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There is no term that better describes the essential features of human society than complexity. On various levels, from the decision-making processes of individuals, through to the interactions between individuals leading to the spontaneous formation of groups and social hierarchies, up to the...

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A maximum entropy approach to estimation and inference in dynamic models or counting fish in the sea using maximum entropy

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Information-theoretic analysis of serial dependence and cointegration

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A large deviation approach to the measurement of mobility

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Foreign-exchange rate dynamics : An empirical study using maximum entropy spectral analysis

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A Bayesian insertion/deletion algorithm for distant protein motif searchin via entropy filtering

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Asymptotic distribution theory for nonparametric entropy measures of serial dependence

Hong, Yongmiao; White, Halbert - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 3, pp. 837-901

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An entropy divergence, D-distribution and its selected application in multivariate financial time series

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Information theoretic causality detection between financial and sentiment data

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