Analysis of fMRI Signals from Working Memory Tasks and Resting-State of Brain: Neutrosophic-Entropy-Based Clustering Algorithm.

This study applies a neutrosophic-entropy-based clustering algorithm (NEBCA) to analyze the fMRI signals. We consider the data obtained from four different working memory tasks and the brain's resting state for the experimental purpose. Three non-overlapping clusters of data related to temporal brain activity are determined and statistically analyzed. Moreover, we used the Uniform Manifold Approximation and Projection (UMAP) method to reduce system dimensionality and present the effectiveness of NEBCA. The results show that using NEBCA, we are able to distinguish between different working memory tasks and resting-state and identify subtle differences in the related activity of brain regions. By analyzing the statistical properties of the entropy inside the clusters, the various regions of interest (ROIs), according to Automated Anatomical Labeling (AAL) atlas crucial for clustering procedure, are determined. The inferior occipital gyrus is established as an important brain region in distinguishing the resting state from the tasks. Moreover, the inferior occipital gyrus and superior parietal lobule are identified as necessary to correct the data discrimination related to the different memory tasks. We verified the statistical significance of the results through the two-sample t-test and analysis of surrogates performed by randomization of the cluster elements. The presented methodology is also appropriate to determine the influence of time of day on brain activity patterns. The differences between working memory tasks and resting-state in the morning are related to a lower index of small-worldness and sleep inertia in the first hours after waking. We also compared the performance of NEBCA to two existing algorithms, KMCA and FKMCA. We showed the advantage of the NEBCA over these algorithms that could not effectively accumulate fMRI signals with higher variability.

Competition of noise and collectivity in global cryptocurrency trading: Route to a self-contained market.

Cross correlations in fluctuations of the daily exchange rates within the basket of the 100 highest-capitalization cryptocurrencies over the period October 1, 2015-March 31, 2019 are studied. The corresponding dynamics predominantly involve one leading eigenvalue of the correlation matrix, while the others largely coincide with those of Wishart random matrices. However, the magnitude of the principal eigenvalue, and thus the degree of collectivity, strongly depends on which cryptocurrency is used as a base. It is largest when the base is the most peripheral cryptocurrency; when more significant ones are taken into consideration, its magnitude systematically decreases, nevertheless preserving a sizable gap with respect to the random bulk, which in turn indicates that the organization of correlations becomes more heterogeneous. This finding provides a criterion for recognizing which currencies or cryptocurrencies play a dominant role in the global cryptomarket. The present study shows that over the period under consideration, the Bitcoin (BTC) predominates, hallmarking exchange rate dynamics at least as influential as the U.S. dollar (USD). Even more, the BTC started dominating around the year 2017, while other cryptocurrencies, such as the Ethereum and even Ripple, assumed similar trends. At the same time, the USD, an original value determinant for the cryptocurrency market, became increasingly disconnected, and its related characteristics eventually started approaching those of a fictitious currency. These results are strong indicators of incipient independence of the global cryptocurrency market, delineating a self-contained trade resembling the Forex.

Bitcoin market route to maturity? Evidence from return fluctuations, temporal correlations and multiscaling effects.

Based on 1-min price changes recorded since year 2012, the fluctuation properties of the rapidly emerging Bitcoin market are assessed over chosen sub-periods, in terms of return distributions, volatility autocorrelation, Hurst exponents, and multiscaling effects. The findings are compared to the stylized facts of mature world markets. While early trading was affected by system-specific irregularities, it is found that over the months preceding April 2018 all these statistical indicators approach the features hallmarking maturity. This can be taken as an indication that the Bitcoin market, and possibly other cryptocurrencies, carry concrete potential of imminently becoming a regular market, alternative to the foreign exchange. Since high-frequency price data are available since the beginning of trading, the Bitcoin offers a unique window into the statistical characteristics of a market maturation trajectory.