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Is anyone familiar wtih the 'maximum entropy method' as applied to trading
and what is your opinion of it?
I recently came across a reference to it and to Anthony W. Warren, Ph. D
who apparently wrote some articles that were published years ago in TASC.
A search in "Books In Print" uncovered some publications on the Maximum
Entropy method, none of these seemed related to trading.
Lionel Issen
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