Pages that link to "Item:Q280721"
From MaRDI portal
The following pages link to Applications of entropy in finance: a review (Q280721):
Displaying 20 items.
- Entropy of chemical processes versus numerical representability of orderings (Q283796) (← links)
- Tail risk constraints and maximum entropy (Q296373) (← links)
- Multiobjective portfolio optimization of ARMA-GARCH time series based on experimental designs (Q342247) (← links)
- Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction (Q1624485) (← links)
- An incremental-hybrid-Yager's entropy model for dynamic portfolio selection with fuzzy variable (Q1727222) (← links)
- Massively parallel processing of recursive multi-period portfolio models (Q1751815) (← links)
- A portfolio optimization model based on information entropy and fuzzy time series (Q1794545) (← links)
- Entropy based robust portfolio (Q2078711) (← links)
- Calibration of the risk-neutral density function by maximization of a two-parameter entropy (Q2155047) (← links)
- Elliptic entropy of uncertain random variables with application to portfolio selection (Q2157024) (← links)
- Information content of liquidity and volatility measures (Q2165679) (← links)
- Unifying entropies of quantum logic based on Rényi entropies (Q2194244) (← links)
- Rényi entropy of fuzzy dynamical systems (Q2213628) (← links)
- Minimum Rényi entropy portfolios (Q2241052) (← links)
- A survey on the mathematical foundations of axiomatic entropy: representability and orderings (Q2305843) (← links)
- Two maxentropic approaches to determine the probability density of compound risk losses (Q2347057) (← links)
- High frequency trading and stock index returns: a nonlinear dynamic analysis (Q2656795) (← links)
- Financial portfolios based on Tsallis relative entropy as the risk measure (Q5131513) (← links)
- Shannon's Entropy and Its Generalisations Towards Statistical Inference in Last Seven Decades (Q6088260) (← links)
- Weighted negative cumulative extropy with application in testing uniformity (Q6175302) (← links)