This paper uses an entropy-based information approach to determine if farmland values are more closely associated with …

and entropy based techniques. This characterization includes the following points. First, the detection of long memory … entropy. These aspects may also be studied through the concepts of non-extensive entropy and distribution using, for instance … of local roughness is performed by considering wavelet leaders based entropy. In fact, the wavelet coefficients are …

Rényi entropy criterion, which summarizes the uncertainty in portfolio returns. Assuming asset returns are projected by a … regime-switching regression model on the two market risk factors, we develop an entropy-based dynamic portfolio selection … empirical Sharpe and return to entropy ratios, the dynamic portfolio under the proposed strategy is much improved in contrast …

returns prevail). In this paper, we introduce a new assumption about the generation of knowledge, which involves entropy, i … explored in scenarios of neoclassical and endogenous growth and it is able to justify endogenous fluctuations. Entropy in the … are observable for different degrees of entropy. Complete a-periodicity (chaos) is also found for particular values of an …