23 citations · 23 across the 2 of their papers we have counts for
3 papers
Entropic signatures of market response under concentrated policy communication
Ewa A. Drzazga-Szczȩśniak, Rishabh Gupta, Adam Z. Kaczmarek +10
The first 100 days of Donald Trump second presidential term (January 20th - April 30th, 2025) featured policy actions with potential market repercussions, constituting a well-suite…
Signatures of extreme events in the cumulative entropic spectrum
Ewa A. Drzazga-Szczȩśniak, Adam Z. Kaczmarek, Marta Kielak +6
In this study, the cumulative effect of the empirical probability distribution of a random variable is identified as a factor that amplifies the occurrence of extreme events in dat…
Entropy of financial time series due to the shock of war
Ewa A. Drzazga-Szczȩśniak, Piotr Szczepanik, Adam Z. Kaczmarek +1
The concept of entropy is not uniquely relevant to the statistical mechanics but among others it can play pivotal role in the analysis of a time series, particularly the stock mark…