Browsing Artículos de Revistas by Subject "Boltzmann learning"
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The Backbone of the Financial Interaction Network Using a Maximum Entropy Distribution
(World Scientific Publishing Company, 2022-10-19)We modeled the stocks of the financial system as a set of many interacting like spins derived from binary daily returns. From the empirical observation of these returns, we used a Boltzmann machine to infer a distribution ...