Algorithmic Information Dynamics

Algorithmic Information Theory and Cellular Automata Dynamics

We study the ability of discrete dynamical systems to transform/generate randomness in cellular spaces. Thus, we endow the space of bi-infinite sequences by a metric inspired by information distance (defined in the context of Kolmogorov complexity or algorithmic information theory). We prove structural properties of this space (non-separability, completeness, perfectness and infinite topologica...

Information: The Algorithmic Paradigm

Algorithmic Trading and Information

We examine algorithmic trades (AT) and their role in the price discovery process in the 30 DAX stocks on the Deutsche Boerse in January 2008. AT liquidity demand represents 52% of volume and AT supplies liquidity on 50% of volume. AT act strategically by monitoring the market for liquidity and deviations of price from fundamental value. AT consume liquidity when it is cheap and supply liquidity...

Algorithmic Information Theory

This paper reviews algorithmic information theory, which is an attempt to apply information-theoretic and probabilistic ideas to recursive function theory. Typical concerns in this approach are, for example, the number of bits of information required to specify an algorithm, or the probability that a program whose bits are chosen by coin flipping produces a given output. During the past few yea...

Multisource Algorithmic Information Theory

Multisource information theory in Shannon setting is well known. In this article we try to develop its algorithmic information theory counterpart and use it as the general framework for many interesting questions about Kolmogorov complexity.