We provide an entropy approach for measuring asymmetric comovement between the return on a single asset and the market …. Moreover, our approach also provides an entropy-based measure of downside asymmetric comovement. In the cross-section of stock …

This paper proposes a conceptual modeling framework based on category theory that serves as a tool to study common … framework forms the basis for an entropy-based stacking model to address issues of inconsistency and bias in classification … individual base models, the proposed entropy-based stacking model provides more consistent performance across multiple data …

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