Yesterday I wrote a post looking at the frequency of Koine Greek letters and the corresponding entropy. David Littleboy asked…

Continue Reading# entropy

## 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 Reading## Solving 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 Reading## Entropy: 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 Reading## Entropy 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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