Related papers: Introducing the q-Theil index
This paper addresses the problem of dynamic asset allocation under uncertainty, which can be formulated as a linear quadratic (LQ) control problem with multiplicative noise. To handle exploration exploitation trade offs and induce sparse…
The construction of efficient and effective decision trees remains a key topic in machine learning because of their simplicity and flexibility. A lot of heuristic algorithms have been proposed to construct near-optimal decision trees. ID3,…
The Tsallis entropy, which possesses non-extensive property, is derived from the first principle employing the non-extensive Hamiltonian or the $q$-deformed Hamiltonian with the canonical ensemble assumption in statistical mechanics. Here,…
GDP/capita correlations are investigated in various time windows (TW), for the time interval 1990-2005. The target group of countries is the set of 25 EU members, 15 till 2004 plus the 10 countries which joined EU later on. The TW-means of…
We define an entropy based on a chosen governing probability distribution. If a certain kind of measurements follow such a distribution it also gives us a suitable scale to study it with. This scale will appear as a link function that is…
Tsallis' non-extensive entropy is extended to incorporate the dependence on affinities between the microstates of a system. At the core of our construction of the extended entropy ($\mathcal{H}$) is the concept of the effective number of…
We have discussed the Tsallis entropy in finite $N$-unit nonextensive systems, by using the multivariate $q$-Gaussian probability distribution functions (PDFs) derived by the maximum entropy methods with the normal average and the…
In this work, we derive information-theoretic properties for a modified Tsallis entropy, hereinafter referred to as q-entropy. We introduce the notions of joint q-entropy, conditional q-entropy, relative q-entropy, conditional mutual…
We follow up on the study of correlations between GDP's of rich countries. We analyze web-downloaded data on GDP that we use as individual wealth signatures of the country economical state. We calculate the yearly fluctuations of the GDP.…
Different shares of distinct commodity sectors in production, trade, and consumption illustrate how resources and capital are allocated and invested. Economic progress has been claimed to change the share distribution in a universal manner…
We investigate an application of the Tukey's methodology in Theil's regression to obtain a confidence interval for the true slope in the straight line regression model with not necessarily normal errors. This specific approach is…
Real GDP growth rate in developed countries is found to be a sum of two terms. The first term is the reciprocal value of the duration of the period of mean income growth with work experience, Tcr. The current value of Tcr in the USA is 40…
The paper applies some recent developments of network analysis in order to perform a comparative study of EU countries in relation with the fluctuations of some macroeconomic indicators. The statistical distances between countries,…
We present the q-Stirling's formula using the q-product determined by Tsallis entropy as nonextensive generalization of the usual Stirling's formula. The numerical computations and the proof are also shown. Moreover, we derive and prove…
Globalization is one of the central concepts of our age. The common perception of the process is that, due to declining communication and transport costs, distance becomes less and less important. However, the distance coefficient in the…
We describe the Time Series Multivariate Adaptive Regressions Splines (TSMARS) method. This method is useful for identifying nonlinear structure in a time series. We use TSMARS to model the annual change in the balance of trade for Ireland…
We investigate the limiting cases of Tsallis statistics. The viewpoint adopted is not the standard information-theoretic one, where one derives the distribution from a given measure of information. Instead the mechanical approach recently…
A temporal graph is a graph in which the edge set can change from one time step to the next. The temporal graph exploration problem TEXP is the problem of computing a foremost exploration schedule for a temporal graph, i.e., a temporal walk…
The so called $q$-triplets were conjectured in 2004 and then found in nature in 2005. A relevant further step was achieved in 2005 when the possibility was advanced that they could reflect an entire infinite algebra based on combinations of…
Building on the notion of $q$-integral introduced by Thomae in 1869, we introduce $q$-order statistics (that, is $q$-analogues of the classical order statistics, for $0<q<1$) which arise from dependent and not identically distributed…