Market dynamic is studied by quantifying the dependence of the entropy S(\tau,n) of the clusters formed by the  series of the prices p_t and its moving average p_{t,n} on temporal horizon M.
<meaning-changed> Market dynamic is studied by quantifying the dependence of the entropy S(\tau,n) of the clusters formed by the  series of the prices p_t and its moving average p_{t,n} on temporal horizon M.
Market dynamic is studied by quantifying the dependence of the entropy S(\tau,n) of the clusters formed by the intersections between the series of the prices p_t and its moving average p_{t,n} on temporal horizon M.