scholarly journals Revisiting the volatility of bitcoin with approximate entropy

2021 ◽  
Vol 10 (1) ◽  
Author(s):  
Nassim Dehouche
Keyword(s):  
2021 ◽  
pp. 1-6
Author(s):  
David M. Garner ◽  
Gláucia S. Barreto ◽  
Vitor E. Valenti ◽  
Franciele M. Vanderlei ◽  
Andrey A. Porto ◽  
...  

Abstract Introduction: Approximate Entropy is an extensively enforced metric to evaluate chaotic responses and irregularities of RR intervals sourced from an eletrocardiogram. However, to estimate their responses, it has one major problem – the accurate determination of tolerances and embedding dimensions. So, we aimed to overt this potential hazard by calculating numerous alternatives to detect their optimality in malnourished children. Materials and methods: We evaluated 70 subjects split equally: malnourished children and controls. To estimate autonomic modulation, the heart rate was measured lacking any physical, sensory or pharmacologic stimuli. In the time series attained, Approximate Entropy was computed for tolerance (0.1→0.5 in intervals of 0.1) and embedding dimension (1→5 in intervals of 1) and the statistical significances between the groups by their Cohen’s ds and Hedges’s gs were totalled. Results: The uppermost value of statistical significance accomplished for the effect sizes for any of the combinations was −0.2897 (Cohen’s ds) and −0.2865 (Hedges’s gs). This was achieved with embedding dimension = 5 and tolerance = 0.3. Conclusions: Approximate Entropy was able to identify a reduction in chaotic response via malnourished children. The best values of embedding dimension and tolerance of the Approximate Entropy to identify malnourished children were, respectively, embedding dimension = 5 and embedding tolerance = 0.3. Nevertheless, Approximate Entropy is still an unreliable mathematical marker to regulate this.


2021 ◽  
Vol 11 (1) ◽  
Author(s):  
Vikram Jakkamsetti ◽  
William Scudder ◽  
Gauri Kathote ◽  
Qian Ma ◽  
Gustavo Angulo ◽  
...  

AbstractTime-to-fall off an accelerating rotating rod (rotarod) is widely utilized to evaluate rodent motor performance. We reasoned that this simple outcome could be refined with additional measures explicit in the task (however inconspicuously) to examine what we call movement sub-structure. Our goal was to characterize normal variation or motor impairment more robustly than by using time-to-fall. We also hypothesized that measures (or features) early in the sub-structure could anticipate the learning expected of a mouse undergoing serial trials. Using normal untreated and baclofen-treated movement-impaired mice, we defined these features and automated their analysis using paw video-tracking in three consecutive trials, including paw location, speed, acceleration, variance and approximate entropy. Spectral arc length yielded speed and acceleration uniformity. We found that, in normal mice, paw movement smoothness inversely correlated with rotarod time-to-fall for the three trials. Greater approximate entropy in vertical movements, and opposite changes in horizontal movements, correlated with greater first-trial time-to-fall. First-trial horizontal approximate entropy in the first few seconds predicted subsequent time-to-fall. This allowed for the separation, after only one rotarod trial, of different-weight, untreated mouse groups, and for the detection of mice otherwise unimpaired after baclofen, which displayed a time-to-fall similar to control. A machine-learning support vector machine classifier corroborated these findings. In conclusion, time-to-fall off a rotarod correlated well with several measures, including some obtained during the first few seconds of a trial, and some responsive to learning over the first two trials, allowing for predictions or preemptive experimental manipulations before learning completion.


Entropy ◽  
2019 ◽  
Vol 21 (7) ◽  
pp. 678 ◽  
Author(s):  
Yixuan Song ◽  
Fang Yuan ◽  
Yuxia Li

In this paper, a new voltage-controlled memristor is presented. The mathematical expression of this memristor has an absolute value term, so it is called an absolute voltage-controlled memristor. The proposed memristor is locally active, which is proved by its DC V–I (Voltage–Current) plot. A simple three-order Wien-bridge chaotic circuit without inductor is constructed on the basis of the presented memristor. The dynamical behaviors of the simple chaotic system are analyzed in this paper. The main properties of this system are coexisting attractors and multistability. Furthermore, an analog circuit of this chaotic system is realized by the Multisim software. The multistability of the proposed system can enlarge the key space in encryption, which makes the encryption effect better. Therefore, the proposed chaotic system can be used as a pseudo-random sequence generator to provide key sequences for digital encryption systems. Thus, the chaotic system is discretized and implemented by Digital Signal Processing (DSP) technology. The National Institute of Standards and Technology (NIST) test and Approximate Entropy analysis of the proposed chaotic system are conducted in this paper.


2021 ◽  
pp. 105971232110240
Author(s):  
Shahab Parvinpour ◽  
Marzie Balali ◽  
Mohsen Shafizadeh ◽  
Fatemeh Samimi Pazhuh ◽  
Michael Duncan ◽  
...  

The purpose of this study was to examine the variability and coordination of postural adaptations in normal weight children and those with overweight in running and hopping. Fifty-six boys between 7 and 10 years were classified into groups as overweight ( n = 33) or normal-weight ( n = 23). They performed two trials of running and hopping over a 20-m straight line distance. Accelerometers were attached on the trunk and head for collecting body movements in different directions from 15 strides. Postural variability and coordination were calculated by multiscale entropy and cross approximate entropy for the running and hopping trials, separately. Findings highlight overweight boys had significantly higher trunk-head coordination in mediolateral direction than normal-weight boys (0.72 vs. 0.68). The hopping movement pattern had highest variability (9.88 vs. 8.77) and trunk–head coordination (0.61 vs. 0.67) than running. Excess body mass demands additional postural adaptations to compensate for reducing the risk of losing balance laterally in boys with overweight.


Risks ◽  
2021 ◽  
Vol 9 (5) ◽  
pp. 89
Author(s):  
Muhammad Sheraz ◽  
Imran Nasir

The volatility analysis of stock returns data is paramount in financial studies. We investigate the dynamics of volatility and randomness of the Pakistan Stock Exchange (PSX-100) and obtain insights into the behavior of investors during and before the coronavirus disease (COVID-19 pandemic). The paper aims to present the volatility estimations and quantification of the randomness of PSX-100. The methodology includes two approaches: (i) the implementation of EGARCH, GJR-GARCH, and TGARCH models to estimate the volatilities; and (ii) analysis of randomness in volatilities series, return series, and PSX-100 closing prices for pre-pandemic and pandemic period by using Shannon’s, Tsallis, approximate and sample entropies. Volatility modeling suggests the existence of the leverage effect in both the underlying periods of study. The results obtained using GARCH modeling reveal that the stock market volatility has increased during the pandemic period. However, information-theoretic results based on Shannon and Tsallis entropies do not suggest notable variation in the estimated volatilities series and closing prices. We have examined regularity and randomness based on the approximate entropy and sample entropy. We have noticed both entropies are extremely sensitive to choices of the parameters.


Sign in / Sign up

Export Citation Format

Share Document