Jin, Hongying and Liu, Meiyun and Yang, Kuo and Song, Yong and Mo, Jianlin and Chen, Jiayong (2024) Research on the Distribution of Asset Prices Based on the Principle of Maximum Entropy. In: Proceedings of the 4th International Conference on Economic Management and Big Data Applications, ICEMBDA 2023, October 27–29, 2023, Tianjin, China.
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Abstract
The maximum entropy principle is a fundamental principle in statistical physics. The principle is used to study the distribution law of asset prices in financial markets, and it is concluded that the maximum entropy distribution of asset prices follows a lognormal distribution. The daily data of fou
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 17:05 |
| Last Modified: | 17 Apr 2026 00:58 |
| URI: | http://eprints.eai.eu/id/eprint/46794 |
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