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"Thermodynamic Analysis of Financial Markets: Measuring Order Book Dynamics ..."

Haochen Li et al. (2024)

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DOI: 10.3390/E26010024

access: open

type: Journal Article

metadata version: 2024-05-17

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  dblp key:
  - journals/entropy/LiXPV24
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  - https://dblp.org/rec/journals/entropy/LiXPV24
Haochen Li, Yue Xiao, Maria Polukarov, Carmine Ventre:
Thermodynamic Analysis of Financial Markets: Measuring Order Book Dynamics with Temperature and Entropy. Entropy 26(1): 24 (2024)

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