Search Results - subject_exact:"Entropie"

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Equivalent logit choice probabilities from optimization and randomization

Mestieri, Martí; Norris, Jordan J. - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015655483

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Equivalent logit choice probabilities from optimization and randomization

Mestieri, Martí; Norris, Jordan - 2026

Book / Working Paper

Non-random assignment of individual identifiers and selection into linked data : implications for research

Raze, Kyle; Perales, Nicole; Landivar, Liana Christin - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015609696

A robust approach to tilting : parametric relative entropy

Montes-Galdón, Carlos; Paredes, Joan; Wolf, Elias - 2026

We introduce a novel methodology, "parametric tilting," for incorporating external information into econometric model-based density forecasts. Unlike traditional entropic tilting, which can generate unrealistic or unstable distributions under certain conditions, parametric tilting ensures more...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015610816

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A robust approach to tilting : parametric relative entropy

Montes-Galdón, Carlos; Paredes, Joan; Wolf, Elias - 2026

Book / Working Paper

Entropic geometry and information dynamics in green cryptocurrency markets

Chortane, Sana Gaied; Naoui, Kamel - 2026

Cryptocurrencies play a central role in modern financial markets; however, geopolitical tensions and environmental concerns raise critical questions about their stability and informational efficiency. This study distinguishes between green cryptocurrencies (GCs), based on low-energy validation...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614299

Risk without borders : a transfer entropy analysis of geopolitical spillovers in low- and lower-middle-income markets

Almeida, Dora; Ferreira, Paulo; Aslam, Faheem - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015616644

Long-run career outcomes of multiple job holding

Muffert, Johanna; Riphahn, Regina T. - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015596746

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Long-run career outcomes of multiple job holding

Muffert, Johanna; Riphahn, Regina T. - 2025

Book / Working Paper

Long-run career outcomes of multiple job holding

Muffert, Johanna; Riphahn, Regina T. - 2025

Book / Working Paper

Long-run career outcomes of multiple job holding

Muffert, Johanna; Riphahn, Regina T. - 2025

Book / Working Paper

Double-edged sword of diversification : commodities and African equity indices in robust vs. optimal portfolio strategies

Kitenge, Anaclet K.; Muteba Mwamba, John; Mba, Jules C. - 2026

This study empirically investigates a central tension in quantitative finance: the divergence between theoretically optimal and robust portfolio construction under real-world estimation uncertainty. Using a dynamic, time-varying optimization framework, we compare the performance of three...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015640563

Attention-entropy random utility : endogenous attention and context effects in discrete choice

Ghaderi, Mohammad - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015655632

A data-driven entropy-based approach to analyzing power shifts in organizational decision-making

Schröer, Maximilian - 2026

Power constitutes a central yet often overlooked factor in organizational decision-making. In companies, it shapes not only formal decision processes but also informal structures and the distribution of influence within hierarchies. This study examines how structural changes in formal...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015654233

A constructive method to maximize entropy under marginal constraints

Bertrand, Pierre - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015636926

Inferring latent trading motivations in Borsa Istanbul : a comparative inverse reinforcement learning approach

Karacam, Kubilay; Ulukus, Mehmet Yasin - 2026

We investigate the distinct trading behaviors of domestic and foreign brokerage firms in Borsa Istanbul using 2506 trading days. Applying linear and maximum entropy inverse reinforcement learning, we recover the latent reward functions driving broker decisions and contrast them with supervised...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015668537

Total factor productivity and firm size in the German energy industry : evidence from a symbolic transfer entropy panel causality test

Albulescu, Claudiu Tiberiu; Ajmi, Ahdi Noomen; Miclea, … - 2025

This paper applied a symbolic transfer entropy panel causality test, to investigate the non-parametric Granger-type causality between total factor productivity (TFP) and firm size. This test overcomes the limitations of previous panel causality tests generated by the presence of outliers and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015618527

Sovereign default and public debt : what role for fiscal rules?

Apeti, Ablam Estel; Obeng, Samuel; Tagem, Abrams; Wer, … - 2025

Public debt has increased steadily over the years, leaving many countries at risk of debt distress and even pushing some to default. This paper analyses the impact of sovereign default on post-default debtto-GDP ratios in 144 countries from 1980 to 2019. Applying the entropy balancing method, we...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015486045

Customer satisfaction scores : new models to estimate the number of fake reviews

Fry, John; Brint, Andrew - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015078280

A fuzzy approach to economic freedom performance

Benli, Muhammed; Çağlar, Ahmet - 2025

This study aims to determine the most important component of economic freedom and to rank the performance of countries using multiple criteria decision-making tools within the context of fuzzy set theory. To do so, we utilize a combination of fuzzy entropy weighting and fuzzy technique for order...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015371232

Navigating uncertainty in an emerging market : data-centric portfolio strategies and systemic risk assessment in the Johannesburg Stock Exchange

Muteba Mwamba, John; Mba, Jules C.; Kitenge, Anaclet K. - 2025

This study investigates systemic risk, return patterns, and diversification within the Johannesburg Stock Exchange (JSE) during the COVID-19 pandemic, utilizing data-centric approaches and the ARMA-GARCH vine copula-based conditional value-at-risk (CoVaR) model. By comparing three investment...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015338318

An information-theoretic asset pricing model

Ghosh, Anisha; Julliard, Christian; Taylor, Alex P. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015339156

Probabilities of transitions among endogenous regimes in asset returns and environmental, social and governance scores

Cerqueti, Roy; Da Fermo, Carmine; Nicolosi, Marco - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015357372

Portfolio optimization beyond utility maximization : the case of driftless markets

Večeř, Jan; Richard, Mark; Taylor, Stephen - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015325194

Measurement and decomposition analysis of occupational income inequality in China

Yuan, Jing; Ma, Teng; Wang, Yinghui; Cai, Zongwu - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015386804

Energy use and economic growth in Morocco : a maximum entropy bootstrap approach

Doha, Atemni; Mohcine, Bakhat - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015416469

Contagion or decoupling? : evidence from emerging stock markets

Bonga-Bonga, Lumengo; Ndiweni, Zinzile Lorna - 2025

This paper uses a statistical test based on entropy theory to propose a new way to distinguish between interdependence, contagion, and the decoupling hypotheses in the context of shock transmission and spillover. Applying the proposed approach, the three hypotheses are examined when measuring...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015467367

Robust portfolio optimization in crypto markets using second-order Tsallis entropy and liquidity-aware diversification

Șerban, Florentin; Dedu, Silvia - 2025

In this paper, we propose a novel optimization model for portfolio selection that integrates the classical mean-variance criterion with a second-order Tsallis entropy term. This approach enables a trade-off between expected return, risk, and diversification, extending Markowitz's theory to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015467536

Entropy regularization in mean-field games of optimal stopping

Dianetti, Jodi; Dumitrescu, Roxana; Ferrari, Giorgio; … - 2025

We study mean-field games of optimal stopping (OS-MFGs) and introduce an entropy-regularized framework to enable learning-based solution methods. By utilizing randomized stopping times, we reformulate the OS-MFG as a mean-field game of singular stochastic controls (SC-MFG) with entropy...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015472851

Inference of dynamic weighted cumulative residual entropy for Burr XII distribution based on progressive censoring

Hassan, Amal S.; Elsherpieny, E. A.; Aghel, Wesal E. - 2025

The dynamic weighted cumulative residual (DWCR) entropy is regarded as an additional measure of uncertainty related to the residual lifetime function in several disciplines, including survival analysis and reliability. This article presents the DWCR formula based on Havarda and Charvat. This...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015447266

Testing for multinormality with goodness-of-fit tests based on phi divergence measures

Madukaife, Mbanefo S.; Nduka, Uchenna C.; Ossai, … - 2025

In this paper, a beta transform of multivariate normal datasets is obtained. The phi divergence measure, DΦ(F,G) between two distributions F and G is used to obtain a goodnessof-fit test to multivariate normality (MVN) based on the theoretical density function of the beta transformed random...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015447277

Evaluating logistics sector sustainability indicators using multi-expert Fermatean fuzzy entropy and WASPAS methodology

Yazar Okur, İlknur Gizem; Doganer Duman, Bükra; … - 2025

This study has two objectives: to identify sector-specific sustainability indicators from the literature and industry and to evaluate their importance through expert input.The analysis was conducted using the Fermatean fuzzy entropy and WASPAS method.The study found that, according to experts,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015447329

Do board characteristics matter with greenwashing? : an investigation in the financial sector with the integration of entropy weight and TOPSIS multicriteria decision-making methods

Poiriazi, Eleni; Zournatzidou, Georgia; Konteos, George - 2025

Financial industry executives are sincerely concerned about the potential effects of greenwashing on their organizations. The primary objective of this research is to investigate the impact of board features on greenwashing and the strategies that executives may develop to mitigate the effects...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015408388

Minimal entropy and entropic risk measures : a unified framework via relative entropy

Sohns, Moritz - 2025

We introduce a new coherent risk measure, the minimal-entropy risk measure, which is built on the minimal-entropy 𝜎-martingale measure - a concept inspired by the well-known minimal-entropy martingale measure used in option pricing. While the minimal-entropy martingale measure is commonly...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015408397

Exploring the influence of government controversies on the energy security and sustainability of the energy sector using entropy weight and TOPSIS methods

Zournatzidou, Georgia; Floros, Christos; Ragazou, … - 2025

In contemporary times, energy sustainability and security have become essential economic concerns globally. Nonetheless, in addition to these concerns, inadequate governance inside a corporation within the energy industry may result in corruption and energy instability within the sector. The...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015410910

Building sustainability composite indicators using a multi-criteria approach

Xavier, António Manuel de Sousa; Fragoso, Rui Manuel … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015433413

Rethinking children's family complexity : a multi-conceptual approach with dynamic sequence analysis and fixed effects models

Rowold, Carla; Gädecke, Martin; Van Winkle, Zachary - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015434541

Does political risk affect the efficiency of the exchange-traded fund market? : entropy-based analysis before and after the 2025 U.S. presidential inauguration

Olbryś, Joanna - 2025

The aim of this research is to thoroughly investigate the influence of the 2025 Donald Trump Presidential Inauguration on informational efficiency of the U.S. exchange-traded fund market in the context of political risk. The data set includes daily observations for twenty U.S. Exchange-Traded...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015437046

Using entropy metrics to analyze information processing within production systems : the role of organizational constraints

Merode, Godefridus G. van; Boersma, Henri; Tournois, Fleur - 2025

Background: The literature on measuring the complexity of production systems employs the graph and information theory. This study analyzes these systems and their coordination under varying states of control, with a focus on the probability of unfavorable events and their temporal...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015437533

A regression-based method for estimating generalised entropy and Atkinson inequality indices and their standard errors

Shankar, Sriram - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015438129

A study on the construction and dynamic evolution of a Chinese science and technology finance index

Zhang, Qingguo - 2025

This study addresses regional disparities and the dynamic evolution of China's science and technology finance integration (STFI) by constructing a composite index system using the entropy method. Recognizing the limitations of subjective weighting in traditional assessment frameworks, the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015439378

Integrating economics, environment, social, and governance (EESG) : a more comprehensive sustainable framework

Ma, Yan; Loh, Lawrence; Yin, Zhu-Jia - 2025

To establish a comprehensive sustainable development framework that balances economic development and ESG levels, this paper proposes an EESG (Economics, Environment, Social, and Governance) evaluation system. This paper uses the entropy-weighted TOPSIS method to calculate and compare the EESG...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015405011

Impact of financial market development on housing prices : evidence from China

Zhang, Wencheng; Tajul Ariffin Masron - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015445809

Measuring social media customer engagement with brands based on information entropy : an application case of luxury brand

Xiao, Siwei; Chen, Xiaoyu - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015446718

The deepening divide within the rich as a key driver of U.S. economic inequality

Kim, Hyeongwoo; Sul, Donggyu - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015427439

Maximizing portfolio diversification via Weighted Shannon Entropy : application to the cryptocurrency market

Șerban, Florentin; Dedu, Silvia - 2025

This paper develops a robust portfolio optimization framework that integrates Weighted Shannon Entropy (WSE) into the classical mean-variance paradigm, offering a distribution-free approach to diversification suited for volatile and heavy-tailed markets. While traditional variance-based models...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015561662

Copula-based dynamic networks for forecasting stock market volatility

Nankali, Shahab; Tafakori, Laleh; Jalili, Mahdi; Hu, Xiaolu - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015562783

Assessing the status of tuna fishery in India : a study with special reference to Lakshadweep

Muhammed Luqman O P; Thomas Felix K; Ramappa K B - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015506706

Firm training, automation, and wages : international workerlevel evidencee

Falck, Oliver; Guo, Yuchen; Langer, Christina; … - 2025 - Original version: December 2024, this version: November 2025

Firm training is widely regarded as crucial for protecting workers from automation, yet there is a lack of empirical evidence to support this belief. Using internationally harmonized data from over 90,000 workers across 37 industrialized countries, we construct an individual-level measure of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015608007

Testing parametric distribution family assumptions via differences in differential entropy

Mittelhammer, Ron C.; Judge, George G.; Henry, Miguel - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015608750

Evaluation of unmanned combat aerial vehicles using q-rung orthopair fuzzy entropy based multi-attribute border approximation area comparison method

Turanoğlu Şirin, Betül - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015593170

Inverse Power Lomax Poisson distribution : properties and applications in modelling negatively-skewed reliability data

Ogunde, Adebisi A.; Nymphas, Emmanuel F. - 2025

In this paper, we propose a new, four-parameter distribution with increasing, decreasing, bathtub-shaped and a unimodal failure rate, called the Inverse Power Lomax Poisson (IPLP) distribution. The new distribution combines Inverse Power Lomax (IPL) and Poisson distributions. We derive several...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015596291

Exploring the connection between geopolitical risks and energy markets

Almeida, Dora; Ferreira, Paulo; Dionísio, Andreia … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015550244

Derivation of the Pareto index in the economic system as a scale-free network and introduction of new parameters to monitor optimal wealth and income distributions

Ingersoll, John G. - 2025

The purpose of this work is twofold: first, it aims to derive an exact analytical form of the Pareto index based on the already developed model of the economy as a scale-free network comprising a given amount of either wealth or income (total number of links, each link representing a non-zero...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015553139

Geopolitical risk and uncertainty in energy markets : evidence from wavelet-based methods

Crescenzo, Ivan De; Mastroeni, Loretta; Quaresima, Greta; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015555550