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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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Remarks on the Maximum Entropy Principle with Application to the Maximum Entropy Theory of Ecology [PDF]
Entropy, 2017 In the first part of the paper we work out the consequences of the fact that Jaynes’ Maximum Entropy Principle, when translated in mathematical terms, is a constrained extremum problem for an entropy function H ( p ) expressing the uncertainty ...
Marco Favretti
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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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The Maximum Entropy Production Principle: Its Theoretical Foundations and Applications to the Earth System [PDF]
, 2010 The Maximum Entropy Production (MEP) principle has been remarkably successful in producing accurate predictions for non-equilibrium states. We argue that this is because the MEP principle is an effective inference procedure that produces the best ...
Axel Kleidon +6 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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