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