Results 11 to 20 of about 128,894 (254)
Entropy-Based Portfolio Optimization in Cryptocurrency Markets: A Unified Maximum Entropy Framework [PDF]
EntropyTraditional mean–variance portfolio optimization proves inadequate for cryptocurrency markets, where extreme volatility, fat-tailed return distributions, and unstable correlation structures undermine the validity of variance as a comprehensive risk ...
Silvia Dedu, Florentin Șerban
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Entropy, 2017 The determination of the probability distribution function (PDF) of uncertain input and model parameters in engineering application codes is an issue of importance for uncertainty quantification methods. One of the approaches that can be used for the PDF
José-Luis Muñoz-Cobo +4 more
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Lieb's Theorem and Maximum Entropy Condensates [PDF]
Quantum, 2021 Coherent driving has established itself as a powerful tool for guiding a many-body quantum system into a desirable, coherent non-equilibrium state.
Joseph Tindall +3 more
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The Maximum Entropy of a Metric Space [PDF]
The Quarterly Journal of Mathematics, 2021 AbstractWe define a one-parameter family of entropies, each assigning a real number to any probability measure on a compact metric space (or, more generally, a compact Hausdorff space with a notion of similarity between points). These generalize the Shannon and Rényi entropies of information theory.
Leinster, Tom +1 more
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Statistical optimization for passive scalar transport: maximum entropy production versus maximum Kolmogorov–Sinai entropy [PDF]
Nonlinear Processes in Geophysics, 2015 We derive rigorous results on the link between the principle of maximum entropy production and the principle of maximum Kolmogorov–Sinai entropy for a Markov model of the passive scalar diffusion called the Zero Range Process.
M. Mihelich +3 more
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Agency Contracts under Maximum-Entropy
Entropy, 2021 This article proposes the application of the maximum-entropy principle (MEP) to agency contracting (where a principal hires an agent to make decisions on their behalf) in situations where the principal and agent only have partial knowledge on the ...
Oscar Gutiérrez, Vicente Salas-Fumás
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Maximum entropy and sufficiency [PDF]
AIP Conference Proceedings, 2017 The notion of Bregman divergence and sufficiency will be defined on general convex state spaces. It is demonstrated that only spectral sets can have a Bregman divergence that satisfies a sufficiency condition. Positive elements with trace 1 in a Jordan algebra are examples of spectral sets, and the most important example is the set of density matrices ...
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Maximum Entropy competes with Maximum Likelihood
CoRR, 2020 11 ...
Armen E. Allahverdyan, N. H. Martirosyan
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Learning with maximum-entropy distributions [PDF]
Proceedings of the tenth annual conference on Computational learning theory - COLT '97, 1997 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yishay Mansour, Mariano Schain
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Projective Power Entropy and Maximum Tsallis Entropy Distributions
Entropy, 2011 We discuss a one-parameter family of generalized cross entropy between two distributions with the power index, called the projective power entropy. The cross entropy is essentially reduced to the Tsallis entropy if two distributions are taken to be equal.
Shinto Eguchi, Shogo Kato, Osamu Komori
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