Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …

In this paper, a new model for financial processes in form of a space-time fractional diffusion
equation of varying order is introduced, analyzed, and applied for some financial data. While …

The Industrial Age began its transition into the Information Age with the end of the Second
World War, which is probably as good a road sign as any other to mark its beginning, and …

The spreading of the stationary states of the multidimensional single-particle systems with a
central potential is quantified by means of Heisenberg-like measures (radial and logarithmic …

We study the connection between multifractality and crucial events. Multifractality is
frequently used as a measure of physiological variability, where crucial events are known to …

Uncertainty relations based on information theory for both discrete and continuous
distribution functions are briefly reviewed. We extend these results to account for …

In this paper, we analyze information flows between communities of financial markets,
represented as complex networks. Each community, typically corresponding to a business …

A comparative study of 1D quantum structures which allows analytic expressions for the
position and momentum Rényi R (α) and Tsallis T (α) entropies, focuses on extracting the …

We combine an axiomatics of Rényi with the q-deformed version of Khinchin axioms to
obtain a measure of information (ie, entropy) which accounts both for systems with …

This paper aims to compare the mutual information shared by various liquidity and volatility
estimators within each group separately. Our sample covers forty one blue-chip companies …