The Maximum-Entropy Distribution of the Future Market Price of a Stock.
John M. CozzolinoMichael J. ZahnerPublished in: Oper. Res. (1973)
Keyphrases
- maximum entropy
- joint distribution
- class conditional
- stock price
- stock market
- maximum entropy principle
- markov models
- iterative scaling
- stock data
- chinese stock market
- principle of maximum entropy
- random fields
- conditional random fields
- maximum entropy model
- minimum cross entropy
- learning algorithm
- non stationary
- random variables
- kernel logistic regression
- transformation based learning
- multi class
- ground truth