94 citations · 885 across the 28 of their papers we have counts for
4 papers · 1 filter
Noise versus chaos in a causal Fisher-Shannon plane
Osvaldo A. Rosso, Felipe Olivares, Angelo Plastino
We revisit the Fisher-Shannon representation plane , evaluated using the Bandt and Pompe recipe to assign a probability distribution to a time ser…
Characterization of Vehicle Behavior with Information Theory
Andre L. L. Aquino, Tamer S. G. Cavalcante, Eliana S. Almeida +2
This work proposes the use of Information Theory for the characterization of vehicles behavior through their velocities. Three public data sets were used: i.Mobile Century data set…
A permutation Information Theory tour through different interest rate maturities: the Libor case
Aurelio F. Bariviera, M. Belen Guercio, Lisana B. Martinez +1
This paper analyzes Libor interest rates for seven different maturities and referred to operations in British Pounds, Euro, Swiss Francs and Japanese Yen, during the period years 2…
The (in)visible hand in the Libor market: an Information Theory approach
Aurelio F. Bariviera, M. Belén Guercio, Lisana B. Martinez +1
This paper analyzes several interest rates time series from the United Kingdom during the period 1999 to 2014. The analysis is carried out using a pioneering statistical tool in th…