Related papers: Estimating the Algorithmic Complexity of Stock Mar…
Kolmogorov complexity measures the algorithmic complexity of a finite binary string $\sigma$ in terms of the length of the shortest description $\sigma^*$ of $\sigma$. Traditionally, the length of a string is taken to measure the amount of…
Drawing on various notions from theoretical computer science, we present a novel numerical approach, motivated by the notion of algorithmic probability, to the problem of approximating the Kolmogorov-Chaitin complexity of short strings. The…
We survey diverse approaches to the notion of information: from Shannon entropy to Kolmogorov complexity. Two of the main applications of Kolmogorov complexity are presented: randomness and classification. The survey is divided in two parts…
Kolmogorov Complexity constitutes an integral part of computability theory, information theory, and computational complexity theory -- in the discrete setting of bits and Turing machines. Over real numbers, on the other hand, the…
We survey diverse approaches to the notion of information: from Shannon entropy to Kolmogorov complexity. Two of the main applications of Kolmogorov complexity are presented: randomness and classification. The survey is divided in two parts…
We investigate topological, combinatorial, statistical, and enumeration properties of finite graphs with high Kolmogorov complexity (almost all graphs) using the novel incompressibility method. Example results are: (i) the mean and variance…
Using frequency distributions of daily closing price time series of several financial market indexes, we investigate whether the bias away from an equiprobable sequence distribution found in the data, predicted by algorithmic information…
Kolmogorov complexity and algorithmic probability are defined only up to an additive resp. multiplicative constant, since their actual values depend on the choice of the universal reference computer. In this paper, we analyze a natural…
The incompressibility method is a counting argument in the framework of algorithmic complexity that permits discovering properties that are satisfied by most objects of a class. This paper gives a preliminary insight into Kolmogorov's…
TThe problem is to identify a probability associated with a set of natural numbers, given an infinite data sequence of elements from the set. If the given sequence is drawn i.i.d. and the probability mass function involved (the target)…
We introduce a novel distribution-based estimator for the Hurst parameter of log-volatility, leveraging the Kolmogorov-Smirnov statistic to assess the scaling behavior of entire distributions rather than individual moments. To address the…
Non-linear partial differential Kolmogorov equations are successfully used to describe a wide range of time dependent phenomena, in natural sciences, engineering or even finance. For example, in physical systems, the Allen-Cahn equation…
The ability to precisely quantify similarity between various entities has been a fundamental complication in various problem spaces specifically in the classification of cellular images. Contemporary similarity measures applied in the…
Randomized rounding is a standard method, based on the probabilistic method, for designing combinatorial approximation algorithms. In Raghavan's seminal paper introducing the method (1988), he writes: "The time taken to solve the linear…
Randomness extraction is the process of constructing a source of randomness of high quality from one or several sources of randomness of lower quality. The problem can be modeled using probability distributions and min-entropy to measure…
We survey and introduce concepts and tools located at the intersection of information theory and network biology. We show that Shannon's information entropy, compressibility and algorithmic complexity quantify different local and global…
Modeling the dynamics of non-stationary stochastic systems requires balancing the representational power of deep learning with the mathematical transparency of classical models. While classical Markov transition operators provide explicit,…
This paper initiates a study into the century-old issue of market predictability from the perspective of computational complexity. We develop a simple agent-based model for a stock market where the agents are traders equipped with simple…
The problem of defining and studying complexity of a time series has interested people for years. In the context of dynamical systems, Grassberger has suggested that a slow approach of the entropy to its extensive asymptotic limit is a sign…
We survey the Kolmogorov's approach to the notion of randomness through the Kolmogorov complexity theory. The original motivation of Kolmogorov was to give up a quantitative definition of information. In this theory, an object is randomness…