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Wyświetlanie 1-15 z 35
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:
Asymmetry Driven Phase Transformations
Autorzy:
Damczyk, J.
Ostasiewicz, K.
Radosiński, Ł.
Radosz, A.
Powiązania:
https://bibliotekanauki.pl/articles/1535592.pdf
Data publikacji:
2010-10
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
05.70.-a
64.60.-i
63.70.+h
Opis:
Motivated by the properties of one-dimensional lattice systems with asymmetric on-site potential, one can formulate a hypothesis of an asymmetry driven phase transformation. Characteristic feature of one-dimensional systems exhibiting asymmetry driven phase transformation is a sequence of the two phase conversions. In particular class of such systems with a triple-well potential, phase conversions of one-dimensional systems would evolve into a sequence of two phase transitions in three-dimensional models. We propose here a model of three-dimensional system exhibiting a sequence of two first order asymmetry driven phase transitions.
Źródło:
Acta Physica Polonica A; 2010, 118, 4; 527-530
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Effect of CaO Addition on the Sintering Behaviour of Anorthite Formed from Kaolin and CaO
Autorzy:
Ouali, A.
Sahnoune, F.
Belhouchet, H.
Heraiz, M.
Powiązania:
https://bibliotekanauki.pl/articles/1032557.pdf
Data publikacji:
2017-01
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
81.05.Je
81.05.Mh
81.20.Ev
81.70.Pg
65.40.De
65.60.+a
Opis:
Thermal reactions and sintering behavior of kaolin DD3 (Djebel Debbagh, Algeria) and CaO mixtures to obtain dense anorthite ceramics were investigated. Mixed powders were uniaxially pressed and fired between 850 and 1150°C. Firing the pressed specimens yielded a dense anorthite ceramics. The sintered density increased with increase of CaO content and reached the maximum value of 2.57 g/cm³ for the composition containing 10 wt% CaO and fired at 1150°C. Their coefficient of linear expansion of the sintered samples at 1100°C decreases with the addition of CaO. X-ray diffraction experiments carried out on the samples containing varied amount of CaO and fired at the temperatures higher than 1000°C for 2 h showed the presence of only anorthite phase.
Źródło:
Acta Physica Polonica A; 2017, 131, 1; 159-161
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Effect of different SU(3) color representations on the nucleation of quark-gluon plasma droplets from a hadronic gas
Autorzy:
Mezouar, K.
Ait El Djoudi, A.
Powiązania:
https://bibliotekanauki.pl/articles/1070450.pdf
Data publikacji:
2016-07
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
12.38.Mh
64.60.Qb
02.20.-a
05.70.Ce
Opis:
We study the nucleation of quark-gluon plasma (QGP) droplets from the hadronic gas phase, based on the calculation of the difference in free energy in the QGP and hadronic gas phases. We investigate this difference in free energy by modeling it in different cases, when the surface tension of the QGP bubble is considered or not. We calculate the free energies of both hadronic gas consisting of massive pions and plasma droplet with up, down and strange quarks additionally to gluons, for different SU ≤ft( 3 ıght) color representations of the QGP, namely the color singlet, color octet, and color 27-plet. The behavior of the obtained change in free energy is examined with varying radius of the QGP bubble, and at different temperatures. The effect of the surface contribution on the nucleated bubble is also investigated and compared to the case without this contribution.
Źródło:
Acta Physica Polonica A; 2016, 130, 1; 202-205
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Endoreversible Modeling and Optimization of a Multistage Heat Engine System with a Generalized Heat Transfer Law via Hamilton-Jacobi-Bellman Equations and Dynamic Programming
Autorzy:
Xia, S.
Chen, L.
Sun, F.
Powiązania:
https://bibliotekanauki.pl/articles/1504513.pdf
Data publikacji:
2011-06
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
05.70.-a
05.60.Cd
05.70.Ln
Opis:
A multistage endoreversible Carnot heat engine system operating between a finite thermal capacity high-temperature fluid reservoir and an infinite thermal capacity low-temperature environment with a generalized heat transfer law [q ∝ ( Δ $(T^{n}))^{m}$] is investigated in this paper. Optimal control theory is applied to derive the continuous Hamilton-Jacobi-Bellman equations, which determine the optimal fluid temperature configurations for maximum power output under the conditions of fixed initial time and fixed initial temperature of the driving fluid. Based on the general optimization results, the analytical solution for the case with Newtonian heat transfer law [q ∝ Δ(T)] is further obtained. Since there are no analytical solutions for the other heat transfer laws, the continuous Hamilton-Jacobi-Bellman equations are discretized and the dynamic programming algorithm is adopted to obtain the complete numerical solutions of the optimization problem, and the relationships among the maximum power output of the system, the process period and the fluid temperature are discussed in detail. The results show that the optimal high-temperature fluid reservoir temperature for the maximum power output of the multistage heat engine system with Newtonian and linear phenomenological [q ∝ Δ $(T^{-1})$] heat transfer laws decrease exponentially and linearly with time, respectively, while those with the Dulong-Petit [q∝$(Δ T)^{1.25}$], radiative [q∝ Δ $(T^4)$] and [q∝$(Δ(T^4))^{1.25}$] heat transfer laws are different from the former two cases significantly.
Źródło:
Acta Physica Polonica A; 2011, 119, 6; 747-760
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:
External Noise Effects on the Electron Velocity Fluctuations in Semiconductors
Autorzy:
Persano Adorno, D.
Pizzolato, N.
Spagnolo, B.
Powiązania:
https://bibliotekanauki.pl/articles/1813387.pdf
Data publikacji:
2008-03
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
72.70.+m
05.40.Ca
05.40.-a
Opis:
We investigate the modification of the intrinsic carrier noise spectral density induced in low-doped semiconductor materials by an external correlated noise source added to the driving high-frequency periodic electric field. A Monte Carlo approach is adopted to numerically solve the transport equation by considering all the possible scattering phenomena of the hot electrons in the medium. We show that the noise spectra are strongly affected by the intensity and the correlation time of the external random electric field. Moreover, this random field can cause a suppression of the total noise power.
Źródło:
Acta Physica Polonica A; 2008, 113, 3; 985-988
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Granger Causality and Transfer Entropy for Financial Returns
Autorzy:
Syczewska, E.
Struzik, Z.
Powiązania:
https://bibliotekanauki.pl/articles/1388215.pdf
Data publikacji:
2015-03
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
89.20.-a
89.70.Cf
02.50.-r
05.45.Tp
02.70.Rr
Opis:
Granger causality in its linear form has been shown by Barnett, Barrett and Seth [Phys. Rev. Lett. 103, 238701 (2009)] to be equivalent to transfer entropy in case of Gaussian distribution. Generalizations by Hlaváčková-Schindler [Appl. Math. Sci. 5, 3637 (2011)] are applied to distributions typical for biomedical applications. The financial returns, which are of great importance in financial econometrics, typically do not have Gaussian distribution. Generalizations leading to the concept of nonlinear Granger causality (e.g. causality in variance, causality in risk), known and applied in econometric literature, seem to be less known outside this field. In the paper an overview of some of the definitions and applications is given. In particular, we indicate some recent econometric results concerning application of the tests in linear multivariate framework. We emphasize importance of other variants of Granger causality, and need of development of methods reflecting features of financial variables.
Źródło:
Acta Physica Polonica A; 2015, 127, 3A; A-129-A-135
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
In Quest of the Best Theoretical Description of Excess Molar Functions οf Binary Mixtures of Alcohols
Autorzy:
Geppert-Rybczyńska, M.
Hofman, T.
Powiązania:
https://bibliotekanauki.pl/articles/1811517.pdf
Data publikacji:
2008-12
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
05.70.-a
05.70.Ce
82.60.Lf
Opis:
An attempt to describe excess molar functions of alkane + alcohol and alcohol + alcohol binary mixtures was made using the theoretical approach constructed on the basis of S-ERAS model and the chemical theory proposed by Campbell. The results obtained seem to be promising, however in order to complete the work, the procedure of determination of fitting parameters as well as relative magnitude of physical and chemical contributions to regarded excess molar quantities must be established.
Źródło:
Acta Physica Polonica A; 2008, 114, 6A; A-91-A-96
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Influence of Long-Term Dependences on Hard Drives Performance during Human Computer Interaction
Autorzy:
Strzałka, D.
Powiązania:
https://bibliotekanauki.pl/articles/1398898.pdf
Data publikacji:
2016-05
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
89.20.Ff
89.20.Kk
89.70.-a
89.75.-k
05.20.-y
Opis:
Today, computer systems become one of the most important systems in technology and our life. They have a plenty of possible applications but most of them can be described as a transformation of (electrical) energy into useful work = calculations. This process is not so simple as it seems to be because the structure of computers hardware is very complicated and processed tasks are also very complex. Because the expectations of computer users are very high, a lot of computer resources are used only for operating systems normal work. Some existing solutions, especially in the memory system, guarantee that computer systems have acceptable performance but this parameter depends on many important system features. In this paper we will focus on one parameter, namely average disk time s/ transfer, in order to show the complex behavior of this memory system part during man-computer interaction. This is one of the most important counters in computer systems that works under Windows family operating systems and describes measurement related to hard drive based on the complete roundtrip time of any request.
Źródło:
Acta Physica Polonica A; 2016, 129, 5; 1064-1070
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:
Low Temperature Crystal Structure Behaviour of Complex Yttrium Aluminium Oxides YAlO_3 and Y_3Al_5O_{12}
Autorzy:
Senyshyn, A.
Vasylechko, L.
Powiązania:
https://bibliotekanauki.pl/articles/1399474.pdf
Data publikacji:
2013-08
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
61.66.Fn
61.05.F-
65.40.De
65.60.+a
63.70.+h
Opis:
Crystal structures of two yttrium aluminium oxides, namely $YAlO_3$ and $Y_3Al_5O_{12}$, were investigated in the temperature range 3.4-300 K by high-resolution neutron powder diffraction. Neither traces of phase transformations nor discontinuous changes of physical properties were observed. Thermal expansion of yttrium aluminium oxides was evaluated in terms of 1st order Grüneisen approximation, where the Debye temperatures and the Grüneisen parameters have been estimated for both compositions. Anomalies in the thermal expansion of yttrium aluminium perovskite have been observed and modelled using the Einstein oscillator with negative Grüneisen parameter. Extended bond length analysis revealed significant thermally-driven modifications of the aluminium-oxygen framework.
Źródło:
Acta Physica Polonica A; 2013, 124, 2; 329-335
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Wyświetlanie 1-15 z 35

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