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physics.data-an2014
Derivation of Principle of Extreme Physical Information
B. Roy Frieden, Robert A. Gatenby
The unknown amplitude law q(x) defining an observed effect may be found using the principle of Extreme Physical Information. EPI is derived as follows. The observations follow an i…
physics.data-an2005
Ab initio yield curve dynamics
Raymond J. Hawkins, B. Roy Frieden, Joseph L. D'Anna
We derive an equation of motion for interest-rate yield curves by applying a minimum Fisher information variational approach to the implied probability density. By construction, so…