Related papers: Introducing the q-Theil index
The Theil index is much used in economy and finance; it looks like the Shannon entropy, but pertains to event values rather than to their probabilities. Any time series can be remapped through the Theil index. Correlation coefficients can…
Economy correlations between the 19 richest countries are investigated through their Gross Domestic Product increments. A distance is defined between increment correlation matrix elements and their evolution studied as a function of time…
The Tsallis entropy, which is a generalization of the Boltzmann-Gibbs entropy, plays a central role in nonextensive statistical mechanics of complex systems. A lot of efforts have recently been made on establishing a dynamical foundation…
We perform non-linear analysis on stock market indices using time-dependent extended Tsallis statistics. Specifically, we evaluate the q-triplet for particular time periods with the purpose of demonstrating the temporal dependence of the…
Financial markets are highly non-linear and non-equilibrium systems. Earlier works have suggested that the behavior of market returns can be well described within the framework of non-extensive Tsallis statistics or superstatistics. For…
We adapt the Kolmogorov-Sinai entropy to the non-extensive perspective recently advocated by Tsallis. The resulting expression is an average on the invariant distribution, which should be used to detect the genuine entropic index Q. We…
The cumulative probability distribution of sparseness time interval in the Internet is studied by the method of data analysis. Round-trip time between a local host and a destination host through ten odd routers is measured using the Ping…
A society or country with income equally distributed among its people is truly a fiction! The phenomena of socioeconomic inequalities have been plaguing mankind from times immemorial. We are interested in gaining an insight about the…
More and more works deal with statistical systems far from equilibrium, dominated by unidirectional stochastic processes augmented by rare resets. We analyze the construction of the entropic distance measure appropriate for such dynamics.…
Tsallis' non-extensive entropy $S_q$ enables us to treat both a power and exponential evolutions of underlying microscopic dynamics on equal footing by adjusting the variable entropic index $q$ to proper one $q^*$. We propose an alternative…
The correlation between G7 countries has been analysed on the basis of Gross Domestic Product using different distance functions i.e. discrete, linear correlation and distribution distance. The distance matrics is analysed by various graph…
The economy globalization measure problem is discussed. Four macroeconomic indices of twenty among the "richest" countries are examined. Four types of "distances" are calculated.Two types of networks are next constructed for each distance…
Information entropy is applied to the analysis of time series generated by dynamical systems. Complexity of a temporal or spatio-temporal signal is defined as the difference between the sum of entropies of the local linear regions of the…
We study the evolution of Tsallis entropy along the heat flow and establish its concavity in arbitrary dimensions. Extending prior results that were restricted to the one-dimensional setting, we prove that the Tsallis entropy is concave in…
We show that the von Neumann entropy (from herein referred to as the von Neumann index) of a graph's trace normalized combinatorial Laplacian provides structural information about the level of centralization across a graph. This is done by…
Assessing world-wide financial integration constitutes a recurrent challenge in macroeconometrics, often addressed by visual inspections searching for data patterns. Econophysics literature enables us to build complementary, data-driven…
This paper discusses the empirical evidence of Tsallis statistical functions in the personal income distribution of Brazil. Yearly samples from 1978 to 2014 were linearized by the q-logarithm and straight lines were fitted to the entire…
For Tsallis' entropic analysis to the time evolutions of standard logistic map at the Feigenbaum critical point, it is known that there exists a unique value $q^*$ of the entropic index such that the asymptotic rate $K_q \equiv \lim_{t \to…
We have obtained the Tsallis distribution from the maximum entropy approach using constraints on the first and the second moment, together with the normalization condition. We have constructed railway and highway communication networks for…
In this work we have studied the research activity for countries of Europe, Latin America and Africa for all sciences between 1945 and November 2008. All the data are captured from the Web of Science database during this period. The…