{"id":14813,"date":"2019-10-10T10:08:24","date_gmt":"2019-10-10T10:08:24","guid":{"rendered":"http:\/\/cio.edu.umh.es\/?p=14813"},"modified":"2021-07-22T09:50:21","modified_gmt":"2021-07-22T07:50:21","slug":"the-invisible-hand-in-the-libor-market-an-information-theory-approach","status":"publish","type":"post","link":"https:\/\/cio.umh.es\/en\/2019\/10\/10\/the-invisible-hand-in-the-libor-market-an-information-theory-approach\/","title":{"rendered":"Seminario Osvaldo A. Rosso"},"content":{"rendered":"<p>[:es]<strong>T\u00edtulo:<\/strong>\u00a0 The (in)visible hand in the Libor market: an Information Theory approach<br \/>\n<strong>Ponente:<\/strong>\u00a0 Osvaldo A. Rosso,\u00a0Universidade Federal de Alagoas (Brasil)<br \/>\n<strong>Organizador:\u00a0<\/strong>Jos\u00e9 Mar\u00eda Amig\u00f3<br \/>\n<strong><span lang=\"EN-US\">Date:<\/span><\/strong><span lang=\"EN-US\">\u00a0Viernes 11 de octubre de 2019,\u00a012:00 h.<\/span><br \/>\n<strong>Lugar:\u00a0<\/strong>Sala de Seminarios\u00a0,\u00a0Instituto Universitario de Investigaci\u00f3n CIO, Edificio Torretamarit,\u00a0Universidad Miguel Hern\u00e1ndez\u00a0(Campus de Elche)<br \/>\n<strong>Resumen:\u00a0<\/strong>In this seminar we review the properties of recent introduced based information theory quantifiers as well as their main properties. In particular, we analyze several interest rates<br \/>\ntime series from the United Kingdom during the period 1999 to 2014. The analysis is carried out using a pioneering statistical tool in the financial literature: the complexityentropy causality plane. This representation is able to classify different stochastic and chaotic regimes in time series. We use sliding temporal windows to assess changes in the intrinsic stochastic dynamics of the time series. Anomalous behavior in the Libor is detected, especially around the time of the last financial crisis, that could be consistent with data manipulatio[:]<\/p>","protected":false},"excerpt":{"rendered":"<p>[:es]T\u00edtulo:\u00a0 The (in)visible hand in the Libor market: an Information Theory approach<br \/>\nPonente:\u00a0 Osvaldo A. Rosso,\u00a0Universidade Federal de Alagoas (Brasil)<br \/>\nOrganizador:\u00a0Jos\u00e9 Mar\u00eda Amig\u00f3<br \/>\nFecha:\u00a0Viernes 11 de octubre de 2019,\u00a012:00 h.<br \/>\nLugar:\u00a0Sala de Seminarios\u00a0,\u00a0Instituto Universitario de Investigaci\u00f3n CIO, Edificio Torretamarit,\u00a0Universidad Miguel Hern\u00e1ndez\u00a0(Campus de Elche)<br \/>\nResumen:\u00a0In this seminar we review the properties of recent introduced based information theory quantifiers as well as [&#8230;]<\/p>","protected":false},"author":5675,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_links_to":"","_links_to_target":""},"categories":[4,873],"tags":[],"_links":{"self":[{"href":"https:\/\/cio.umh.es\/en\/wp-json\/wp\/v2\/posts\/14813"}],"collection":[{"href":"https:\/\/cio.umh.es\/en\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/cio.umh.es\/en\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/cio.umh.es\/en\/wp-json\/wp\/v2\/users\/5675"}],"replies":[{"embeddable":true,"href":"https:\/\/cio.umh.es\/en\/wp-json\/wp\/v2\/comments?post=14813"}],"version-history":[{"count":0,"href":"https:\/\/cio.umh.es\/en\/wp-json\/wp\/v2\/posts\/14813\/revisions"}],"wp:attachment":[{"href":"https:\/\/cio.umh.es\/en\/wp-json\/wp\/v2\/media?parent=14813"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/cio.umh.es\/en\/wp-json\/wp\/v2\/categories?post=14813"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/cio.umh.es\/en\/wp-json\/wp\/v2\/tags?post=14813"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}