Efficient Methods for Calculating Sample Entropy in Time Series Data Analysis

Recently, different algorithms have been suggested to improve Sample Entropy (SE) performance. Although new methods for calculating SE have been proposed, so far improving the efficiency (computational time) of SE calculation methods has not been considered. This research shows such an analysis of calculating a correlation between Electroencephalogram(EEG) and Heart Rate Variability(HRV) based on their SE values. Our results indicate that the parsimonious outcome of SE calculation can be achieved by exploiting a new method of SE implementation. In addition, it is found that the electrical activity in the frontal lobe of the brain appears to be correlated with the HRV in a time domain.Peer reviewe

Extending fragment-based free energy calculations with library Monte Carlo simulation: Annealing in interaction space

Pre-calculated libraries of molecular fragment configurations have previously been used as a basis for both equilibrium sampling (via "library-based Monte Carlo") and for obtaining absolute free energies using a polymer-growth formalism. Here, we combine the two approaches to extend the size of systems for which free energies can be calculated. We study a series of all-atom poly-alanine systems in a simple dielectric "solvent" and find that precise free energies can be obtained rapidly. For instance, for 12 residues, less than an hour of single-processor is required. The combined approach is formally equivalent to the "annealed importance sampling" algorithm; instead of annealing by decreasing temperature, however, interactions among fragments are gradually added as the molecule is "grown." We discuss implications for future binding affinity calculations in which a ligand is grown into a binding site

Frequency Effects on Predictability of Stock Returns

We propose that predictability is a prerequisite for profitability on financial markets. We look at ways to measure predictability of price changes using information theoretic approach and employ them on all historical data available for NYSE 100 stocks. This allows us to determine whether frequency of sampling price changes affects the predictability of those. We also relations between price changes predictability and the deviation of the price formation processes from iid as well as the stock's sector. We also briefly comment on the complicated relationship between predictability of price changes and the profitability of algorithmic trading.Comment: 8 pages, 16 figures, submitted for possible publication to Computational Intelligence for Financial Engineering and Economics 2014 conferenc