2 papers
q-fin.ST2026
Asymmetric -Gaussian Distributions from Tsallis Maximum Entropy
Francesco Cesarone, Massimiliano Corradini, Nicolò Giunta +1
Within the framework of non-extensive statistical mechanics, -Gaussian distributions arise as maximum-entropy solutions of Tsallis entropy under suitable escort moment constrain…
q-fin.PM2023
A new behavioral model for portfolio selection using the Half-Full/Half-Empty approach
Francesco Cesarone, Massimiliano Corradini, Lorenzo Lampariello +1
We focus on a behavioral model, that has been recently proposed in the literature, whose rational can be traced back to the Half-Full/Half-Empty glass metaphor. More precisely, we…