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Forest is a very important ecosystem and natural resource for living things. Based on forest inventories, government is able to make decisions to converse, improve and manage forests in a sustainable ...
The variations of the b coefficient in the frequency-magnitude relationship for earthquakes which occurred at Mt. Etna from 01/01/90 to 31/12/92 are analyzed; the completeness threshold for our earthq...
This paper presents results for a maximumentropy-based part of speech tagger, which achieves superior performance principally by enriching the information sources used for tagging. In particular, we g...
We study a parametric estimation problem related to moment condition models. As an alternative to the generalized empirical likelihood (GEL) and the generalized method of moments (GMM), a Bayesian app...
Abstract: This paper deals with maximum entropy completion of partially specified block-circulant matrices. Since positive definite symmetric circulants happen to be covariance matrices of stationary ...
The principle of absence of arbitrage opportunities allows obtaining the distribution of stock price fluctuations by maximizing its information entropy. This leads to a physical description of the u...
Maximum entropy distribution of stock price fluctuations     Maximum entropy  stock price       font style='font-size:12px;'> 2011/9/15
The principle of absence of arbitrage opportunities allows obtaining the distribution of stock price fluctuations by maximizing its information entropy. This leads to a physical description of the und...
Markowitz’s mean-variance (MV) efficient portfolio selection is one of the most widely used approaches in solving portfolio diversification problem. However, contrary to the notion of diversification,...
We investigate the position of the Buchen-Kelly density in a family of entropy maximising densities which all match European call option prices for a given maturity observed in the market. Using the L...
The structure of the ground spaces of quantum systems consisting of local interactions is of fundamental importance to different areas of physics. In this Letter, we present a necessary and sufficient...
We obtain the Maximum Entropy distribution for an asset from call and digital option prices. A rigorous mathematical proof of its existence and exponential form is given, which can also be applied to...
We study the maximum entropy (MaxEnt) approach for analytical continuation of spectral data from imaginary times to real frequencies. The total error is divided in a statistical error, due to the no...
The variational method with constraints recently developed by Verkley and Gerkema to describe maximum-entropy atmospheric profiles is generalized to ideal gases but with temperature-dependent specific...
Use of the Maximum Entropy Method to Predict Atmospheric CO2 Content.
In a previous paper, a project of constructing quantum models of classical properties has been started. The present paper concludes the project by turning to classical mechanics. The quantum states th...

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