Ideal Agent System with Triplet States: Model Parameter Identification of Agent–Field Interaction

On the capital market, price movements of stock corporations can be observed independent of overall market developments as a result of company-specific news, which suggests the occurrence of a sudden risk event. In recent years, numerous concepts from statistical physics have been transferred to eco...

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Bibliographic Details

Published in:	Entropy
Main Authors:	Christoph J. Börner, Ingo Hoffmann, John H. Stiebel
Format:	Article
Language:	English
Published:	MDPI AG 2023-12-01
Subjects:	agent system canonical ensemble entropy partition function risk assessment utility function
Online Access:	https://www.mdpi.com/1099-4300/25/12/1666