英文标题:
《Generalization of the Aoki-Yoshikawa sectoral productivity model based
on extreme physical information principle》
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作者:
Ilona Bednarek, Marcin Makowski, Edward W. Piotrowski, Jan
S{\\l}adkowski, Jacek Syska
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最新提交年份:
2015
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英文摘要:
This paper presents a continuous variable generalization of the Aoki-Yoshikawa sectoral productivity model. Information theoretical methods from the Frieden-Soffer extreme physical information statistical estimation methodology were used to construct exact solutions. Both approaches coincide in first order approximation. The approach proposed here can be successfully applied in other fields of research.
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中文摘要:
本文提出青木-吉川部门生产率模型的连续变量推广。采用Frieden-Soffer极端物理信息统计估计方法中的信息理论方法构造精确解。这两种方法在一阶近似下是一致的。本文提出的方法可以成功地应用于其他研究领域。
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:General Finance 一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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