scholarly journals Net Fisher information measure versus ionization potential and dipole polarizability in atoms

2007 ◽  
Vol 364 (3-4) ◽  
pp. 286-290 ◽  
Author(s):  
K.D. Sen ◽  
C.P. Panos ◽  
K.Ch. Chatzisavvas ◽  
Ch.C. Moustakidis
Keyword(s):  
Ionization Potential ◽  
Fisher Information ◽  
Information Measure ◽  
Dipole Polarizability ◽  
Fisher Information Measure ◽  
Measure Versus

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.

scholarly journals A Lower Bound for the Fisher Information Measure

2014 ◽  
Vol 21 (7) ◽  
pp. 796-799 ◽  
Author(s):  
Manuel Stein ◽  
Amine Mezghani ◽  
Josef A. Nossek
Keyword(s):  
Lower Bound ◽  
Fisher Information ◽  
Information Measure ◽  
Fisher Information Measure

Fisher information measure of geoelectrical signals

2005 ◽  
Vol 351 (2-4) ◽  
pp. 637-644 ◽  
Author(s):  
Luciano Telesca ◽  
Vincenzo Lapenna ◽  
Michele Lovallo
Keyword(s):  
Fisher Information ◽  
Information Measure ◽  
Fisher Information Measure ◽  
Geoelectrical Signals
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