Quantifying Unique Information von Bertschinger, Nils, Rauh, Johannes, Olbrich, Eckehard, Jost, Juergen, Ay, Nihat

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The information theory of individuality von Krakauer, David, Bertschinger, Nils, Olbrich, Eckehard, Flack, Jessica C., Ay, Nihat

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Real-Time Computation at the Edge of Chaos in Recurrent Neural Networks von Bertschinger, Nils, Natschläger, Thomas

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Information Decomposition of Target Effects from Multi-Source Interactions: Perspectives on Previous, Current and Future Work von Lizier, Joseph T, Bertschinger, Nils, Jost, Jürgen, Wibral, Michael

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Bayesian estimation and likelihood-based comparison of agent-based volatility models von Bertschinger, Nils, Mozzhorin, Iurii

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Information Decomposition and Synergy von Olbrich, Eckehard, Bertschinger, Nils, Rauh, Johannes

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On Extractable Shared Information von Rauh, Johannes, Banerjee, Pradeep, Olbrich, Eckehard, Jost, Jürgen, Bertschinger, Nils

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A geometric approach to complexity von Ay, Nihat, Olbrich, Eckehard, Bertschinger, Nils, Jost, Jürgen

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Uncertainty of Volatility Estimates from Heston Greeks von Pfante, Oliver, Bertschinger, Nils

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Coarse-Graining and the Blackwell Order von Rauh, Johannes, Banerjee, Pradeep, Olbrich, Eckehard, Jost, Jürgen, Bertschinger, Nils, Wolpert, David

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The sub-fractional CEV model von Araneda, Axel A., Bertschinger, Nils

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Information Decomposition of Target Effects from Multi-Source Interactions von Bertschinger, Nils, Jost, Juergen, Lizier, Joseph, Wibral, Michael

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Autonomy: An information theoretic perspective von Bertschinger, Nils, Olbrich, Eckehard, Ay, Nihat, Jost, Jürgen

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Flow Allocation Games von Bertschinger, Nils, Hoefer, Martin, Schmand, Daniel

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Closure measures for coarse-graining of the tent map von Pfante, Oliver, Olbrich, Eckehard, Bertschinger, Nils, Ay, Nihat, Jost, Jürgen

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Early warning signs of financial market turmoils von Bertschinger, Nils, Pfante, Oliver

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VOLATILITY INFERENCE AND RETURN DEPENDENCIES IN STOCHASTIC VOLATILITY MODELS von PFANTE, OLIVER, BERTSCHINGER, NILS

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INFORMATION-THEORETIC ANALYSIS OF STOCHASTIC VOLATILITY MODELS von PFANTE, OLIVER, BERTSCHINGER, NILS

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Hysteresis effects of changing the parameters of noncooperative games von Wolpert, David H, Harré, Michael, Olbrich, Eckehard, Bertschinger, Nils, Jost, Jürgen

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Applications of Gaussian Process Latent Variable Models in Finance von Nirwan, Rajbir S., Bertschinger, Nils

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