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This paper proposes an information retrieval method for the economy news. The effect of economy news, are researched in the word level and stock market values are considered as the ground proof. The correlation between stock market prices…

Hidden information emerges under impulse interactions with Markov diffusion process modeling interactive random environment. Impulse yes no action cuts Markov correlations revealing Bit of hidden information connected correlated states.…

Financial markets are dynamic, interconnected systems where local shocks can trigger widespread instability, challenging portfolio managers and policymakers. Traditional correlation analysis often miss the directionality and temporal…

We implement the Ising model on a structural connectivity matrix describing the brain at a coarse scale. Tuning the model temperature to its critical value, i.e. at the susceptibility peak, we find a maximal amount of total information…

Financial markets of emerging economies are vulnerable to extreme and cascading information spillovers, surges, sudden stops and reversals. With this in mind, we develop a new online early warning system (EWS) to detect what is referred to…

We theoretically investigate the flow of information in an interacting two-skyrmion system confined in a box at finite temperature. By numerical simulations based on the Thiele-Langevin equation, we demonstrate that the skyrmion motion…

The Chinese stock market experienced an abrupt crash in 2015, and over one-third of its market value evaporated. Given its associations with fear and the fine resolution with respect to frequency, the illiquidity of stocks may offer a…

Transfer entropy has been used to quantify the directed flow of information between source and target variables in many complex systems. While transfer entropy was originally formulated in discrete time, in this paper we provide a framework…

The worldwide trade network has been widely studied through different data sets and network representations with a view to better understanding interactions among countries and products. Here we investigate international trade through the…

Complex networks usually exhibit a rich architecture organized over multiple intertwined scales. Information pathways are expected to pervade these scales reflecting structural insights that are not manifest from analyses of the network…

The concept of entropy rate for a dynamical process on a graph is introduced. We study diffusion processes where the node degrees are used as a local information by the random walkers. We describe analitically and numerically how the degree…

Human attention becomes an increasingly important resource for our understanding or collective human behaviors in the age of information explosion. To better understand the flow of collective attention, we construct the attention flow…

Entropy rate of sequential data-streams naturally quantifies the complexity of the generative process. Thus entropy rate fluctuations could be used as a tool to recognize dynamical perturbations in signal sources, and could potentially be…

Global crises and regulatory developments require increased supply chain transparency and resilience. Companies do not only need to react to a dynamic environment but have to act proactively and implement measures to prevent production…

People and companies move money with every financial transaction they make. We aim to understand how such activity gives rise to large-scale patterns of monetary flow. In this work, we trace the movement of e-money through the accounts of a…

Transport networks are crucial to the functioning of natural and technological systems. Nature features transport networks that are adaptive over a vast range of parameters, thus providing an impressive level of robustness in supply.…

Social networks are of interest to researchers in part because they are thought to mediate the flow of information in communities and organizations. Here we study the temporal dynamics of communication using on-line data, including e-mail…

Transfer entropy is a widely used measure for quantifying directed information flows in complex systems. While the challenges of estimating transfer entropy for continuous data are well known, it has two major shortcomings for data of…

Market events such as order placement and order cancellation are examples of the complex and substantial flow of data that surrounds a modern financial engineer. New mathematical techniques, developed to describe the interactions of complex…

This work uses the stocks of the 197 largest companies in the world, in terms of market capitalization, in the financial area in the study of causal relationships between them using Transfer Entropy, which is calculated using the stocks of…