20 citations · 36 across the 4 of their papers we have counts for
7 papers
Entropic Dynamics of Jump-Diffusion Option Pricing
Mohammad Abedi
Standard models of stock price dynamics and option valuation usually begin by postulating stochastic processes. This paper develops an entropic inference framework that derives the…
Semi-blind-trace algorithm for self-supervised attenuation of trace-wise coherent noise
Mohammad Mahdi Abedi, David Pardo, Tariq Alkhalifah
Trace-wise noise is a type of noise often seen in seismic data, which is characterized by vertical coherency and horizontal incoherency. Using self-supervised deep learning to atte…
Entropic Dynamics of Exchange Rates and Options
Mohammad Abedi, Daniel Bartolomeo
An Entropic Dynamics of exchange rates is laid down to model the dynamics of foreign exchange rates, FX, and European Options on FX. The main objective is to represent an alternati…
Entropic Dynamics of Stocks and European Options
Mohammad Abedi, Daniel Bartolomeo
We develop an entropic framework to model the dynamics of stocks and European Options. Entropic inference is an inductive inference framework equipped with proper tools to handle s…
A Covariant Approach to Entropic Dynamics
Selman Ipek, Mohammad Abedi, Ariel Caticha
Entropic Dynamics (ED) is a framework for constructing dynamical theories of inference using the tools of inductive reasoning. A central feature of the ED framework is the special…
Entropic Dynamics: Reconstructing Quantum Field Theory in Curved Space-time
Selman Ipek, Mohammad Abedi, Ariel Caticha
The Entropic Dynamics reconstruction of quantum mechanics is extended to quantum field theory in curved space-time. The Entropic Dynamics framework, which derives quantum theory as…
Entropic Dynamics on Curved Spaces
Shahid Nawaz, Mohammad Abedi, Ariel Caticha
Entropic dynamics is a framework in which quantum theory is derived as an application of entropic methods of inference. Entropic dynamics on flat spaces has been extensively studie…