9 citations · 55 across the 16 of their papers we have counts for
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physics.data-an2023
Sorting ECGs by lag irreversibility
Nazul Merino Negrete, Cesar Maldonado, Raúl Salgado-García
In this work we introduce the lag irreversibility function as a method to assess time-irreversibility in discrete time series. It quantifies the degree of time-asymmetry for the jo…
q-fin.ST2023
Trend patterns statistics for assessing irreversibility in cryptocurrencies: time-asymmetry versus inefficiency
Jessica Morales Herrera, Raúl Salgado-García
In this paper, we present a measure of time irreversibility using trend pattern statistics. We define the irreversibility index as the Kullback-Leibler divergence between the distr…