Information Entropy and Measures of Market Risk.
Daniel Traian PeleEmese LazarAlfonso DufourPublished in: Entropy (2017)
Keyphrases
- information entropy
- information theoretic measures
- risk measures
- decision making
- rough sets
- rough set theory
- black scholes
- attribute reduction algorithm
- decision table
- financial crisis
- risk management
- risk neutral
- risk aversion
- attribute values
- pattern recognition
- discernibility matrix
- risk assessment
- portfolio management
- option pricing
- genetic algorithm
- data analysis
- financial markets