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Mutual Information-Based Hierarchies on Warsaw Stock Exchange

100%

Fiedor P.

Acta Physica Polonica A

2015

vol. 127

issue 3A

A-33-A-37

A popular method for network analysis of financial markets is a notable part of econophysics research. The networks created in such efforts are focused exclusively on linear correlations between stocks. While Pearson's correlation is the obvious starting point, it would be useful to look at its alternatives as to whether they provide improvements to this methodology, particularly given Pearson's correlation coefficient considers only a limited class of association patterns. We propose to use mutual information-based hierarchical networks, as mutual information is a natural generalisation of Pearson's correlation. We estimate mutual information using naive plug-in estimator as consistent bias is not harmful to this application, however other methods may also be used. We then transform the mutual information into an Euclidean metric and create minimal spanning trees and maximally filtered planar graphs. We apply this methodology to Warsaw Stock Exchange for years between 2000 and 2013, and comment on the differences with the standard methodology, as well as the structural changes on Warsaw Stock Exchange which the study reveals.

Influence of Long-Term Dependences on Hard Drives Performance during Human Computer Interaction

88%

Strzałka D.

Acta Physica Polonica A

2016

vol. 129

issue 5

1064-1070

Today, computer systems become one of the most important systems in technology and our life. They have a plenty of possible applications but most of them can be described as a transformation of (electrical) energy into useful work = calculations. This process is not so simple as it seems to be because the structure of computers hardware is very complicated and processed tasks are also very complex. Because the expectations of computer users are very high, a lot of computer resources are used only for operating systems normal work. Some existing solutions, especially in the memory system, guarantee that computer systems have acceptable performance but this parameter depends on many important system features. In this paper we will focus on one parameter, namely average disk time s/ transfer, in order to show the complex behavior of this memory system part during man-computer interaction. This is one of the most important counters in computer systems that works under Windows family operating systems and describes measurement related to hard drive based on the complete roundtrip time of any request.

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2 Acta Physica Polonica A

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1 Fiedor P.

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Mutual Information-Based Hierarchies on Warsaw Stock Exchange

Influence of Long-Term Dependences on Hard Drives Performance during Human Computer Interaction