The Basic Properties of Accumulated Residual Entropy and Its Application in Stock Analysis
累积剩余熵的若干基本性质及其在股票分析中的应用

丹 周
2018 Pure Mathematics  
On the basis of information entropy, we further study some properties of the cumulative residual entropy, and the cumulative residual entropy model applied in risk measure. In practical applications, the selection of eight stocks, collect the daily closing price data, using SPSS software to draw the cumulative residual entropy and the standard deviation of the diagram. It is concluded that the cumulative residual entropy and the standard deviation of the linear relationship, and because of the
more » ... umulative residual entropy of a broader scope than variance, namely in the risk measurement, the cumulative residual entropy model has more advantages than the variance.
doi:10.12677/pm.2018.81013 fatcat:lh33o6vt6fdovkshn727miwdim