Research Article
Refined Composite Multivariate Multiscale Fractional Fuzzy Entropy: Measuring the Dynamical Complexity of Multichannel Financial Data
Table 8
RCmvMFE 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 | 0.1627 | 0.1763 | 0.1974 | 0.1522 | 0.1459 | 0.1437 | 0.1354 | 0.1602 | 0.1613 | 10 | 0.0872 | 0.0976 | 0.1102 | 0.0872 | 0.0815 | 0.0803 | 0.0705 | 0.0866 | 0.0852 | 15 | 0.0646 | 0.0750 | 0.0884 | 0.0653 | 0.0576 | 0.0582 | 0.0516 | 0.0647 | 0.0654 | 20 | 0.0529 | 0.0611 | 0.0746 | 0.0557 | 0.0476 | 0.0501 | 0.0433 | 0.0559 | 0.0577 | 25 | 0.0479 | 0.0548 | 0.0660 | 0.0522 | 0.0411 | 0.0460 | 0.0385 | 0.0465 | 0.0548 | 30 | 0.0451 | 0.0503 | 0.0601 | 0.0497 | 0.0397 | 0.0441 | 0.0366 | 0.0401 | 0.0532 | 35 | 0.0436 | 0.0474 | 0.0561 | 0.0474 | 0.0355 | 0.0429 | 0.0349 | 0.0383 | 0.0528 | 40 | 0.0434 | 0.0473 | 0.0548 | 0.0477 | 0.0358 | 0.0431 | 0.0344 | 0.0381 | 0.0531 |
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