Zobrazeno 1 - 10
of 37
pro vyhledávání: '"Pizzoferrato, Andrea"'
Autor:
Pizzoferrato, Andrea
Statistical Mechanics (SM) is a branch of theoretical physics which inquires the properties of systems made up of a large number of interacting components. Starting from the details of the dynamics describing the interaction among the smaller compone
Externí odkaz:
https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.752508
Autor:
Wu, Qiong, Brinton, Christopher G., Zhang, Zheng, Pizzoferrato, Andrea, Liu, Zhenming, Cucuringu, Mihai
Publikováno v:
International Conference on AI in Finance, 2021
Pricing assets has attracted significant attention from the financial technology community. We observe that the existing solutions overlook the cross-sectional effects and not fully leveraged the heterogeneous data sets, leading to sub-optimal perfor
Externí odkaz:
http://arxiv.org/abs/1909.04497
We introduce a principled method for the signed clustering problem, where the goal is to partition a graph whose edge weights take both positive and negative values, such that edges within the same cluster are mostly positive, while edges spanning ac
Externí odkaz:
http://arxiv.org/abs/1901.03091
Publikováno v:
J. Stat. Phys. 176(5), 1185-1210 (2019)
Large deviations for additive path functionals of stochastic dynamics and related numerical approaches have attracted significant recent research interest. We focus on the question of convergence properties for cloning algorithms in continuous time,
Externí odkaz:
http://arxiv.org/abs/1810.00693
Publikováno v:
J. Phys. A: Math. Theor. 51 405001 (2018)
We study large deviations for the current of one-dimensional stochastic particle systems with periodic boundary conditions. Following a recent approach based on an earlier result by Jensen and Varadhan, we compare several candidates for atypical curr
Externí odkaz:
http://arxiv.org/abs/1804.07844
Publikováno v:
J. Stat. Phys. 167(1), 64-89 (2017)
We study lower large deviations for the current of totally asymmetric zero-range processes on a ring with concave current-density relation. We use an approach by Jensen and Varadhan which has previously been applied to exclusion processes, to realize
Externí odkaz:
http://arxiv.org/abs/1611.03729
Autor:
Agliari, Elena, Barra, Adriano, Galluzzi, Andrea, Javarone, Marco Alberto, Pizzoferrato, Andrea, Tantari, Daniele
In this work we apply techniques and modus operandi typical of Statistical Mechanics to a large dataset about key social quantifiers and compare the resulting behaviours of five European nations, namely France, Germany, Italy, Spain and Switzerland.
Externí odkaz:
http://arxiv.org/abs/1503.00659
Inspired by a continuously increasing interest in modeling and framing complex systems in a thermody- namic rationale, in this paper we continue our investigation in adapting well known techniques (originally stemmed in fields of physics and mathemat
Externí odkaz:
http://arxiv.org/abs/1310.5901
Ferromagnetic models are harmonic oscillators in statistical mechanics. Beyond their original scope in tackling phase transition and symmetry breaking in theoretical physics, they are nowadays experiencing a renewal applicative interest as they captu
Externí odkaz:
http://arxiv.org/abs/1307.4984
Details of frequency protection systems, Automatic Voltage Control and the Skipping Sampler
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::46329031e7111b6c2cb4a1305f76b19e