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Wyszukujesz frazę "89.90.+n" wg kryterium: Temat


Wyświetlanie 1-9 z 9
Tytuł:
Singular Dynamics of Various Macroeconomic Sectors
Autorzy:
Kozłowska, M.
Kutner, R.
Powiązania:
https://bibliotekanauki.pl/articles/1538495.pdf
Data publikacji:
2010-04
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
89.20.-a
89.65.-s
89.90.+n
Opis:
In this work we applied our original solution of the literal Rheological Model of Fractional Dynamics of Financial Market, i.e., the time-dependent solution proportional to the Mittag-Leffler function superposed with oscillations, not only to describe the singular dynamics of financial markets but also to study the singular dynamics of various macroeconomic sectors. The approach makes possible to sufficiently estimate (among others) the time of crash as well as its order. Thus we demonstrate, perhaps useful for stock market investors as well as for various macroeconomic agents, the technical analysis of bubble and crash, which is complementary to the famous one supplying power-law superposed with log-periodic oscillations.
Źródło:
Acta Physica Polonica A; 2010, 117, 4; 630-636
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Physicalistic Reasoning in Management Science
Autorzy:
Gospodarek, T.
Powiązania:
https://bibliotekanauki.pl/articles/1538514.pdf
Data publikacji:
2010-04
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
89.65.Gh
89.75.Fb
89.90.+n
Opis:
The main goal of this paper is to show a link between physicalistic reasoning and management problems, as well as to prove their usefulness for the quantization and computational support of decision-making under the conditions of uncertainty. The study lists a number of management-science topics juxtaposed with models derived from physics and formal descriptions of selected physical phenomena. The descriptions can be used in building models based on analogies with certain issues in management, especially related to the quantitative approach, where the definitions of measure are not well established. The most valuable contribution to management science derived from physical reasoning seems to be the introduction of a widely accepted definition of the managed system from an external and internal observer's viewpoint, and the definition of the state of the system at a given moment in time. The most promising results of the paper include the epistemological ordering, with an acceptable definition of the measure resulting from it. The physical approach offers a possibility of building an epistemological framework for management science, based on the logic of scientific discovery and combining similar results obtained from complementary disciplines, particularly psychology and social sciences.
Źródło:
Acta Physica Polonica A; 2010, 117, 4; 658-668
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
New Results on Gain-Loss Asymmetry for Stock Markets Time Series
Autorzy:
Grudziecki, M.
Gnatowska, E.
Karpio, K.
Orłowski, A.
Załuska-Kotur, M.
Powiązania:
https://bibliotekanauki.pl/articles/1812227.pdf
Data publikacji:
2008-09
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
89.65.Gh
02.50.r
89.90.+n
Opis:
A method called investment horizon approach was successfully used to analyze stock markets of many different countries. Here we apply a version of this method to study characteristics of the Polish Pioneer mutual funds. We decided to analyze Pioneer because of its longest involvement in investing on the Polish market. Moreover, it apparently manages the biggest amount of money among all similar institutions in Poland. We compare various types of Pioneer mutual funds, characterized by different financial instruments they invest in. Previously, investment horizon approach produced different characteristics of emerging markets as opposed to mature ones, providing a possible way to quantify stock market maturity. Here we generalize the above mentioned results for mutual funds of various types.
Źródło:
Acta Physica Polonica A; 2008, 114, 3; 569-574
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Self-Organization of Plutonomy in a Fair Competitive Society
Autorzy:
Todate, Y.
Fujie, R.
Odagaki, T.
Powiązania:
https://bibliotekanauki.pl/articles/1398841.pdf
Data publikacji:
2016-05
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
89.65.-s
89.90.+n
05.65.+b
Opis:
We investigate the origin of the emergence of the plutonomy, an extreme form of hierarchy, where the top 1% of households account for more wealth than the bottom 99%. For a model fair society where individuals participate in a competition with equal right, we show that the plutonomy can be self-organized when individuals divided into several groups compete with those in the same group for a certain period (season) and they are regrouped at the end of every season. In the fair society, the wealth flows steadily from lower groups to the highest group, which is the origin of the plutonomy. Using mean-field analysis, we show that the fraction of winners decreases in proportion to the inverse of the number of groups.
Źródło:
Acta Physica Polonica A; 2016, 129, 5; 937-940
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Czochralski Method of Crystal Growth in the Scientific Literature: An Informetric Study
Autorzy:
Sangwal, K.
Powiązania:
https://bibliotekanauki.pl/articles/1399419.pdf
Data publikacji:
2013-08
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
81.10.Aj
89.20.-a
89.90.+n
Opis:
Bibliometric data on the growth dynamics of papers devoted to the Czochralski method of crystal growth and citations to these papers published in the scientific literature are analyzed using mathematical functions based on progressive nucleation mechanism and power-law approaches. It is shown that the basic concepts of progressive nucleation mechanism originally developed for crystal growth can satisfactorily be applied to explain the citation behavior of papers published on the Czochralski method of crystal growth. It is also found that: (1) cumulative number N(t) of papers and cumulative number L(t) of citations to them at time t are mutually related, and (2) as determined by the plot of the parameter L(t)/$t^2$ against the number Δ N(t) of papers published per year, the citation behavior of papers published on the Czochralski method follows three distinct periods: 1954-1988, 1988-2001 and 2001-2012, which are related to the dependence of the number Δ N(t) of papers published per year on publication time t.
Źródło:
Acta Physica Polonica A; 2013, 124, 2; 173-180
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Modern Rheology on a Stock Market: Fractional Dynamics of Indices
Autorzy:
Kozłowska, M.
Kutner, R.
Powiązania:
https://bibliotekanauki.pl/articles/1535822.pdf
Data publikacji:
2010-10
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
89.20.-a
89.65.-s
89.65.Gh
89.90.+n
Opis:
This paper presents an exactly solvable (by applying the fractional calculus) the rheological model of fractional dynamics of financial market conformed to the principle of no arbitrage present on financial market. The rheological model of fractional dynamics of financial market describes some singular, empirical, speculative daily peaks of stock market indices, which define crashes as a kind of phase transition. In the frame of the model the plastic market hypothesis and financial uncertainty principle were formulated, which proposed possible scenarios of some market crashes. The brief presentation of the model was made in our earlier work (and references therein). The rheological model of fractional dynamics of financial market is a deterministic model and it is complementary to already existing other ones; together with them it offers possibility for thorough and widespread technical analysis of crashes. The constitutive, fractional integral equation of the model is an analogy of the corresponding one, which defines the fractional Zener model of plastic material. The fractional Zener model is the canonical one for modern rheology, polymer physics and biophysics concerning non-Debye relaxation of viscoelastic biopolymers. The useful approximate solution of the constitutive equation of the rheological model of fractional dynamics of financial market consists of two parts: (i) the first one connected with long-term memory present in the system, which is proportional to the generalized exponential function defined by the Mittag-Leffler function and (ii) the second one describing oscillations (e.g. beats or oscillations having two slightly shifted frequences). The shape exponent leading the Mittag-Leffler function, defines here the order of the phase transition between bullish and bearish states of the financial market, in particular, for recent hossa and bessa on some small, middle and large stock markets. It happened that this solution also successfully estimated some long-term price dynamics on the hypothetical market in United States.
Źródło:
Acta Physica Polonica A; 2010, 118, 4; 677-687
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Spectral Analysis of Capital Markets
Autorzy:
Dyka, A.
Dudojć, P.
Garus, J.
Powiązania:
https://bibliotekanauki.pl/articles/1400167.pdf
Data publikacji:
2013-03
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
89.65.Gh
02.30.Nw
02.60.Ed
89.90.+n
Opis:
In this paper the problem of cycles existence in capital markets is addressed. A spectral analysis algorithm, which reduces signal-to-noise ratio, is proposed to derive cycle periodograms for the yield function of DJIA, WIG 20, and NIKKEI 225 indices. Peaks of the the periodograms provide premises to postulate the existence of some possible cycles. The 3.5 year periodicity in all 3 indices, which can be related to the Kitchin cycle is found to be the most distinctive one.
Źródło:
Acta Physica Polonica A; 2013, 123, 3; 518-521
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Effect of Hard Cyclic Viscoplastic Deformation on Phases Chemical Composition and Micromechanical Properties Evolution in Single Crystal Ni-Based Superalloy
Autorzy:
Kommel, L.
Powiązania:
https://bibliotekanauki.pl/articles/1402123.pdf
Data publikacji:
2015-10
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
81.05.Bx
81.70.-q
81.40.Jj
87.15.Vv
89.90.+n
Opis:
The phases chemical composition and micromechanical properties in single crystal of Ni-based superalloy with chemical composition of 12.1 Al, 5.3 Cr, 9.4 Co, 0.8 Nb, 0.9 Ta, 0.7 Mo, 2.5 W, 0.7 Re and Ni-balance (in at.%) were changed during hard cyclic viscoplastic deformation at room temperature. The method we used based on the Bauschinger effect. The changes in the dendritic microstructure and chemical composition were characterized by scanning electron microscopy and energy dispersive spectrometry. The phases micromechanical properties evolution were characterized by nanoindentation. The results show that the cumulative strain or strain energy density increase arouse the interdiffusion of atoms between the different phases and the phases equilibrium in SC was changed. It is established that the interdiffusion rate depends on elements atoms activation energy. The new γ-γ'-eutectic pools were formed in the primary dendrites region (with fine γ/γ'-phase) and as result the length of newly formed dendrites was decreased significantly. The maximal and plastic depth of nanoindentation were measured and the corresponding micromechanical properties of phases calculated.
Źródło:
Acta Physica Polonica A; 2015, 128, 4; 681-683
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The influence of selected organic compounds on the corrosion of historical glass based on their state of preservation
Autorzy:
Greiner-Wronowa, E.
Świt, P.
Powiązania:
https://bibliotekanauki.pl/articles/1058515.pdf
Data publikacji:
2016-12
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
89.90.+n
61.43.Fs
07.60.Pb
68.37.-d
68.37.Hk
81.70.-q
07.07.Df
07.75.+h
81.40.Np
Opis:
The aim of this study was to investigate the influence of selected organic compounds such as acetic acid and formaldehyde on the historical glass objects of corrosion processes. This is a very important problem for the field of conservation and restoration of glass of art. Glass objects exhibited in museum display cases can be suffered by evaporating organic compounds which undergo to reaction with leached glass elements to create corrosion deposit on their surface. The proposed method called glass sensors has been used to identify results of impact of various external factors on the tested glass. Due to aggressive environment for the objects there created corrosion phenomena. Glass sensor were prepared as reproduced XVIII-cent. materials. The current studies were carried out by modern physico-chemical methods such as optical, metallography, scanning electron microscopy, inductively coupled plasma mass spectrometry and the Fourier transform infrared spectrometry. These techniques allow to determine the composition of the corrosion layers as well as their structure. The issues raised in this work have been studied following an interdisciplinary approach. The information obtained by using different techniques provides a valuable source of knowledge about the chemical reactions taking place on the surface of the glass. The results derived from this work are useful for the design and implementation of exhibition recommendations and better planning of conservation tasks.
Źródło:
Acta Physica Polonica A; 2016, 130, 6; 1406-1414
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-9 z 9

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