Zobrazeno 1 - 10
of 95
pro vyhledávání: '"Edward A. Piotrowski"'
Autor:
Marcin Makowski, Edward W. Piotrowski
Publikováno v:
Entropy, Vol 26, Iss 11, p 913 (2024)
The concept of risk is fundamental in various scientific fields, including physics, biology and engineering, and is crucial for the study of complex systems, especially financial markets. In our research, we introduce a novel risk model that has a na
Externí odkaz:
https://doaj.org/article/329a34d78a0c48569312d492b2dcc3b7
Publikováno v:
Entropy, Vol 24, Iss 10, p 1416 (2022)
The aim of this paper is to study the quantum-like approach to the description of the market in the context of the principle of minimum Fisher information. We wish to investigate the validity of using squeezed coherent states as market strategies. Fo
Externí odkaz:
https://doaj.org/article/92a212b634c44b65bea533ba39a137b3
Publikováno v:
Entropy, Vol 23, Iss 11, p 1464 (2021)
The principle of minimum Fisher information states that in the set of acceptable probability distributions characterizing the given system, it is best done by the one that minimizes the corresponding Fisher information. This principle can be applied
Externí odkaz:
https://doaj.org/article/69fd26d4260f4116a74fd66cf36fa3ae
Publikováno v:
Entropy, Vol 17, Iss 3, Pp 968-983 (2015)
The transitivity of preferences is one of the basic assumptions used in the theory of games and decisions. It is often equated with the rationality of choice and is considered useful in building rankings. Intransitive preferences are considered parad
Externí odkaz:
https://doaj.org/article/4db728c43b9a48e18484e2134efa628c
Publikováno v:
Entropy, Vol 23, Iss 1464, p 1464 (2021)
Entropy
Volume 23
Issue 11
Entropy
Volume 23
Issue 11
The principle of minimum Fisher information states that in the set of acceptable probability distributions characterizing the given system, it is best done by the one that minimizes the corresponding Fisher information. This principle can be applied
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c133efdb73a07178238b5c1df3998942
https://www.mdpi.com/1099-4300/23/11/1464
https://www.mdpi.com/1099-4300/23/11/1464
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 521:131-137
The present authors have put forward a quantum game theory based model of market prices movements. By using Fisher information, we present a construction of an equation of Schrodinger type for probability distributions for relationship between demand
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::51994b33d1bfa91d7643e7edf8edbd01
https://doi.org/10.1016/j.physa.2019.01.068
https://doi.org/10.1016/j.physa.2019.01.068
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 473:53-59
We consider properties of the measurement intensity ρ of a random variable for which the probability density function represented by the corresponding Wigner function attains negative values on a part of the domain. We consider a simple economic int
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::75b6c5171eeda29d73c2cd118f839a9b
https://doi.org/10.1016/j.physa.2017.01.016
https://doi.org/10.1016/j.physa.2017.01.016
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 389:4904-4912
Two of the present authors have put forward a projective geometry based model of rational trading that implies a model for subjective demand/supply profiles if one considers closing of a position as a random process. We would like to present the anal
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::152bf59ea9498be7ab04db9b2d451cb8
https://doi.org/10.1016/j.physa.2010.06.062
https://doi.org/10.1016/j.physa.2010.06.062
Publikováno v:
physica status solidi (b). 246:1033-1037
The subjects of the paper are the likelihood method (LM) and the expected Fisher information (FI) considered from the point od view of the construction of the physical models which originate in the statistical description of phenomena. The master equ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::36fde6487f196ae16610c78465074653
https://doi.org/10.1002/pssb.200881566
https://doi.org/10.1002/pssb.200881566
This paper presents a continuous variable generalization of the Aoki-Yoshikawa sectoral productivity model. Information theoretical methods from the Frieden-Soffer extreme physical information statistical estimation methodology were used to construct
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f0ec4a353ea8e78f5f9ff7b8bc49b694
http://arxiv.org/abs/1504.07604
http://arxiv.org/abs/1504.07604
