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. 2020 Jun 8;22(6):634. doi: 10.3390/e22060634

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© 2020 by the authors.

Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (http://creativecommons.org/licenses/by/4.0/).

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Cluster entropy results for Fractional Brownian Motion (FBM) series with $H = 0.3$ , $H = 0.5$ , $H = 0.8$ . First row shows results for time horizon $M = 1$ (approximately equivalent to the first month (January 2018) of raw data for NASDAQ, S&P500, DIJA). The second row shows results for time horizon $M = 12$ (approximately equivalent to twelve months of data in NASDAQ, S&P500, DIJA, i.e, the whole 2018 year).