Zobrazeno 1 - 10
of 55
pro vyhledávání: '"Chakrabarti, Arnab"'
Biomolecular computation has emerged as an important area of computer science research due to its high information density, immense parallelism opportunity along with potential applications in cryptography, genetic engineering and bioinformatics. Com
Externí odkaz:
http://arxiv.org/abs/2206.01926
Autor:
Chakrabarti, Arnab, Sen, Rituparna
In this paper, the estimation of the Integrated Covariance matrix from high-frequency data, for high dimensional stock price process, is considered. The Hayashi-Yoshida covolatility estimator is an improvement over Realized covolatility for asynchron
Externí odkaz:
http://arxiv.org/abs/2201.00119
We put forth a hitherto unexplored control strategy that enables finite-speed, high-fidelity transport of a quantum wavepacket through a low-temperature dissipative medium. The control consists in confining the wavepacket within a shallow anharmonic
Externí odkaz:
http://arxiv.org/abs/2109.13647
Autor:
Dasari, Durga Bhaktavatsala Rao, Yang, Sen, Chakrabarti, Arnab, Finkler, Amit, Kurizki, Gershon, Wrachtrup, Jörg
The quantum Zeno and anti-Zeno paradigms have thus far addressed the evolution control of a quantum system coupled to an immutable bath via non-selective measurements performed at appropriate intervals. We fundamentally modify these paradigms by intr
Externí odkaz:
http://arxiv.org/abs/2108.09826
Network filtering is an important form of dimension reduction to isolate the core constituents of large and interconnected complex systems. We introduce a new technique to filter large dimensional networks arising out of dynamical behavior of the con
Externí odkaz:
http://arxiv.org/abs/2101.09174
Periodically driven closed quantum many-body systems are known to exhibit prethermal or quasi-steady-state dynamics. In this work, we theoretically show that such prethermal phases can appear in the dynamics of a dipolar two-spin-$1/2$ system coupled
Externí odkaz:
http://arxiv.org/abs/1911.07607
Autor:
Chakrabarti, Arnab, Sen, Rituparna
Publikováno v:
2022 Sankhya B, 85 (Suppl 1): 116-149
Copula is a powerful tool to model multivariate data. We propose the modelling of intraday financial returns of multiple assets through copula. The problem originates due to the asynchronous nature of intraday financial data. We propose a consistent
Externí odkaz:
http://arxiv.org/abs/1904.10182
Autor:
Chakrabarti, Arnab, Sen, Rituparna
Publikováno v:
Forthcoming in New Perspectives and Challenges in Econophysics, New Economics Windows Series, Springer (2018)
For high dimensional data, some of the standard statistical techniques do not work well. So modification or further development of statistical methods are necessary. In this paper, we explore these modifications. We start with the important problem o
Externí odkaz:
http://arxiv.org/abs/1808.02953
We report that the Bloch-Siegert shift which appears in Nuclear Magnetic Resonance (NMR) spectroscopy can also be shown to originate as a part of a complex drive-induced second-order susceptibility term. The shift terms thus obtained are shown to hav
Externí odkaz:
http://arxiv.org/abs/1703.01954
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