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AW: Maximum Entropy Method



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Lionel,

you´ll find all you need to know about the maximum entropy method applied to technical analysis at http://www.mesasoftware.com.
John Ehlers is a specialist in this realm and I personally very much appreciate the works he´s doing.

Best regards

Gerhard Frischholz

-----Ursprüngliche Nachricht-----
Von:	Lionel  Issen [SMTP:lissen@xxxxxxxxxxxxxxxx]
Gesendet am:	Mittwoch, 19. Mai 1999 17:24
An:	metastock@xxxxxxxxxxxxx
Betreff:	Maximum Entropy Method

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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