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

DOI10.1142/S0219525922500060WikidataQ114072429 ScholiaQ114072429MaRDI QIDQ6497607FDOQ6497607

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

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

This page was built for publication: The backbone of the financial interaction network using a maximum entropy distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6497607)