Related papers: Tsallis entropy for cross-shareholding network con…
This paper investigates the effect of cross-shareholding on stock price synchronicity, as a measure of price informativeness, of the listed firms in the Chinese stock market. We gauge firms' levels of cross-shareholdings in terms of…
Understanding the dependence structure of asset returns is fundamental in risk assessment and is particularly relevant in a portfolio diversification strategy. We propose a clustering approach where evidence accumulated in a multiplicity of…
We consider a probability distribution depending on a real parameter $x$. As functions of $x$, the R\'enyi entropy and the Tsallis entropy can be expressed in terms of the associated index of coincidence $S(x)$. We establish recurrence…
In this paper we introduce a nonextensive quantum information theoretic measure which may be defined between any arbitrary number of density matrices, and we analyze its fundamental properties in the spectral graph-theoretic framework.…
We present a new framework for modeling the statistical behavior of both fully developed turbulence and short-term dynamics of financial markets based on the nonextensive thermostatistics proposed by Tsallis. We also show that intermittency…
Statistical quality control methods are noteworthy to producing standard production in manufacturing processes. In this regard, there are many classical manners to control the process. Many of them have a global assumption around the…
In this paper, we consider the information content of maximum ranked set sampling procedure with unequal samples (MRSSU) in terms of Tsallis entropy which is a nonadditive generalization of Shannon entropy. We obtain several results of…
In reliable decision-making systems based on machine learning, models have to be robust to distributional shifts or provide the uncertainty of their predictions. In node-level problems of graph learning, distributional shifts can be…
This study looks into employees' communication, offering novel metrics which can help to predict a company's stock price. We studied the intranet forum of a large Italian company, exploring the interactions and the use of language of about…
Inter-firm organizations, which play a driving role in the economy of a country, can be represented in the form of a customer-supplier network. Such a network exhibits a heavy-tailed degree distribution, disassortative mixing and a…
It is shown how, among a class of generalized entropies, the Tsallis entropy can uniquely be identified by the principles of thermodynamics, the concept of stability and the axiomatic foundation.
Complex networks have gained much attention from different areas of knowledge in recent years. Particularly, the structures and dynamics of such systems have attracted considerable interest. Complex networks may have characteristics of…
Separability conditions for a bipartite quantum system of finite-dimensional subsystems are formulated in terms of R\'{e}nyi and Tsallis entropies. Entropic uncertainty relations often lead to entanglement criteria. We propose new approach…
The question of whether the Tsallis entropy is Lesche-stable is revisited. It is argued that when physical averages are computed with the escort probabilities, the correct application of the concept of Lesche-stability requires use of the…
Whereas Shannon entropy is related to the growth rate of multinomial coefficients, we show that the quadratic entropy (Tsallis 2-entropy) is connected to their $q$-deformation; when $q$ is a prime power, these $q$-multinomial coefficients…
The nonextensive statistics based on Tsallis entropy have been so far used for the systems composed of subsystems having same $q$. The applicability of this statistics to the systems with different $q$'s is still a matter of investigation.…
The cumulative probability distribution of sparseness time interval in the Internet is studied by the method of data analysis. Round-trip time between a local host and a destination host through ten odd routers is measured using the Ping…
The focus of this work is on estimation of the in-degree distribution in directed networks from sampling network nodes or edges. A number of sampling schemes are considered, including random sampling with and without replacement, and…
We develop a theory of gapped domain wall between topologically ordered systems in two spatial dimensions. We find a new type of superselection sector -- referred to as the parton sector -- that subdivides the known superselection sectors…
Financial markets are highly non-linear and non-equilibrium systems. Earlier works have suggested that the behavior of market returns can be well described within the framework of non-extensive Tsallis statistics or superstatistics. For…