Background:Loss of consciousness is an essential feature of general anesthesia. Although alterations of neural networks during anesthesia have been identified in the spatial domain, there has been relatively little study of temporal organization. Methods: Ten healthy male volunteers were anesthetized with an induction dose of propofol on two separate occasions. The duration of network connections in the brain was analyzed by multichannel electroencephalography and the minimum spanning tree method. Entropy of the connections was calculated based on Shannon entropy. The global temporal configuration of networks was investigated by constructing the cumulative distribution function of connection times in different frequency bands and different states of consciousness. Results: General anesthesia was associated with a significant reduction in the number of network connections, as well as significant alterations of their duration. These changes were most prominent in the ␦ bandwidth and were also associated with a significant reduction in entropy of the connection matrix. Despite these and other changes, a global "scale-free" organization was consistently preserved across multiple subjects, anesthetic exposures, states of consciousness, and electroencephalogram frequencies. Conclusions: Our data suggest a fundamental principle of temporal organization of network connectivity that is maintained during consciousness and anesthesia, despite local changes. These findings are consistent with a process of adaptive reconfiguration during general anesthesia.

We investigate the relative market efficiency in financial market data, using the approximate entropy(ApEn) method for a quantification of randomness in time series. We used the global foreign exchange market indices for 17 countries during two periods from 1984 to 1998 and from 1999 to 2004 in order to study the efficiency of various foreign exchange markets around the market crisis. We found that on average, the ApEn values for European and North American foreign exchange markets are larger than those for African and Asian ones except Japan. We also found that the ApEn for Asian markets increase significantly after the Asian currency crisis. Our results suggest that the markets with a larger liquidity such as European and North American foreign exchange markets have a higher market efficiency than those with a smaller liquidity such as the African and Asian ones except Japan.

We empirically investigated the relationships between the degree of efficiency and the predictability in financial time-series data. The Hurst exponent was used as the measurement of the degree of efficiency, and the hit rate calculated from the nearest-neighbor prediction method was used for the prediction of the directions of future price changes. We used 60 market indexes of various countries. We empirically discovered that the relationship between the degree of efficiency (the Hurst exponent) and the predictability (the hit rate) is strongly positive. That is, a market index with a higher Hurst exponent tends to have a higher hit rate. These results suggested that the Hurst exponent is useful for predicting future price changes. Furthermore, we also discovered that the Hurst exponent and the hit rate are useful as standards that can distinguish emerging capital markets from mature capital markets.

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