Article Archive For Keyword: Entropy

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• An Introduction to Maximum Entropy Method (MEM) Technical Analysis by Anthony W. Warren, Ph. D.

  ARTICLE SYNOPSIS...An Introduction to Maximum Entropy Method (MEM) Technical Analysis by Anthony W. Warren, PhD RESEARCH Preface to Maximum Entropy Articles A reasonable assumption concerning the motivation of subscribers to Technical Analysis of Stocks and Commodities

AUTHOR: Anthony W. Warren, Ph.D.DATE: JAN 1984

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• Cycle Analysis: A comparison of the Fourier and Maximum Entropy methods by John F. Ehler

  ARTICLE SYNOPSIS...Cycle Analysis: A comparison of the Fourier and Maximum Entropy methods by John F. Ehler The motivation for reducing price history to a mathematical expression is clear. If we can describe the prices mathematically, we have the means to extend the equat

AUTHOR: John F. EhlersDATE: SEP 1986

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• Forecasting With Maximum Entropy by Jack K. Hutson and Anthony W. Warren, Ph.D.

  ARTICLE SYNOPSIS...Forecasting With Maximum Entropy by Jack K. Hutson and Anthony W. Warren, Ph.D. The most obvious ability that stock or commodity buyers and sellers wish for is foresight. If there was a method or technique that we could use to predict what tomorrow will

AUTHOR: Jack K. Hutson and Anthony WarrenDATE: NOV 1984

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• How to use Maximum Entropy by John F. Ehlers

  ARTICLE SYNOPSIS...How to use Maximum Entropy by John F. Ehlers MESA is an acronym for Maximum Entropy Spectrum Analysis, a forecasting method that filters the ""noise"" from time series data and can uncover useful cycles. The advantages of the maximum entropy method over

AUTHOR: John F. EhlersDATE: NOV 1987

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• Maximum Entropy Optimization by Anthony W. Warren, Ph.D. and Jack K. Hutson

  ARTICLE SYNOPSIS...Maximum Entropy Optimization by Anthony W. Warren, Ph.D. and Jack K. Hutson The Maximum Entropy Method (MEM) is a promising new system for short-term Spectrum Analysis and trend forecasting. In this article we discuss the process of obtaining an optimal

AUTHOR: Anthony W. Warren, Ph.D. and Jack HutsonDATE: JUL 1984

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• Optimizing the Maximum Entropy Method by Anthony W. Warren, Ph.D.

  ARTICLE SYNOPSIS...Optimizing the Maximum Entropy Method by Anthony W. Warren, PhD This article is the second in a series on the Maximum Entropy Method (MEM) and its use in technical analysis for short data length spectrum estimation and short term forecasting. In the fir

AUTHOR: Anthony W. Warren, Ph.D.DATE: MAR 1984

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• Predicting S&P 500 Tops And Bottoms With Shannon Entropy

  ARTICLE SYNOPSIS...This measure of uncertainty can provide insights into market dynamics that traditional methods may overlook. Find out how

AUTHOR: Yuqi FanDATE: DEC 2024

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• Shannon Entropy

  ARTICLE SYNOPSIS...Here, we define Shannon entropy and show how you can apply it to your trading results and derive a measure of the uncertainty or predictability of your method

AUTHOR: Stephen MasselDATE: AUG 2015

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• Shannon Entropy Indicator

  ARTICLE SYNOPSIS...Here's an indicator that discerns the nature of the underlying market and helps you decide whether you should trade trends or channels

AUTHOR: Stephen MasselDATE: JUL 2016