A new measure between sets of probability distributions with applications to erratic financial behavior
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DOI: 10.1088/1742-5468/ac3d91
Abstract: This paper introduces a new framework to quantify distance between finite sets with uncertainty present, where probability distributions determine the locations of individual elements. Combining this with a Bayesian change point detection algorithm, we produce… read more here.
Keywords: sets probability; measure; behavior; probability distributions ... See more keywords