51 Madison Avenue
New York, NY 10010
United States
New York Life Insurance Company
Shannon Entropy, Kullback-Leibler Divergence, Yield Curve; Volatility, Cauchy Distribution, Phase Transition; Equity Market; Flash Crash
financial engineering, information theory, Black-Scholes, implied volatility, chaos
Shannon entropy; yield curve; volatility; Cauchy distribution; phase transition; implied volatility; volatility skew; volatility smile
Information Theory, Entropy, Shannon Entropy, Burnashev, Bull Market, Bear Market, Econophysics, Equity, Bond
Subordination, Cauchy Distribution, Flash Crash, HFT, Brownian motion, Information Theory
Information Theory, financial engineering, yield curve, econophysics, entropy, implied volatility
financial engineering, information theory, Black-Scholes, implied volatility, econophysics
Portfolio Management, Asset Management, Business Cycle, Bull Market, Bear Market, Information Theory, Procyclical, Entropy
Entropy, Volatility Surface, Information Theory, Implied Volatility, Entropy, Yield Curve
Business Cycle, Bear Market, Bull Market, Digital Economy, Digitalization, Analog, Signal Processing, Information Theory, Entropy, Claude Shannon
Business Cycle, Multiscale Entropic Life Cycle, Multiscale Entropy, Yield Curve, Inverted Yield Curve, Entropic Yield Curve, Shannon Limit, Landauer's Principle
Systemic Risk, Systematic Risk, Portfolio Management, Absorption Ratio, Information Processing Ratio, Shannon Entropy, Entropic Yield Curve, Regime Shift, Markov Switching Models
Fractal, Fractal Zooming, Information processing, entropy, entropic yield curve, Weierstrass-Mandelbrot function, Self-similar, Flash Crash
Venture capital, Florida, Georgia, Louisiana, Mississippi, Alabama, Tennessee
Florida, common trends, labor market
Entropy, Landauer's Principle, Multiscale Entropic Lifecycle, Thermodynamic Uncertainty Relations, TURs, Entropic Yield Curve, Business Cycle
Entropy, Landauer’s Principle, Multiscale Entropic Lifecycle, Thermodynamic Uncertainty Relations, TURs, Entropic Yield Curve, Business Cycle
Business Cycle, Yield Curve, Information Processing Cycle, Artificial Intelligence, Entropic Yield Curve, Scaling Laws, Bear Market, Neural Networks