- Home
- Publications
- Publication Search
- Publication Details
Title
Applications of Entropy in Finance: A Review
Authors
Keywords
-
Journal
Entropy
Volume 15, Issue 12, Pages 4909-4931
Publisher
MDPI AG
Online
2013-11-12
DOI
10.3390/e15114909
References
Ask authors/readers for more resources
Related references
Note: Only part of the references are listed.- Deformed Exponentials and Applications to Finance
- (2013) Barbara Trivellato Entropy
- A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
- (2012) Wei-Guo Zhang et al. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
- Efficiency of crude oil markets: Evidences from informational entropy analysis
- (2011) Alejandro Ortiz-Cruz et al. ENERGY POLICY
- Understanding Atmospheric Behaviour in Terms of Entropy: A Review of Applications of the Second Law of Thermodynamics to Meteorology
- (2011) Ying Liu et al. Entropy
- Mean-Variance-Skewness-Entropy Measures: A Multi-Objective Approach for Portfolio Selection
- (2011) Ilhan Usta et al. Entropy
- Maximum entropy distributions inferred from option portfolios on an asset
- (2011) Cassio Neri et al. FINANCE AND STOCHASTICS
- Semi-Markov regime switching interest rate models and minimal entropy measure
- (2011) Julien Hunt et al. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
- An entropy-driven expert system shell applied to portfolio selection
- (2010) Wilhelm Rödder et al. EXPERT SYSTEMS WITH APPLICATIONS
- Pricing longevity risk with the parametric bootstrap: A maximum entropy approach
- (2010) Johnny Siu-Hang Li INSURANCE MATHEMATICS & ECONOMICS
- Portfolio selection using λ mean and hybrid entropy
- (2009) Jiuping Xu et al. ANNALS OF OPERATIONS RESEARCH
- Generalised Entropy of Curves for the Analysis and Classification of Dynamical Systems
- (2009) Aldo Balestrino et al. Entropy
- The Minimal Entropy Martingale Measure and Numerical Option Pricing for the Barndorff–Nielsen–Shephard Stochastic Volatility Model
- (2009) Fred Espen Benth et al. STOCHASTIC ANALYSIS AND APPLICATIONS
- Optimal Portfolio Diversification Using the Maximum Entropy Principle
- (2008) Anil K. Bera et al. Econometric Reviews
- Mean-Entropy Models for Fuzzy Portfolio Selection
- (2008) Xiaoxia Huang IEEE TRANSACTIONS ON FUZZY SYSTEMS
- Entropy of Credibility Distributions for Fuzzy Variables
- (2008) Pingke Li et al. IEEE TRANSACTIONS ON FUZZY SYSTEMS
- Multi-objective possibilistic model for portfolio selection with transaction cost
- (2008) P. Jana et al. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
Add your recorded webinar
Do you already have a recorded webinar? Grow your audience and get more views by easily listing your recording on Peeref.
Upload NowCreate your own webinar
Interested in hosting your own webinar? Check the schedule and propose your idea to the Peeref Content Team.
Create Now