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Citations per year
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Cited by
All
Since 2019
Citations
37
37
h-index
2
2
i10-index
1
1
0
20
10
2022
2023
2024
5
20
12
Follow
Andrey Shternshis
Uppsala University, Department of Information Technology
Verified email at sns.it
quantitative finance
mathematical statistics
econophysics
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Year
Measuring market efficiency: The Shannon entropy of high-frequency financial time series
A Shternshis, P Mazzarisi, S Marmi
Chaos, solitons & fractals 162, 112403
, 2022
27
2022
Efficiency of the Moscow stock exchange before 2022
A Shternshis, P Mazzarisi, S Marmi
Entropy 24 (9), 1184
, 2022
8
2022
Variance of entropy for testing time-varying regimes with an application to meme stocks
A Shternshis, P Mazzarisi
Decisions in Economics and Finance, 1-44
, 2024
2
2024
Price predictability at ultra-high frequency: Entropy-based randomness test
A Shternshis, S Marmi
arXiv preprint arXiv:2312.16637
, 2023
2023
Shannon entropy and high frequency financial time series
A Shternshis
Scuola Normale Superiore
, 2023
2023
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