Transfer Entropy Analysis of the Korean Stock Market
Seung Ki Baek, Woo-Sung Jung, Okyu Kwon, Hie-Tae Moon
TL;DR
This paper aimed to analyze the Korean stock market using transfer entropy, a method for detecting information flow, but was withdrawn due to a critical calculation error.
Contribution
The study proposed applying transfer entropy to understand information transfer in the Korean stock market, introducing a novel analytical approach.
Findings
Analysis was inconclusive due to the withdrawal
Methodology aimed to quantify information flow
Potential insights into market dynamics were intended
Abstract
This paper has been withdrawn by the authors due to a crucial error in calculation.
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Taxonomy
TopicsStock Market Forecasting Methods · Neural Networks and Applications