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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:
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:
The Influence of Potential Energy Shape on the Total Electrical Efficiency of the Energy Harvester
Autorzy:
Kucab, K.
Górski, G.
Powiązania:
https://bibliotekanauki.pl/articles/1032464.pdf
Data publikacji:
2017-07
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
05.10.-a
88.05.-b
41.20.Gz
Opis:
In this theoretical work we analyze the total effective electric power versus base acceleration amplitude generated by the energy harvesting system with an electromagnetic transducer. We compare the results for both linear and nonlinear case. The transition from linear to nonlinear behavior of the system can be achieved by the change of device geometry. To improve the power efficiency of our device we also examine the dependence of crossover point of acceleration amplitudes where generated power in the nonlinear system starts to exceed the generated power in the linear regime. We have found that the crossover point can be moved towards relatively small base acceleration values by appropriate selection of system nonlinearity "strength".
Źródło:
Acta Physica Polonica A; 2017, 132, 1; 118-120
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Theoretical Study of the Frustrated Ising Antiferromagnet on the Honeycomb Lattice
Autorzy:
Bobák, A.
Lučivjanský, T.
Žukovič, M.
Borovský, M.
Balcerzak, T.
Powiązania:
https://bibliotekanauki.pl/articles/1032632.pdf
Data publikacji:
2017-04
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
05.50.+q
05.70.-a
75.10.Hk
Opis:
We study effects of the next-next-nearest-neighbour antiferromagnetic (J₃ < 0) interaction on critical properties (or phase diagram) of the frustrated spin-½ J₁-J₂-J₃ Ising antiferromagnet on the honeycomb lattice by using the effective-field theory with correlations. Beside the ground-state energy, we find that there is a region of J₃ < 0 in which the frustrated honeycomb lattice antiferromagnet exhibits a tricritical point, at which the phase transition changes from the second order to the first one on the line between Néel antiferromagnetic and paramagnetic phases.
Źródło:
Acta Physica Polonica A; 2017, 131, 4; 636-638
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Vibration Noise Harshness of a Light Truck Driveshaft, Analysis and Improvement with Six Sigma Approach
Autorzy:
Ertürk, A.
Karabay, S.
Baynal, K.
Korkut, T.
Powiązania:
https://bibliotekanauki.pl/articles/1033531.pdf
Data publikacji:
2017-03
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
06.30.Gv
34.50.Ez
43.58.+z
46.40.-f
05.10.-a
Opis:
This paper deals with the application of six sigma methodology for optimization of a cardan shaft. The aim of this optimization is to reduce vibration of the drive shaft and consequently improve vibration noise harshness of the vehicle. The six sigma methodology has been applied to a light truck, which has received excessive vibration and noise complaints. The define-measure-analyze-improve-control approach has been followed to enhance the vibration noise harshness statistics. The result shows that all expected vibration noise harshness performance targets have been dramatically improved when compared to the initial values. As a conclusion, the case study on a light truck is a useful reference to improve vehicle performance for vibration noise harshness.
Źródło:
Acta Physica Polonica A; 2017, 131, 3; 477-480
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:
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:
Research of Particle Transport with External Driving Force and Entropy Barrier
Autorzy:
Li, S.
Zhang, Z.
Chen, D.
Powiązania:
https://bibliotekanauki.pl/articles/1398914.pdf
Data publikacji:
2016-06
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
05.40.Jc
05.40.-a
05.10.Gg
05.60.Cd
Opis:
Transport of Brownian particle moving along a three-dimensional throat-like channel is investigated in the presence of an external constant force. The solution of the Fick-Jacobs equation in the situation is solved, and the probability current density and particle current describing the motion of particle are obtained. It is found that entropy barrier and external force can reverse the direction of particle current. The motion of Brownian particle can be tuned by the entropy barrier and the external force.
Źródło:
Acta Physica Polonica A; 2016, 129, 6; 1105-1108
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:
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:
Rectification of Brownian Particles with Oscillating Radii in Asymmetric Corrugated Channels
Autorzy:
Glavey, R.
Savel'ev, S.
Powiązania:
https://bibliotekanauki.pl/articles/1402559.pdf
Data publikacji:
2015-08
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
05.40.-a
87.10.Mn
Opis:
Transport of a Brownian particle with an oscillating radius freely diffusing in an asymmetric corrugated channel was simulated over a range of driving forces for a series of temperatures and angular frequencies of radial oscillation. It was observed that there was a strong influence of self-oscillation frequency on the average particle velocity. This effect can be used to control rectification of biologically active particles as well as for their separation according to their activity, for instance in the separation of living and dead cells.
Źródło:
Acta Physica Polonica A; 2015, 128, 2; 159-162
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Study of a Mixed Hadronic-QGP System with Massive Particles
Autorzy:
Ghenam, L.
El Djoudi, A.
Powiązania:
https://bibliotekanauki.pl/articles/1402384.pdf
Data publikacji:
2015-08
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
12.38.Mh
12.39.Ba
05.70.-a
05.70.Ce
05.70.Fh
64.10.+h
Opis:
We consider a mixed system of hadronic and quark-gluon plasma (QGP) phases in a finite volume, and use a phenomenological approach with two phases matter equations of state to study the occurring deconfinement phase transition with varying temperature and/or chemical potential. We take into account massive particles in both phases, and calculate several physical quantities describing well the system at the phase transition. We probe the behaviour of these quantities, by examining their variations with temperature and volume at fixed chemical potential, as well as with chemical potential and volume at fixed temperature, in three dimensional plots, and obtain the finite size effects on the deconfinement phase transition.
Źródło:
Acta Physica Polonica A; 2015, 128, 2B; B-341-B-343
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The Hilbert Space and the Exact Solution of the Spin-Electron Double-Tetrahedral Chain
Autorzy:
Jakubczyk, D.
Gálisová, L.
Powiązania:
https://bibliotekanauki.pl/articles/1402563.pdf
Data publikacji:
2015-08
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
02.20.-a
05.30.-d
75.10.Pq
05.50.+q
Opis:
We discuss an exactly solvable double-tetrahedral chain, in which the localized Ising spins regularly alternate with triangular clusters - each available for one mobile electron. We give an exact solution for the considered hybrid system by the construction of the N-th tensor power of the Fourier transformation and using the generalized decoration-iteration mapping tranformation.
Źródło:
Acta Physica Polonica A; 2015, 128, 2; 173-175
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Thermodynamics of the Exactly Solvable Spin-Electron Tetrahedral Chain
Autorzy:
Gálisová, L.
Powiązania:
https://bibliotekanauki.pl/articles/1402558.pdf
Data publikacji:
2015-08
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
05.70.-a
75.10.Pq
Opis:
An exactly solvable spin-electron tetrahedral chain, where the Ising spins localized at nodal lattice sites regularly alternate with three equivalent lattice sites available for one mobile electron is considered. The system with ferromagnetic interaction between the Ising spins and electrons exhibits an enhanced magnetocaloric effect in the limit H/|J| → 0 when the entropy is very small, whereas the system with antiferromagnetic interaction between the Ising spins and electrons exhibits an enhanced magnetocaloric effect around the field H/J=1 when the entropy is sufficiently close to the value S/2N = ln[(1+√5)/2]. We study the thermodynamics of the system in these field regions.
Źródło:
Acta Physica Polonica A; 2015, 128, 2; 156-158
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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