9 citations · 20 across the 4 of their papers we have counts for
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q-fin.MF2022★ 6 cited
An Intrinsic Entropy Model for Exchange-Traded Securities
Claudiu Vinte, Ion Smeureanu, Titus-Felix Furtuna +1
This article introduces an intrinsic entropy model that can be used as an indicator to gauge investor interest in a given exchange-traded security, along with the state of the gene…
q-fin.MF2022★ 9 cited
A Volatility Estimator of Stock Market Indices Based on the Intrinsic Entropy Model
Claudiu Vinte, Marcel Ausloos, Titus Felix Furtuna
Grasping the historical volatility of stock market indices and accurately estimating are two of the major focuses of those involved in the financial securities industry and derivat…