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Wyświetlanie 1-15 z 32
Tytuł:
A Heuristic for Approximating Extreme Negative Price Returns in Financial Markets
Autorzy:
Manhire, J.
Powiązania:
https://bibliotekanauki.pl/articles/1029529.pdf
Data publikacji:
2018-06
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
02.70.-c
05.10.-a
89.65.Gh
Opis:
The paper describes the behavior of financial markets as functions of the variables ``price return'' and ``time'' based on the net difference between ask and bid volumes over a unit period, thereby suggesting that at least a negative non-trivial price return extreme exists for a unit period. This admittedly heuristic approach also offers a method for approximating these negative price return extremes for a specific unit period. Limitations and applications are discussed.
Źródło:
Acta Physica Polonica A; 2018, 133, 6; 1408-1413
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Analysis of Irreversible Processes across Narrow Junctions
Autorzy:
Honig, J.
Hoehn, R.
Powiązania:
https://bibliotekanauki.pl/articles/1505330.pdf
Data publikacji:
2011-03
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
05.70.-a
05.70.Ln
44.10.+i
Opis:
The rectification of the second law of thermodynamics is used to directly relate irreversible heat and work transfers to reversible processes. This permits the construction of thermodynamic functions of state that include entropy contributions due to irreversible processes. A general expression is set up to determine the entropy changes in terms of experimentally accessible parameters when a system is interacting with its surroundings via quasistatic irreversible operations. The procedure is used to determine the entropy changes across a narrow junction in terms of pressure and temperature differences between the system and its surroundings, including cyclic processes.
Źródło:
Acta Physica Polonica A; 2011, 119, 3; 323-327
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Asymmetry Coefficients as Indicators of Chaos
Autorzy:
Wąż, P.
Bielińska-Wąż, D.
Powiązania:
https://bibliotekanauki.pl/articles/1584980.pdf
Data publikacji:
2009-12
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
02.70.Rr
95.10.Fh
05.45.-a
05.45.Gg
05.45.Tp
Opis:
The aim of this paper is to present a new simple indicator of chaos derived from the dynamics of the motion. For this purpose statistical methods are used. A function describing the motion of the analyzed system (in the example under consideration, the time dependence of the angle of a damped driven pendulum, ω(t)) is recorded in time intervals t∊〈 $T_{s}$, $T_{f_{k}}$〉, k = 1, 2,...K, with $T_{f_{k}}$ > $T_{f_{k-1}}$. Each of the recorded functions is considered as a statistical distribution. The asymmetry coefficients of the set of distributions form a series and their behavior in periodic and chaotic regions is compared. It is shown that the behavior of this series in the chaotic and in the periodic regimes is entirely different. The changes of the asymmetry coefficients for the periodic cases are very regular and for the chaotic ones - random. In periodic cases, the coefficients converge to zero when the length of the distribution increases.
Źródło:
Acta Physica Polonica A; 2009, 116, 6; 987-991
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Asymmetry Coefficients as Indicators of Chaos: Hyperchaotic Qi System
Autorzy:
Wąż, P.
Bielińska-Wąż, D.
Powiązania:
https://bibliotekanauki.pl/articles/1400122.pdf
Data publikacji:
2013-04
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
02.70.Rr
95.10.Fh
05.45.-a
05.45.Gg
05.45.Tp
Opis:
Statistical properties of the hyperchaotic Qi system are studied. The theory, recently formulated and applied for the damped driven pendulum, is used in this investigation. Asymmetry coefficients, related to the statistical moments of distributions composed from the time-series, are shown to behave in a different way for periodic, chaotic and hyperchaotic solutions and are proposed as indicators of chaos and hyperchaos.
Źródło:
Acta Physica Polonica A; 2013, 123, 4; 647-650
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Chaotic Dynamics of a Linear Chain of Periodically Stimulated Neurons with Random Synaptic Connections
Autorzy:
Kosiński, R. A.
Krawiecki, A.
Sukiennicki, A.
Powiązania:
https://bibliotekanauki.pl/articles/2027444.pdf
Data publikacji:
2001-07
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
87.10.+e
05.45.-a
Opis:
Dynamics of a neural network in the form of a linear chain of artificial neurons S$\text{}_{i}$∈(-1,1) influenced by an external sinusoidal stimulation is investigated as a function of the range k of synaptic connections with random values. Time evolution of the network is periodic for small k, however, clusters of neurons oscillating with a triple period of external stimulation, with quasiperiodic or with chaotic time evolution may occur. For increasing k the number and width of the chaotic clusters increase and for k >4 the chaotic motion occurs in the whole network. A route to chaos in the considered system is discussed.
Źródło:
Acta Physica Polonica A; 2001, 100, 1; 89-99
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Dynamics of the Belief Propagation for the Ising Model
Autorzy:
Siudem, G.
Świątek, G.
Powiązania:
https://bibliotekanauki.pl/articles/1388282.pdf
Data publikacji:
2015-03
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
05.10.-a
05.45.-a
89.65.-s
Opis:
The Belief Propagation algorithm is a popular technique of solving inference problems for different graph-like structures. We present a discussion of the dynamics of that algorithm for the Ising model on the square lattice. Our main goal was to describe limit fixed points for that algorithm, which are strictly connected with the marginal probabilities and stationary points of the Bethe Free Energy. Analytical considerations provide an exact analysis of a class of symmetrical points while numerical simulations confirm that for small lattices there are no non-symmetrical points. Notwithstanding the prevalent use of the Belief Propagation as an inference tool we present a sociophysical interpretation of its dynamics. In that case our considerations may be viewed as an investigation of the possible fixed points of the social dynamics.
Źródło:
Acta Physica Polonica A; 2015, 127, 3A; A-145-A-149
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Effect of Stochastic Dynamics on the Nuclear Magnetic Resonance in a Field Gradient
Autorzy:
Tóthová, J.
Lisý, V.
Powiązania:
https://bibliotekanauki.pl/articles/1032635.pdf
Data publikacji:
2017-04
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
76.60.-k
76.60.Lz
05.40.-a
05.10.Gg
Opis:
In the present contribution, the attenuation function S(t) for an ensemble of spins in a magnetic-field gradient is calculated through an accumulation of the phase shifts in the rotating frame resulting from the changes of the particle displacements. The found S(t) is applicable for any kind of the stochastic motion of spins, including their non-Markovian dynamics with memory. Depending on the considered system, both the classical expressions valid for normal diffusion at long times and new formulae for the short-time Brownian motion can be obtained. Our method is also applicable to the NMR pulse sequences based on the refocusing principle. This is demonstrated by describing the spin echo experiment developed by Hahn.
Źródło:
Acta Physica Polonica A; 2017, 131, 4; 1111-1113
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Exact Diagonalization Study of an Extended Hubbard Model for a Cubic Cluster at Quarter Filling
Autorzy:
Szałowski, K.
Balcerzak, T.
Jaščur, M.
Bobák, A.
Žukovič, M.
Powiązania:
https://bibliotekanauki.pl/articles/1032794.pdf
Data publikacji:
2017-04
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
75.40.Cx
75.75.-c
75.10.Lp
71.27.+a
65.80.-g
05.70.Ce
Opis:
In the paper the thermodynamics of a cubic cluster with 8 sites at quarter filling is characterized by means of exact diagonalization technique. Particular emphasis is put on the behaviour of such response functions as specific heat and magnetic susceptibility. The system is modelled with extended Hubbard model which includes electron hopping between both first and second nearest neighbours as well as Coulombic interactions, both on-site and between nearest-neighbour sites. The importance of hopping between second nearest neighbours and Coulombic interactions between nearest neighbours for the temperature dependences of thermodynamic response functions is analysed. In particular, the predictions of the Schottky model are compared with the calculations based on the full energy spectrum.
Źródło:
Acta Physica Polonica A; 2017, 131, 4; 1012-1014
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Fatigue Test with Stochastic Differential Equation Modeling
Autorzy:
Eroglu, E.
Guney, I.
Gunes, I.
Powiązania:
https://bibliotekanauki.pl/articles/1490739.pdf
Data publikacji:
2012-01
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
05.10.Gg
81.40.Np
05.45.-a
Opis:
In this study, a mathematically polymeric insulator material is modeled which is used as a solid insulator in the industry. ASTM D 2303 in inclined plane test method is utilized in order to observe mechanical effect of vibration. The materials have different deformation times before they are fatigued or not fatigued. Our goal is the mathematical model which has materials at progressive times.
Źródło:
Acta Physica Polonica A; 2012, 121, 1; 36-38
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Influence of the Molecular Shape on Its Thermodynamic Functions
Autorzy:
Lewandowska, A.
Konarski, J.
Powiązania:
https://bibliotekanauki.pl/articles/1813167.pdf
Data publikacji:
2008-04
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
05.20.-y
05.70.-a
33.10.Cs
Opis:
Free energy and entropy were calculated for molecules of different shapes in gas phase and under small pressure. The values of the thermodynamic functions were found strongly dependent on the molecular shape. The results obtained were applied to predict the route of internal energy deactivation as well as the preferred form of the molecules examined.
Źródło:
Acta Physica Polonica A; 2008, 113, 4; 1111-1115
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Interplay between endogenous and exogenous fluctuations in financial markets
Autorzy:
Gontis, V.
Powiązania:
https://bibliotekanauki.pl/articles/1075435.pdf
Data publikacji:
2016-05
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
89.65.Gh
89.75.Da
05.10.Gg
05.40.-a
05.45.Tp
Opis:
We address microscopic, agent based, and macroscopic, stochastic, modeling of the financial markets combining it with the exogenous noise. The interplay between the endogenous dynamics of agents and the exogenous noise is the primary mechanism responsible for the observed long-range dependence and statistical properties of high volatility return intervals. By exogenous noise we mean information flow or/and order flow fluctuations. Numerical results based on the proposed model reveal that the exogenous fluctuations have to be considered as indispensable part of comprehensive modeling of the financial markets.
Źródło:
Acta Physica Polonica A; 2016, 129, 5; 1023-1031
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Intrinsic Rhythmic Fluctuation of Membrane Voltage Evoked by Membrane Noise in the Hodgkin-Huxley System
Autorzy:
Kuang, S.
Wang, J.
Zeng, T.
Powiązania:
https://bibliotekanauki.pl/articles/1538607.pdf
Data publikacji:
2010-03
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
05.45.-a
87.10.-e
Opis:
We study the influence of membrane noise on the fluctuations of membrane voltage in the Hodgkin-Huxley neuronal system for the giant axon of squids. We find that the resting potentials of membrane patches in the absence of any external stimulus, exhibit apparent rhythmic fluctuation behaviors. The intrinsic fluctuation frequencies of membrane voltage, due to channel noise, thermal noise, or both, roughly share the same frequency ranges, despite that the fluctuations arisen from the former noise are overwhelmingly larger in amplitude than that from the latter. We also show that the rhythmic fluctuations can help enhance the encoding of weak signals within the rhythmic frequencies ranges and thus contribute positively to the information processing in the nervous system.
Źródło:
Acta Physica Polonica A; 2010, 117, 3; 435-438
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Investigation of heat insulation performance of hollow clay bricks filled with perlite
Autorzy:
Arıcı, M.
Yılmaz, B.
Karabay, H.
Powiązania:
https://bibliotekanauki.pl/articles/1068608.pdf
Data publikacji:
2016-07
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
88.05.Sv
44.10.+i
44.25.+f
44.40.+a
Opis:
In this study, the possibility of enhancing heat insulation performance of hollow bricks by filling the cavities with perlite is investigated. A conjugate heat transfer by conduction, convection and radiation in different hollow bricks are analyzed numerically to assess their thermal performance. Calculations are performed for three scenarios for each type of hollow brick: (i) cavities are filled with air, (ii) half of the cavities are filled with perlite while the other half is filled with air, (iii) all cavities are filled with perlite. The benefit of filling cavities with perlite is justified quantitatively for each investigated hollow brick type. It is concluded that the enhancement in insulation performance can be up to 15.6% and 27.5% for half-perlite and full-perlite cases, respectively, depending on the brick type.
Źródło:
Acta Physica Polonica A; 2016, 130, 1; 266-268
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Mutual Information-Based Hierarchies on Warsaw Stock Exchange
Autorzy:
Fiedor, P.
Powiązania:
https://bibliotekanauki.pl/articles/1388360.pdf
Data publikacji:
2015-03
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
05.10.-a
64.60.aq
89.65.-s
89.70.-a
Opis:
A popular method for network analysis of financial markets is a notable part of econophysics research. The networks created in such efforts are focused exclusively on linear correlations between stocks. While Pearson's correlation is the obvious starting point, it would be useful to look at its alternatives as to whether they provide improvements to this methodology, particularly given Pearson's correlation coefficient considers only a limited class of association patterns. We propose to use mutual information-based hierarchical networks, as mutual information is a natural generalisation of Pearson's correlation. We estimate mutual information using naive plug-in estimator as consistent bias is not harmful to this application, however other methods may also be used. We then transform the mutual information into an Euclidean metric and create minimal spanning trees and maximally filtered planar graphs. We apply this methodology to Warsaw Stock Exchange for years between 2000 and 2013, and comment on the differences with the standard methodology, as well as the structural changes on Warsaw Stock Exchange which the study reveals.
Źródło:
Acta Physica Polonica A; 2015, 127, 3A; A-33-A-37
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Phase Transformations in Pyrochlores Irradiated with Swift Heavy Ions: Influence of Composition and Chemical Bonding
Autorzy:
Sattonnay, G.
Thomé, L.
Sellami, N.
Monnet, I.
Grygiel, C.
Legros, C.
Tetot, R.
Powiązania:
https://bibliotekanauki.pl/articles/1400452.pdf
Data publikacji:
2013-05
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
61.80.-x
61.82.Ms
61.05.cp
05.10.-a
Opis:
$Gd_2Ti_2O_7$ and $Gd_2Zr_2O_7$ pyrochlores were irradiated with swift heavy ions in order to investigate the effects of the chemical composition on the structural changes induced by high electronic excitation. The XRD results show that the structural modifications induced by irradiation with 93 MeV Xe ions are strongly dependent on the sample composition: $Gd_2Ti_2O_7$ is readily amorphized, whereas $Gd_2Zr_2O_7$ is transformed into a radiation-resistant anion-deficient fluorite structure. Atomistic simulations with the second-moment tight-binding QEq model allow us to calculate the lattice properties of both $Gd_2Ti_2O_7$ and $Gd_2Zr_2O_7$, and also to quantify the degree of covalency and ionicity in these compounds. These calculations clearly show that $Gd_2Ti_2O_7$ is more covalent than $Gd_2Zr_2O_7$, thus confirming that the amorphization resistance can be related to the covalent character of insulators.
Źródło:
Acta Physica Polonica A; 2013, 123, 5; 862-866
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Wyświetlanie 1-15 z 32

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