The paper analyzes worst-case distortion risk metrics and weighted entropy under partial information.
problem Analyzing worst-case distortion risk metrics and weighted entropy with limited information.
method General distributions, partial information (mean and variance), various entropies and risk measures.
result Provides worst-case results for distortion risk metrics and weighted entropy.
Proves uniqueness of measure of maximal entropy for geodesic flows on surfaces.
problem Proving uniqueness of measure of maximal entropy for geodesic flows on surfaces.
method Analyzes geodesic flows on closed orientable C^∞ surfaces, proving uniqueness of measure of maximal entropy and at most one SRB measure.
result Proves uniqueness of measure of maximal entropy for geodesic flows on surfaces, covering previous results and new examples.
Two entropy measures quantify suboptimal portfolio performance.
problem Measuring suboptimality in investment portfolios.
method Relative entropy (KL divergence) calculations.
result Suboptimal portfolios appear better than Kelly portfolios under certain measures.
The paper extends entropy formulas to super Ricci flows on metric measure spaces.
problem Entropy formulas for super Ricci flows on metric measure spaces.
method Extending Perelman's W-entropy and Shannon entropy power to super Ricci flows. result Equivalence between volume non-local collapsing property and lower boundedness of W-entropy on RCD(0,N) spaces. Quantum machine learning uses quantum cross entropy to minimize loss, but measurement loss affects this process.
problem Quantum machine learning's loss minimization through cross entropy is affected by measurement outcomes.
method Defined quantum cross entropy, proved its lower bounds, and investigated its relation to quantum fidelity and likelihood.
result Quantum cross entropy is lower-bounded by negative log-likelihood when derived from quantum data, but measurement outcomes can cause loss.
Entropy-minimal measure calculated for a stochastic volatility model.
problem Calculating the entropy-minimal equivalent martingale measure in a stochastic volatility model.
method Revised related theory, calculated entropy-minimal measure.
result Entropy-minimal measure for the exponential Ornstein-Uhlenbeck model.
Extends finite entropy measures in Kähler geometry.
problem Analyzing finite entropy measures on compact Kähler manifolds.
method Defining finite p-entropy and demonstrating their inclusion in an energy class. result Stability result for the complex Monge-Ampère equation.
Entropy asymmetry affects regularization in ERM, leading to biased solutions.
problem Analyzing the impact of relative entropy asymmetry in ERM regularization.
method Examined Type-I and Type-II ERM-RER, comparing their solutions and properties.
result Type-II ERM-RER regularization introduces a strong bias against training data.
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.
Entropy study of geodesic flow on convex projective surfaces.
problem Entropy of Sinai-Ruelle-Bowen measure on convex projective surfaces.
method Analysis of Hilbert area and Blaschke metric.
result Entropy tends to zero if and only if the Hilbert area tends to infinity.
Maximal representations show strong entropy rigidity.
problem Entropy rigidity for maximal representations.
method Measurable hypertransversality, Gromov product, Bowen-Margulis-Sullivan measure.
result Strong entropy rigidity proved for maximal representations.
Study positive entropy actions by higher-rank lattices, proving rigidity and conjugacy results.
problem Positive entropy actions by higher-rank lattices in Lie groups.
method Analysis of sub-actions, fiber entropy upper semicontinuity, and conjugacy arguments.
result Actions by higher-rank lattices in SL(n,R) are conjugate to affine actions on (infra-)tori. A q-Gaussian measure is a generalization of a Gaussian measure. This generalization is obtained by replacing the exponential function with the power function of exponent 1/(1−q) (q=1). The limit case q=1 recovers a Gaussian measure. For 1≤q<3, the set of all q-Gaussian densities over the real line …
Entropy measures geodesic flow complexity.
problem Measuring complexity of geodesic flows on manifolds.
method Introduced barcode entropy to measure exponential growth rate of not-too-short bars in Morse-theoretic barcodes.
result Barcode entropy bounds topological entropy and vice versa.
New method synthesizes and analyzes probability measures using entropy-regularized optimal transport.
problem Synthesize and analyze probability measures with entropy-regularized optimal transport.
method Entropy-regularized Wasserstein-2 cost and Sinkhorn divergence for synthesis and analysis.
result Computed barycentric coefficients and their stability for classification of corrupted point cloud data.
New method uses SVD entropy to price artworks.
problem Lack of fine measurements in traditional art pricing models.
method SVD entropy of painting images for content measurement.
result SVD entropy positively affects sales price at 1% significance level.
The space of convex projective structures has been well studied with respect to the topological entropy. But, to better understand the geometry of the structure, we study the entropy of the Sinai-Ruelle-Bowen measure and show that it is a continuous function.
New measure of maximal entropy found for a class of geometrically finite groups.
problem Finding a measure of maximal entropy for relatively Anosov groups.
method Constructing reparameterizations and using exponential expansion along unstable foliations.
result The Bowen-Margulis-Sullivan measure is finite and unique for relatively Anosov groups.
New risk measure considers horizon risk and interest rate uncertainty.
problem Dynamic risk evaluation considering horizon risk and interest rate uncertainty.
method Introduced a risk measure based on generalized Tsallis entropy.
result New q-entropic risk measure quantifies capital requirement.
Inequalities linking entropy, Fisher info, Stein discrepancy, and Wasserstein distance on Riemannian manifolds.
problem Linking entropy, Fisher info, Stein discrepancy, and Wasserstein distance on Riemannian manifolds.
method Deriving inequalities linking these measures on Riemannian manifolds.
result Strengthening and extending existing inequalities to Riemannian manifolds.
The paper calculates bounds for risk metrics and entropies under partial information constraints.
problem Analyzing risk metrics and entropies for unimodal, symmetric distributions with limited information.
method Develops lower and upper bounds for worst-case distortion riskmetrics and weighted entropy for unimodal, symmetric distributions with known mean and variance.
result Sharp upper bounds for distortion riskmetrics and weighted entropy for symmetric distributions.
This paper proves a curvature entropy inequality for non-symmetric convex bodies.
problem Proving a curvature entropy inequality for non-symmetric convex bodies.
method Demonstrated the log-Minkowski inequality of curvature entropy for general convex bodies in 2D.
result Equivalence of cone-volume measure uniqueness, log-Minkowski volume inequality, and curvature entropy inequality for general convex bodies in 2D.
Study geodesic flows on hyperbolic manifolds without conjugate points, proving unique measure of maximal entropy.
problem Proving uniqueness of measure of maximal entropy for geodesic flows on specific manifolds.
method Analyzing geodesic flows on closed Riemannian manifolds without conjugate points, using properties of Gromov hyperbolic and residually finite groups.
result Proves geodesic flow has a unique measure of maximal entropy under appropriate assumptions.
Solves ambiguity in incomplete markets by minimizing price measure entropy.
problem Ambiguity in pricing incomplete markets.
method Minimizes the entropy of the price measure from the economic measure, subject to mark-to-market constraints.
result Resolves ambiguity and provides a consistent pricing measure.
The paper extends entropy concepts to Monge-Ampère measures with prescribed singularities.
problem Investigating entropy for Monge-Ampère measures with specific singularities.
method Generalizing entropy for potentials, studying stability under blow-ups and perturbations, proving Moser-Trudinger inequalities.
result Functions with finite entropy belong to a specific energy class and maintain singularities of the model potential.
Unique entropy measure found for convex projective manifolds.
problem Entropy measure for convex projective manifolds.
method Developed Patterson--Sullivan densities and mixing theory.
result Unique mixing measure of maximal entropy exists.
Paper introduces a new measure combining entropy and Gini index.
problem Quantifying complexity in socio- and econo-physics.
method Generalizes entropy using Gini index and Lorenz curve transformation.
result Supports quantifying complexity in socio- and econo-physics.
We determine the minimal entropy martingale measure for a general class of stochastic volatility models where both price process and volatility process contain jump terms which are correlated. This generalizes previous studies which have treated either the geometric Lévy case or continuous price processes with an ortho…
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…
In this paper we aim to find a measure for the diversity of cash flows between agents in an economy. We argue that cash flows can be linked to probabilities of finding a currency unit in a given cash flow. We then use the information entropy as a natural measure of diversity. This leads to a hirarchical inequality meas…
News novelty predicts negative stock market returns.
problem Negative stock market returns due to increased news novelty.
method Quantified news novelty using entropy measure from recurrent neural network applied to a large news corpus.
result Entropy exposure carries a negative risk premium, indicating that assets positively correlated with entropy hedge aggregate news risk.
A well-interpretable measure of information has been recently proposed based on a partition obtained by intersecting a random sequence with its moving average. The partition yields disjoint sets of the sequence, which are then ranked according to their size to form a probability distribution function and finally fed in…
Study of non-archimedean μ-entropy and its connection to K-stability.
problem Understanding K-stability in non-archimedean settings.
method Introducing non-archimedean μ-entropy and its properties, connecting it to K-semistability.
result Established a criterion for K-semistability without vector ξ, using the non-archimedean μ-entropy.
The paper introduces Patterson-Sullivan systems and proves their rigidity, with applications to random walks and entropy rigidity.
problem Understanding the rigidity of Patterson-Sullivan systems and their applications.
method Generalization of Tukia's measurable boundary rigidity theorem for Patterson-Sullivan systems.
result Entropy rigidity for Anosov groups with Lipschitz limit sets.
Sharp inequality in spaces with non-negative Ricci curvature.
problem Proving a sharp isoperimetric inequality in metric measure spaces.
method Using volume entropy in non-compact metric measure spaces with non-negative synthetic Ricci curvature.
result Proved a sharp dimension-free isoperimetric inequality.
We investigate entropy as a financial risk measure. Entropy explains the equity premium of securities and portfolios in a simpler way and, at the same time, with higher explanatory power than the beta parameter of the capital asset pricing model. For asset pricing we define the continuous entropy as an alternative meas…
Study on finite entropy and energy in Kähler geometry.
problem Finite entropy and energy measures in Kähler geometry.
method Refined Moser-Trudinger inequalities for quasi-plurisubharmonic functions.
result Quasi-plurisubharmonic potentials with finite entropy belong to the finite energy class En−1n. We define a (mean curvature flow) entropy for Radon measures in Rn or in a compact manifold. Moreover, we prove a monotonicity formula of the entropy of the measures associated with the parabolic Allen-Cahn equations. If the ambient manifold is a compact manifold with non-negative sectional curvature and pa…
The notion of utility maximising entropy (u-entropy) of a probability density, which was introduced and studied by Slomczynski and Zastawniak (Ann. Prob 32 (2004) 2261-2285, arXiv:math.PR/0410115 v1), is extended in two directions. First, the relative u-entropy of two probability measures in arbitrary probability space…
Sharp isoperimetric inequality on Finsler manifolds with non-negative Ricci curvature.
problem Proving an isoperimetric inequality on Finsler metric measure manifolds.
method Defining volume entropy and second Cheeger constant, proving sharp inequality.
result Sharp isoperimetric inequality involving volume entropy and weighted Ricci curvature.
A measure called relative cluster entropy distinguishes between correlated and uncorrelated sequences.
problem Distinguishing between sequences with different correlation degrees.
method Minimum relative entropy principle applied to cluster partitions of power-law correlated sequences.
result Optimal Hurst exponents are selected for market price series, indicating non-markovianity.
The study learns causal graphs from time series data using entropy measures.
problem Learning causal graphs from time series data.
method Constraint-based framework, information-theoretic measures, generalized causation entropy, PC and FCI algorithms.
result The methods effectively construct causal graphs from time series data.
Geodesic flows on compact manifolds without conjugate points are shown to have a unique measure of maximal entropy.
problem Analyzing geodesic flows on compact manifolds without conjugate points and with visibility universal covering.
method Using topological mixing, local product structure, and properties of geodesic flows, the authors prove the existence of an expansive factor and uniqueness of measure of maximal entropy.
result The geodesic flow on compact manifolds without conjugate points has a unique measure of maximal entropy.
Discovering associations is of central importance in scientific practices. Currently, most researches consider only linear association measured by correlation coefficient, which has its theoretical limitations. In this paper, we propose a new method for discovering association with copula entropy -- a universal applica…
The study examines entropy and pressure at infinity in negatively curved manifolds, linking them to strong positive recurrence.
problem Investigating strong positive recurrence in negatively curved manifolds.
method Defining and comparing entropy and pressure at infinity through different measures.
result Strong positive recurrence potentials admit finite Gibbs measures.
Information theory provides principled ways to analyze different inference and learning problems such as hypothesis testing, clustering, dimensionality reduction, classification, among others. However, the use of information theoretic quantities as test statistics, that is, as quantities obtained from empirical data, p…
New regularization method reduces support of empirical risk minimization solutions.
problem Regularization in empirical risk minimization with relative entropy.
method Introduces Type-II regularization, characterizes solutions, analyzes properties of relative entropy.
result Type-II regularization collapses solution support into reference measure's support.
We prove that for closed surfaces M with Riemannian metrics without conjugate points and genus ≥2 the geodesic flow on the unit tangent bundle T1M has a unique measure of maximal entropy. Furthermore, this measure is fully supported on T1M and the flow is mixing with respect to this measure. We formulate …