Modeling Maximum Entropy Distributions for Financial Returns by Moment Combination and Selection

Journal of Financial Econometrics ◽

10.1093/jjfinec/nbt007 ◽

2013 ◽

Vol 13 (2) ◽

pp. 414-455 ◽

Author(s):

Y.-T. Chen

Keyword(s):

Maximum Entropy ◽

Financial Returns ◽

Maximum Entropy Distributions

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Concepts and Algorithms for Computing Maximum Entropy Distributions for Knowledge Bases with Relational Probabilistic Conditionals

KI - Künstliche Intelligenz ◽

10.1007/s13218-018-00572-z ◽

2018 ◽

Vol 33 (1) ◽

pp. 97-100 ◽

Author(s):

Marc Finthammer

Keyword(s):

Maximum Entropy ◽

Knowledge Bases ◽

Maximum Entropy Distributions

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Calculation of maximum entropy distributions and approximation of marginalposterior distributions

Journal of Econometrics ◽

10.1016/0304-4076(88)90002-4 ◽

1988 ◽

Vol 37 (2) ◽

pp. 195-209 ◽

Author(s):

Arnold Zellner ◽

Richard A. Highfield

Keyword(s):

Maximum Entropy ◽

Maximum Entropy Distributions

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Maximum Entropy Distributions with Prescribed Marginals and Normal Score Correlations

Distributions with given Marginals and Moment Problems ◽

10.1007/978-94-011-5532-8_10 ◽

1997 ◽

pp. 87-92 ◽

Author(s):

Michiel J. W. Jansen

Keyword(s):

Maximum Entropy ◽

Normal Score ◽

Maximum Entropy Distributions

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Interpretation of Lagrange multipliers of generalized maximum-entropy distributions

Physics Letters A ◽

10.1016/s0375-9601(02)00631-x ◽

2002 ◽

Vol 299 (2-3) ◽

pp. 153-158 ◽

Author(s):

T.D. Frank

Keyword(s):

Maximum Entropy ◽

Lagrange Multipliers ◽

Generalized Maximum Entropy ◽

Maximum Entropy Distributions

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Maximum-entropy distributions of nonnegative random variables with conditional-additive structure

Communications in Statistics Stochastic Models ◽

10.1080/15326340008807599 ◽

2000 ◽

Vol 16 (5) ◽

pp. 435-452

Author(s):

Alexander Dukhovny

Keyword(s):

Maximum Entropy ◽

Random Variables ◽

Additive Structure ◽

Maximum Entropy Distributions

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An Alternative Maximum Entropy Model for Time-Varying Moments with Application to Financial Returns

Studies in Nonlinear Dynamics & Econometrics ◽

10.2202/1558-3708.1694 ◽

2010 ◽

Vol 14 (3) ◽

Author(s):

Klaus Herrmann ◽

Matthias Fischer

Keyword(s):

Maximum Entropy ◽

Time Varying ◽

Maximum Entropy Model ◽

Financial Returns ◽

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Parameter Estimation for Spatio-Temporal Maximum Entropy Distributions: Application to Neural Spike Trains

Entropy ◽

10.3390/e16042244 ◽

2014 ◽

Vol 16 (4) ◽

pp. 2244-2277 ◽

Author(s):

Hassan Nasser ◽

Bruno Cessac

Keyword(s):

Parameter Estimation ◽

Maximum Entropy ◽

Spike Trains ◽

Neural Spike ◽

Neural Spike Trains ◽

Spatio Temporal ◽

Maximum Entropy Distributions

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Robust regression models based on flexible maximum entropy distributions

Recent Developments on Reliability, Maintenance and Safety ◽

10.2495/qr2mse140421 ◽

2015 ◽

Author(s):

I. Usta

Keyword(s):

Maximum Entropy ◽

Regression Models ◽

Robust Regression ◽

Maximum Entropy Distributions

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Maximum Likelihood Estimation of the Lagrange Parameters of the Maximum Entropy Distributions

Maximum Entropy and Bayesian Methods ◽

10.1007/978-94-017-2219-3_9 ◽

1992 ◽

pp. 131-139 ◽

Author(s):

Ali Mohammad-Djafari

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Maximum Entropy ◽

Likelihood Estimation ◽

Maximum Entropy Distributions

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q-Maximum Entropy Distributions and Memory Neural Networks

Artificial Neural Networks and Machine Learning – ICANN 2017 - Lecture Notes in Computer Science ◽

10.1007/978-3-319-68600-4_35 ◽

2017 ◽

pp. 300-308 ◽

Author(s):

Roseli S. Wedemann ◽

Angel R. Plastino

Keyword(s):

Neural Networks ◽

Maximum Entropy ◽

Maximum Entropy Distributions

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