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This article investigates the causality structure of financial time series. We concentrate on three main approaches to measuring causality: linear Granger causality, kernel generalisations of Granger causality (based on ridge regression and…

Computational Finance · Quantitative Finance 2014-06-17 Anna Zaremba , Tomaso Aste

Determining the universality class of a system exhibiting critical phenomena is one of the central problems in physics. There are several methods to determine this universality class from data. As methods performing collapse plots onto…

Statistical Mechanics · Physics 2023-05-10 Ryosuke Yoneda , Kenji Harada

Complexity remains one of the central challenges in science and technology. Although several approaches at defining and/or quantifying complexity have been proposed, at some point each of them seems to run into intrinsic limitations or…

Other Computer Science · Computer Science 2021-10-05 Luciano da F. Costa , Guilherme S. Domingues

Faraday complexity describes whether a spectropolarimetric observation has simple or complex magnetic structure. Quickly determining the Faraday complexity of a spectropolarimetric observation is important for processing large, polarised…

Instrumentation and Methods for Astrophysics · Physics 2021-07-01 M. J. Alger , J. D. Livingston , N. M. McClure-Griffiths , J. L. Nabaglo , O. I. Wong , C. S. Ong

We discuss the properties of invariant measures corresponding to iterated function systems (IFSs) with place-dependent probabilities and compute their Renyi entropies, generalized dimensions, and multifractal spectra. It is shown that with…

chao-dyn · Physics 2009-10-31 Wojciech Slomczynski , Jaroslaw Kwapien , Karol Zyczkowski

A type of fractal dimension definition is based on the generalized entropy function. Both entropy and fractal dimension can be employed to characterize complex spatial systems such as cities and regions. Despite the inherent connect between…

Physics and Society · Physics 2020-11-17 Yanguang Chen , Linshan Huang

We consider some classes of piecewise expanding maps in finite dimensional spaces having invariant probability measures which are absolutely continuous with respect to Lebesgue measure. We derive an entropy formula for such measures and,…

Dynamical Systems · Mathematics 2018-06-05 Jose F. Alves , Antonio Pumarino

We apply renormalized entropy as a complexity measure to the logistic and sine-circle maps. In the case of logistic map, renormalized entropy decreases (increases) until the accumulation point (after the accumulation point up to the most…

Data Analysis, Statistics and Probability · Physics 2015-06-12 O. Afsar , G. B. Bagci , U. Tirnakli

The similarity of local atomic environments is an important concept in many machine-learning techniques which find applications in computational chemistry and material science. Here, we present and discuss a connection between the…

Chemical Physics · Physics 2026-03-03 Alexander Croy

The volume of data that will be produced by the next generation of astrophysical instruments represents a significant opportunity for making unplanned and unexpected discoveries. Conversely, finding unexpected objects or phenomena within…

Instrumentation and Methods for Astrophysics · Physics 2019-09-11 Gary Segal , David Parkinson , Ray P. Norris , Jesse Swan

Entropy notions for $\varepsilon$-incremental practical stability and incremental stability of deterministic nonlinear systems under disturbances are introduced. The entropy notions are constructed via a set of points in state space which…

Optimization and Control · Mathematics 2022-09-13 Michelle S. Chong

A central question for causal inference is to decide whether a set of correlations fit a given causal structure. In general, this decision problem is computationally infeasible and hence several approaches have emerged that look for…

Quantum Physics · Physics 2018-07-26 Mirjam Weilenmann , Roger Colbeck

Ultra-large scale (ULS) systems are becoming pervasive. They are inherently complex, which makes their design and control a challenge for traditional methods. Here we propose the design and analysis of ULS systems using measures of…

Neural and Evolutionary Computing · Computer Science 2013-03-25 Michele Amoretti , Carlos Gershenson

We propose a new sensitivity analysis methodology for complex stochastic dynamics based on the Relative Entropy Rate. The method becomes computationally feasible at the stationary regime of the process and involves the calculation of…

Mathematical Physics · Physics 2013-04-16 Yannis Pantazis , Markos A. Katsoulakis

In many high-impact applications, it is important to ensure the quality of output of a machine learning algorithm as well as its reliability in comparison with the complexity of the algorithm used. In this paper, we have initiated a…

Machine Learning · Computer Science 2023-03-03 Katarina Doctor , Tong Mao , Hrushikesh Mhaskar

Complexity is an inherent attribute of any project. The purpose of defining and documenting complexity is to have an early warning tool allowing a project team to focus on certain areas and aspects of the project in order to prevent and…

Software Engineering · Computer Science 2015-12-25 Alexei Botchkarev , Patrick Finnigan

Measuring software complexity plays an important role to meet the demands of complex software. The cyclomatic complexity is one of most used and renowned metric among the other three proposed and researched metrics that are namely: Line of…

Software Engineering · Computer Science 2014-12-22 Ankita Garg

On the basis of a model system of pillars built of unit cubes, a two-component entropic measure for the multiscale analysis of spatio-compositional inhomogeneity is proposed. It quantifies the statistical dissimilarity per cell of the…

Statistical Mechanics · Physics 2015-05-13 Ryszard Piasecki

In cluster analysis, a common first step is to scale the data aiming to better partition them into clusters. Even though many different techniques have throughout many years been introduced to this end, it is probably fair to say that the…

Machine Learning · Computer Science 2023-05-30 Eduardo J. Aguilar , Valmir C. Barbosa

We use the Kac-Rice formula and results from random matrix theory to obtain the average number of critical points of a family of high-dimensional empirical loss functions, where the data are correlated $d$-dimensional Gaussian vectors,…

Machine Learning · Computer Science 2026-01-14 Theodoros G. Tsironis , Aris L. Moustakas
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