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Journal: Entropy, 2024
Volume: 26
Number: 24
Article:
Thermodynamic Analysis of Financial Markets: Measuring Order Book Dynamics with Temperature and Entropy
Authors:
by
Haochen Li, Yue Xiao, Maria Polukarov and Carmine Ventre
Link:
https://www.mdpi.com/1099-4300/26/1/24
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