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337 results
arxiv.org πŸ“… 2025 πŸ“° arXiv πŸ“„ PDF
Neurophysiological correlates to the human brain complexity through $q$-statistical analysis of electroencephalogram
πŸ‘€ Dimitri Marques Abramov; Daniel de Freitas Quintanilha; Henrique Santos Lima; Roozemeria Pereira Costa; Carla Kamil-Leite; Vladimir V. Lazarev; Constantino Tsallis

The prospects of assessing neural complexity (NC) by $q$-statistics of the systemic organization of different types and levels of brain activity were studied. In 70 adult subjects, NC was assessed via the parameter $q$ of $q$-statistics, applied to the ongoing and EEG and its spectral power of 20 scalp points (channels…

q-bio.NC cond-mat.stat-mech physics.med-ph
arxiv.org πŸ“… 2010 πŸ“° arXiv πŸ“„ PDF
When are correlations strong?
πŸ‘€ Feraz Azhar; William Bialek

The inverse problem of statistical mechanics involves finding the minimal Hamiltonian that is consistent with some observed set of correlation functions. This problem has received renewed interest in the analysis of biological networks; in particular, several such networks have been described successfully by maximum en…

q-bio.NC cond-mat.dis-nn cond-mat.stat-mech physics.data-an
arxiv.org πŸ“… 2026 πŸ“° arXiv πŸ“„ PDF
Rogue Variable Theory: A Quantum-Compatible Cognition Framework with a Rosetta Stone Alignment Algorithm
πŸ‘€ Jacek MaΕ‚ecki; Alexander Mathiesen-Ohman

Many of the most consequential dynamics in human cognition occur \emph{before} events become explicit: before decisions are finalized, emotions are labeled, or meanings stabilize into narrative form. These pre-event states are characterized by ambiguity, contextual tension, and competing latent interpretations. Rogue V…

q-bio.NC
arxiv.org πŸ“… 2009 πŸ“° arXiv πŸ“„ PDF
Spin glass models for a network of real neurons
πŸ‘€ Gasper Tkacik; Elad Schneidman; Michael J. Berry; William Bialek

Ising models with pairwise interactions are the least structured, or maximum-entropy, probability distributions that exactly reproduce measured pairwise correlations between spins. Here we use this equivalence to construct Ising models that describe the correlated spiking activity of populations of 40 neurons in the sa…

q-bio.NC
arxiv.org πŸ“… 2018 πŸ“° arXiv πŸ“„ PDF
Computational EEG in Personalized Medicine: A study in Parkinson's Disease
πŸ‘€ Sebastian Mathias Keller; Maxim Samarin; Antonia Meyer; Vitalii Kosak; Ute Gschwandtner; Peter Fuhr; Volker Roth

Recordings of electrical brain activity carry information about a person's cognitive health. For recording EEG signals, a very common setting is for a subject to be at rest with its eyes closed. Analysis of these recordings often involve a dimensionality reduction step in which electrodes are grouped into 10 or more re…

q-bio.NC cs.LG eess.SP q-bio.QM stat.ML
arxiv.org πŸ“… 2026 πŸ“° arXiv πŸ“„ PDF
Do Prediction Markets Forecast Cryptocurrency Volatility? Evidence from Kalshi Macro Contracts
πŸ‘€ Hardhik Mohanty; Bhaskar Krishnamachari

Daily probability changes in Kalshi macro prediction markets forecast cryptocurrency realized volatility through two distinct channels. The monetary policy channel, measured by Fed rate repricing on KXFED contracts, predicts Bitcoin volatility in sample with t = 3.63 and p < 0.001 but exhibits regime dependence tied to…

q-fin.ST q-fin.RM
arxiv.org πŸ“… 2020 πŸ“° arXiv πŸ“„ PDF
The use of scaling properties to detect relevant changes in financial time series: a new visual warning tool
πŸ‘€ Ioannis P. Antoniades; Giuseppe Brandi; L. G. Magafas; T. Di Matteo

The dynamical evolution of multiscaling in financial time series is investigated using time-dependent Generalized Hurst Exponents (GHE), $H_q$, for various values of the parameter $q$. Using $H_q$, we introduce a new visual methodology to algorithmically detect critical changes in the scaling of the underlying complex …

q-fin.ST q-fin.RM
DOI: 10.1016/j.physa.2020.125561
arxiv.org πŸ“… 2024 πŸ“° arXiv πŸ“„ PDF
Strict universality of the square-root law in price impact across stocks: a complete survey of the Tokyo stock exchange
πŸ‘€ Yuki Sato; Kiyoshi Kanazawa

Universal power laws have been scrutinised in physics and beyond, and a long-standing debate exists in econophysics regarding the strict universality of the nonlinear price impact, commonly referred to as the square-root law (SRL). The SRL posits that the average price impact $I$ follows a power law with respect to tra…

q-fin.TR cond-mat.stat-mech econ.GN q-fin.PM q-fin.RM
DOI: 10.1103/65jz-81kv
arxiv.org πŸ“… 2025 πŸ“° arXiv πŸ“„ PDF
Tail-Safe Hedging: Explainable Risk-Sensitive Reinforcement Learning with a White-Box CBF--QP Safety Layer in Arbitrage-Free Markets
πŸ‘€ Jian'an Zhang

We introduce Tail-Safe, a deployability-oriented framework for derivatives hedging that unifies distributional, risk-sensitive reinforcement learning with a white-box control-barrier-function (CBF) quadratic-program (QP) safety layer tailored to financial constraints. The learning component combines an IQN-based distri…

cs.LG q-fin.TR
arxiv.org πŸ“… 2023 πŸ“° arXiv πŸ“„ PDF
Asynchronous Deep Double Duelling Q-Learning for Trading-Signal Execution in Limit Order Book Markets
πŸ‘€ Peer Nagy; Jan-Peter Calliess; Stefan Zohren

We employ deep reinforcement learning (RL) to train an agent to successfully translate a high-frequency trading signal into a trading strategy that places individual limit orders. Based on the ABIDES limit order book simulator, we build a reinforcement learning OpenAI gym environment and utilise it to simulate a realis…

q-fin.TR cs.LG
DOI: 10.3389/frai.2023.1151003
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