Rare and extreme events: the case of COVID-19 pandemic

Nonlinear shifts and dislocations in financial market structure and composition

This paper develops new mathematical techniques to identify temporal shifts among a collection of US equities partitioned into a new and more detailed set of market sectors. Although conceptually related, our three analyses reveal distinct insights about financial markets, with meaningful implications for investment managers. First, we explore a variety of methods to identify nonlinear shifts in a market sector structure and describe the mathematical connection between the measure used and the captured phenomena. Second, we study a network structure with respect to our new market sectors and identify meaningfully connected sector-to-sector mappings. Finally, we conduct a series of sampling experiments over different sample spaces and contrast the distribution of Sharpe ratios produced by long-only, long-short, and short-only investment portfolios. In addition, we examine the sector composition of the top-performing portfolios for each of these portfolio styles. In practice, the methods proposed in this paper could be used to identify regime shifts, optimally structured portfolios, and better communities of equities.

Fractional epidemic model of coronavirus disease with vaccination and crowding effects

Most of the countries in the world are affected by the coronavirus epidemic that put people in danger, with many infected cases and deaths. The crowding factor plays a significant role in the transmission of coronavirus disease. On the other hand, the vaccines of the covid-19 played a decisive role in the control of coronavirus infection. In this paper, a fractional order epidemic model (SIVR) of coronavirus disease is proposed by considering the effects of crowding and vaccination because the transmission of this infection is highly influenced by these two factors. The nonlinear incidence rate with the inclusion of these effects is a better approach to understand and analyse the dynamics of the model. The positivity and boundedness of the fractional order model is ensured by applying some standard results of Mittag Leffler function and Laplace transformation. The equilibrium points are described analytically. The existence and uniqueness of the non-integer order model is also confirmed by using results of the fixed-point theory. Stability analysis is carried out for the system at both the steady states by using Jacobian matrix theory, Routh-Hurwitz criterion and Volterra-type Lyapunov functions. Basic reproductive number is calculated by using next generation matrix. It is verified that disease-free equilibrium is locally asymptotically stable ifR 0 < 1 and endemic equilibrium is locally asymptotically stable ifR 0 > 1 . Moreover, the disease-free equilibrium is globally asymptotically stable ifR 0 < 1 and endemic equilibrium is globally asymptotically stable ifR 0 > 1 . The non-standard finite difference (NSFD) scheme is developed to approximate the solutions of the system. The simulated graphs are presented to show the key features of the NSFD approach. It is proved that non-standard finite difference approach preserves the positivity and boundedness properties of model. The simulated graphs show that the implementation of control strategies reduced the infected population and increase the recovered population. The impact of fractional order parameter α is described by the graphical templates. The future trends of the virus transmission are predicted under some control measures. The current work will be a value addition in the literature. The article is closed by some useful concluding remarks.

Collective Dynamics, Diversification and Optimal Portfolio Construction for Cryptocurrencies

Since its conception, the cryptocurrency market has been frequently described as an immature market, characterized by significant swings in volatility and occasionally described as lacking rhyme or reason. There has been great speculation as to what role it plays in a diversified portfolio. For instance, is cryptocurrency exposure an inflationary hedge or a speculative investment that follows broad market sentiment with amplified beta? We have recently explored similar questions with a clear focus on the equity market. There, our research revealed several noteworthy dynamics such as an increase in the market's collective strength and uniformity during crises, greater diversification benefits across equity sectors (rather than within them), and the existence of a "best value" portfolio of equities. In essence, we can now contrast any potential signatures of maturity we identify in the cryptocurrency market and contrast these with the substantially larger, older and better-established equity market. This paper aims to investigate whether the cryptocurrency market has recently exhibited similar mathematical properties as the equity market. Instead of relying on traditional portfolio theory, which is grounded in the financial dynamics of equity securities, we adjust our experimental focus to capture the presumed behavioral purchasing patterns of retail cryptocurrency investors. Our focus is on collective dynamics and portfolio diversification in the cryptocurrency market, and examining whether previously established results in the equity market hold in the cryptocurrency market and to what extent. The results reveal nuanced signatures of maturity related to the equity market, including the fact that correlations collectively spike around exchange collapses, and identify an ideal portfolio size and spread across different groups of cryptocurrencies.

Distributional Trends in the Generation and End-Use Sector of Low-Carbon Hydrogen Plants

This paper uses established and recently introduced methods from the applied mathematics and statistics literature to study trends in the end-use sector and the capacity of low-carbon hydrogen projects in recent and upcoming decades. First, we examine distributions in plants over time for various end-use sectors and classify them according to metric discrepancy, observing clear similarity across all industry sectors. Next, we compare the distribution of usage sectors between different continents and examine the changes in sector distribution over time. Finally, we judiciously apply several regression models to analyse the association between various predictors and the capacity of global hydrogen projects. Across our experiments, we see a welcome exponential growth in the capacity of zero-carbon hydrogen plants and significant growth of new and planned hydrogen plants in the 2020’s across every sector.

Route to extreme events in a parametrically driven position-dependent nonlinear oscillator

We explore the dynamics of a damped and driven Mathews-Lakshmanan oscillator type model with position-dependent mass term and report two distinct bifurcation routes to the advent of sudden, intermittent large-amplitude chaotic oscillations in the system. We characterize these infrequent and recurrent large oscillations as extreme events (EE) when they are significantly greater than the pre-defined threshold height. In the first bifurcation route, the system exhibits a bifurcation from quasiperiodic (QP) attractor to chaotic attractor via strange non-chaotic (SNA) attractor as a function of damping parameter. In the second route, the chaotic attractor in the form of EE has emerged directly from the QP attractor. Hence, to the best of our knowledge, this is the first study to report the birth of EE from these two distinct bifurcation routes. We also discuss that EE are emerged due to the sudden expansion of the chaotic attractor via interior crisis in the system. Regions of different dynamical states are distinguished using the Lyapunov exponent spectrum. Further, SNA and QP dynamics are determined using the singular spectrum analysis and 0-1 test. The region of EE is characterized using the threshold height.

Dual-domain analysis of gun violence incidents in the United States

This paper applies new and recently introduced approaches to study trends in gun violence in the United States. We use techniques in both the time and frequency domain to provide a more complete understanding of gun violence dynamics. We analyze gun violence incidents on a state-by-state basis as recorded by the Gun Violence Archive. We have numerous specific phenomena of focus, including periodicity of incidents, locations in time where behavioral changes occur, and shifts in gun violence patterns since April 2020. First, we implement a recently introduced method of spectral density estimation for nonstationary time series to investigate periodicity on a state-by-state basis, including revealing where periodic behaviors change with time. We can also classify different patterns of behavioral changes among the states. We then aim to understand the most significant shifts in gun violence since numerous key events in 2020, including the COVID-19 pandemic, lockdowns, and periods of civil unrest. Our dual-domain analysis provides a more thorough understanding and challenges numerous widely held conceptions regarding the prevalence of gun violence incidents.

Combining rank-size and k-means for clustering countries over the COVID-19 new deaths per million

This paper deals with the cluster analysis of selected countries based on COVID-19 new deaths per million data. We implement a statistical procedure that combines a rank-size exploration and a k-means approach for clustering. Specifically, we first carry out a best-fit exercise on a suitable polynomial rank-size law at an individual country level; then, we cluster the considered countries by adopting a k-means clustering procedure based on the calibrated best-fit parameters. The investigated countries are selected considering those with a high value for the Healthcare Access and Quality Index to make a consistent analysis and reduce biases from the data collection phase. Interesting results emerge from the meaningful interpretation of the parameters of the best-fit curves; in particular, we show some relevant properties of the considered countries when dealing with the days with the highest number of new daily deaths per million and waves. Moreover, the exploration of the obtained clusters allows explaining some common countries' features.

Comparing the dynamics of COVID-19 infection and mortality in the United States, India, and Brazil

This paper compares and contrasts the spread and impact of COVID-19 in the three countries most heavily impacted by the pandemic: the United States (US), India and Brazil. All three of these countries have a federal structure, in which the individual states have largely determined the response to the pandemic. Thus, we perform an extensive analysis of the individual states of these three countries to determine patterns of similarity within each. First, we analyse structural similarity and anomalies in the trajectories of cases and deaths as multivariate time series. Next, we study the lengths of the different waves of the virus outbreaks across the three countries and their states. Finally, we investigate suitable time offsets between cases and deaths as a function of the distinct outbreak waves. In all these analyses, we consistently reveal more characteristically distinct behaviour between US and Indian states, while Brazilian states exhibit less structure in their wave behaviour and changing progression between cases and deaths.

In search of peak human athletic potential: A mathematical investigation

This paper applies existing and new approaches to study trends in the performance of elite athletes over time. We study both track and field scores of men and women athletes on a yearly basis from 2001 to 2019, revealing several trends and findings. First, we perform a detailed regression study to reveal the existence of an "Olympic effect," where average performance improves during Olympic years. Next, we study the rate of change in athlete performance and fail to reject the notion that athlete scores are leveling off, at least among the top 100 annual scores. Third, we examine the relationship in performance trends among men and women's categories of the same event, revealing striking similarity, together with some anomalous events. Finally, we analyze the geographic composition of the world's top athletes, attempting to understand how the diversity by country and continent varies over time across events. We challenge a widely held conception of athletics that certain events are more geographically dominated than others. Our methods and findings could be applied more generally to identify evolutionary dynamics in group performance and highlight spatiotemporal trends in group composition.

Dynamical analysis of coronavirus disease with crowding effect, and vaccination: a study of third strain

Countries affected by the coronavirus epidemic have reported many infected cases and deaths based on world health statistics. The crowding factor, which we named "crowding effects," plays a significant role in spreading the diseases. However, the introduction of vaccines marks a turning point in the rate of spread of coronavirus infections. Modeling both effects is vastly essential as it directly impacts the overall population of the studied region. To determine the peak of the infection curve by considering the third strain, we develop a mathematical model (susceptible-infected-vaccinated-recovered) with reported cases from August 01, 2021, till August 29, 2021. The nonlinear incidence rate with the inclusion of both effects is the best approach to analyze the dynamics. The model's positivity, boundedness, existence, uniqueness, and stability (local and global) are addressed with the help of a reproduction number. In addition, the strength number and second derivative Lyapunov analysis are examined, and the model was found to be asymptotically stable. The suggested parameters efficiently control the active cases of the third strain in Pakistan. It was shown that a systematic vaccination program regulates the infection rate. However, the crowding effect reduces the impact of vaccination. The present results show that the model can be applied to other countries' data to predict the infection rate.

Collective correlations, dynamics, and behavioural inconsistencies of the cryptocurrency market over time

This paper introduces new methods to study behaviours among the 52 largest cryptocurrencies between 01-01-2019 and 30-06-2021. First, we explore evolutionary correlation behaviours and apply a recently proposed turning point algorithm to identify regimes in market correlation. Next, we inspect the relationship between collective dynamics and the cryptocurrency market size-revealing an inverse relationship between the size of the market and the strength of collective dynamics. We then explore the time-varying consistency of the relationships between cryptocurrencies' size and their returns and volatility. There, we demonstrate that there is greater consistency between size and volatility than size and returns. Finally, we study the spread of volatility behaviours across the market changing with time by examining the structure of Wasserstein distances between probability density functions of rolling volatility. We demonstrate a new phenomenon of increased uniformity in volatility during market crashes, which we term volatility dispersion.

Estimating a continuously varying offset between multivariate time series with application to COVID-19 in the United States

This paper introduces new methods to track the offset between two multivariate time series on a continuous basis. We then apply this framework to COVID-19 counts on a state-by-state basis in the United States to determine the progression from cases to deaths as a function of time. Across multiple approaches, we reveal an "up-down-up" pattern in the estimated offset between reported cases and deaths as the pandemic progresses. This analysis could be used to predict imminent increased load on a healthcare system and aid the allocation of additional resources in advance.

A proposed fractional dynamic system and Monte Carlo-based back analysis for simulating the spreading profile of COVID-19

This paper presents a dynamic system for estimating the spreading profile of COVID-19 in Thailand, taking into account the effects of vaccination and social distancing. For this purpose, a compartmental network is built in which the population is divided into nine mutually exclusive nodes, including susceptible, insusceptible, exposed, infected, vaccinated, recovered, quarantined, hospitalized, and dead. The weight of edges denotes the interaction between the nodes, modeled by a series of conversion rates. Next, the compartmental network and corresponding rates are incorporated into a system of fractional partial differential equations to define the model governing the problem concerned. The fractional degree corresponding to each compartment is considered the node weight in the proposed network. Next, a Monte Carlo-based optimization method is proposed to fit the fractional compartmental network to the actual COVID-19 data of Thailand collected from the World Health Organization. Further, a sensitivity analysis is conducted on the node weights, i.e., fractional orders, to reveal their effect on the accuracy of the fit and model predictions. The results show that the flexibility of the model to adapt to the observed data is markedly improved by lowering the order of the differential equations from unity to a fractional order. The final results show that, assuming the current pandemic situation, the number of infected, recovered, and dead cases in Thailand will, respectively, reach 4300, 4.5 × 10 6 , and 36,000 by the end of 2021.

Supercharging Imbalanced Data Learning With Energy-based Contrastive Representation Transfer

Dealing with severe class imbalance poses a major challenge for many real-world applications, especially when the accurate classification and generalization of minority classes are of primary interest. In computer vision and NLP, learning from datasets with long-tail behavior is a recurring theme, especially for naturally occurring labels. Existing solutions mostly appeal to sampling or weighting adjustments to alleviate the extreme imbalance, or impose inductive bias to prioritize generalizable associations. Here we take a novel perspective to promote sample efficiency and model generalization based on the invariance principles of causality. Our contribution posits a meta-distributional scenario, where the causal generating mechanism for label-conditional features is invariant across different labels. Such causal assumption enables efficient knowledge transfer from the dominant classes to their under-represented counterparts, even if their feature distributions show apparent disparities. This allows us to leverage a causal data augmentation procedure to enlarge the representation of minority classes. Our development is orthogonal to the existing imbalanced data learning techniques thus can be seamlessly integrated. The proposed approach is validated on an extensive set of synthetic and real-world tasks against state-of-the-art solutions.

Trends in COVID-19 prevalence and mortality: A year in review

This paper introduces new methods to study the changing dynamics of COVID-19 cases and deaths among the 50 worst-affected countries throughout 2020. First, we analyse the trajectories and turning points of rolling mortality rates to understand at which times the disease was most lethal. We demonstrate five characteristic classes of mortality rate trajectories and determine structural similarity in mortality trends over time. Next, we introduce a class of virulence matrices to study the evolution of COVID-19 cases and deaths on a global scale. Finally, we introduce three-way inconsistency analysis to determine anomalous countries with respect to three attributes: countries' COVID-19 cases, deaths and human development indices. We demonstrate the most anomalous countries across these three measures are Pakistan, the United States and the United Arab Emirates.

Optimized ensemble deep learning framework for scalable forecasting of dynamics containing extreme events

The remarkable flexibility and adaptability of both deep learning models and ensemble methods have led to the proliferation for their application in understanding many physical phenomena. Traditionally, these two techniques have largely been treated as independent methodologies in practical applications. This study develops an optimized ensemble deep learning framework wherein these two machine learning techniques are jointly used to achieve synergistic improvements in model accuracy, stability, scalability, and reproducibility, prompting a new wave of applications in the forecasting of dynamics. Unpredictability is considered one of the key features of chaotic dynamics; therefore, forecasting such dynamics of nonlinear systems is a relevant issue in the scientific community. It becomes more challenging when the prediction of extreme events is the focus issue for us. In this circumstance, the proposed optimized ensemble deep learning (OEDL) model based on a best convex combination of feed-forward neural networks, reservoir computing, and long short-term memory can play a key role in advancing predictions of dynamics consisting of extreme events. The combined framework can generate the best out-of-sample performance than the individual deep learners and standard ensemble framework for both numerically simulated and real-world data sets. We exhibit the outstanding performance of the OEDL framework for forecasting extreme events generated from a Liénard-type system, prediction of COVID-19 cases in Brazil, dengue cases in San Juan, and sea surface temperature in the Niño 3.4 region.

Advances in the computational analysis of SARS-COV2 genome

Given a data-set of Ribonucleic acid (RNA) sequences we can infer the phylogenetics of the samples and tackle the information for scientific purposes. Based on current data and knowledge, the SARS-CoV-2 seemingly mutates much more slowly than the influenza virus that causes seasonal flu. However, very recent evolution poses some doubts about such conjecture and shadows the out-coming light of people vaccination. This paper adopts mathematical and computational tools for handling the challenge of analyzing the data-set of different clades of the severe acute respiratory syndrome virus-2 (SARS-CoV-2). On one hand, based on the mathematical paraphernalia of tools, the concept of distance associated with the Kolmogorov complexity and Shannon information theories, as well as with the Hamming scheme, are considered. On the other, advanced data processing computational techniques, such as, data compression, clustering and visualization, are borrowed for tackling the problem. The results of the synergistic approach reveal the complex time dynamics of the evolutionary process and may help to clarify future directions of the SARS-CoV-2 evolution.

Analyzing COVID-19 Using Multisource Data: An Integrated Approach of Visualization, Spatial Regression, and Machine Learning

Coronavirus disease 2019 (COVID-19), caused by severe acute respiratory syndrome coronavirus 2, was first identified in Wuhan, China, in December 2019. As the number of COVID-19 infections and deaths worldwide continues to increase rapidly, the prevention and control of COVID-19 remains urgent. This article aims to analyze COVID-19 from a geographical perspective, and this information can provide useful insights for rapid visualization of spatial-temporal epidemic information and identification of the factors important to the spread of COVID-19. A new type of vitalization method, called the point grid map, is integrated with calendar-based visualization to show the spatial-temporal variations in COVID-19. The combination of mixed geographically weighted regression (mixed GWR) and extreme gradient boosting (XGBoost) is used to identify the potential factors and the corresponding importance. The visualization results clearly reflect the spatial-temporal patterns of COVID-19. The quantified results reveal that the impact of population outflow from Wuhan is the most important factor and indicate statistically significant spatial heterogeneity. Our results provide insights into how multisource big geodata can be employed within the framework of integrating visualization and analytical methods to characterize COVID-19 trends. In addition, this work can help understand the influential factors for controlling and preventing epidemics, which is important for policy design and effective decision-making for controlling COVID-19. The results reveal that one of the most effective ways to control COVID-19 include controlling the source of infection, cutting off the transmission route, and protecting vulnerable groups.

Efficiency of communities and financial markets during the 2020 pandemic

This paper investigates the relationship between the spread of the COVID-19 pandemic, the state of community activity, and the financial index performance across 20 countries. First, we analyze which countries behaved similarly in 2020 with respect to one of three multivariate time series: daily COVID-19 cases, Apple mobility data, and national equity index price. Next, we study the trajectories of all three of these attributes in conjunction to determine which exhibited greater similarity. Finally, we investigate whether country financial indices or mobility data responded more quickly to surges in COVID-19 cases. Our results indicate that mobility data and national financial indices exhibited the most similarity in their trajectories, with financial indices responding quicker. This suggests that financial market participants may have interpreted and responded to COVID-19 data more efficiently than governments. Furthermore, results imply that efforts to study community mobility data as a leading indicator for financial market performance during the pandemic were misguided.

Extracted features of national and continental daily biweekly growth rates of confirmed COVID-19 cases and deaths via Fourier analysis

AIMS

By associating features with orthonormal bases, we analyse the values of the extracted features for the daily biweekly growth rates of COVID-19 confirmed cases and deaths on national and continental levels.

METHODS

By adopting the concept of Fourier coefficients, we analyse the inner products with respect to temporal and spatial frequencies on national and continental levels. The input data are the global time series data with 117 countries over 109 days on a national level; and 6 continents over 447 days on a continental level. Next, we calculate the Euclidean distance matrices and their average variabilities, which measure the average discrepancy between one feature vector and all others. Then we analyse the temporal and spatial variabilities on a national level. By calculating the temporal inner products on a continental level, we derive and analyse the similarities between the continents.

RESULTS

On the national level, the daily biweekly growth rates bear higher similarities in the time dimension than the ones in the space dimension. Furthermore, there exists a strong concurrency between the features for biweekly growth rates of cases and deaths. As far as the trends of the features are concerned, the features are stabler on the continental level, and less predictive on the national level. In addition, there are very high similarities between all the continents, except Asia.

CONCLUSIONS

The features for daily biweekly growth rates of cases and deaths are extracted via orthonormal frequencies. By tracking the inner products for the input data and the orthonormal features, we could decompose the evolutionary results of COVID-19 into some fundamental frequencies. Though the frequency-based techniques are applied, the interpretation of the features should resort to other methods. By analysing the spectrum of the frequencies, we reveal hidden patterns of the COVID-19 pandemic. This would provide some preliminary research merits for further insightful investigations. It could also be used to predict future trends of daily biweekly growth rates of COVID-19 cases and deaths.

Professional practice changes in radiotherapy physics during the COVID-19 pandemic

•

The experience of 433 medical physicists during COVID-19 was analysed.

•

Changes in clinical practice had an impact on treatment planning and quality assurance tasks.

•

The effects of the changes were perceived differently by management vs clinical medical physicists.

•

There is a clear willingness to learn from this experience.

Background and purpose

The COVID-19 pandemic has imposed changes in radiotherapy (RT) departments worldwide. Medical physicists (MPs) are key healthcare professionals in maintaining safe and effective RT. This study reports on MPs experience during the first pandemic peak and explores the consequences on their work.

Methods

A 39-question survey on changes in departmental and clinical practice and on the impact for the future was sent to the global MP community. A total of 433 responses were analysed by professional role and by country clustered on the daily infection numbers.

Results

The impact of COVID-19 was bigger in countries with high daily infection rate. The majority of MPs worked in alternation at home/on-site. Among practice changes, implementation and/or increased use of hypofractionation was the most common (47% of the respondents). Sixteen percent of respondents modified patient-specific quality assurance (QA), 21% reduced machine QA, and 25% moved machine QA to weekends/evenings. The perception of trust in leadership and team unity was reversed between management MPs (towards increased trust and unity) and clinical MPs (towards a decrease). Changes such as home-working and increased use of hypofractionation were welcomed. However, some MPs were concerned about pressure to keep negative changes (e.g. weekend work).

Conclusion

COVID-19 affected MPs through changes in practice and QA procedures but also in terms of trust in leadership and team unity. Some changes were welcomed but others caused worries for the future. This report forms the basis, from a medical physics perspective, to evaluate long-lasting changes within a multi-disciplinary setting.

Entropy analysis of human death uncertainty

Uncertainty about the time of death is part of one's life, and plays an important role in demographic and actuarial sciences. Entropy is a measure useful for characterizing complex systems. This paper analyses death uncertainty through the concept of entropy. For that purpose, the Shannon and the cumulative residual entropies are adopted. The first may be interpreted as an average information. The second was proposed more recently and is related to reliability measures such as the mean residual lifetime. Data collected from the Human Mortality Database and describing the evolution of 40 countries during several decades are studied using entropy measures. The emerging country and inter-country entropy patterns are used to characterize the dynamics of mortality. The locus of the two entropies gives a deeper insight into the dynamical evolution of the human mortality data series.

Variational Disentanglement for Rare Event Modeling

Combining the increasing availability and abundance of healthcare data and the current advances in machine learning methods have created renewed opportunities to improve clinical decision support systems. However, in healthcare risk prediction applications, the proportion of cases with the condition (label) of interest is often very low relative to the available sample size. Though very prevalent in healthcare, such imbalanced classification settings are also common and challenging in many other scenarios. So motivated, we propose a variational disentanglement approach to semi-parametrically learn from rare events in heavily imbalanced classification problems. Specifically, we leverage the imposed extreme-distribution behavior on a latent space to extract information from low-prevalence events, and develop a robust prediction arm that joins the merits of the generalized additive model and isotonic neural nets. Results on synthetic studies and diverse real-world datasets, including mortality prediction on a COVID-19 cohort, demonstrate that the proposed approach outperforms existing alternatives.

COVID-19 second wave mortality in Europe and the United States

This paper introduces new methods to analyze the changing progression of COVID-19 cases to deaths in different waves of the pandemic. First, an algorithmic approach partitions each country or state's COVID-19 time series into a first wave and subsequent period. Next, offsets between case and death time series are learned for each country via a normalized inner product. Combining these with additional calculations, we can determine which countries have most substantially reduced the mortality rate of COVID-19. Finally, our paper identifies similarities in the trajectories of cases and deaths for European countries and U.S. states. Our analysis refines the popular conception that the mortality rate has greatly decreased throughout Europe during its second wave of COVID-19; instead, we demonstrate substantial heterogeneity throughout Europe and the U.S. The Netherlands exhibited the largest reduction of mortality, a factor of 16, followed by Denmark, France, Belgium, and other Western European countries, greater than both Eastern European countries and U.S. states. Some structural similarity is observed between Europe and the United States, in which Northeastern states have been the most successful in the country. Such analysis may help European countries learn from each other's experiences and differing successes to develop the best policies to combat COVID-19 as a collective unit.

Association between COVID-19 cases and international equity indices

This paper analyzes the impact of COVID-19 on the populations and equity markets of 92 countries. We compare country-by-country equity market dynamics to cumulative COVID-19 case and death counts and new case trajectories. First, we examine the multivariate time series of cumulative cases and deaths, particularly regarding their changing structure over time. We reveal similarities between the case and death time series, and key dates that the structure of the time series changed. Next, we classify new case time series, demonstrate five characteristic classes of trajectories, and quantify discrepancy between them with respect to the behavior of waves of the disease. Finally, we show there is no relationship between countries' equity market performance and their success in managing COVID-19. Each country's equity index has been unresponsive to the domestic or global state of the pandemic. Instead, these indices have been highly uniform, with most movement in March.

The recovery of global stock markets indices after impacts due to pandemics

The COVID-19 brings back the debate about the impact of disease outbreaks in economies and financial markets. The error correction terms (ECT) and cointegration processing tools have been applied in studies for identifying possible transmission mechanisms between distinct time series. This paper adopts the vector error correction model (VECM) to investigate the dynamic coupling between the pandemics (e.g., the COVID-19, EBOLA, MERS and SARS) and the evolution of key stocks exchange indices (e.g., Dow-Jones, S&P 500, EuroStoxx, DAX, CAC, Nikkei, HSI, Kospi, S&P ASX, Nifty and Ibov). The results show that the shocks caused by the diseases significantly affected the markets. Nonetheless, except for the COVID-19, the stock exchange indices reveal a sustained and fast recovering when an identical length time window of 79 days is analyzed. In addition, our findings contribute to point a higher volatility for all financial indices during the COVID-19, a strong impact over the Ibov-Brazil and its poor recover when compared to the other indices.

A multivariate analysis on spatiotemporal evolution of Covid-19 in Brazil

This data-driven work aims to analyze and classify the spatiotemporal distribution of all Brazilian states considering data so diverse as the number of Covid-19 cases, deaths, confirmed cases per 100 k inhabitants, mortality per 100 k inhabitants and case fatality rates as health indicators. We also considered population, area and population density as geographic indicators. Finally, GDP and HDI were taken into account as economic and social criteria. For this task data were collected from April 3rd until August 8th, 2020, corresponding to epidemiological weeks 14-32, reaching three million cases and a hundred thousand deaths. With this data it was possible to classify Brazilian states using multivariate methods into possible groups by means of non-hierarchical (k-means) cluster as well as factor analysis. It was possible to group all states plus the Federal District into five clusters, taking into account these 10 variables over the first five months of the epidemic. Group changes between states were observed over time and clusters, and between three and four factors were found. However, even with great difference on health indicators during days, the number of clusters remains fixed. Also, São Paulo and Rio de Janeiro states were ranked at top list taking into account all epidemiological weeks. Correlations were observed between variables, such as the number of Covid cases and deaths with GDP for most of epidemiological weeks. Some clusters were more critical due to specific variables, including cities that are main hotspots. These multivariate findings would provide a comprehensive description of the ongoing Covid-19 epidemic and may help to guide subsequent studies to understand and control virus transmission.

COVID-19 in the United States: Trajectories and second surge behavior

This paper introduces a mathematical framework for determining second surge behavior of COVID-19 cases in the United States. Within this framework, a flexible algorithmic approach selects a set of turning points for each state, computes distances between them, and determines whether each state is in (or over) a first or second surge. Then, appropriate distances between normalized time series are used to further analyze the relationships between case trajectories on a month-by-month basis. Our algorithm shows that 31 states are experiencing second surges, while four of the 10 largest states are still in their first surge, with case counts that have never decreased. This analysis can aid in highlighting the most and least successful state responses to COVID-19.

Understanding COVID-19 nonlinear multi-scale dynamic spreading in Italy

The outbreak of COVID-19 in Italy took place in Lombardia, a densely populated and highly industrialized northern region, and spread across the northern and central part of Italy according to quite different temporal and spatial patterns. In this work, a multi-scale territorial analysis of the pandemic is carried out using various models and data-driven approaches. Specifically, a logistic regression is employed to capture the evolution of the total positive cases in each region and throughout Italy, and an enhanced version of a SIR-type model is tuned to fit the different territorial epidemic dynamics via a differential evolution algorithm. Hierarchical clustering and multidimensional analysis are further exploited to reveal the similarities/dissimilarities of the remarkably different geographical epidemic developments. The combination of parametric identifications and multi-scale data-driven analyses paves the way toward a closer understanding of the nonlinear, spatially nonuniform epidemic spreading in Italy.

Cluster-based dual evolution for multivariate time series: Analyzing COVID-19

This paper proposes a cluster-based method to analyze the evolution of multivariate time series and applies this to the COVID-19 pandemic. On each day, we partition countries into clusters according to both their cases and death counts. The total number of clusters and individual countries' cluster memberships are algorithmically determined. We study the change in both quantities over time, demonstrating a close similarity in the evolution of cases and deaths. The changing number of clusters of the case counts precedes that of the death counts by 32 days. On the other hand, there is an optimal offset of 16 days with respect to the greatest consistency between cluster groupings, determined by a new method of comparing affinity matrices. With this offset in mind, we identify anomalous countries in the progression from COVID-19 cases to deaths. This analysis can aid in highlighting the most and least significant public policies in minimizing a country's COVID-19 mortality rate.

On the optimal control of coronavirus (2019-nCov) mathematical model; a numerical approach

In this paper, a novel coronavirus (2019-nCov) mathematical model with modified parameters is presented. This model consists of six nonlinear fractional order differential equations. Optimal control of the suggested model is the main objective of this work. Two control variables are presented in this model to minimize the population number of infected and asymptotically infected people. Necessary optimality conditions are derived. The Grünwald-Letnikov nonstandard weighted average finite difference method is constructed for simulating the proposed optimal control system. The stability of the proposed method is proved. In order to validate the theoretical results, numerical simulations and comparative studies are given.

Co-evolution spreading of multiple information and epidemics on two-layered networks under the influence of mass media

During epidemic outbreaks, there are various types of information about epidemic prevention disseminated simultaneously among the population. Meanwhile, the mass media also scrambles to report the information related to the epidemic. Inspired by these phenomena, we devise a model to discuss the dynamical characteristics of the co-evolution spreading of multiple information and epidemic under the influence of mass media. We construct the co-evolution model under the framework of two-layered networks and gain the dynamical equations and epidemic critical point with the help of the micro-Markov chain approach. The expression of epidemic critical point show that the positive and negative information have a direct impact on the epidemic critical point. Moreover, the mass media can indirectly affect the epidemic size and epidemic critical point through their interference with the dissemination of epidemic-relevant information. Though extensive numerical experiments, we examine the accuracy of the dynamical equations and expression of the epidemic critical point, showing that the dynamical characteristics of co-evolution spreading can be well described by the dynamic equations and the epidemic critical point is able to be accurately calculated by the derived expression. The experimental results demonstrate that accelerating positive information dissemination and enhancing the propaganda intensity of mass media can efficaciously restrain the epidemic spreading. Interestingly, the way to accelerate the dissemination of negative information can also alleviate the epidemic to a certain extent when the positive information hardly spreads. Current results can provide some useful clues for epidemic prevention and control on the basis of epidemic-relevant information dissemination.

Computational analysis of the SARS-CoV-2 and other viruses based on the Kolmogorov's complexity and Shannon's information theories

This paper tackles the information of 133 RNA viruses available in public databases under the light of several mathematical and computational tools. First, the formal concepts of distance metrics, Kolmogorov complexity and Shannon information are recalled. Second, the computational tools available presently for tackling and visualizing patterns embedded in datasets, such as the hierarchical clustering and the multidimensional scaling, are discussed. The synergies of the common application of the mathematical and computational resources are then used for exploring the RNA data, cross-evaluating the normalized compression distance, entropy and Jensen-Shannon divergence, versus representations in two and three dimensions. The results of these different perspectives give extra light in what concerns the relations between the distinct RNA viruses.