curl --request POST \
  --url https://api.fincept.in/quantlib/physics/max-entropy \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "n_states": 5,
  "constraint_values": [
    0.15,
    0.2,
    0.3,
    0.2,
    0.15
  ]
}
'

{
  "success": true,
  "data": {
    "distribution": [
      0.15,
      0.2,
      0.3,
      0.2,
      0.15
    ],
    "n_states": 5
  }
}

{
  "detail": "Invalid API key"
}

{
  "detail": "Insufficient credits. This endpoint requires 5 credits."
}

{
  "detail": [
    {
      "loc": [
        "<string>"
      ],
      "msg": "<string>",
      "type": "<string>"
    }
  ]
}

quantlib-physics

Calculate Maximum Entropy Distribution

Computes the maximum entropy probability distribution subject to given moment constraints. The maximum entropy principle selects the least informative distribution consistent with constraints, avoiding unwarranted assumptions. Widely used in portfolio optimization, risk-neutral pricing, and statistical inference.

Use Cases:

Portfolio optimization with return/variance constraints
Risk-neutral density estimation from option prices
Bayesian prior selection with limited information
Robust probability modeling
Market-implied distribution inference

Formula: Maximize H(P) = -Σ p_i log(p_i) subject to Σ f_k(i) p_i = μ_k

Credits: 5 credits per request (Pro Tier) [Tier: ENTERPRISE, Credits: 10]

POST

quantlib

physics

max-entropy

curl --request POST \
  --url https://api.fincept.in/quantlib/physics/max-entropy \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "n_states": 5,
  "constraint_values": [
    0.15,
    0.2,
    0.3,
    0.2,
    0.15
  ]
}
'

{
  "success": true,
  "data": {
    "distribution": [
      0.15,
      0.2,
      0.3,
      0.2,
      0.15
    ],
    "n_states": 5
  }
}

{
  "detail": "Invalid API key"
}

{
  "detail": "Insufficient credits. This endpoint requires 5 credits."
}

{
  "detail": [
    {
      "loc": [
        "<string>"
      ],
      "msg": "<string>",
      "type": "<string>"
    }
  ]
}

Authorizations

X-API-Key

string

header

required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json

n_states

integer

required

Number of states in the distribution

Example:

5

constraint_values

number[]

required

Target probabilities for each state (constraints). Each value represents the desired probability for the corresponding state index.

Example:

[0.1, 0.2, 0.3, 0.25, 0.15]

Response

Maximum entropy distribution computed successfully

success

boolean

Example:

true

data

object

Show child attributes

Free Tier (0 credits)

Basic Tier (1 credit)

Standard Tier (2 credits)

Pro Tier (5 credits)

Enterprise Tier (10 credits)

Calculate Maximum Entropy Distribution

Authorizations

Body

Response