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Learn about the application of maximum entropy models to financial systems in this lecture by José Soares Andrade from the Federal University of Ceará, Brazil. Delivered as part of the São Paulo School of Advanced Science on Disordered Systems at ICTP-SAIFR, the talk explores how to move from correlation analysis to understanding interaction patterns in financial data through maximum entropy principles. The lecture provides insights into the intersection of statistical physics and financial modeling, demonstrating how concepts from disordered systems can be applied to understand complex financial markets.
