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Stephen Taylor
ORCID
Publication Activity (10 Years)
Years Active: 2019-2022
Publications (10 Years): 2
Top Topics
Multidimensional Scaling
Fisher Information
Risk Neutral
Utility Maximization
Top Venues
Entropy
Eur. J. Oper. Res.
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Publications
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Robert Navratil
,
Stephen Taylor
,
Jan Vecer
On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution.
Eur. J. Oper. Res.
302 (3) (2022)
Stephen Taylor
Clustering Financial Return Distributions Using the Fisher Information Metric.
Entropy
21 (2) (2019)