The paper proposes a method to identify high-quality financial patterns using entropy.
problem Extracting reliable short-term patterns from noisy financial data.
method Entropy-assisted framework for clustering and pruning patterns.
result High-quality patterns with low local entropy and historical profitability.
A novel framework infers causal direction from symbolic sequences using pattern entropy.
problem Challenges in discovering causal direction from temporal symbolic data.
method Dictionary Based Pattern Entropy (DPE) framework integrating AIT and Shannon Information Theory. result Minimizing pattern level uncertainty yields a robust framework for causal discovery.
Study of financial time series and Brownian motion using order patterns and permutation entropy.
problem Analyzing order patterns and variation in financial time series and Brownian motion.
method Use of order patterns and permutation entropy to study financial data and Brownian motion, focusing on turning rate and up-down balance.
result For small lags, pattern frequencies in financial data remain constant. Up-down balance is better for change points in financial data.
We investigate the relative information efficiency of financial markets by measuring the entropy of the time series of high frequency data. Our tool to measure efficiency is the Shannon entropy, applied to 2-symbol and 3-symbol discretisations of the data. Analysing 1-minute and 5-minute price time series of 55 Exchang…
Review of correlation-based financial networks and entropy measures.
problem Understanding the dynamics of financial markets through correlation networks.
method Analysis of empirical correlation matrices and entropy measures.
result Entropy measures help in continuous monitoring of financial networks.
The entropy density is an intuitive and powerful concept to study the complicated nonlinear processes derived from physical systems. We develop the minimum entropy density method (MEDM) to detect the structure scale of a given time series, which is defined as the scale in which the uncertainty is minimized, hence the p…
The existence of forbidden patterns, i.e., certain missing sequences in a given time series, is a recently proposed instrument of potential application in the study of time series. Forbidden patterns are related to the permutation entropy, which has the basic properties of classic chaos indicators, thus allowing to sep…
Proof of Knot Entropy Conjecture for tube lattice polygons.
problem Proving exponential growth rate of knot polygons equals unknot polygons.
method Upper and lower bounds on polygon counts, braid insertions, and pattern theorems.
result Established the Knot Entropy Conjecture for tube lattice polygons.
Imbalanced classification has been a major challenge for machine learning because many standard classifiers mainly focus on balanced datasets and tend to have biased results towards the majority class. We modify entropy fuzzy support vector machine (EFSVM) and introduce instance-based entropy fuzzy support vector machi…
Earlier studies have shown that stock market distributions can be well described by distributions derived from Tsallis entropy, which is a generalization of Shannon entropy to non-extensive systems. In this paper, Tsallis relative entropy (TRE), which is the generalization of Kullback-Leibler relative entropy (KLRE) to…
This paper uses SampEn to measure and predict oil price volatility.
problem Measuring and predicting volatility in international oil prices.
method Sample Entropy (SampEn) compared with standard deviation; machine learning algorithms used.
result SampEn effectively predicts traditional volatility measures, especially during financial crises.
MPPN network improves long-term time series forecasting accuracy.
problem Inaccurate long-term time series forecasting due to noise and lack of interpretability.
method MPPN network constructs context-aware multi-resolution semantic units and employs multi-periodic pattern mining and channel adaptive module.
result MPPN significantly outperforms state-of-the-art methods on nine real-world benchmarks.
ProSelfLC improves robustness of deep neural networks by automatically deciding trust in predictions.
problem Training robust deep neural networks requires addressing issues like label noise and low entropy predictions.
method ProSelfLC progressively increases trust in predicted labels over time, considering entropy and learning time.
result ProSelfLC demonstrates improved robustness in both clean and noisy settings through empirical validation.
Paper presents estimators for entropy and information in probabilistic models.
problem Estimating entropy and mutual information in high dimensions is challenging.
method EEVI uses importance sampling with proposal distributions like amortized variational inference and sequential Monte Carlo.
result EEVI delivers accurate upper and lower bounds on information quantities.
The fastICA method is a popular dimension reduction technique used to reveal patterns in data. Here we show both theoretically and in practice that the approximations used in fastICA can result in patterns not being successfully recognised. We demonstrate this problem using a two-dimensional example where a clear struc…
New method prevents entropy collapse in Transformer training, leading to more stable and robust models.
problem Training instability in Transformers, especially in attention layers.
method Spectral normalization with a learned scalar to prevent entropy collapse.
result Prevents entropy collapse, leading to more stable training.
Analyzes how BPE tokenisation affects corpus statistics and model entropy in transformer models.
problem Understanding how natural language properties relate to tokenisation schemes in transformer models.
method Analyzes Shannon entropy of corpora under Zipfian distribution, investigates BPE transformations, trains language models, and uses attention diagnostics.
result Transformer models trained on BPE-tokenised corpora increasingly agree with Zipfian predictions as BPE depth increases, indicating reduced local token dependencies.
Assessing the quality of discovered results is an important open problem in data mining. Such assessment is particularly vital when mining itemsets, since commonly many of the discovered patterns can be easily explained by background knowledge. The simplest approach to screen uninteresting patterns is to compare the ob…
The study counts units and eigenvalue patterns in SL_n(Z) and Sp_{2n}(Z) in thin tubes.
problem Counting totally real units and eigenvalue patterns in SL_n(Z) and Sp_{2n}(Z) in thin tubes.
method Analyzes directional entropy of logarithmic embeddings and eigenvalue data in thin tubes around rays.
result The number of objects grows exponentially with the directional entropy, providing bounds for conjugacy classes.
Visual exploration of high-dimensional real-valued datasets is a fundamental task in exploratory data analysis (EDA). Existing methods use predefined criteria to choose the representation of data. There is a lack of methods that (i) elicit from the user what she has learned from the data and (ii) show patterns that she…
Study shows depth improves generalization in deep learning models.
problem Understanding why and when depth improves generalization in deep learning.
method Implementation-agnostic state-transition model to analyze depth and generalization.
result Identifies geometric and semigroup mechanisms that keep entropy contribution saturated or polynomial, clarifying depth's statistical advantage.
Bitcoin's price direction is better predicted without additional drivers during high volatility.
problem Predicting Bitcoin's price direction using various determinants.
method Continuous local transfer entropy for feature selection and deep learning classification model.
result Bitcoin's price direction can be better predicted without additional drivers during high volatility.
EDD uses entropy of distance distributions to cluster unlabeled data.
problem Challenges in clustering unlabeled high-dimensional data.
method EDD employs Shannon entropy to quantify distance distribution peaks.
result EDD detects varying degrees of clustering sensitivity.
A new test assesses text similarity between two groups of documents.
problem Comparing similarity between two groups of documents.
method Neural network-based language models estimate entropy, and a test statistic derived from an estimation-and-inference framework is used.
result The proposed test maintains the nominal Type one error rate while offering greater power compared to existing methods.
Unified approach to graph matching using Hilbert spaces and entropy-regularized Frank-Wolfe algorithm.
problem Graph matching problems in computer vision, pattern recognition, and bioinformatics.
method Unified view of Koopmans-Beckmann's QAP and Lawler's QAP, introducing new rules for array operations in Hilbert spaces. Entropy-regularized Frank-Wolfe (EnFW) algorithm for QAP optimization.
result Our approach significantly outperforms state-of-the-art in matching accuracy and scalability.
Gradient descent biases linear models in next-token prediction towards data entropy.
problem Optimization bias in next-token prediction models.
method Analysis of gradient descent on linear models with sparse conditional distributions.
result Gradient descent selects parameters that equate token logits differences to log-odds in the data subspace.
We propose a novel regularizer to improve the training of Generative Adversarial Networks (GANs). The motivation is that when the discriminator D spreads out its model capacity in the right way, the learning signals given to the generator G are more informative and diverse. These in turn help G to explore better and di…
We propose a method based on finite mixture models for classifying a set of observations into number of different categories. In order to demonstrate the method, we show how the component densities for the mixture model can be derived by using the maximum entropy method in conjunction with conservation of Pythagorean m…
The Moscow Stock Exchange was inefficient for most of 2012-2021.
problem Measuring market efficiency of the Moscow Stock Exchange.
method Filtering out regularities, calculating Shannon entropy, clustering returns, using Monte Carlo simulations.
result The Moscow Stock Exchange was inefficient for most of 2012-2021.
The one-class classification problem is a well-known research endeavor in pattern recognition. The problem is also known under different names, such as outlier and novelty/anomaly detection. The core of the problem consists in modeling and recognizing patterns belonging only to a so-called target class. All other patte…
Improves neural network search in combinatorial spaces of mathematical symbols.
problem Early commitment and initialization bias limit exploration in neural network search.
method Entropy regularization and distribution initialization methods.
result Improves performance, increases sample efficiency, lowers solution complexity.
Paper introduces a new uncertainty measure for misclassification detection.
problem Effective detection of unreliable model predictions in machine learning.
method Data-driven measure of uncertainty relative to an observer based on soft-predictions.
result Demonstrates improved misclassification detection over state-of-the-art methods.
Study compares sentiment spillover networks from news and social media in tech companies.
problem Understanding how sentiment information flows between companies through news and social media.
method Network-based transfer entropy method to measure and compare sentiment spillover.
result News shows stronger information flow among tech companies after COVID-19.
Study detects unusual trading patterns on crypto exchanges using complexity measures.
problem Detecting artificial trading activity on cryptocurrency exchanges.
method Complexity and statistical-structure measures derived from high-frequency trade-level data.
result Unusual trading patterns detected on Bitget for BTC and ETH after mid-May 2025.
New method uses asymmetric Tsallis relative entropy for better risk assessment in financial portfolios.
problem Improving risk assessment for financial portfolios using asymmetric data.
method Generalized Tsallis relative entropy (ATRE) for asymmetric distributions of returns.
result ATRE shows better risk-return profiles, especially during market crashes.
Patient subtyping based on temporal observations can lead to significantly nuanced subtyping that acknowledges the dynamic characteristics of diseases. Existing methods for subtyping trajectories treat the evolution of clinical observations as a homogeneous process or employ data available at regular intervals. In real…
The efficient market hypothesis has far-reaching implications for financial trading and market stability. Whether or not cryptocurrencies are informationally efficient has therefore been the subject of intense recent investigation. Here, we use permutation entropy and statistical complexity over sliding time-windows of…
TSSC images enhance chaotic signal classification using ConvNets.
problem Classifying chaotic signals accurately and robustly.
method Triad State Space Construction (TSSC) for image encoding, Convolutional Neural Network (ConvNet) for classification.
result TSSC-ConvNet achieves high accuracy and robustness in chaotic signal classification.
A new method learns graph compression from data.
problem Graphs lack ordering, making conventional compression algorithms ineffective.
method Partition and Code framework: decompose, learn, encode.
result PnC achieves compression gains that grow with graph size.
Method detects phase transitions in financial markets using eigenvalue decomposition.
problem Detecting tipping points and fluctuation patterns in financial markets.
method Eigenvalue decomposition and eigen-entropy from cross-correlation matrix.
result Market events undergo phase separation and order-disorder transitions.
Capsule networks improve at detecting changes in compositionality with routing.
problem Capsule networks struggle with detecting changes in compositionality.
method Introduced a loss function based on routing entropy to improve compositionality.
result Capsule networks with the new loss function better detect changes in compositionality.
Novel framework for systemic risk analysis in financial markets.
problem Systemic risk in financial markets.
method Multi-scale network dynamics, transfer entropy networks, agent-based modeling, wavelet decomposition, Model Context Protocol (MCP).
result Multi-scale approach reveals hidden systemic risk patterns.
Paper explains neural collapse in neural networks using a new model.
problem Understanding neural collapse in neural networks during training.
method Introducing the unconstrained layer-peeled model (ULPM) to prove gradient flow convergence to critical points of a minimum-norm separation problem.
result Proves that all critical points are strict saddle points except the global minimizers exhibiting neural collapse.
This paper discusses the dynamics of intraday prices of twelve cryptocurrencies during last months' boom and bust. The importance of this study lies on the extended coverage of the cryptoworld, accounting for more than 90\% of the total daily turnover. By using the complexity-entropy causality plane, we could discrimin…
UIClust efficiently clusters data streams with concept drift detection.
problem Efficiently clustering data streams with concept drift detection.
method Incremental clustering algorithm with concept drift detection.
result UIClust outperforms existing techniques in clustering and concept drift detection.
Bipartite networks provide an insightful representation of many systems, ranging from mutualistic networks of species interactions to investment networks in finance. The analysis of their topological structures has revealed the ubiquitous presence of properties which seem to characterize many - apparently different - s…
Graph signal processing detects hallucinations in large language models.
problem Detecting factual reasoning from hallucinations in large language models.
method Modeling transformer layers as dynamic graphs, using spectral analysis to define diagnostics.
result Spectral signatures can distinguish different types of hallucinations and achieve high accuracy.
Learning in Deep Neural Networks (DNN) takes place by minimizing a non-convex high-dimensional loss function, typically by a stochastic gradient descent (SGD) strategy. The learning process is observed to be able to find good minimizers without getting stuck in local critical points, and that such minimizers are often …