Obserwuj
Luciano Zunino (L. Zunino)
Luciano Zunino (L. Zunino)
Independent Researcher at CIOp (CONICET - CIC - UNLP), Argentina
Zweryfikowany adres z ciop.unlp.edu.ar
Tytuł
Cytowane przez
Cytowane przez
Rok
Permutation entropy and its main biomedical and econophysics applications: a review
M Zanin, L Zunino, OA Rosso, D Papo
Entropy 14 (8), 1553-1577, 2012
7062012
A multifractal approach for stock market inefficiency
L Zunino, BM Tabak, A Figliola, DG Pérez, M Garavaglia, OA Rosso
Physica A: Statistical Mechanics and its Applications 387 (26), 6558-6566, 2008
3562008
Forbidden patterns, permutation entropy and stock market inefficiency
L Zunino, M Zanin, BM Tabak, DG Pérez, OA Rosso
Physica A: Statistical Mechanics and its Applications 388 (14), 2854-2864, 2009
3002009
Permutation-information-theory approach to unveil delay dynamics from time-series analysis
L Zunino, MC Soriano, I Fischer, OA Rosso, CR Mirasso
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 82 (4 …, 2010
2732010
Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency
L Zunino, M Zanin, BM Tabak, DG Pérez, OA Rosso
Physica A: Statistical Mechanics and its Applications 389 (9), 1891-1901, 2010
2572010
Distinguishing chaotic and stochastic dynamics from time series by using a multiscale symbolic approach
L Zunino, MC Soriano, OA Rosso
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 86 (4 …, 2012
2332012
Time scales of a chaotic semiconductor laser with optical feedback under the lens of a permutation information analysis
MC Soriano, L Zunino, OA Rosso, I Fischer, CR Mirasso
IEEE Journal of Quantum Electronics 47 (2), 252-261, 2011
2162011
Multifractal structure in Latin-American market indices
L Zunino, A Figliola, BM Tabak, DG Pérez, M Garavaglia, OA Rosso
Chaos, Solitons & Fractals 41 (5), 2331-2340, 2009
1282009
On the efficiency of sovereign bond markets
L Zunino, AF Bariviera, MB Guercio, LB Martinez, OA Rosso
Physica A: Statistical Mechanics and its Applications 391 (18), 4342-4349, 2012
1272012
Permutation entropy based time series analysis: Equalities in the input signal can lead to false conclusions
L Zunino, F Olivares, F Scholkmann, OA Rosso
Physics Letters A 381 (22), 1883-1892, 2017
1252017
Permutation entropy of fractional Brownian motion and fractional Gaussian noise
L Zunino, DG Pérez, MT Martín, M Garavaglia, A Plastino, OA Rosso
Physics Letters A 372 (27-28), 4768-4774, 2008
1232008
Complexity-entropy causality plane as a complexity measure for two-dimensional patterns
HV Ribeiro, L Zunino, EK Lenzi, PA Santoro, RS Mendes
Public Library of Science 7 (8), e40689, 2012
1092012
Fractional Brownian motion, fractional Gaussian noise, and Tsallis permutation entropy
L Zunino, DG Pérez, A Kowalski, MT Martín, M Garavaglia, A Plastino, ...
Physica A: Statistical Mechanics and its Applications 387 (24), 6057-6068, 2008
1022008
Complexity–entropy causality plane: A useful approach for distinguishing songs
HV Ribeiro, L Zunino, RS Mendes, EK Lenzi
Physica A: Statistical Mechanics and its Applications 391 (7), 2421-2428, 2012
1012012
Commodity predictability analysis with a permutation information theory approach
L Zunino, BM Tabak, F Serinaldi, M Zanin, DG Pérez, OA Rosso
Physica A: statistical mechanics and its applications 390 (5), 876-890, 2011
1012011
Wavelet entropy of stochastic processes
L Zunino, DG Pérez, M Garavaglia, OA Rosso
Physica A: Statistical Mechanics and its Applications 379 (2), 503-512, 2007
952007
Characterizing time series via complexity-entropy curves
HV Ribeiro, M Jauregui, L Zunino, EK Lenzi
Physical review E 95 (6), 062106, 2017
942017
An analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers
AF Bariviera, L Zunino, OA Rosso
Chaos: An Interdisciplinary Journal of Nonlinear Science 28 (7), 2018
932018
Characterization of chaotic maps using the permutation Bandt-Pompe probability distribution
OA Rosso, F Olivares, L Zunino, L De Micco, ALL Aquino, A Plastino, ...
The European Physical Journal B 86, 1-13, 2013
892013
Discriminating chaotic and stochastic dynamics through the permutation spectrum test
CW Kulp, L Zunino
Chaos: An Interdisciplinary Journal of Nonlinear Science 24 (3), 2014
872014
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