Yesterday I wrote a post looking at the frequency of Koine Greek letters and the corresponding entropy. David Littleboy asked…
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Applying Two Ideas from Advances in Financial Machine Learning
Some have linked market efficiency with entropy [4], e. g. when a price series has high entropy, it has low…
Continue ReadingSolving for probability given entropy
If a coin comes up heads with probability p and tails with probability 1-p, the entropy in the coin flip…
Continue ReadingEntropy: How Decision Trees Make Decisions
No. It’s just a metric. It’s not important to know how it came to be. It’s important to know how…
Continue ReadingEntropy is a measure of uncertainty
Given certain assumptions (and foreshadowing an important result mentioned below), entropy is the measure of uncertainty.By the way, when I…
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