the stock prices of these companies using entropy measures. The entropy and Mutual Information (MI) statistics permit an … analysis of the amount of information within the sentiment series, its relationship to the DJIA and an indication of how the …

-sample information from theory and/or empirical evidence can be introduced in the form of known probabilities by means of the cross-entropy …This paper introduces Information Theoretic - based methods for estimating a target variable in a set of small … level, and then of employing the estimated coefficients to obtain the sub-group level indicators. The Information Theoretic …

Cybersemiotics claims that the standard uses of the Shannon information concept as applied on systems with cognition … role of entropy in semiosis. Entropy comes into full play if semiosis is seen as a purely physical process involving causal … sign. Recognizing this duality, the Gibbs/Jaynes notion of entropy can be added to the picture, which shares an essential …

for our method. -- Information Theory ; Maximum Entropy ; GARCH ; Volatility …We use an information-theoretic approach to interpret Engle's (1982) and Bollerslev's (1986) GARCH model as a model for …

Information-theoretic approaches still play a minor role in financial market analysis. Nonetheless, there have been two … generalize the notion of GARCH processes in an information-theoretic sense and are able to capture skewness and kurtosis better … performance in some illustrative data sets. -- Entropy density ; Skewness ; Kurtosis, GARCH …

; information transactions ; Kullback-Leibler divergence ; relative entropy ; decision under uncertainty ; investment ; Blackwell …An information transaction entails the purchase of information. Formally, it consists of an information structure … together with a price. We develop an index of the appeal of information transactions, which is derived as a dual to the agent …