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sample-entropy

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End-to-End Python implementation of the computational toolkit for financial market complexity analysis from "Complexity of Financial Time Series: Multifractal and Multiscale Entropy Analyses" (2025). Implements cutting-edge entropy and fractal methods to quantify asset predictability, nonlinear correlations, and multifractal scaling properties.

  • Updated Aug 2, 2025
  • Jupyter Notebook

End-to-End Python implementation of Zwydak et al.'s (2026) non-parametric framework for flagging artificial trading activity on centralised crypto exchanges. Uses MFDFA multifractal spectra, sign-preserving DCCA, ApEn/SampEn and mean-shift change-point detection on 1-minute tick panels.

  • Updated Jul 18, 2026
  • Jupyter Notebook

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