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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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0111 · May 202119922001200920172026
2 results for “2001-2019”
The relationship between the US broad money supply and US GDP for the time period 2001 to 2019 with that of the corresponding time series for US national property and stock market indices, using an information entropy methodologyq-fin.ST

Investigates the relationship between US money supply and asset indices over 2001-2019.

problem Determining the relationship between US money supply and asset indices growth.
method Information entropy methodology applied to US asset indices (Property, Russell 2000, S&P 500, NASDAQ) over 2001-2019.
result Growth in US broad money supply is the main determinant of US asset indices growth, especially the NASDAQ and Russell 2000.
US money supplyasset indicesinformation entropy2001-2019financial crisis
2021-06-03abs ↗pdf ↗
Characterization of the probability and information entropy of a process with an exponentially increasing sample space and its application to the Broad Money Supplyq-fin.ST

The paper characterizes probability and entropy of exponentially growing sample spaces.

problem Characterizing probability and entropy of exponentially growing sample spaces.
method Analytical and applied to real-world data (US$ broad money supply).
result Information entropy is related to the rate of sample space expansion.
probabilityentropyexponential growthsample spaceinformation theory
2021-05-14abs ↗pdf ↗