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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…

Computational Finance · Quantitative Finance 2020-04-21 Vishwas Kukreti , Hirdesh K. Pharasi , Priya Gupta , Sunil Kumar

In mathematics information is a number that measures uncertainty (entropy) based on a probabilistic distribution, often of an obscure origin. In real life language information is a datum, a statement, more precisely, a formula. But such a…

Artificial Intelligence · Computer Science 2022-05-17 Anatol Slissenko

We propose a general measure of non-classical correlations for bipartite systems based on generalized entropic functions and majorization properties. Defined as the minimum information loss due to a local measurement, in the case of pure…

Quantum Physics · Physics 2015-05-28 R. Rossignoli , N. Canosa , L. Ciliberti

An information theoretic approach inspired by quantum statistical mechanics was recently proposed as a means to optimize network models and to assess their likelihood against synthetic and real-world networks. Importantly, this method does…

Statistical Mechanics · Physics 2018-09-12 Carlo Nicolini , Vladimir Vlasov , Angelo Bifone

We introduce a class of information measures based on group entropies, allowing us to describe the information-theoretical properties of complex systems. These entropic measures are nonadditive, and are mathematically deduced from a series…

Statistical Mechanics · Physics 2019-10-21 Piergiulio Tempesta , Henrik Jeldtoft Jensen

The paper makes the observation that all orders of information entropy are equal in signals composed of repeating units of distinct symbols where the units can be classified as a member of a symmetry group. This leads to an improved metric…

Information Theory · Computer Science 2010-07-14 Reginald D. Smith

Identifying the origin of nonequilibrium characteristics in a generic interacting system having multiple degrees of freedom is a challenging task. In this context, information theoretic measures such as mutual information and related…

Statistical Mechanics · Physics 2025-07-24 Biswajit Das , Sreekanth K Manikandan , Ayan Banerjee

We pedagogically present the information theory as originally established, explaining its essential ideas and paying attention to the expression employed to measure the amount of information. Also we discussed relationships between…

Quantum Physics · Physics 2019-12-10 Wallas S. Nascimento , Marcos M. de Almeida , Frederico V. Prudente

The retrieval abilities of spatially uniform attractor networks can be measured by the average overlap between patterns and neural states. We found that metric networks, with local connections, however, can carry information structured in…

Adaptation and Self-Organizing Systems · Physics 2016-08-16 David Dominguez , Kostadin Koroutchev , Eduardo Serrano , Francisco B. Rodríguez

This study investigates entropy's potential for analyzing scientific research patterns across disciplines. Originating from thermodynamics, entropy now measures uncertainty and diversity in information systems. We examine Shannon Entropy,…

Physics and Society · Physics 2025-03-27 Yujie Shi , Alex Jie Yang , Sanhong Deng

Understanding a complex system entails capturing the non-trivial collective phenomena that arise from interactions between its different parts. Information theory is a flexible and robust framework to study such behaviours, with several…

Information theoretic measures (entropies, entropy rates, mutual information) are nowadays commonly used in statistical signal processing for real-world data analysis. The present work proposes the use of Auto Mutual Information (Mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 C Granero-Belinchón , S. Roux , P. Abry , N. Garnier

This chapter provides a comprehensive and self-contained discussion of the most recent developments of information theory of networks. Maximum entropy models of networks are the least biased ensembles enforcing a set of constraints and are…

Disordered Systems and Neural Networks · Physics 2022-06-14 Ginestra Bianconi

Given a bipartite system, correlations between its subsystems can be understood as information that each one carries about the other. In order to give a model-independent description of secure information disposal, we propose the paradigm…

Quantum Physics · Physics 2009-12-03 Francesco Buscemi

Informational entropy is often identified as physical entropy. This is surprising because the two quantities are differently defined and furthermore the former is a subjective quantity while the latter is an objective one. We describe the…

Quantum Physics · Physics 2014-05-01 Won-Young Hwang

There are numerous characterizations of Shannon entropy and Tsallis entropy as measures of information obeying certain properties. Using work by Faddeev and Furuichi, we derive a very simple characterization. Instead of focusing on the…

Information Theory · Computer Science 2017-08-22 John C. Baez , Tobias Fritz , Tom Leinster

We characterize different cell states, related to cancer and ageing phenotypes, by a measure of entropy of network ensembles, integrating gene expression values and protein interaction networks. The entropy measure estimates the parameter…

Molecular Networks · Quantitative Biology 2013-05-24 G. Menichetti , G. Bianconi , E. Giampieri , G. Castellani , D. Remondini

We review with a tutorial scope the information theory foundations of quantum statistical physics. Only a small proportion of the variables that characterize a system at the microscopic scale can be controlled, for both practical and…

Statistical Mechanics · Physics 2007-05-23 R. Balian

Recent advances in signal processing and information theory are boosting the development of new approaches for the data-driven modelling of complex network systems. In the fields of Network Physiology and Network Neuroscience where the…

Methodology · Statistics 2024-01-23 Laura Sparacino , Yuri Antonacci , Gorana Mijatovic , Luca Faes

Comparing networks is essential for a number of downstream tasks, from clustering to anomaly detection. Despite higher-order interactions being critical for understanding the dynamics of complex systems, traditional approaches for network…

Physics and Society · Physics 2025-11-03 Helcio Felippe , Alec Kirkley , Federico Battiston
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