论文标题
香农熵：加密货币投资组合的生态物理方法
Shannon entropy: an econophysical approach to cryptocurrency portfolios
论文作者
论文摘要
加密货币市场因其新颖性，在线可用性，增加资本化和潜在利润而引起了全球投资者的许多兴趣。在生态植物物理学的传统中，我们表明，许多最可用的加密货币具有不遵循高斯分布而是重型分布的返回统计数据。还采用了熵措施，表明投资组合多元化是减少回报不确定性的合理实践。
Cryptocurrency markets have attracted many interest for global investors because of their novelty, wide online availability, increasing capitalization and potential profits. In the econophysics tradition we show that many of the most available cryptocurrencies have return statistics that do not follow Gaussian distributions but heavy--tailed distributions instead. Entropy measures are also applied showing that portfolio diversification is a reasonable practice for decreasing return uncertainty.
