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Response process data collected from human-computer interactive items contain rich information about respondents' behavioral patterns and cognitive processes. Their irregular formats as well as their large sizes make standard statistical…

Human-Computer Interaction · Computer Science 2020-09-03 Zhi Wang , Xueying Tang , Jingchen Liu , Zhiliang Ying

Active systems across scales, ranging from molecular machines to human crowds, are usually modeled as assemblies of self-propelled particles driven by internally generated forces. However, these models often assume memoryless dynamics and…

Statistical Mechanics · Physics 2025-12-10 Marc Besse , Raphaël Voituriez

Financial markets are a classical example of complex systems as they comprise many interacting stocks. As such, we can obtain a surprisingly good description of their structure by making the rough simplification of binary daily returns.…

Statistical Finance · Quantitative Finance 2014-01-28 Thomas Bury

We calculate Shannon information entropy of trapped interacting bosons in both the position and momentum spaces, $S_r$ and $S_k$ respectively. The total entropy maintains the fuctional form $S=a + b \ln N$ for repulsive bosons. At the…

Quantum Gases · Physics 2013-01-25 Sudip Kumar Haldar , Barnali Chakrabarti

Analysis of a probabilistic system often requires to learn the joint probability distribution of its random variables. The computation of the exact distribution is usually an exhaustive precise analysis on all executions of the system. To…

Information Theory · Computer Science 2023-07-19 Fabrizio Biondi , Yusuke Kawamoto , Axel Legay , Louis-Marie Traonouez

We propose a model for the dynamics of a social system, which includes diffusive effects and a biased rule for spin-flips, reproducing the effect of strategic choices. This model is able to mimic some phenomena taking place during marketing…

Physics and Society · Physics 2010-03-11 Elena Agliari , Raffaella Burioni , Pierluigi Contucci

Critical transitions are the abrupt shifts between qualitatively different states of a system, and they are crucial to understanding tipping points in complex dynamical systems across ecology, climate science, and biology. Detecting these…

Machine Learning · Computer Science 2026-03-06 Swadesh Pal , Roderick Melnik

Objective: This work introduces a framework for multivariate time series analysis aimed at detecting and quantifying collective emerging behaviors in the dynamics of physiological networks. Methods: Given a network system mapped by a vector…

Applications · Statistics 2025-02-04 Luca Faes , Gorana Mijatovic , Laura Sparacino , Alberto Porta

Financial market is an example of complex system, which is characterized by a highly intricate organization and the emergence of collective behavior. In this paper, we quantify this emergent dynamics in the financial market by using…

General Finance · Quantitative Finance 2011-09-07 Thomas Kauê Dal'Maso Peron , Francisco Aparecido Rodrigues

Bayesian integral functional measure of entropy-uncertainty (EF) on trajectories of Markov multi-dimensional diffusion process is cutting off by interactive impulses (controls). Each cutoff minimax of EF superimposes and entangles…

Adaptation and Self-Organizing Systems · Physics 2014-10-03 Vladimir S. Lerner

The bounded rationality is a crucial component in human behaviors. It plays a key role in the typical collective behavior of evacuation, in which the heterogeneous information leads to the deviation of rational choices. In this study, we…

Physics and Society · Physics 2022-01-28 Huaidian Hou , Lingxiao Wang

Information theory provides tools to predict the performance of a learning algorithm on a given dataset. For instance, the accuracy of learning an unknown parameter can be upper bounded by reducing the learning task to hypothesis testing…

Quantum Physics · Physics 2026-04-21 Evan Peters

Traditional stock market prediction approaches commonly utilize the historical price-related data of the stocks to forecast their future trends. As the Web information grows, recently some works try to explore financial news to improve the…

Social and Information Networks · Computer Science 2018-01-03 Xi Zhang , Yunjia Zhang , Senzhang Wang , Yuntao Yao , Binxing Fang , Philip S. Yu

Living systems often function with regulatory interactions, but the question of how activity, stochasticity and regulations work together for achieving different goals still remains puzzling. We propose a stochastic model of an active…

Soft Condensed Matter · Physics 2026-03-02 Tai Han , Fanlong Meng

In this paper, a computationally efficient data-driven hybrid automaton model is proposed to capture unknown complex dynamical system behaviors using multiple neural networks. The sampled data of the system is divided by valid partitions…

Systems and Control · Electrical Eng. & Systems 2023-04-28 Yejiang Yang , Zihao Mo , Weiming Xiang

Although individual neurons and neural populations exhibit the phenomenon of representational drift, perceptual and behavioral outputs of many neural circuits can remain stable across time scales over which representational drift is…

The data for many classification problems, such as pattern and speech recognition, follow mixture distributions. To quantify the optimum performance for classification tasks, the Shannon mutual information is a natural information-theoretic…

Signal Processing · Electrical Eng. & Systems 2022-06-22 Yijun Ding , Amit Ashok

Real-world complex systems such as ecological communities and neuron networks are essential parts of our everyday lives. These systems are composed of units which interact through intricate networks. The ability to predict sudden changes in…

Adaptation and Self-Organizing Systems · Physics 2019-07-05 Deniz Eroglu , Matteo Tanzi , Sebastian van Strien , Tiago Pereira

In order to use the advanced inference techniques available for Ising models, we transform complex data (real vectors) into binary strings, by local averaging and thresholding. This transformation introduces parameters, which must be varied…

Statistical Finance · Quantitative Finance 2015-06-17 Hongli Zeng , Rémi Lemoy , Mikko Alava

Model selection based on classical information criteria, such as BIC, is generally computationally demanding, but its properties are well studied. On the other hand, model selection based on parameter shrinkage by $\ell_1$-type penalties is…

Machine Learning · Statistics 2013-07-10 Kun Zhang , Heng Peng , Laiwan Chan , Aapo Hyvarinen
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