exploration with Tsallis Entropy and derive the optimal distribution over states –- which we prove is $q$-Gaussian distributed …

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

Relying on conditional entropy and on the notion of information transfer, we investigate price relationships in the …

measure --- the generalized entropy --- to summarize moment information of the multi-horizon pricing kernel for a dynamic … model. Both static and dynamic strategy returns impose robust restrictions on the generalize entropy, providing a way to …

We demonstrate that eigenvalues minimize information entropy of the main diagonal elements of a symmetric matrix over … all possible orthogonal transforms. This legitimizes the use of the exponential entropy of standardized eigenvalues as a …

We introduce two subclasses of convex measures of risk, referred to as entropy coherent and entropy convex measures of … risk. We prove that convex, entropy convex and entropy coherent measures of risk emerge as certainty equivalents under … invariant. In addition, we study the properties of entropy coherent and entropy convex measures of risk, derive their dual …

respect to utility, these equilibria reduce to the classical entropy maximizing states. Moreover, we show how to construct …