Research Article
Refined Composite Multivariate Multiscale Fractional Fuzzy Entropy: Measuring the Dynamical Complexity of Multichannel Financial Data
Table 9
RCmvMFFE of different stock indices with different
.
| | N225 | TWII | SSE | N100 | GDAXI | FCHI | GSPC | MXX | BVSP |
| 1 | 1.2459 | 1.2304 | 1.2480 | 1.2190 | 1.2404 | 1.2158 | 1.1291 | 1.2121 | 1.2348 | 5 | 0.7262 | 0.7414 | 0.7650 | 0.7146 | 0.7075 | 0.7051 | 0.6959 | 0.7235 | 0.7247 | 10 | 0.6427 | 0.6541 | 0.6680 | 0.6426 | 0.6364 | 0.6350 | 0.6243 | 0.6420 | 0.6404 | 15 | 0.6179 | 0.6266 | 0.6440 | 0.6186 | 0.6102 | 0.6108 | 0.6035 | 0.6179 | 0.6187 | 20 | 0.6050 | 0.6140 | 0.6288 | 0.6081 | 0.5992 | 0.6020 | 0.5944 | 0.6083 | 0.6102 | 25 | 0.5995 | 0.6070 | 0.6194 | 0.6042 | 0.5921 | 0.5974 | 0.5893 | 0.5979 | 0.6071 | 30 | 0.5964 | 0.6021 | 0.6129 | 0.6015 | 0.5905 | 0.5954 | 0.5872 | 0.5910 | 0.6053 | 35 | 0.5948 | 0.5990 | 0.6085 | 0.5990 | 0.5860 | 0.5941 | 0.5853 | 0.5891 | 0.6049 | 40 | 0.5946 | 0.5988 | 0.6071 | 0.5993 | 0.5864 | 0.5943 | 0.5847 | 0.5889 | 0.6052 |
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