Search Results - subject:"statistical complexity"

An information theory perspective on the informational efficiency of gold price

Bariviera, Aurelio Fernández; Font-Ferrer, Alejandro; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-13

Persistent link: https://www.econbiz.de/10012203165

The Tsallis-complexity of a semiclassical time-evolution

Kowalski, A.M.; Plastino, A. - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 22, pp. 5375-5383

An investigation is undertaken of semiclassical time-evolutions and their classical limit with the intent of getting insights into the classical–quantum frontier. We deal with a system that represents the interaction between matter and a given field, and our main research tool is the so-called...

Persistent link: https://www.econbiz.de/10011059766

On the efficiency of sovereign bond markets

Zunino, Luciano; Fernández Bariviera, Aurelio; … - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 18, pp. 4342-4349

The existence of memory in financial time series has been extensively studied for several stock markets around the world by means of different approaches. However, fixed income markets, i.e. those where corporate and sovereign bonds are traded, have been much less studied. We believe that, given...

Persistent link: https://www.econbiz.de/10011063812

Assessing operational complexity of manufacturing systems based on statistical complexity

Vrabic, Rok; Butala, Peter - In: International journal of production research 50 (2012) 14, pp. 3673-3685

Persistent link: https://www.econbiz.de/10009619055

Fisher information description of the classical–quantal transition

Kowalski, A.M.; Martín, M.T.; Plastino, A.; Rosso, O.A. - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 12, pp. 2435-2441

other possible information quantifiers, such as the Normalized Shannon Entropy (H) and the Statistical Complexity (C) by …

Persistent link: https://www.econbiz.de/10011059916

Commodity predictability analysis with a permutation information theory approach

Zunino, Luciano; Tabak, Benjamin M.; Serinaldi, Francesco; … - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 5, pp. 876-890

statistical complexity of twenty basic commodity future markets over a period of around 20 years (1991.01.02–2009.09.01), we can …

Persistent link: https://www.econbiz.de/10011062145

Entropic descriptor of a complex behaviour

Piasecki, R.; Plastino, A. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 3, pp. 397-407

We propose a new type of entropic descriptor that is able to quantify the statistical complexity (a measure of complex … value Smax and its minimum possible value Smin. When these two departures are similar to each other, the statistical … complexity is maximal. We apply the new concept to the variability, over a range of length scales, of spatial or grey …

Persistent link: https://www.econbiz.de/10010874881

Shakespeare and other English Renaissance authors as characterized by Information Theory complexity quantifiers

Rosso, Osvaldo A.; Craig, Hugh; Moscato, Pablo - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 6, pp. 916-926

but whose authorship is currently in dispute. Our statistical complexity quantifiers combine the power of Jensen …

Persistent link: https://www.econbiz.de/10010589291

Tsallis’ deformation parameter q quantifies the classical–quantum transition

Kowalski, A.M.; Martin, M.T.; Plastino, A.; Zunino, L. - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 10, pp. 1985-1994

We investigate the classical limit of a type of semiclassical evolution, the pertinent system representing the interaction between matter and a given field. On using Tsallis q-entropy as a quantifier of the ensuing dynamics, we find that it not only appropriately describes the...

Persistent link: https://www.econbiz.de/10010589599

Molecular phase space transport in water: Non-stationary random walk model

Nerukh, Dmitry; Ryabov, Vladimir; Taiji, Makoto - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 22, pp. 4719-4726

Molecular transport in phase space is crucial for chemical reactions because it defines how pre-reactive molecular configurations are found during the time evolution of the system. Using Molecular Dynamics (MD) simulated atomistic trajectories we test the assumption of the normal diffusion in...

Persistent link: https://www.econbiz.de/10010590142