entropy between the marginals of P and Q on the n first realizations. We apply this bound to the cost of learning in …

% (and can be as high as 40%) of total currency risk, as measured by the entropy of exchange rate changes, over horizons of …

An information-theoretic thought experiment is developed to clarify why the maximum entropy methodology is appropriate … enables the use of maximum entropy to make predictions concerning the equilibrium state. Finally an illustration of this … predictive power is provided through an application to the Schelling model of segregation. -- Information entropy ; knapsack …

The purpose of this paper is the construction of an early warning indicator for systemic risk using entropy measures … industry in the Euro area. We estimate entropy on these measures by considering different definitions (Shannon, Tsallis and … Renyi). Finally, we test if these entropy indicators show forecasting abilities in predicting banking crises. In this regard …

Derivation of the the conversion factor ßM, from bits of entropy to dollars of waste …

entropy to tilt one-step ahead and long-horizon VAR forecasts to match the nowcast and long-horizon forecast from the Survey …

the Entropy Pooling (EP) method. Both of these heuristics repeatedly apply the original EP method to sequentially arrive …