Information-Theoretic Approach to Financial Market Modelling

By Eckhard Platen

Published 2026-02-17

Everscope rating

1642.8

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Information-Theoretic Market Modelling (Minimal Market Model). Problem types: Portfolio Optimization, Risk Management, Derivative Pricing, Hedging, Optimization.

arXiv:2602.14575 · Paper rankings

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