Global motion filtered nonlinear mutual information analysis: Enhancing dynamic portfolio strategies

• Wenyan Peng,

  Roles Data curation, Formal analysis, Methodology, Project administration, Software, Writing – original draft

  Affiliation School of Physics, Zhejiang University, Hangzhou, China

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• Mingkai Wen,

  Roles Investigation, Methodology, Software, Writing – review & editing

  Affiliation College of Finance and Information, Ningbo University of Finance and Economics, Ningbo, China

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• Xiongfei Jiang,

  Roles Funding acquisition, Resources, Writing – review & editing

  Affiliation College of Finance and Information, Ningbo University of Finance and Economics, Ningbo, China

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• Yan Li,

  Roles Formal analysis, Methodology, Writing – review & editing

  Affiliation Department of Finance, Zhejiang Gongshang University, Hangzhou, China

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• Tingting Chen ,

  Roles Formal analysis, Funding acquisition, Investigation, Writing – original draft, Writing – review & editing

  * E-mail: ttchen@zufe.edu.cn (TC); zhengbo@zju.edu.cn (BZ)

  Affiliation Department of Finance, Zhejiang University of Finance and Economics, Hangzhou, China

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• Bo Zheng

  Roles Funding acquisition, Project administration, Validation, Writing – review & editing

  * E-mail: ttchen@zufe.edu.cn (TC); zhengbo@zju.edu.cn (BZ)

  Affiliations School of Physics, Zhejiang University, Hangzhou, China, School of Physics and Astronomy, Yunnan University, Kunming, China, Collaborative Innovation Center of Advanced Microstructures, Nanjing University, Nanjing, China

  https://orcid.org/0000-0001-6080-5503

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