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pro vyhledávání: '"Gutkin, B."'
Recent advances in the fields of machine learning and neurofinance have yielded new exciting research perspectives in practical inference of behavioural economy in financial markets and microstructure study. We here present the latest results from a
Externí odkaz:
http://arxiv.org/abs/1910.10099
In the past, financial stock markets have been studied with previous generations of multi-agent systems (MAS) that relied on zero-intelligence agents, and often the necessity to implement so-called noise traders to sub-optimally emulate price formati
Externí odkaz:
http://arxiv.org/abs/1910.05137
Quantitative finance has had a long tradition of a bottom-up approach to complex systems inference via multi-agent systems (MAS). These statistical tools are based on modelling agents trading via a centralised order book, in order to emulate complex
Externí odkaz:
http://arxiv.org/abs/1909.07748
The history of research in finance and economics has been widely impacted by the field of Agent-based Computational Economics (ACE). While at the same time being popular among natural science researchers for its proximity to the successful methods of
Externí odkaz:
http://arxiv.org/abs/1801.08222
Previously, we demonstrated that the dynamics of kicked spin chains possess a remarkable duality property. The trace of the unitary evolution operator for $N$ spins at time $T$ is related to one of a non-unitary evolution operator for $T$ spins at ti
Externí odkaz:
http://arxiv.org/abs/1602.07479
Publikováno v:
Physical Review E 90, 052909 (2014)
We determine with unprecedented accuracy the lowest 900 eigenvalues of two quantum constant-width billiards from resonance spectra measured with flat, superconducting microwave resonators. While the classical dynamics of the constant-width billiards
Externí odkaz:
http://arxiv.org/abs/1407.6630
Autor:
Gutkin, B., Osipov, V. Al.
Publikováno v:
Journal of Statistical Physics Volume 143, Number 1, pp.72-87, 2011
The spectral problem for matrices with a block-hierarchical structure is often considered in context of the theory of complex systems. In the present article, a new class of matrices with a block-rectangular non-symmetric hierarchical structure is in
Externí odkaz:
http://arxiv.org/abs/1011.0029
Publikováno v:
Physical Review Letters 96, 130602 (2006)
We propose a quantum theory of swimming for swimmers that are small relative to the coherence length of the medium. The quantum swimming equation is derived from known results on quantum pumps. For a one-dimensional Fermi gas at zero temperature we f
Externí odkaz:
http://arxiv.org/abs/cond-mat/0508692
We establish sufficient conditions for the hyperbolicity of the billiard dynamics on surfaces of constant curvature. This extends known results for planar billiards. Using these conditions, we construct large classes of billiard tables with positive
Externí odkaz:
http://arxiv.org/abs/chao-dyn/9905030
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