The backbone of the financial interaction network using a maximum entropy distribution

DOI10.1142/S0219525922500060WikidataQ114072429 ScholiaQ114072429MaRDI QIDQ6497607

Mauricio A. Valle, Felipe Urbina

Publication date: 6 May 2024

Published in: Advances in Complex Systems (Search for Journal in Brave)

zbMATH Keywords

maximum entropy principlefinancial networktransitionBoltzmann machineBoltzmann learningpairwise Ising model

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Random magnets and correlations of stock price fluctuations
• Information Theory and Statistical Mechanics
• Financial interaction networks inferred from traded volumes

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