Related papers: Renyi's information transfer between financial tim…
This paper proposes an $\alpha$-leakage measure for $\alpha\in[0,\infty)$ by a cross entropy interpretation of R{\'{e}}nyi entropy. While R\'{e}nyi entropy was originally defined as an $f$-mean for $f(t) = \exp((1-\alpha)t)$, we reveal that…
We follow the main stocks belonging to the New York Stock Exchange and to Nasdaq from 2003 to 2012, through years of normality and of crisis, and study the dynamics of networks built on two measures expressing relations between those…
An information theoretic measure is derived that quantifies the statistical coherence between systems evolving in time. The standard time delayed mutual information fails to distinguish information that is actually exchanged from shared…
A central task in analyzing complex dynamics is to determine the loci of information storage and the communication topology of information flows within a system. Over the last decade and a half, diagnostics for the latter have come to be…
Renyi entropy with multiple disjoint intervals are computed from the improved swapping operations by two methods: one is from the direct diagonalization of the Hamiltonian and the other one is from the state-of-the-art machine learning…
R\'enyi transfer entropy (RTE) is a generalization of classical transfer entropy that replaces Shannon's entropy with R\'enyi's information measure. This, in turn, introduces a new tunable parameter $\alpha$, which accounts for sensitivity…
For the pedestrian observer, financial markets look completely random with erratic and uncontrollable behavior. To a large extend, this is correct. At first approximation the difference between real price changes and the random walk model…
The financial markets are understood as complex dynamical systems whose dynamics is analysed mostly using nonstationary and brief data sets that usually come from stock markets. For such data sets, a reliable method of analysis is based on…
Sampling considerations limit the experimental conditions under which information theoretic analyses of neurophysiological data yield reliable results. We develop a procedure for computing the full temporal entropy and information of…
Distributions of abundances or frequencies play an important role in many fields of science, from biology to sociology, as does the R\'enyi entropy, which measures the diversity of a statistical ensemble. We derive a mathematical relation…
We present a new decomposition of transfer entropy to characterize the degree of synergy- and redundancy-dominated influence a time series has upon the interaction between other time series. We prove the existence of a class of time series,…
Recent research has explored the increasingly important role of social media by examining the dynamics of individual and group behavior, characterizing patterns of information diffusion, and identifying influential individuals. In this…
In this brief review, we critically examine the recent work done on correlation-based networks in financial systems. The structure of empirical correlation matrices constructed from the financial market data changes as the individual stock…
The recently developed matrix based Renyi's entropy enables measurement of information in data simply using the eigenspectrum of symmetric positive semi definite (PSD) matrices in reproducing kernel Hilbert space, without estimation of the…
This paper develops an envelope-based approach to establish a link between information and queueing theory. Unlike classical, equilibrium information theory, information envelopes focus on the dynamics of sources and coders, using functions…
Entropy is a measure of self-information which is used to quantify losses. Entropy was developed in thermodynamics, but is also used to compare probabilities based on their deviating information content. Corresponding model uncertainty is…
We study the Renyi entropy in the finite temperature crossover regime of a Hubbard chain using quantum Monte Carlo. The ground state entropy has characteristic features such as a logarithmic divergence with block size and $2\kF$…
In this article we establish new bounds on the quantum communication complexity of distributed problems. Specifically, we consider the amount of communication that is required to transform a bipartite state into another, typically more…
This paper introduces "swiveled Renyi entropies" as an alternative to the Renyi entropic quantities put forward in [Berta et al., Phys. Rev. A 91, 022333 (2015)]. What distinguishes the swiveled Renyi entropies from the prior proposal of…
We discuss some properties of the generalized entropies, called Renyi entropies and their application to the case of continuous distributions. In particular it is shown that these measures of complexity can be divergent, however, their…