Persistent URL of this record https://hdl.handle.net/1887/44948
Documents
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- Master thesis
- closed access
In Collections
This item can be found in the following collections:
Maximum-Entropy method to detect financial market events
- Author
- Frijters, Hans
- Faculty
- Faculty of Science
- Specialisation
- Experimental Physics
- Supervisors
- Garlaschelli, Diego
- ECTS Credits
- 3
- Language
- en