Entropic Shifting Perspectives and Applications

Roger Bowden ()
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Roger Bowden: Kiwicap Research Ltd.

Chapter Chapter 2 in The Information Theory of Comparisons, 2018, pp 25-56 from Springer

Abstract: Abstract With the passage of time or circumstance, probability distributions change; and as they do so, the allocation of entropic complexity likewise changes. The present chapter develops a systematic way of modelling such developments, with partition entropy as the organising framework. This leads to unit left and right entropic shifts, enabling a calculus of partial left and right shifts, concentrators and spreaders. Applications include data smoothing and end correction, social dynamics of opinions, and financial risk management.

Keywords: Shift Entropy; Financial Risk Management; Kernel Entropy; Hand Shift; Parent Distribution Function (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-981-13-1550-3_2

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DOI: 10.1007/978-981-13-1550-3_2

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