Information Science, Finance, Entropy, Risk Management, Trading Strategy.
sample entropy (SampEn) [3] was introduced which has fewer of these problems. It is defined as: where B and A are number of patterns satisfying d[pₘ(i), pₘ(j)]<r of length m, i≠j which excludes the self-matching, in contrast to the pattern-wise approach in ApEn. We can also apply some physically