Thermodynamic Analysis of Financial Markets: Measuring Order Book Dynamics with Temperature and Entropy

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@article{2cee8327de1642b48d5de571fe5d0628,

title = "Thermodynamic Analysis of Financial Markets: Measuring Order Book Dynamics with Temperature and Entropy",

author = "Haochen Li and Yue Xiao and Maria Polukarov and Carmine Ventre",

year = "2023",

month = dec,

day = "25",

doi = "10.3390/e26010024",

language = "English",

volume = "26",

journal = "Entropy",

issn = "1099-4300",

publisher = "Multidisciplinary Digital Publishing Institute (MDPI)",

number = "1",

}