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An Intrinsic Entropy Model for Exchange-Traded Securities

This paper introduces an intrinsic entropy model which can be employed as an indicator for gauging investors’ interest in a given exchange-traded security, along with the state of the overall market corroborated by individual security trading data. Although the syntagma of intrinsic entropy might so...

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Detalhes bibliográficos
Publicado no:Entropy (Basel)
Main Authors: Vințe, Claudiu, Smeureanu, Ion, Furtună, Titus-Felix, Ausloos, Marcel
Formato: Artigo
Idioma:Inglês
Publicado em: MDPI 2019
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC7514518/
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e21121173
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