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:
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)
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