The limit distribution of evolving strategies in financial markets

DOI10.1515/snde-2014-0009zbMath1506.62401OpenAlexW3125346877MaRDI QIDQ2687863

Carl Chiarella, Corrado Di Guilmi

Publication date: 7 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2014-0009

zbMATH Keywords

asset pricingmaximum entropyevolutionary switching

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic dynamics (91B55) Financial markets (91G15)

Cites Work

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• A MAXENT MODEL FOR MACROSCENARIO ANALYSIS
• Maximum entropy and conditional probability
• A Rational Route to Randomness
• Quantum Chaos
• Entropic nonextensivity: A possible measure of complexity

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