Basin of Attraction

As a measure for predicting the implied volatility of an option, the reason entropy is useful is that entropy is related to the amount of information newly generated in the time series. As observed in the stock option market the phase in which the volatility of an option rises is when the underlying stock price reaches a level it has not reached before.

신호와 소음 기상모형-> 카오스를 포함한 결정론 -> 입력차이에 따른 결과의 분포(비결정론) -> 내일 비올 확률 (기상) 예측의 조건 1. 지속성(PERSISTENCE, 가장 가까운 과거 즉 어제 날씨를 그대로 반복하는)보다 나아야한다. 2. CLIMATOLOGY(기후학, 과거 평균)보다 나아야한다. wet bias: 기상예측에서 실제보다 나쁜 예보를 하는 경향성

opinion dynamics on network ising model on the networkpower law weighting for nodes(부의 분배, 또는 trading power)observed dynamics can reveals stylized factor of financial market