Results 41 to 50 of about 19,326 (285)
EMPIRICAL COPULAS FOR CDO TRANCHE PRICING USING RELATIVE ENTROPY [PDF]
International Journal of Theoretical and Applied Finance, 2007 We discuss the general optimization problem of choosing a copula with minimum entropy relative to a specified copula and a computationally intensive procedure to solve its dual. These techniques are applied to constructing an empirical copula for CDO tranche pricing.
MICHAEL A. H. DEMPSTER +2 more
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Bootstrap methods for the empirical study of decision-making and information flows in social systems [PDF]
, 2013 : We characterize the statistical bootstrap for the estimation of information theoretic quantities from data, with particular reference to its use in the study of large-scale social phenomena.
DeDeo, Simon +3 more
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Criticality in Pareto Optimal Grammars?
Entropy, 2020 What are relevant levels of description when investigating human language? How are these levels connected to each other? Does one description yield smoothly into the next one such that different models lie naturally along a hierarchy containing each ...
Luís F Seoane, Ricard Solé
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Entropy of Financial Time Series Due to the Shock of War
Entropy, 2023 The concept of entropy is not uniquely relevant to the statistical mechanics but, among others, it can play pivotal role in the analysis of a time series, particularly the stock market data.
Ewa A. Drzazga-Szczȩśniak +3 more
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Image Similarity Metrics in Image Registration [PDF]
, 2010 Measures of image similarity that inspect the intensity probability distribution of the images have proved extremely popular in image registration applications. The joint entropy of the intensity distributions and the marginal entropies of the individual
Hawkes, DJ, Melbourne, A, Ridgway, G
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Empirical Considerations of Entropy. II. The Entropies of Inorganic Complex Ions [PDF]
The Journal of Chemical Physics, 1953 A method is proposed by which the partial molal entropies of aqueous complex ions can be correlated in a simple manner as a function of the ratio of their charge to interatomic distance. The agreement obtained between the observed values and those calculated by this method has been shown to be within the accuracy of the experimental data.
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Convergence of Smoothed Empirical Measures With Applications to Entropy Estimation [PDF]
IEEE Transactions on Information Theory, 2020 This paper studies convergence of empirical measures smoothed by a Gaussian kernel. Specifically, consider approximating $P\ast\mathcal{N}_ $, for $\mathcal{N}_ \triangleq\mathcal{N}(0, ^2 \mathrm{I}_d)$, by $\hat{P}_n\ast\mathcal{N}_ $, where $\hat{P}_n$ is the empirical measure, under different statistical distances.
Ziv Goldfeld +3 more
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ITM Web of Conferences, 2017 A method of planetary gear fault diagnosis based on the fuzzy entropy of complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN) and multi-layer perceptron (MLP) neural network is proposed.
Chen Xi-Hui +3 more
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Large deviation principles for empirical measures of colored random graphs
, 2010 For any finite colored graph we define the empirical neighborhood measure, which counts the number of vertices of a given color connected to a given number of vertices of each color, and the empirical pair measure, which counts the number of edges ...
Doku-Amponsah, Kwabena, Mörters, Peter
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CATION DIFFUSION IN ALKALINE-EARTH OXIDES [PDF]
, 1987 Absolute jump rates for cation-vacancy interchanges in MgO, CaO, SrO and BaO are calculated from a set of model inter-ionic potentials. Internal energies and vibrational entropies over a wide range of temperatures (i.e.
HARDING, JH, SANGSTER, MJL, STONEHAM, AM
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