Results 11 to 20 of about 176,073,457 (290)
Information Entropy and Measures of Market Risk [PDF]
Entropy, 2017 In this paper we investigate the relationship between the information entropy of the distribution of intraday returns and intraday and daily measures of market risk. Using data on the EUR/JPY exchange rate, we find a negative relationship between entropy and intraday Value-at-Risk, and also between entropy and intraday Expected Shortfall.
Daniel Traian Pele +2 more
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Alternative Entropy Measures and Generalized Khinchin–Shannon Inequalities
Entropy, 2021 The Khinchin–Shannon generalized inequalities for entropy measures in Information Theory, are a paradigm which can be used to test the Synergy of the distributions of probabilities of occurrence in physical systems.
Rubem P. Mondaini +1 more
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Information and Divergence Measures
Entropy, 2023 The present Special Issue of Entropy, entitled Information and Divergence Measures, covers various aspects and applications in the general area of Information and Divergence Measures [...]
Alex Karagrigoriou, Andreas Makrides
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Information Distances versus Entropy Metric
Entropy, 2017 Information distance has become an important tool in a wide variety of applications. Various types of information distance have been made over the years.
Bo Hu, Lvqing Bi, Songsong Dai
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On Dynamical Measures of Quantum Information
EntropyIn this work, we use the theory of quantum states over time to define joint entropy for timelike-separated quantum systems. For timelike-separated systems that admit a dual description as being spacelike-separated, our notion of entropy recovers the ...
James Fullwood, Arthur J. Parzygnat
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New Inequalities for Convex Functions with Applications for the N-Entropy of a Discrete Random Variable [PDF]
, 1999 New inequalities for convex mappings of a real variable and applications in Information Theory for Shannon's entropy are ...
Dragomir, Sever S
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Entropy measures vs. algorithmic information [PDF]
2010 IEEE International Symposium on Information Theory, 2010 Algorithmic entropy and Shannon entropy are two conceptually different information measures, as the former is based on size of programs and the later in probability distributions. However, it is known that, for any recursive probability distribution, the expected value of algorithmic entropy equals its Shannon entropy, up to a constant that depends ...
Andreia Teixeira +3 more
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QUANTUM MEASUREMENTS, INFORMATION AND ENTROPY PRODUCTION [PDF]
International Journal of Modern Physics B, 1999 In order to understand the Landau–Lifshitz conjecture on the relationship between quantum measurements and the thermodynamic second law, we discuss the notion of "diabatic" and "adiabatic" forces exerted by the quantum object on the classical measurement apparatus.
Srivastava, Y. N. +2 more
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Some Upper Bounds for Relative Entropy and Applications [PDF]
, 1998 In this paper we derive some upper bounds for the relative entropy D(p || q) of two probability distribution and apply them to mutual information and entropy mapping.
Sunde, J +2 more
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Information Measures for Entropy and Symmetry
CoRR, 2022 Entropy and information can be considered dual: entropy is a measure of the subspace defined by the information constraining the given ambient space. Negative entropies, arising in naïve extensions of the definition of entropy from discrete to continuous settings, are byproducts of the use of probabilities, which only work in the discrete case by a ...
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