Entropy of Information in Clinical Assessment of Autism Spectrum Disorders | Chapter 13 | Medical Research and Its Applications Vol. 10

 

The absence of biomarkers poses a significant challenge to the early diagnosis of Autism Spectrum Disorders (ASDs) in children, particularly during routine newborn examinations. Consequently, post-birth years often rely on identifying difficulties in social interaction and other emerging factors to evaluate ASD in children. This study presents numerical findings examining social interaction and repetitive behaviors in both ASD and non-ASD cohorts. To illustrate these interactions, we employ two sets of random walkers, each representing distinct characteristics. One set, akin to children with autism, exhibits persistent and resistant dynamics, while the other, labeled as healthy, demonstrates diffusive behavior resembling the Elephant Random Walks (ERW) model. We analyze the influence of these two sets on each other's entropy variations using an information entropy framework. By examining paired interactions between walkers, we assess how these interactions impact the entropy fluctuations within each set. Surprisingly, our findings reveal that variations in the strength of interaction, represented by probability f, do not induce entropy changes in the group of random walkers simulating children with autism.

 

 

Author(s) Details

Silvério Sirotheau

Faculty of Engineering, Federal University of Pará (UFPA), Brazil.

José Leão de Luna

Faculty of Engineering, Federal University of Pará (UFPA), Brazil.

Thiago R. S. Moura

Faculty of Physics, Federal University of Pará (UFPA), Brazil.

 

Please see the link:- https://doi.org/10.9734/bpi/mria/v10/938

 

On the Assimilation of New Information on Asset Prices | Chapter 2 | An Overview on Business, Management and Economics Research Vol. 5

 A natural linear model illustrating a mechanism for the assimilation of new facts on traded property’ prices is introduced. The model is useful in allure own right, as it provides a streamlined, yet credible, all-inclusive description of the existence. Further, the model is used as a tool for a hypothetical study of market effectiveness testing.  This is obtained by forming certain display conditions under which new news is released and adjusted in asset prices on the individual hand, and, on the other hand, by record what established econometric experiment approaches conclude, about the hypothesis of display efficiency. Amongst remainder of something it is argued that contrary to the common belief, theoretically a chance walk in asset prices, under certain environments, could be guide inefficient markets. Furthermore, an enhancement of the artillery of statistical tests for advertise efficiency is proposed for one potential application of distinguishing forms of the suggested uninterrupted dynamic model and the possible benefits over the existing methods are explained. Last but not least, even though the conventional wording of market efficiency categorization is used, the projected model for the assimilation of new information in advantage prices is more conducive to a explicit rather than the existing unit of the mathematical system classification of display efficiency.

Author(s) Details:

Alexandros E. Milionis,
Department of Statistics and Actuarial-Financial Mathematics, University of the Aegean, Greece.

Please see the link here: https://stm.bookpi.org/AOBMER-V5/article/view/12423

Gambler’s Ruin Random Walks and Brownian Motions in Reserves Modelling: Application to Pensions Funds Sustainability| Chapter 8 | Research Highlights in Mathematics and Computer Science Vol. 3

 We secondhand the random walk to model the question of reserves. The classic case of a stochastic process is the model of random walks, that are used to study a set of developments and, particularly, as in this place article, models of reserves progress. Random walks also admit the construction of meaningful complex systems and are too used as an mechanism of analysis, being secondhand in the sense of bestowing a theoretical characteristic to added types of systems. Our aim is primarily to study reserves to visualize how to guarantee that pension means are sustainable. This classic approach to the study of annuity collaterals makes likely to draw interesting judgments about the problem of reserves.

Author(s) Details:

Manuel Alberto M. Ferreira,
Department of Mathematics, ISTA—School of Technology and Architecture, Iscte - Instituto Universitário de Lisboa; Information Sciences, Technologies and Architecture Research Center (ISTAR-IUL); Business Research Unit-IUL (BRU-IUL), 1649-026 Lisbon, Portugal.

José António Filipe,
Department of Mathematics, ISTA—School of Technology and Architecture, Iscte - Instituto Universitário de Lisboa; Information Sciences, Technologies and Architecture Research Center (ISTAR-IUL); Business Research Unit-IUL (BRU-IUL), 1649-026 Lisbon, Portugal.

Please see the link here: https://stm.bookpi.org/RHMCS-V3/article/view/8880

Addressing Reserves and Pension Funds through Gambler’s Ruin and Generalized Brownian Motion Process | Chapter 2 | Recent Advances in Mathematical Research and Computer Science Vol. 4

 The random walk was used to model the reserve problem. Random walks are a classic example of a stochastic process that can be used to examine a variety of phenomena, including, as in this article, models of reserve evolution. Random walks can also be used to build major complicated systems and as an analytical tool; they were utilised in this study to give specific sorts of systems a theoretical characteristic. Our main purpose is to investigate reserves in order to determine how to keep pension funds afloat. This work, by addressing a traditional approach to the research of pension funds, allows for some intriguing conclusions to be drawn concerning the reserve problem. We also use the Brownian motion to describe the assets and liability management politics of pension funds. In this context, expressions for the expected value of the pensions fund perpetual maintenance cost present value, as well as the expected value of the maintenance cost up to time t, were obtained, as well as indications of a fund's maintenance policy expenditures.

Author(S) Details

Manuel Alberto M. Ferreira
Department of Mathematics, ISTA—School of Technology and Architecture, ISCTE - Instituto Universitário de Lisboa, Information Sciences, Technologies and Architecture Research Center (ISTAR-IUL), Business Research Unit-IUL (BRU-IUL), 1649-026 Lisbon, Portugal.

José António Filipe
Department of Mathematics, ISTA—School of Technology and Architecture, ISCTE - Instituto Universitário de Lisboa, Information Sciences, Technologies and Architecture Research Center (ISTAR-IUL), Business Research Unit-IUL (BRU-IUL), 1649-026 Lisbon, Portugal.

View Book:- https://stm.bookpi.org/RAMRCS-V4/article/view/4868