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pro vyhledávání: '"Zadourian, Rubina"'
Autor:
Zadourian, Rubina
The objective of this work is the investigation of complexity, asymmetry, stochasticity and non-linearity of the financial and economic systems by using the tools of statistical mechanics and information theory. More precisely, this thesis concerns s
Externí odkaz:
http://arxiv.org/abs/2408.16010
Autor:
Zadourian, Rubina, Klümper, Andreas
In this paper we study the volatility and its probability distribution function for the cumulative production based on the experience curve hypothesis. This work presents a generalization of the study of volatility in [1], which addressed the effects
Externí odkaz:
http://arxiv.org/abs/1708.02605
Autor:
Lafond, François, Bailey, Aimee Gotway, Bakker, Jan David, Rebois, Dylan, Zadourian, Rubina, McSharry, Patrick, Farmer, J. Doyne
Experience curves are widely used to predict the cost benefits of increasing the deployment of a technology. But how good are such forecasts? Can one predict their accuracy a priori? In this paper we answer these questions by developing a method to m
Externí odkaz:
http://arxiv.org/abs/1703.05979
Publikováno v:
Phys. Rev. E 94, 060102 (2016)
We consider discrete time Brownian ratchet models: Parrondo's games. Using the Fourier transform, we calculate the exact probability distribution functions for both the capital dependent and history dependent Parrondo's games. We find that in some ca
Externí odkaz:
http://arxiv.org/abs/1608.04482
A systematic and compact treatment of arbitrary $su(2)$ invariant spin-$s$ quantum chains with nearest-neighbour interactions is presented. The ground-state is derived in terms of matrix product states (MPS). The fundamental MPS calculations consist
Externí odkaz:
http://arxiv.org/abs/1603.07769
Autor:
Zadourian, Rubina, Grassberger, Peter
We point out a stunning time asymmetry in the short time cross correlations between intra-day and overnight volatilities (absolute values of log-returns of stock prices). While overnight volatility is significantly (and positively) correlated with th
Externí odkaz:
http://arxiv.org/abs/1509.08079
Akademický článek
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Autor:
Zadourian, Rubina, Klümper, Andreas
Publikováno v:
In Physica A: Statistical Mechanics and its Applications 1 April 2018 495:59-66
Autor:
Lafond, François, Bailey, Aimee Gotway, Bakker, Jan David, Rebois, Dylan, Zadourian, Rubina, McSharry, Patrick, Farmer, J. Doyne
Publikováno v:
In Technological Forecasting & Social Change March 2018 128:104-117
Akademický článek
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