"Price predictability at ultra-high frequency: Entropy-based randomness test."

Andrey Shternshis, Stefano Marmi (2025)

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DOI: 10.1016/J.CNSNS.2024.108469

access: open

type: Journal Article

metadata version: 2025-03-03

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Andrey Shternshis, Stefano Marmi:
Price predictability at ultra-high frequency: Entropy-based randomness test. Commun. Nonlinear Sci. Numer. Simul. 141: 108469 (2025)

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