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A maximum entropy method to assess the predictability of financial and commodity prices.
Francesco Benedetto
Gaetano Giunta
Loretta Mastroeni
Published in:
Digit. Signal Process. (2015)
Keyphrases
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maximum entropy
maximum entropy principle
markov models
prior knowledge
objective function
information retrieval
pairwise
support vector machine
generative model
maximum entropy model
principle of maximum entropy