Quantum Bohmian-Inspired Potential to Model Non-Gaussian Time Series and Its Application in Financial Markets.

We have implemented quantum modeling mainly based on Bohmian mechanics to study time series that contain strong coupling between their events. Compared to time series with normal densities, such time series are associated with rare events. Hence, employing Gaussian statistics drastically underestimates the occurrence of their rare events. The central objective of this study was to investigate the effects of rare events in the probability densities of time series from the point of view of quantum measurements. For this purpose, we first model the non-Gaussian behavior of time series using the multifractal random walk (MRW) approach. Then, we examine the role of the key parameter of MRW, λ, which controls the degree of non-Gaussianity, in quantum potentials derived for time series. Our Bohmian quantum analysis shows that the derived potential takes some negative values in high frequencies (its mean values), then substantially increases, and the value drops again for rare events. Thus, rare events can generate a potential barrier in the high-frequency region of the quantum potential, and the effect of such a barrier becomes prominent when the system transverses it. Finally, as an example of applying the quantum potential beyond the microscopic world, we compute quantum potentials for the S&P financial market time series to verify the presence of rare events in the non-Gaussian densities and demonstrate deviation from the Gaussian case.

Topological analysis of interaction patterns in cancer-specific gene regulatory network: persistent homology approach.

In this study, we investigated cancer cellular networks in the context of gene interactions and their associated patterns in order to recognize the structural features underlying this disease. We aim to propose that the quest of understanding cancer takes us beyond pairwise interactions between genes to a higher-order construction. We characterize the most prominent network deviations in the gene interaction patterns between cancer and normal samples that contribute to the complexity of this disease. What we hope is that through understanding these interaction patterns we will notice a deeper structure in the cancer network. This study uncovers the significant deviations that topological features in cancerous cells show from the healthy one, where the last stage of filtration confirms the importance of one-dimensional holes (topological loops) in cancerous cells and two-dimensional holes (topological voids) in healthy cells. In the small threshold region, the drop in the number of connected components of the cancer network, along with the rise in the number of loops and voids, all occurring at some smaller weight values compared to the normal case, reveals the cancerous network tendency to certain pathways.