Edgar Parker

New York Life Insurance Company

Senior Associate

51 Madison Avenue

New York, NY 10010

United States

SCHOLARLY PAPERS

16

DOWNLOADS

1,720

SSRN CITATIONS

1

CROSSREF CITATIONS

13

Scholarly Papers (16)

1.

Simple New Method to Predict Bear Markets (The Entropic Linkage between Equity and Bond Market Dynamics)

The Entropic Linkage between Equity and Bond Market Dynamics. Entropy. 2017; 19(6):292.
Number of pages: 13 Posted: 20 Mar 2017 Last Revised: 30 Jul 2017
Edgar Parker
New York Life Insurance Company
Downloads 341 (165,001)

Abstract:

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Shannon Entropy, Kullback-Leibler Divergence, Yield Curve; Volatility, Cauchy Distribution, Phase Transition; Equity Market; Flash Crash

2.

Efficient Markets Meet the Shannon Limit (The Shannon Limit, Relative Channel Capacity, and Price Uncertainty)

Number of pages: 167 Posted: 08 Nov 2014 Last Revised: 16 Jan 2015
Edgar Parker
New York Life Insurance Company
Downloads 187 (298,340)
Citation 3

Abstract:

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financial engineering, information theory, Black-Scholes, implied volatility, chaos

3.

Entropy, the Information Processing Cycle, and the Forecasting of Bull and Bear Market Peaks and Troughs

Parker, E. (2019). Entropy, the Information Processing Cycle, and the Forecasting of Bull and Bear Market Peaks and Troughs. Special Issue on Econophysics and Finance. (IJPMAT), 7(1), 77-90. doi:10.4018/IJPMAT.2019010105
Number of pages: 16 Posted: 19 Sep 2017 Last Revised: 04 Oct 2018
Edgar Parker
New York Life Insurance Company
Downloads 153 (354,874)
Citation 4

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Information Theory, Entropy, Shannon Entropy, Burnashev, Bull Market, Bear Market, Econophysics, Equity, Bond

4.

Flash Crashes: The Role of Information Processing Based Subordination and the Cauchy Distribution in Market Instability

Journal of Insurance and Financial Management, Vol. 2, No. 7 (2016)
Number of pages: 15 Posted: 18 Jul 2016 Last Revised: 08 Dec 2018
Edgar Parker
New York Life Insurance Company
Downloads 147 (366,547)
Citation 7

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Subordination, Cauchy Distribution, Flash Crash, HFT, Brownian motion, Information Theory

5.

Flash Crashes, Information Processing Limits, and Phase Transitions

Number of pages: 34 Posted: 30 Mar 2016 Last Revised: 09 Jun 2016
Edgar Parker
New York Life Insurance Company
Downloads 136 (389,667)

Abstract:

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Information Theory, financial engineering, yield curve, econophysics, entropy, implied volatility

6.

Modeling Information Theory Effects on Price Uncertainty Using Multiple Agents with Heterogeneous Volatility

Number of pages: 16 Posted: 15 Feb 2015
Edgar Parker
New York Life Insurance Company
Downloads 126 (413,434)

Abstract:

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financial engineering, information theory, Black-Scholes, implied volatility, econophysics

7.

Polycyclic Portfolio Rebalancing via an Economy's Relative Information Processing Ratio

Number of pages: 9 Posted: 20 May 2018
Edgar Parker
New York Life Insurance Company
Downloads 122 (423,483)

Abstract:

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Portfolio Management, Asset Management, Business Cycle, Bull Market, Bear Market, Information Theory, Procyclical, Entropy

8.

Bending, Stretching, and Smiling: Entropic Homeomorphisms of the Faces of Finance

Number of pages: 9 Posted: 24 Aug 2016 Last Revised: 15 Jul 2018
Edgar Parker
New York Life Insurance Company
Downloads 117 (437,044)

Abstract:

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Shannon entropy; yield curve; volatility; Cauchy distribution; phase transition; implied volatility; volatility skew; volatility smile

9.

Entropy Production and Technological Progress: The Yin and Yang of Economics and Finance

Number of pages: 76 Posted: 02 Nov 2015 Last Revised: 19 Jan 2017
Edgar Parker
New York Life Insurance Company
Downloads 116 (439,760)
Citation 1

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Entropy, Volatility Surface, Information Theory, Implied Volatility, Entropy, Yield Curve

10.

The Signal and the Birth of the Digital Economy

Number of pages: 5 Posted: 02 Jan 2019 Last Revised: 09 Jan 2019
Edgar Parker
New York Life Insurance Company
Downloads 83 (554,482)

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Business Cycle, Bear Market, Bull Market, Digital Economy, Digitalization, Analog, Signal Processing, Information Theory, Entropy, Claude Shannon

11.

The Relationship Between the US Economy’s Information Processing and Absorption Ratios: Systematic vs Systemic Risk

Entropy 2018, 20, 662
Number of pages: 12 Posted: 29 Oct 2018
Edgar Parker
New York Life Insurance Company
Downloads 46 (739,556)

Abstract:

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Systemic Risk, Systematic Risk, Portfolio Management, Absorption Ratio, Information Processing Ratio, Shannon Entropy, Entropic Yield Curve, Regime Shift, Markov Switching Models

12.

The Multiscale Entropic Life Cycle of the Yield Curve: Heartbeat of the Economy

Number of pages: 21 Posted: 30 Aug 2023 Last Revised: 23 Jan 2024
Edgar Parker
New York Life Insurance Company
Downloads 36 (811,485)

Abstract:

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Business Cycle, Multiscale Entropic Life Cycle, Multiscale Entropy, Yield Curve, Inverted Yield Curve, Entropic Yield Curve, Shannon Limit, Landauer's Principle

13.

Common Trends and Cycles and the Structure of Florida's Economy

Federal Reserve Bank of Atlanta Economic Review, Third Quarter, 1997
Number of pages: 12 Posted: 17 Oct 2014
Edgar Parker
New York Life Insurance Company
Downloads 35 (819,307)

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Florida, common trends, labor market

14.

The US Economy’s Information Processing Ratio (R/C) and Fractal Zooming

Number of pages: 10 Posted: 14 Jan 2019
Edgar Parker
New York Life Insurance Company
Downloads 34 (827,418)

Abstract:

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Fractal, Fractal Zooming, Information processing, entropy, entropic yield curve, Weierstrass-Mandelbrot function, Self-similar, Flash Crash

15.

Venture Capital Emerging Force in the Southeast

Federal Reserve Bank of Atlanta Economic Review, Fourth Quarter 1998
Number of pages: 12 Posted: 18 Oct 2014
Edgar Parker and Phillip Parker
New York Life Insurance Company and Independent
Downloads 30 (860,720)

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Venture capital, Florida, Georgia, Louisiana, Mississippi, Alabama, Tennessee

16.

Economic Cycles and the Thermodynamic Uncertainty Relations

Number of pages: 8 Posted: 15 Apr 2024
Edgar Parker
New York Life Insurance Company
Downloads 11 (1,045,464)

Abstract:

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Entropy, Landauer’s Principle, Multiscale Entropic Lifecycle, Thermodynamic Uncertainty Relations, TURs, Entropic Yield Curve, Business Cycle