A MAXENT MODEL FOR MACROSCENARIO ANALYSIS

DOI10.1142/S021952590800201XMaRDI QIDQ3603958zbMATH OpenOpenAlexFDO

Authors Simone Landini, Corrado Di Guilmi, Mauro Gallegati

Publication date 24 February 2009

Published in Advances in Complex Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s021952590800201x

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82) Equilibrium statistical mechanics (82B99)

Recommendations

• An entropic framework for modeling economies
• scientific article; zbMATH DE number 39955
• scientific article; zbMATH DE number 1098902
• Application of Maximum Entropy Principle in Key Sector Analysis
• On a computationally scalable sparse formulation of the multidimensional and nonstationary maximum entropy principle

Cites work

• scientific article; zbMATH DE number 2038812 (Why is no real title available?)
• Information Theory and Statistical Mechanics
• The generation of business fluctuations. Financial fragility and mean-field interactions.

Cited in

(6)

• Generalization of the Aoki-Yoshikawa sectoral productivity model based on extreme physical information principle
• AN ITERATING MODEL OF INDUSTRIES DISTRIBUTION IN REAL SPACE
• The limit distribution of evolving strategies in financial markets
• Application of Maximum Entropy Principle in Key Sector Analysis
• MaxEnt-based explanation of why financial analysts systematically under-predict companies' performance
• An entropic framework for modeling economies

This page was built for publication: A MAXENT MODEL FOR MACROSCENARIO ANALYSIS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3603958)