Maximum-entropy Scattering Models for Financial Time Series.

Roberto Leonarduzzi Gaspar Rochette Jean-Phillipe Bouchaud Stéphane Mallat

Published in: ICASSP (2019)

Keyphrases

maximum entropy
markov models
maximum entropy principle
random fields
financial time series
probabilistic model
bayesian networks
least squares
natural language processing
text classification
short term
stock market
transformation based learning
minimum cross entropy