The backbone of the financial interaction network using a maximum entropy distribution

DOI10.1142/S0219525922500060MaRDI QIDQ6497607zbMATH OpenWikidataFDO

Authors Mauricio A. Valle, Felipe Urbina

Publication date 6 May 2024

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

zbMATH Keywords

maximum entropy principletransitionfinancial networkBoltzmann machineBoltzmann learningpairwise Ising model

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• Financial interaction networks inferred from traded volumes
• Information Theory and Statistical Mechanics
• Random magnets and correlations of stock price fluctuations

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