Related papers: Information Entropy of the Financial Market: Model…

In this communication, some economic models given by functional mappings are addressed. These are models for random markets where agents trade by pairs and exchange their money in a random and conservative way. They display the exponential…

A possible mechanism of time is formulated by developing an idea of time replaced by quantum correlations, with the aid of modern quantum information theory. We invent a microscopic model, where correlations of a closed system are steadily…

Entropy measures quantify the amount of information and correlation present in a quantum system. In practice, when the quantum state is unknown and only copies thereof are available, one must resort to the estimation of such entropy…

Entropy is a famous and well established concept in physics and engineering that can be used for explanation of basic fundamentals as well it finds applications in several areas, from quantum physics to astronomy, from network communication…

Quantum mechanics and information theory are among the most important scientific discoveries of the last century. Although these two areas initially developed separately it has emerged that they are in fact intimately related. In this…

Quantum superposition, a cornerstone of quantum mechanics, enables systems to exist in multiple states simultaneously, giving rise to probabilistic outcomes. In quantum information science, conditional entropy has become a key metric for…

Accurate information processing is crucial both in technology and in nature. To achieve it, any information processing system needs an initial supply of resources away from thermal equilibrium. Here we establish a fundamental limit on the…

In this brief review, we critically examine the recent work done on correlation-based networks in financial systems. The structure of empirical correlation matrices constructed from the financial market data changes as the individual stock…

Using frequency distributions of daily closing price time series of several financial market indexes, we investigate whether the bias away from an equiprobable sequence distribution found in the data, predicted by algorithmic information…

We show that the main difference between classical and quantum systems can be understood in terms of information entropy. Classical systems can be considered the ones where the internal dynamics can be known with arbitrary precision while…

Entropy is a measure of self-information which is used to quantify losses. Entropy was developed in thermodynamics, but is also used to compare probabilities based on their deviating information content. Corresponding model uncertainty is…

We relate the information exchange between two stochastic systems to the nonequilibrium entropy production in the whole system. By deriving a general formula that decomposes the total entropy production into the thermodynamic and…

We present a framework for quantifying information flow within general quantum processes. For this purpose, we introduce the signaling power of quantum channels and discuss its relevant operational properties. This function supports…

We propose to examine the predictability and the complexity characteristics of the Standard&Poor500 dynamics behaviors in a coarse-grained way using the symbolic dynamics method and under the prism of the Information theory through the…

This thesis uses a quantity that is defined and justified by information theory -- mutual information -- to examine models of condensed matter systems. More precisely, it studies models which are made up out of ferromagnetically interacting…

We propose a new perspective on Turbulence using Information Theory. We compute the entropy rate of a turbulent velocity signal and we particularly focus on its dependence on the scale. We first report how the entropy rate is able to…

Currently, 'time' does not play any essential role in quantum information theory. In this sense, quantum information theory is underdeveloped similarly to how quantum physics was underdeveloped before Erwin Schrodinger introduced his famous…

Financial models do not merely analyse markets, but actively shape them. This effect, known as performativity, describes how financial theories and the subsequent actions based on them influence market processes, by creating self-fulfilling…

One of the predominant challenges when engineering future quantum information processors is that large quantum systems are notoriously hard to maintain and control accurately. It is therefore of immediate practical relevance to investigate…

The open-system dynamics of entanglement plays an important role in the assessment of the robustness of quantum information processes and also in the investigation of the classical limit of quantum mechanics. Here we show that, subjacent to…