Modelization and Calibration of the Power-Law Distribution in Stock Market by Maximization of Varma Entropy.
Chang LiuChuo ChangPublished in: Complex. (2023)
Keyphrases
- stock market
- power law distribution
- scale free
- short term
- long tail
- power law
- financial time series
- trading rules
- stock price
- social networks
- stock returns
- stock exchange
- financial markets
- financial news
- mutual information
- financial data
- social influence
- stock data
- stock trading
- stock index futures
- long term
- kullback leibler divergence
- knowledge discovery
- garch model
- metadata
- neural network