Related papers: Information flow between stock indices
The nervous system represents time-dependent signals in sequences of discrete action potentials or spikes, all spikes are identical so that information is carried only in the spike arrival times. We show how to quantify this information, in…
Understanding the mutual relationships between information flows and social activity in society today is one of the cornerstones of the social sciences. In financial economics, the key issue in this regard is understanding and quantifying…
We study the dynamics of order flows around large intraday price changes using ultra-high-frequency data from the Shenzhen Stock Exchange. We find a significant reversal of price for both intraday price decreases and increases with a…
Pinning down a precise understanding of information flow within physical interactions remains a central concern to fields like stochastic thermodynamics and quantum information science. In both spheres a careful accounting of bits (or…
We review three studies of information flow in social networks that help reveal their underlying social structure, how information spreads through them and why small world experiments work.
Stock prices are driven by various factors. In particular, many individual investors who have relatively little financial knowledge rely heavily on the information from news stories when making investment decisions in the stock market.…
This paper consists of two parts. In the first part, we develop a new information theory, in which it is not a coincidence that information and physical entropy share the same mathematical formula. It is an adaptation of mind to help search…
A ubiquitous way that cells share information is by exchanging molecules. Yet, the fundamental ways that this information exchange is influenced by intracellular dynamics remain unclear. Here we use information theory to investigate a…
We present a measure of local information transfer, derived from an existing averaged information-theoretical measure, namely transfer entropy. Local transfer entropy is used to produce profiles of the information transfer into each…
Information transfer between coupled stochastic dynamics, measured by transfer entropy and information flow, is suggested as a physical process underlying the causal relation of systems. While information transfer analysis has booming…
Brain connectivity characterizes interactions between different regions of a brain network during resting-state or performance of a cognitive task. In studying brain signals such as electroencephalograms (EEG), one formal approach to…
Flow-fields are ubiquitous systems that are able to transport vital signalling molecules necessary for system function. While information regarding the location and transport of such particles is often crucial, it is not well-understood how…
Traded corporations are required by law to have a majority of outside directors on their board. This requirement allows the existence of directors who sit on the board of two or more corporations at the same time, generating what is…
This paper aims to show how some popular topics on social networks can be used to predict online newspaper views, related to the topics. Newspapers site and many social networks, become a good source of data to analyse and explain complex…
An attempt to obtain market directional information from non-stationary solution of the dynamic equation: "future price tends to the value maximizing the number of shares traded per unit time" is presented. A remarkable feature of the…
Reconnection outflows are highly energetic directed flows that interact with the ambient plasma or with flows from other reconnection regions. Under these conditions the flow becomes highly unstable and chaotic, as any flow jets interacting…
Nature's many complex systems--physical, biological, and cultural--are islands of low-entropy order within increasingly disordered seas of surrounding, high-entropy chaos. Energy is a principal facilitator of the rising complexity of all…
We have performed a detailed investigation on the world investment networks constructed from the Coordinated Portfolio Investment Survey (CPIS) data of the International Monetary Fund, ranging from 2001 to 2006. The distributions of degrees…
For sensory networks, we determine the rate with which they acquire information about the changing external conditions. Comparing this rate with the thermodynamic entropy production that quantifies the cost of maintaining the network, we…
We investigate the relative information efficiency of financial markets by measuring the entropy of the time series of high frequency data. Our tool to measure efficiency is the Shannon entropy, applied to 2-symbol and 3-symbol…