2024
An entropy-based class of moving averages
Andreas Kull. Journal of Investment Strategies, 13(1), 1–13.
Maximum-entropy kernels unify familiar moving averages and a broader class of backward filters.
View paperAbout
What follows from constraints and finite measurement protocols — and nothing more.
Apeirics is a consulting and research firm specialising in quantitative analysis and strategic risk advisory.
Our domain of expertise is inference in high-dimensional and unbounded parameter spaces. We combine maximum-entropy reasoning with finite measurement to determine what follows from the available constraints — and to establish bounds where point estimates would claim more than the evidence supports.
Our foundational focus is finite measurement protocols that give rise to intrinsic fingerprints of the recording process, beyond what is measured.
Research
Research.
Selected work on maximum-entropy inference and finite measurement protocols.
Maximum entropy
2022
A novel derivation and interpretation of the Kelly criterion
Andreas Kull. Journal of Investment Strategies, 11(2), 47–58.
An information-theoretic derivation of least-biased investment strategies and their link to the Kelly criterion.
View paperFinite measurement
Forthcoming
Counting, Measurement, and the Farey Fingerprint: A Constitutive Framework with an Arithmetic Signature
Andreas Kull.
White papers
2003
A Unifying Approach to Pricing Insurance and Financial Risk
Andreas Kull. Casualty Actuarial Society Forum, Winter 2003, 317–350.
Maximum entropy selects a martingale measure that connects insurance and financial risk pricing.
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Get in touch.
info@apeirics.comRegulatory & Legal
Regulatory & Legal.
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