Minimum Entropy as a Measure of Effective Dimensionality-Reference-Cited by-同舟云学术

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Minimum Entropy as a Measure of Effective Dimensionality

Published:2016 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Gnedenko Boris,Yelnik Igor

Publisher

Elsevier BV

Reference7 articles.

1. Speed and Dimensions of Trading;Boris Gnedenko;SSRN Electronic Journal,2016

2. Doubly Stochastic Matrices and the Diagonal of a Rotation Matrix;Alfred Horn;American Journal of Mathematics,1954

3. Managing Diversification;Attilio Meucci;Risk,2009

4. Applications of Entropy in Finance: A Review

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Effective Dimensionality: A Tutorial;Multivariate Behavioral Research;2020-03-29

2. Speed and Dimensions of Trading;SSRN Electronic Journal;2016

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