English
Related papers

Related papers: Renyi's information transfer between financial tim…

200 papers

Electrical communication between cardiomyocytes can be perturbed during arrhythmia, but these perturbations are not captured by conventional electrocardiographic metrics. We developed a theoretical framework to quantify electrical…

We present an analytical study of the quantum phase transition between the topologically ordered toric-code-model ground state and the disordered spin-polarized state. The phase transition is induced by applying an external magnetic field,…

Quantum Physics · Physics 2013-01-16 Gábor B. Halász , Alioscia Hamma

At a quantum critical point, bipartite entanglement entropies have universal quantities which are subleading to the ubiquitous area law. For Renyi entropies, these terms are known to be similar to the von Neumann entropy, while being much…

Information theoretic quantities play a central role in machine learning. The recent surge in the complexity of data and models has increased the demand for accurate estimation of these quantities. However, as the dimension grows the…

Machine Learning · Statistics 2024-05-21 Viktor Nilsson , Anirban Samaddar , Sandeep Madireddy , Pierre Nyquist

We propose to examine the predictability and the complexity characteristics of the Standard&Poor500 dynamics behaviors in a coarse-grained way using the symbolic dynamics method and under the prism of the Information theory through the…

Statistical Finance · Quantitative Finance 2021-05-11 Geoffrey Ducournau

We study in detail and explicitly solve the version of Kyle's model introduced in a specific case in \cite{BB}, where the trading horizon is given by an exponentially distributed random time. The first part of the paper is devoted to the…

Mathematical Finance · Quantitative Finance 2017-09-19 Umut Çetin

Recently, an interesting quantity called the quantum Renyi divergence (or "sandwiched" Renyi relative entropy) was defined for pairs of positive semi-definite operators $\rho$ and $\sigma$. It depends on a parameter $\alpha$ and acts as a…

Quantum Physics · Physics 2014-07-28 Nilanjana Datta , Felix Leditzky

Time lags are ubiquitous in biophysiological processes and more generally in real-world complex networks. It has been recently proposed to use information-theoretic tools such as transfer entropy to detect and estimate a possible delay in…

Statistical Mechanics · Physics 2018-10-03 M. L. Rosinberg , G. Tarjus , T. Munakata

Estimation of Shannon and R\'enyi entropies of unknown discrete distributions is a fundamental problem in statistical property testing and an active research topic in both theoretical computer science and information theory. Tight bounds on…

Quantum Physics · Physics 2023-07-19 Tongyang Li , Xiaodi Wu

Financial markets are complex adaptive systems, and are commonly studied as complex networks. Most of such studies fall short in two respects: they do not account for non-linearity of the studied relationships, and they create one network…

Statistical Finance · Quantitative Finance 2014-10-01 Paweł Fiedor , Artur Hołda

Robots that work close to humans need to understand and use social cues to act in a socially acceptable manner. Social cues are a form of communication (i.e., information flow) between people. In this paper, a framework is introduced to…

Robotics · Computer Science 2023-12-15 Haoyang Jiang , Elizabeth A. Croft , Michael G. Burke

Barycentric and pairwise quantum Renyi leakages are proposed as two measures of information leakage for privacy and security analysis in quantum computing and communication systems. These quantities both require minimal assumptions on the…

Quantum Physics · Physics 2024-02-12 Farhad Farokhi

Entanglement is one of the most intriguing features of quantum theory and a main resource in quantum information science. Ground states of quantum many-body systems with local interactions typically obey an "area law" meaning the…

High Energy Physics - Theory · Physics 2018-11-12 Fumihiko Sugino , Vladimir Korepin

Phase transitions abound in nature and society, and, from species extinction to stock market collapse, their prediction is of widespread importance. In earlier work we showed that Global Transfer Entropy, a general measure of information…

Statistical Mechanics · Physics 2021-04-12 Joshua Brown , Terry Bossomaier , Lionel Barnett

A novel definition of the conditional smooth Renyi entropy, which is different from that of Renner and Wolf, is introduced. It is shown that our definition of the conditional smooth Renyi entropy is appropriate to give lower and upper…

Information Theory · Computer Science 2019-01-25 Shigeaki Kuzuoka

We propose a novel approach framed in terms of information theory and entropy to tackle the issue of conspiracy theories propagation. We start with the report of an event (such as 9/11 terroristic attack) represented as a series of…

Physics and Society · Physics 2015-10-28 Natasa Golo , Serge Galam

Data partitioning that maximizes/minimizes the Shannon entropy, or more generally the R\'enyi entropy is a crucial subroutine in data compression, columnar storage, and cardinality estimation algorithms. These partition algorithms can be…

Data Structures and Algorithms · Computer Science 2025-11-05 Aryan Esmailpour , Sanjay Krishnan , Stavros Sintos

Subword tokenization is a key part of many NLP pipelines. However, little is known about why some tokenizer and hyperparameter combinations lead to better downstream model performance than others. We propose that good tokenizers lead to…

Computation and Language · Computer Science 2023-06-30 Vilém Zouhar , Clara Meister , Juan Luis Gastaldi , Li Du , Mrinmaya Sachan , Ryan Cotterell

We describe society as a nonequilibrium probabilistic system: N individuals occupy W resource states in it and produce entropy S over definite time periods. Resulting thermodynamics is however unusual because a second entropy, H, measures a…

General Finance · Quantitative Finance 2019-02-20 J. Rosenblatt

In this article, we discuss the problem of establishing relations between information measures assessed for network structures. Two types of entropy based measures namely, the Shannon entropy and its generalization, the R\'{e}nyi entropy…

Information Theory · Computer Science 2013-01-24 Lavanya Sivakumar , Matthias Dehmer
‹ Prev 1 4 5 6 7 8 10 Next ›