Economics of Disagreement - Financial Intuition for the Rényi Divergence.
Andrei N. SoklakovPublished in: Entropy (2020)
Keyphrases
- active learning
- decision making
- game theory
- stock market
- risk management
- computational intelligence
- financial crisis
- kullback leibler
- financial data
- stock price
- artificial neural networks
- financial markets
- kl divergence
- portfolio optimization
- financial services
- jensen shannon divergence
- shannon entropy
- database
- financial risk
- portfolio management
- fuzzy logic
- cooperative
- case study
- website
- genetic algorithm