Five years of phase space dynamics of the Standard \& Poor's 500

DOI10.2478/AMNS.2019.1.00019OpenAlexW2955086850MaRDI QIDQ2690825

Veniamin Smirnov, Dimitri Volchenkov

Publication date: 17 March 2023

Published in: Applied Mathematics and Nonlinear Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/amns.2019.1.00019

zbMATH Keywords

entropymathematical financemeasures of informationdiscrete-time Markov processes

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10) Actuarial science and mathematical finance (91Gxx)

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Cites Work

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• Grammar of Complexity
• Anatomy of a bit: Information in a time series observation

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