Research Article
Refined Composite Multivariate Multiscale Fractional Fuzzy Entropy: Measuring the Dynamical Complexity of Multichannel Financial Data
Table 7
mvMFE of different stock indices with different
.
| | N225 | TWII | SSE | N100 | GDAXI | FCHI | GSPC | MXX | BVSP |
| 1 | 0.6132 | 0.6002 | 0.6150 | 0.5906 | 0.6086 | 0.5879 | 0.5146 | 0.5848 | 0.6039 | 5 | 0.1681 | 0.1733 | 0.1898 | 0.1559 | 0.1437 | 0.1458 | 0.1317 | 0.1586 | 0.1690 | 10 | 0.0908 | 0.1024 | 0.1113 | 0.0875 | 0.0845 | 0.0892 | 0.0687 | 0.0797 | 0.0824 | 15 | 0.0667 | 0.0679 | 0.0922 | 0.0608 | 0.0546 | 0.0587 | 0.0513 | 0.0671 | 0.0670 | 20 | 0.0568 | 0.0597 | 0.0774 | 0.0561 | 0.0486 | 0.0501 | 0.0446 | 0.0502 | 0.0508 | 25 | 0.0554 | 0.0554 | 0.0706 | 0.0566 | 0.0387 | 0.0408 | 0.0450 | 0.0520 | 0.0505 | 30 | 0.0455 | 0.0462 | 0.0619 | 0.0477 | 0.0413 | 0.0429 | 0.0364 | 0.0373 | 0.0497 | 35 | 0.0442 | 0.0446 | 0.0589 | 0.0486 | 0.0345 | 0.0398 | 0.0388 | 0.0386 | 0.0544 | 40 | 0.0455 | 0.0429 | 0.0518 | 0.0476 | 0.0309 | 0.0439 | 0.0313 | 0.0360 | 0.0506 |
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