66 citations · 91 across the 9 of their papers we have counts for
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cond-mat.stat-mech2003
Financial Probabilities from Fisher Information
Raymond J. Hawkins, B. Roy Frieden
We present a novel synthesis of Fisher information and asset pricing theory that yields a practical method for reconstructing the probability density implicit in security prices. T…
cond-mat.stat-mech2002★ 66 cited
A Schroedinger link between non-equilibrium thermodynamics and Fisher information
B. R. Frieden, A. Plastino, A. R. Plastino +1
It is known that equilibrium thermodynamics can be deduced from a constrained Fisher information extemizing process. We show here that, more generally, both non-equilibrium and equ…