52 citations
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math.SP2025
The c-Entropy of non-dissipative L-systems
Sergey Belyi, Konstantin A. Makarov, Eduard Tsekanovskii
In this paper, we extend the definition of c-entropy to canonical L-systems with non-dissipative state-space operators. We also introduce the concepts of dissipation and accumulati…
q-fin.CP2025★ 5 cited
Machine learning approach to stock price crash risk
Abdullah Karasan, Ozge Sezgin Alp, Gerhard-Wilhelm Weber
In this study, we propose a novel machine-learning-based measure for stock price crash risk, utilizing the minimum covariance determinant methodology. Employing this newly introduc…
math.SP2025
L-systems with Multiplication Operator and c-Entropy
Sergey Belyi, Konstantin Makarov, Eduard Tsekanovskii
In this note, we utilize the concepts of c-entropy and the dissipation coefficient in connection with canonical L-systems based on the multiplication (by a scalar) operator. Additi…