Five Years of Phase Space Dynamics of the Standard & Poor’s 500

Article Category: Papers dedicated to the memory of Valetnin Afraymovich (1945-2018)

Published Online: Jun 28, 2019

Page range: 209 - 222

Received: Oct 30, 2018

Accepted: Jan 02, 2019

DOI: https://doi.org/10.2478/AMNS.2019.1.00019

Keywords

Discrete-time Markov processes, Measures of information, entropy, Mathematical finance

© 2019 Smirnov, V., Volchenkov, D., published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.