5 citations · 5 across the 3 of their papers we have counts for
4 papers
Information processing features can detect behavioral regimes of dynamical systems
Rick Quax, Gregor Chliamovitch, Alexandre Dupuis +4
In dynamical systems, local interactions between dynamical units generate correlations which are stored and transmitted throughout the system, generating the macroscopic behavior.…
Improving predictability of time series using maximum entropy methods
Gregor Chliamovitch, Alexandre Dupuis, Bastien Chopard +1
We discuss how maximum entropy methods may be applied to the reconstruction of Markov processes underlying empirical time series and compare this approach to usual frequency sampli…
Assessing complexity by means of maximum entropy models
Gregor Chliamovitch, Bastien Chopard, Lino Velasquez
We discuss a characterization of complexity based on successive approximations of the probability density describing a system by means of maximum entropy methods, thereby quantifyi…
Multi-scale Representation of High Frequency Market Liquidity
Anton Golub, Gregor Chliamovitch, Alexandre Dupuis +1
We introduce an event based framework of directional changes and overshoots to map continuous financial data into the so-called Intrinsic Network - a state based discretisation of…