标题： 战争冲击下金融时间序列的熵 显示英文标题

标题： Entropy of financial time series due to the shock of war

摘要： 熵的概念不仅与统计力学相关，在其他领域中也能在时间序列分析中起到关键作用，特别是股票市场数据。 在这个领域中，突发事件尤其引人注目，因为它们描述了可能产生长期影响的突然数据变化。 在这里，我们研究此类事件对金融时间序列熵的影响。 作为案例研究，我们假设波兰股市的数据，以其中的主要累计指数为背景。 该指数在2022年俄罗斯入侵乌克兰爆发前后的有限时间段内进行讨论，作为突发事件。 分析使我们能够验证基于熵的方法在评估由极端外部因素驱动的市场变化中的有效性。 我们表明，市场变化的定性特征可以在熵的基础上定量捕捉。 此外，还通过引入的熵指数，在不同时间段内分析了影响的大小。 为此，本文还试图回答最近的战争是否可以被视为当前经济危机的原因或至少是催化剂。 显示英文摘要

摘要： The concept of entropy is not uniquely relevant to the statistical mechanics but among others it can play pivotal role in the analysis of a time series, particularly the stock market data. In this area sudden events are especially interesting as they describe abrupt data changes which may have long-lasting effects. Here, we investigate the impact of such events on the entropy of financial time series. As a case study we assume data of polish stock market in the context of its main cumulative index. This index is discussed for the finite time periods before and after outbreak of the 2022 Russian invasion of Ukraine, acting as the sudden event. The analysis allows us to validate the entropy-based methodology in assessing market changes as driven by the extreme external factors. We show that qualitative features of market changes can be captured quantitatively in terms of the entropy. In addition to that, the magnitude of the impact is analysed over various time periods in terms of the introduced entropic index. To this end, the present work also attempts to answer whether or not the recent war can be considered as a reason or at least catalyst to the current economic crisis.