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In terms of transfer entropy, we investigated the strength and the direction of information transfer in the US stock market. Through the directionality of the information transfer, the more influential company between the correlated ones…

Physics and Society · Physics 2008-12-02 Seung Ki Baek , Woo-Sung Jung , Okyu Kwon , Hie-Tae Moon

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…

Social and Information Networks · Computer Science 2011-10-13 Greg Ver Steeg , Aram Galstyan

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

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…

Statistical Mechanics · Physics 2016-06-20 Ryan G. James , Nix Barnett , James P. Crutchfield

In this paper, we quantify the statistical coherence between financial time series by means of the Renyi entropy. With the help of Campbell's coding theorem we show that the Renyi entropy selectively emphasizes only certain sectors of the…

Statistical Finance · Quantitative Finance 2012-02-22 Petr Jizba , Hagen Kleinert , Mohammad Shefaat

Transfer entropy is a widely used measure for quantifying directed information flows in complex systems. While the challenges of estimating transfer entropy for continuous data are well known, it has two major shortcomings for data of…

Data Analysis, Statistics and Probability · Physics 2025-11-27 Alec Kirkley

The study of complex networks that account for different types of interactions has become a subject of interest in the last few years, specially because its representational power in the description of users interactions in diverse online…

Physics and Society · Physics 2015-09-17 Albert Solé-Ribalta , Clara Granell , Sergio Gómez , Alex Arenas

We investigate the strength and the direction of information transfer in the U.S. stock market between the composite stock price index of stock market and prices of individual stocks using the transfer entropy. Through the directionality of…

Statistical Finance · Quantitative Finance 2008-12-02 Okyu Kwon , Jae-Suk Yang

Transfer entropy provides a general tool for analyzing the magnitudes and directions---but not the \emph{kinds}---of information transfer in a system. We extend transfer entropy in two complementary ways. First, we distinguish…

Data Analysis, Statistics and Probability · Physics 2011-02-09 Paul L. Williams , Randall D. Beer

The interactions between three or more random variables are often nontrivial, poorly understood, and yet, are paramount for future advances in fields such as network information theory, neuroscience, genetics and many others. In this work,…

Information Theory · Computer Science 2016-04-20 Fernando Rosas , Vasilis Ntranos , Christopher J. Ellison , Sofie Pollin , Marian Verhelst

The concept of entropy rate for a dynamical process on a graph is introduced. We study diffusion processes where the node degrees are used as a local information by the random walkers. We describe analitically and numerically how the degree…

Statistical Mechanics · Physics 2009-11-13 Jesus Gomez-Gardenes , Vito Latora

The morphology of urban agglomeration is studied here in the context of information exchange between different spatio-temporal scales. Cities are multidimensional non-linear phenomena, so understanding the relationships and connectivity…

Physics and Society · Physics 2016-02-17 Roberto Murcio , Robin Morphet , Carlos Gershenson , Michael Batty

Transfer entropy is capable of capturing nonlinear source-destination relations between multi-variate time series. It is a measure of association between source data that are transformed into destination data via a set of linear…

Information Theory · Computer Science 2019-05-28 David Sigtermans

Data from social media are providing unprecedented opportunities to investigate the processes that rule the dynamics of collective social phenomena. Here, we consider an information theoretical approach to define and measure the temporal…

Entropy can signify different things: For instance, heat transfer in thermodynamics or a measure of information in data analysis. Many entropies have been introduced and it can be difficult to ascertain their different importance and…

Mathematical Physics · Physics 2025-07-10 Henrik Jeldtoft Jensen , Piergiulio Tempesta

The accurate estimation of human activity in cities is one of the first steps towards understanding the structure of the urban environment. Human activities are highly granular and dynamic in spatial and temporal dimensions. Estimating…

Information Theory · Computer Science 2025-01-14 Roberto Murcio , Balamurugan Soundararaj

The transfer entropy is a well-established measure of information flow, which quantifies directed influence between two stochastic time series and has been shown to be useful in a variety fields of science. Here we introduce the transfer…

Statistical Mechanics · Physics 2018-07-23 Sosuke Ito

This work explores entropy analysis as a tool for probing information distribution within Transformer-based architectures. By quantifying token-level uncertainty and examining entropy patterns across different stages of processing, we aim…

Computation and Language · Computer Science 2025-07-31 Amedeo Buonanno , Alessandro Rivetti , Francesco A. N. Palmieri , Giovanni Di Gennaro , Gianmarco Romano

Interaction networks, consisting of agents linked by their interactions, are ubiquitous across many disciplines of modern science. Many methods of analysis of interaction networks have been proposed, mainly concentrating on node degree…

Molecular Networks · Quantitative Biology 2011-12-20 Aleksandar Stojmirović , Yi-Kuo Yu

Transfer entropy, an information-theoretic measure of time-directed information transfer between joint processes, has steadily gained popularity in the analysis of complex stochastic dynamics in diverse fields, including the neurosciences,…

Applications · Statistics 2015-06-05 Lionel Barnett , Terry Bossomaier
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