Publications en collaboration avec des chercheurs de Universidade Federal de Alagoas (11)

2019

  1. An information theory perspective on the informational efficiency of gold price

    North American Journal of Economics and Finance, Vol. 50

2017

  1. A simple and fast representation space for classifying complex time series

    Physics Letters, Section A: General, Atomic and Solid State Physics, Vol. 381, Núm. 11, pp. 1021-1028

2015

  1. A permutation information theory tour through different interest rate maturities: The Libor case

    Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, Vol. 373, Núm. 2056

  2. The (in)visible hand in the Libor market: an information theory approach

    European Physical Journal B, Vol. 88, Núm. 8

2013

  1. Efficiency and credit ratings: A permutation-information-theory analysis

    Journal of Statistical Mechanics: Theory and Experiment, Vol. 2013, Núm. 8

  2. Revisiting the european sovereign bonds with a permutationinformation- Theory

    European Physical Journal B, Vol. 86, Núm. 12

2012

  1. On the efficiency of sovereign bond markets

    Physica A: Statistical Mechanics and its Applications, Vol. 391, Núm. 18, pp. 4342-4349