β campaign index Β· all candidates
9 novel Β· 1 crypto-prior Β· 0 excluded. Each row links its FOSS implementation + license + paper. Empirical orthogonality deferred.
| # | Candidate | FOSS implementation @ license | Paper Β· provenance | Coverage |
|---|---|---|---|---|
| #37 | cumulative_residual_entropyRao's CDF-based entropy: CRE = -β« S(x) log S(x) dx, replacing the density in Shannon entropy with the survival function; a parameter-free uncertainty |
reimplement from paper none |
DOI:10.1109/TIT.2004.828057 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #38 | cumulative_residual_extropyThe CDF-based dual of extropy: CREx = -1/2 β« S(x)^2 dx where S is the survival function; a knob-free concentration/dispersion measure that replaces th |
reimplement from paper none |
DOI:10.1017/S0269964819000196 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #39 | empirical_cumulative_entropyDi CrescenzoβLongobardi cumulative entropy: CE = -β« F(x) log F(x) dx using the CDF (left-tail dual of Rao's CRE); a parameter-free spread/uncertainty |
reimplement from paper none |
DOI:10.1016/j.jspi.2009.05.038 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #40 | lziv_complexity_signsLempel-Ziv (1976) complexity of the binary up/down sign sequence of the path: counts distinct sub-patterns produced by recursive copy, an entropy-rate π CRYPTO-PRIOR: present in patterns/crypto lit-scan (provenance only; still forex-proposable |
raphaelvallat/antropy BSD-3-Clause |
DOI:10.1109/TIT.1976.1055501 git-anchor: absent @c803ef96e + @2d308f1c |
crypto-prior |
| #41 | interval_entropy_dispersion_coeffEntropy-based (information) dispersion coefficient of the unit-mean-normalized inter-quote interval distribution β quantifies arrival-timing randomnes |
gregversteeg/NPEET MIT (NPEET); BSD-3-Clause (scipy) |
DOI:10.1016/j.ins.2012.12.046 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #82 | sign_negentropy_logcosh_gapHyvarinen robust negentropy of the standardized log-return series: the squared gap between the expected logcosh contrast on the data and on a matched |
scikit-learn (sklearn.decomposition.FastICA, _gsBSD-3-Clause |
DOI:10.1016/S0893-6080(00)0002 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #83 | sign_two_state_entropy_rateShannon entropy rate of the return-sign sequence modeled as a two-state (up/down) Markov chain: estimate the up->down and down->up flip probabilities β lag-1 Markov sign-transition entropy (structural) Β· forex-roadmap-mentioned (listed as an UNTESTED inventory item in the π FOREX-MENTIONED-ONLY (roadmap inventory, not evaluated) |
github.com/gregversteeg/NPEET (entropy estimatorMIT |
DOI:10.3390/e23081046 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #84 | empirical_cdf_fisher_rao_arclengthFisher-Rao (square-root-density / SRVF) arc length of the path traced by the empirical distribution of returns when read as a curve on the unit sphere |
github.com/jdtuck/fdasrsf_python (fdasrsf)BSD-3-Clause |
arXiv:1103.3817 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #107 | etc_effort_to_compress_logret_signEffort-To-Compress complexity of the per-bar log-return sign string {+,0,-}: run Non-Sequential Recursive Pair Substitution (NSRPS) β at each step rep |
pranaysy/ETCPy Apache-2.0 |
DOI:10.1140/epjst/e2013-01888- git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #108 | sequitur_grammar_compression_ratio_logret_signRun the Sequitur (Nevill-ManningβWitten) online grammar-inference algorithm on the log-return sign string. Sequitur is fully deterministic β it enforc |
markomanninen/pysequitur MIT |
arXiv:cs/9709102 (Nevill-Manning & Witte git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |