Informational analysis of seismic sequences by applying the Fisher Information Measure and the Shannon entropy: An application to the 2004–2010 seismicity of Aswan area (Egypt)

2012 ◽  
Vol 391 (9) ◽  
pp. 2889-2897 ◽  
Author(s):  
Luciano Telesca ◽  
Michele Lovallo ◽  
Abuo El-Ela Amin Mohamed ◽  
Mohamed ElGabry ◽  
Sherif El-hady ◽  
...  
Keyword(s):  
Fisher Information ◽  
Shannon Entropy ◽  
Information Measure ◽  
Seismic Sequences ◽  
Fisher Information Measure

scholarly journals A permutation information theory tour through different interest rate maturities: the Libor case

2015 ◽  
Vol 373 (2056) ◽  
pp. 20150119 ◽  
Author(s):  
Aurelio Fernández Bariviera ◽  
María Belén Guercio ◽  
Lisana B. Martinez ◽  
Osvaldo A. Rosso
Keyword(s):  
Information Theory ◽  
Interest Rate ◽  
Interest Rates ◽  
Fisher Information ◽  
Shannon Entropy ◽  
Anomalous Behaviour ◽  
Information Measure ◽  
Special Mechanism ◽  
Fisher Information Measure ◽  
Japanese Yen

This paper analyses Libor interest rates for seven different maturities and referred to operations in British pounds, euros, Swiss francs and Japanese yen, during the period 2001–2015. The analysis is performed by means of two quantifiers derived from information theory: the permutation Shannon entropy and the permutation Fisher information measure. An anomalous behaviour in the Libor is detected in all currencies except euros during the years 2006–2012. The stochastic switch is more severe in one, two and three months maturities. Given the special mechanism of Libor setting, we conjecture that the behaviour could have been produced by the manipulation that was uncovered by financial authorities. We argue that our methodology is pertinent as a market overseeing instrument.

The Fisher information measure and Shannon entropy for particulate matter measurements

2008 ◽  
Vol 387 (16-17) ◽  
pp. 4387-4392 ◽  
Author(s):  
Luciano Telesca ◽  
Rosa Caggiano ◽  
Vincenzo Lapenna ◽  
Michele Lovallo ◽  
Serena Trippetta ◽  
...  
Keyword(s):  
Particulate Matter ◽  
Fisher Information ◽  
Shannon Entropy ◽  
Information Measure ◽  
Fisher Information Measure
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