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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:
Positronium time-of-flight Measurements of Mesoporous Silica Films
Autorzy:
Kuang, Peng
Zhang, Xiao
He, Chun
Cao, Xing
Wang, Bao
Powiązania:
https://bibliotekanauki.pl/articles/1029796.pdf
Data publikacji:
2018-01
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
78.70.Bj
61.05.-a
68.47.Mn
Opis:
Mesoporous silica films were synthesized with various concentrations of cetyltrimethylammonium bromide (CTAB) in precursor sols through the method of electro-assisted self-assembly (EASA). Oriented pore channels were observed in the films prepared with more CTAB in the precursor sols. Positronium time-of-flight (Ps-TOF) measurements were performed for the silica films with different porous structures. It is demonstrated that the Ps emission intensity and energies are well correlated to the apparent porosity, pore interconnectivity and possibly pore channel orientation. The results indicate that Ps-TOF can be a useful technique for probing the structures of porous films.
Źródło:
Acta Physica Polonica A; 2018, 133, 1; 3-6
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:
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:
New type of composite gyrotropic metamaterial
Autorzy:
Paśko, W.
Zięba, P.
Tralle, I.
Çoruh, A.
Powiązania:
https://bibliotekanauki.pl/articles/1055044.pdf
Data publikacji:
2017-07
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
81.05.Xj
81.05.Zx
78.67.Pt
42.70.-a
Opis:
In this work we examined the possibility of fabricating the metamaterial in a relatively simple way. Our idea was to use the three-component mixture of ingredients, where one of them is responsible for the negative permeability μ(ω) of hypothetical metamaterial, while the other two cause the negative value of effective permittivity ε(ω). In our previous work, we considered Hg_{1-x}Cd_xTe semiconductor compound as one of the ingredients of mixture. As fabrication of the Hg_{1-x}Cd_xTe is related to using mercury which is very poisoning, we tried to exclude this material. In the work we proved by numerical simulations the possibility of substituting mercury cadmium telluride by Pb_{1-x}Sn_xTe. We have shown by computer simulations that by the proper fitting of the parameters, e.g. the radius of nanoparticles, their magnetic moments, the relative concentration of ingredients, etc., it is possible to obtain the metamaterial with negative refraction index in a relatively broad range of temperatures and magnetic fields. The last seems to be very promising in terms of practical applications of metamaterials.
Źródło:
Acta Physica Polonica A; 2017, 132, 1; 121-123
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Rise and Fall of Reentrant Phase Transitions in a Coupled Spin-Electron Model on a Doubly Decorated Honeycomb Lattice
Autorzy:
Čenčariková, H.
Strečka, J.
Powiązania:
https://bibliotekanauki.pl/articles/1032648.pdf
Data publikacji:
2017-04
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
05.50.+q
05.70.Fh
71.27.+a
75.30.Kz
Opis:
Phase diagrams and spontaneous magnetization are rigorously calculated for a coupled spin-electron model on a doubly decorated honeycomb lattice, which accounts for a quantum-mechanical hopping of the mobile electrons on decorating sites, the nearest-neighbor Ising coupling between mobile electrons and localized spins, as well as the further-neighbor Ising coupling between the localized spins placed on nodal sites. The spontaneously ordered ferromagnetic phase, spontaneously ordered antiferromagnetic phase and disordered paramagnetic phase emerge in a phase diagram depending on an electron filling of the decorating sites, a relative size of the hopping term and both considered coupling constants. It is evidenced that a nature and size of the further-neighbor Ising coupling between the localized spins basically influences rise and fall of reentrant transitions close to a phase boundary between the paramagnetic phase and both spontaneously ordered phases.
Źródło:
Acta Physica Polonica A; 2017, 131, 4; 1021-1023
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:
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:
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:
Study on thermodynamic properties of Fe³⁺-substituted yttrium iron garnets
Autorzy:
Modi, K.
Jha, P.
Raval, P.
Vasoya, N.
Vyas, K.
Meshiya, U.
Gohil, R.
Jadav, K.
Gohil, N.
Sharma, P.
Powiązania:
https://bibliotekanauki.pl/articles/1158494.pdf
Data publikacji:
2016-09
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
75.47.Lx
05.70.-a
Opis:
This paper presents the molar heat capacity at constant volume C_{V} and characteristic Debye temperature θ, determination for the garnet system, Y_{3-x}Fe_{5+x}O_{12}, x=0.0, 0.1, 0.3, and 0.5 at 300 K. The θ values determined from Waldron's approach and those calculated using ultrasonic mean sound velocity, V_{mo}, are in agreement. C_{V} values calculated from the Einstein theory are consistent with the reported one and theoretically expected values using the Dulong-Petit law, but Waldron's approach based on the Debye theory and the Debye T³ law fail to estimate consistent C_{V} values. The result has been discussed in the light of key physical differences between the two theories. The applicability of the Kieffer model for molar heat capacity at constant pressure, C_{p}, determination has been tested. Finally, an attempt has been made to estimate electronic contribution and the temperature at which the lattice contribution and electronic contribution to the molar heat capacity become comparable.
Źródło:
Acta Physica Polonica A; 2016, 130, 3; 778-784
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:
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:
Optoacoustic Measurements for Small-Volume Liquid Samples
Autorzy:
Egerev, S.
Powiązania:
https://bibliotekanauki.pl/articles/1377936.pdf
Data publikacji:
2015-01
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
43.35.Bf
43.35.Sx
05.70.-a
42.40.My
42.55.-f
Opis:
High sensitivity of optoacoustic measurement method makes it possible to use it for the analysis of the liquid samples having microliter volume. The core of any measurement optoacoustic system is represented by a so-called optoacoustic cell. The paper deals with a layered prism optoacoustic cell. It is well-suited for the small-volume sample analysis. In the paper, laser-induced elastic pulse in the layered prism cell is examined at the stage of its generation, at the stage of its propagation through the body of the cell, and at the stage of the wideband pick-up with the piezoelectric transducer. This pulse serves to determine trace concentrations of various impurities in the sample. The optimization of layered prism cell parameters is proposed. Figures of merit of optoacoustic determination of lipopolysaccharides in the liquid small-volume sample with the use of the optimized layered prism cell are evaluated as an example.
Źródło:
Acta Physica Polonica A; 2015, 127, 1; 10-14
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:
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 35

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