Technical Analysis of STOCKS & COMMODITIES
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Maximum Entropy methods
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