Entropy Variations of Multi-Scale Returns of Optimal and Noise Traders Engaged in “Bucket Shop Trading”
AR Hernández-Montoya, CM Rodríguez-Martínez… - Mathematics, 2022 - mdpi.com
In this paper a comparative, coarse grained, entropy data analysis of multi-scale log-returns
distribution, produced by an ideal “optimal trader” and one thousand “noise traders” …
distribution, produced by an ideal “optimal trader” and one thousand “noise traders” …
A Bayesian analysis of gain-loss asymmetry
A Di Iura, G Terenzi - SN Business & Economics, 2022 - Springer
We perform a quantitative analysis of the gain/loss asymmetry for financial time series by
using a Bayesian approach. In particular, we focus on some selected indices and analyse …
using a Bayesian approach. In particular, we focus on some selected indices and analyse …