Symbolic analysis of economic indicators and derived time series offers an advantage of transferring quantitative values into qualitative notions by indexing intervals of numerical data with symbols. While differences in the numerical indicators are routinely measured by subtraction, differences...

We consider a family of nonextensive entropies derived from information contents, which are a basic ingredient in information theory. To give a deeper insight into a certain class of stability of generalized entropies and into recent discussion on it, we present a criterion for stability, which...

We present some formulae which q-logarithmic and q-exponential functions introduced in Tsallis statistics satisfy. Exact expression of the Mellin transform of q-exponential function is given. Moreover, the q-generalization of the digamma function is presented.

A recent attempt to extend Shannon's source coding theorem with a nonadditive information content is briefly reviewed. The information entropy used here is a modified form of Tsallis entropy (Tsallis entropy divided by the factor ∑ipiq). In addition we refer to some relations which can be...

Universal features in stock markets and their derivative markets are studied by means of probability distributions in internal rates of return on buy and sell transaction pairs. Unlike the stylized facts in normalized log returns, the probability distributions for such single asset encounters...

We show that an information-theoretic relation called the de Bruijn-type identity can be reformulated in a physical context with probability currents. The time derivatives of relative entropies under the continuity equation are presented, which shows that the conservation of distance between a...