Zobrazeno 1 - 10
of 179
pro vyhledávání: '"Thomas H Seligman"'
Publikováno v:
PLoS ONE, Vol 19, Iss 4, p e0301238 (2024)
Analyzing market states of the S&P 500 components on a time horizon January 3, 2006 to August 10, 2023, we found the appearance of a new market state not previously seen and we shall discuss its possible implications as an isolated state or as a begi
Externí odkaz:
https://doaj.org/article/1bc2e2f84e384083b2ec7ff6dbba462b
Autor:
Anirban Chakraborti, Kiran Sharma, Hirdesh K Pharasi, K Shuvo Bakar, Sourish Das, Thomas H Seligman
Publikováno v:
New Journal of Physics, Vol 22, Iss 6, p 063043 (2020)
Random matrix theory has been widely applied in physics, and even beyond physics. Here, we apply such tools to study catastrophic events, which occur rarely but cause devastating effects. It is important to understand the complexity of the underlying
Externí odkaz:
https://doaj.org/article/2efb0722e5a64f35969b1f826d397bac
Autor:
Hirdesh K Pharasi, Kiran Sharma, Rakesh Chatterjee, Anirban Chakraborti, Francois Leyvraz, Thomas H Seligman
Publikováno v:
New Journal of Physics, Vol 20, Iss 10, p 103041 (2018)
The study of the critical dynamics in complex systems is always interesting yet challenging. Here, we choose financial markets as an example of a complex system, and do comparative analyses of two stock markets—the S&P 500 (USA) and Nikkei 225 (JPN
Externí odkaz:
https://doaj.org/article/10dfd97358f649c89f196cdba0181979
Publikováno v:
New Journal of Physics, Vol 19, Iss 11, p 113016 (2017)
We consider a particularly simple exactly solvable model for a qubit coupled to sequentially nested environments. The purpose is to exemplify the coherence conserving effect of a central system, that has been reported as a result of increasing the co
Externí odkaz:
https://doaj.org/article/0cc7bc44ae0540c4bc8c4372f186dfa4
We show an implementation of a kappa-deformed Dirac equation in tight-binding arrays of photonic waveguides. This is done with a special configuration of couplings extending to second nearest neighbors. Geometric manipulations can control these evane
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3d2749593490332aa0141384e0360ede
http://arxiv.org/abs/2012.06037
http://arxiv.org/abs/2012.06037
Autor:
Carmen Herrmann, Fabrice Mortessagne, Yenni P. Ortiz, Thomas Stegmann, Ulrich Kuhl, Thomas H. Seligman, Francois Leyvraz, Michael Deffner, J. A. Franco-Villafañe
Publikováno v:
Physical Review B
Physical Review B, American Physical Society, 2020, 102 (7), ⟨10.1103/PhysRevB.102.075405⟩
Physical Review B, American Physical Society, 2020, 102 (7), ⟨10.1103/PhysRevB.102.075405⟩
The local current flow through three small aromatic carbon molecules, namely benzene, naphthalene and anthracene, is studied. Applying density functional theory and the non-equilibrium Green’s function method for transport, we demonstrate that pron
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::da6129921d84f74da408ab513d4ba8e1
https://doi.org/10.1103/physrevb.102.075405
https://doi.org/10.1103/physrevb.102.075405
Publikováno v:
New Economic Windows ISBN: 9783030113636
We present a brief overview of random matrix theory (RMT) with the objectives of highlighting the computational results and applications in financial markets as complex systems. An oft-encountered problem in computational finance is the choice of an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::634006135732bd0e3006f63a8ddeac51
https://doi.org/10.1007/978-3-030-11364-3_2
https://doi.org/10.1007/978-3-030-11364-3_2
Publikováno v:
Journal of Mathematical Physics. 62:052102
The accidental degeneracy appearing in cycloacenes as triplets and quadruplets is explained with the concept of segmentation, introduced here with the aim of describing the effective disconnection of π orbitals on these organic compounds. For period
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7dac43132e8f55a45af2a3e28e51bb02
https://doi.org/10.1063/5.0031586
https://doi.org/10.1063/5.0031586
Autor:
Sourish Das, Thomas H. Seligman, Kiran Sharma, Shuvo Bakar, Anirban Chakraborti, Hirdesh K. Pharasi
Publikováno v:
New Journal of Physics. 22:063043
Random matrix theory has been widely applied in physics, and even beyond physics. Here, we apply such tools to study catastrophic events, which occur rarely but cause devastating effects. It is important to understand the complexity of the underlying
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::59488d657ef97a0a24545f479b0b8035
https://doi.org/10.1088/1367-2630/ab90d4
https://doi.org/10.1088/1367-2630/ab90d4
Publikováno v:
Physical Review E. 98
Stimulated by the growing interest in the applications of complex networks framework on time series analysis, we devise a network model in which each of $N$ nodes is associated with a random walk of length $L$. Connectivity between any two nodes is e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9a877e11262f11a3fdca727a9a964f2d
https://doi.org/10.1103/physreve.98.032311
https://doi.org/10.1103/physreve.98.032311