Generalized entropy plane based on large deviations theory for financial time series
作者：
Highlights：
• A new generalized plane model is proposed based on entropy and large deviation.
• The modified method overcomes tedious data preprocessing in large deviation theory.
• The model can detect complex behaviors of time series and capture main features.
• Stock markets of different areas are distinguished using our method.
摘要
•A new generalized plane model is proposed based on entropy and large deviation.•The modified method overcomes tedious data preprocessing in large deviation theory.•The model can detect complex behaviors of time series and capture main features.•Stock markets of different areas are distinguished using our method.
论文关键词：Information entropy theory,Generalized entropy plane,Large deviations theory,Financial time series
论文评审过程：Received 9 March 2019, Revised 22 August 2019, Accepted 2 September 2019, Available online 12 September 2019, Version of Record 12 September 2019.
论文官网地址：https://doi.org/10.1016/j.amc.2019.124719
