Among them, the most widespread is Bitcoin. Given its novelty, this paper …

One of the most important aspects of time series is their degree of stochasticity vs. chaoticity.
Since the discovery of chaotic maps, many algorithms have been proposed to discriminate …

We analyze the market efficiency of 25 commodity futures across various groups—metals,
energies, soft commodities, grains and other agricultural commodities. To do so, we utilize …

Considering that both the entropy-based market information and the Hurst exponent are
useful tools for determining whether the efficient market hypothesis holds for a given asset …

This paper discusses the dynamics of intraday prices of 12 cryptocurrencies during the past
months' boom and bust. The importance of this study lies in the extended coverage of the …

This paper promotes insights based on an empirical analysis of the complex dynamics of 12
significant assets of the commodity market. We applied the Complexity-entropy causality …

This article evaluates the effects of the crisis caused by the new Coronavirus (COVID-19) on
the Chinese sectoral indices. Using the complexity–entropy plane methodology, we find that …

Food insecurity, defined as the lack of physical or economic access to safe, nutritious and
sufficient food, remains one of the main challenges included in the 2030 Agenda for …