Efficient Markets Meet the Shannon Limit Edgar Parker

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Published: September 3rd 2013

Kindle Edition

124 pages


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Efficient Markets Meet the Shannon Limit  by  Edgar Parker

Efficient Markets Meet the Shannon Limit by Edgar Parker
September 3rd 2013 | Kindle Edition | PDF, EPUB, FB2, DjVu, audiobook, mp3, RTF | 124 pages | ISBN: | 7.55 Mb

Econophysics and Information TheoryIn the past few years there has been a growth of research in the field that has relatively recently been dubbed econophysics. This blending of economics, finance, and physics has opened many new avenues ofMoreEconophysics and Information TheoryIn the past few years there has been a growth of research in the field that has relatively recently been dubbed econophysics.

This blending of economics, finance, and physics has opened many new avenues of research, and created opportunities for the application of new tools and techniques to the analysis of economic and financial issues. In this work the author introduces a new perspective by adding a focus on information theory to the mix. Examples of the ideas brought to light by different mixtures of the disciplines are presented. The author postulates that a fundamental and often dominate source of uncertainty in finance and economics emerges not from the traditional theories of these fields, but from the communication constraints dictated by information theory.

Additionally the author examines the effect that a greater focus on information theory may have on optimal trading locations and methods, and in explaining apparent financial anomalies.



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