Publications by authors named "Fernando H A Araujo"

We examine the price disorder and informational efficiency of five cryptocurrencies (Bitcoin, BNB, Cardano, Ethereum, and XRP) before and during the COVID-19 pandemic. In this sense, we estimate the permutation entropy and Fisher information measure (FIM). We use these complexity measures to construct the Shannon-Fisher causality plane (SFCP) to map these cryptocurrencies and their respective locations in a two-dimensional plane and then apply the sliding time window approach to study the temporal evolution of informational efficiency.

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This article evaluates the effects of the crisis caused by the new Coronavirus (COVID-19) on the Chinese sectoral indices. Using the complexity-entropy plane methodology, we find that the COVID-19 crisis caused increased inefficiency in most of China's equity sectors. We also find heterogeneous effects depending on the economic sector.

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This paper examines the predictability of COVID-19 worldwide lethality considering 43 countries. Based on the values inherent to Permutation entropy ( ) and Fisher information measure ( ), we apply the Shannon-Fisher causality plane (SFCP), which allows us to quantify the disorder an evaluate randomness present in the time series of daily death cases related to COVID-19 in each country. We also use Hs and Fs to rank the COVID-19 lethality in these countries based on the complexity hierarchy.

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