Related papers: Tsallis entropy for cross-shareholding network con…
Many dynamical phenomena in complex systems concern spreading that plays out on top of networks with changing architecture over time -- commonly known as temporal networks. A complex system's proneness to facilitate spreading phenomena,…
In this paper we introduce an easy to compute upper bound on the Tsallis entropy of a density matrix describing a system coupled to a noise source. This suggests that the Tsallis entropy is most natural in the context of quantum information…
We present a novel methodology to quantify the "impact" of and "response" to market shocks. We apply shocks to a group of stocks in a part of the market, and we quantify the effects in terms of average losses on another part of the market…
A way to pose the entropic uncertainty principle for trace-preserving super-operators is presented. It is based on the notion of extremal unraveling of a super-operator. For given input state, different effects of each unraveling result in…
In this work, we consider Corporate Governance (CG) ties among companies from a multiple network perspective. Such a structure naturally arises from the close interrelation between the Shareholding Network (SH) and the Board of Directors…
Graph based entropy, an index of the diversity of events in their distribution to parts of a co-occurrence graph, is proposed for detecting signs of structural changes in the data that are informative in explaining latent dynamics of…
Quasi-power law ensembles are discussed from the perspective of nonextensive Tsallis distributions characterized by a nonextensive parameter $q$. A number of possible sources of such distributions are presented in more detail. It is further…
The notion of group entropy is proposed. It enables to unify and generalize many different definitions of entropy known in the literature, as those of Boltzmann-Gibbs, Tsallis, Abe and Kaniadakis. Other new entropic functionals are…
Ensuring legislative accountability in multi-party systems requires quantitative tools that reveal actual voting behavior beyond formal party affiliations. We present a network-based framework for analyzing parliamentary dynamics at…
We first show how a new definition of entropy, which is intuitively very simple, as a divergence in cluster-size space, leads to a generalized form that is nonextensive for correlated units, but coincides exactly with the conventional one…
In the market place, diversification reduces risk and provides protection against extreme events by ensuring that one is not overly exposed to individual occurrences. We argue that diversification is best measured by characteristics of the…
The time proximity of trades across stocks reveals interesting topological structures of the equity market in the United States. In this article, we investigate how such concurrent cross-stock trading behaviors, which we denote as…
The quantum relative Renyi entropy of two density matrices was recently extended when the two do not commute, from which a conditional entropy is identified. This is here extended to the corresponding Tsallis relative entropy and to its…
The notion of complex-valued information entropy measure is presented. It applies in particular to directed networks (digraphs). The corresponding statistical physics notions are outlined. The studied network, serving as a case study, in…
We discuss the connection between information and copula theories by showing that a copula can be employed to decompose the information content of a multivariate distribution into marginal and dependence components, with the latter…
It is often claimed that the entropy of a network's degree distribution is a proxy for its robustness. Here, we clarify the link between degree distribution entropy and giant component robustness to node removal by showing that the former…
Tsallis relative operator entropy was defined as a parametric extension of relative operator entropy and the generalized Shannon inequalities were shown in the previous paper. After the review of some fundamental properties of Tsallis…
In this paper, we present a two-stage stochastic international portfolio optimisation model to find an optimal allocation for the combination of both assets and currency hedging positions. Our optimisation model allows a "currency overlay",…
The logarithm of the number of Eulerian orientations, normalised by the number of vertices, is known as the residual entropy in studies of ice-type models on graphs. The spanning tree entropy depends similarly on the number of spanning…
We study an opinion formation model by the means of a co-evolving complex network where the vertices represent the individuals, characterised by their evolving opinions, and the edges represent the interactions among them. The network…