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)

Full work available at URL https://doi.org/10.1142/S0219525922500060

zbMATH Keywords

Boltzmann learningBoltzmann machinefinancial networkmaximum entropy principlepairwise Ising modeltransition

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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