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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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Detalles Bibliográficos
Autores principales: Vințe, Claudiu, Smeureanu, Ion, Furtună, Titus-Felix, Ausloos, Marcel
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2019
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7514518/
http://dx.doi.org/10.3390/e21121173