activity
20142019
most citedTrading drift and fluctuations in entropic dynamics: quantum dynamics as an emergent universality class

20 citations · 57 across the 5 of their papers we have counts for

collaborators

5 papers

q-fin.PR2019★ 5 cited

Entropic Dynamics of Exchange Rates and Options

Mohammad Abedi, Daniel Bartolomeo

An Entropic Dynamics of exchange rates is laid down to model the dynamics of foreign exchange rates, FX, and European Options on FX. The main objective is to represent an alternati…

q-fin.PR2019★ 3 cited

Entropic Dynamics of Stocks and European Options

Mohammad Abedi, Daniel Bartolomeo

We develop an entropic framework to model the dynamics of stocks and European Options. Entropic inference is an inductive inference framework equipped with proper tools to handle s…

quant-ph2016★ 20 cited

Trading drift and fluctuations in entropic dynamics: quantum dynamics as an emergent universality class

Daniel Bartolomeo, Ariel Caticha

Entropic Dynamics (ED) is a framework that allows the formulation of dynamical theories as an application of entropic methods of inference. In the generic application of ED to deri…

quant-ph2015★ 10 cited

Entropic Dynamics: The Schroedinger equation and its Bohmian limit

Daniel Bartolomeo, Ariel Caticha

In the Entropic Dynamics (ED) derivation of the Schroedinger equation the physical input is introduced through constraints that are implemented using Lagrange multipliers. There is…

quant-ph2014★ 19 cited

Entropic Dynamics: from Entropy and Information Geometry to Hamiltonians and Quantum Mechanics

Ariel Caticha, Daniel Bartolomeo, Marcel Reginatto

Entropic Dynamics is a framework in which quantum theory is derived as an application of entropic methods of inference. There is no underlying action principle. Instead, the dynami…