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This paper investigates the structural dynamics of stock market volatility through the Financial Chaos Index, a tensor- and eigenvalue-based measure designed to capture realized volatility via mutual fluctuations among asset prices.…

Statistical Finance · Quantitative Finance 2025-04-29 Masoud Ataei

The constituents of a complex system exchange information to function properly. Their signalling dynamics often leads to the appearance of emergent phenomena, such as phase transitions and collective behaviors. While information exchange…

Physics and Society · Physics 2020-11-18 Arsham Ghavasieh , Carlo Nicolini , Manlio De Domenico

To identify potential universal cellular automata, a method is developed to measure information processing capacity of elementary cellular automata. We consider two features of cellular automata: Ability to store information, and ability to…

Cellular Automata and Lattice Gases · Physics 2018-03-20 Yanbo Zhang

Shannon information entropy is a natural measure of probability (de)localization and thus (un)predictability in various procedures of data analysis for model systems. We pay particular attention to links between the Shannon entropy and the…

Statistical Mechanics · Physics 2007-05-23 Piotr Garbaczewski

Tax evasion, usually the largest component of an informal economy, is a persistent challenge over history with significant socio-economic implications. Many socio-economic studies investigate its dynamics, including influencing factors, the…

Information Retrieval · Computer Science 2025-09-03 Teddy Lazebnik , Labib Shami

A novel, information-based classification of elementary cellular automata is proposed that circumvents the problems associated with isolating whether complexity is in fact intrinsic to a dynamical rule, or if it arises merely as a product…

Computational Complexity · Computer Science 2017-03-01 Enrico Borriello , Sara Imari Walker

Quantifying emergence and modeling emergent dynamics in a data-driven manner for complex dynamical systems is challenging due to the lack of direct observations at the micro-level. Thus, it's crucial to develop a framework to identify…

Physics and Society · Physics 2024-08-16 Mingzhe Yang , Zhipeng Wang , Kaiwei Liu , Yingqi Rong , Bing Yuan , Jiang Zhang

We redefine the transition function of elementary cellular automata (ECA) in terms of discrete operators. The operator representation provides a clear hint about the way systems behave both at the local and the global scale. We show that…

Cellular Automata and Lattice Gases · Physics 2023-01-24 M. Ibrahimi , A. Güçlü , N. Jahangirov , M. Yaman , O. Gülseren , S. Jahangirov

The statistical properties of physical systems in thermal equilibrium are blatantly different from their far-from-equilibrium counterparts. In the latter, fluctuations often dominate the dynamics and might cluster in ordered patterns in the…

Markov Random Field models are powerful tools for the study of complex systems. However, little is known about how the interactions between the elements of such systems are encoded, especially from an information-theoretic perspective. In…

Information Theory · Computer Science 2015-03-19 Alexandre L. M. Levada

Recent experiments have indicated that many biological systems self-organise near their critical point, which hints at a common design principle. While it has been suggested that information transmission is optimized near the critical…

Statistical Mechanics · Physics 2021-02-03 Matthijs Meijers , Sosuke Ito , Pieter Rein ten Wolde

In this paper, our aim is to propose a model that helps in the efficient use of an information system by users, within the organization represented by the IS, in order to resolve their decisional problems. In other words we want to aid the…

Machine Learning · Computer Science 2007-05-23 Babajide Afolabi , Odile Thiery

In the setting where information cannot be verified, we propose a simple yet powerful information theoretical framework---the Mutual Information Paradigm---for information elicitation mechanisms. Our framework pays every agent a measure of…

Computer Science and Game Theory · Computer Science 2018-01-19 Yuqing Kong , Grant Schoenebeck

Macro-economic models describe the dynamics of economic quantities. The estimations and forecasts produced by such models play a substantial role for financial and political decisions. In this contribution we describe an approach based on…

Neural and Evolutionary Computing · Computer Science 2013-09-24 Gabriel Kronberger , Stefan Fink , Michael Kommenda , Michael Affenzeller

Feature interaction is a core ingredient in ranking models for large-scale recommender systems, yet making it both expressive and efficiently scalable remains challenging. Exhaustive pairwise interaction is powerful but incurs quadratic…

Information Retrieval · Computer Science 2026-01-27 Kaiyuan Li , Yongxiang Tang , Wenzheng Shu , Yanxiang Zeng , Chao Wang , Yanhua Cheng , Xialong Liu , Peng Jiang

The rapid scaling of artificial intelligence models has revealed a fundamental tension between model capacity (storage) and inference efficiency (computation). While classical information theory focuses on transmission and storage limits,…

Information Theory · Computer Science 2026-01-01 Jianfeng Xu , Zeyan Li

We propose a formula of time-series prediction by means of three states random field Ising model (RFIM). At the economic crisis due to disasters or international disputes, the stock price suddenly drops. The macroscopic phenomena should be…

Trading and Market Microstructure · Quantitative Finance 2013-09-20 Mitsuaki Murota , Jun-ichi Inoue

This Thesis explores how tools from Statistical Physics and Information Theory can help us describe and understand complex systems. In the first part, we study the interplay between internal interactions, environmental changes, and…

Statistical Mechanics · Physics 2023-03-01 Giorgio Nicoletti

Model Predictive Control (MPC) is a vital technique for autonomous systems, like Unmanned Aerial Vehicles (UAVs), enabling optimized motion planning. However, traditional MPC struggles to adapt to real-time changes such as dynamic obstacles…

Artificial Intelligence · Computer Science 2026-03-03 Wael Hafez , Amir Nazeri

This paper studies the Shannon regime for the random displacement of stationary point processes. Let each point of some initial stationary point process in $\R^n$ give rise to one daughter point, the location of which is obtained by adding…

Information Theory · Computer Science 2015-03-17 Venkat Anantharam , Francois Baccelli