Economics of disagreement - financial intuition for the Rényi divergence.
Andrei N. SoklakovPublished in: CoRR (2018)
Keyphrases
- game theory
- active learning
- computational intelligence
- risk management
- decision making
- stock market
- fraud detection
- kullback leibler
- financial data
- kl divergence
- artificial intelligence
- cooperative
- long term
- evolutionary algorithm
- portfolio optimization
- listed companies
- financial crisis
- shannon entropy
- financial news
- financial risk