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The fundamental insight into Brownian motion by Einstein is that all substances exhibit continual fluctuations due to thermal agitation balancing with the frictional resistance. However, even at thermal equilibrium, biological activity can…

Soft Condensed Matter · Physics 2014-02-19 Soya Shinkai , Yuichi Togashi

We investigate theoretically the violations of Einstein and Onsager relations, and the efficiency for a single processive motor operating far from equilibrium using an extension of the two-state model introduced by Kafri {\em et al.}…

Soft Condensed Matter · Physics 2011-03-02 A. W. C. Lau , D. Lacoste , K. Mallick

Evolution Strategies are inspired in biology and part of a larger research field known as Evolutionary Algorithms. Those strategies perform a random search in the space of admissible functions, aiming to optimize some given objective…

Optimization and Control · Mathematics 2007-12-30 Pedro A. F. Cruz , Delfim F. M. Torres

We study a Brownian motor, based on cold atoms in optical lattices, where atomic motion can be induced in a controlled manner in an arbitrary direction, by rectification of isotropic random fluctuations. In contrast with ratchet mechanisms,…

We study the nature of fluctuations in variety of price indices involving companies listed on the New York Stock Exchange. The fluctuations at multiple scales are extracted through the use of wavelets belonging to Daubechies basis. The fact…

Statistical Finance · Quantitative Finance 2013-03-26 Prasanta K. Panigrahi , Sayantan Ghosh , Arjun Banerjee , Jainendra Bahadur , P. Manimaran

The Efficient Market Hypothesis has been a staple of economics research for decades. In particular, weak-form market efficiency -- the notion that past prices cannot predict future performance -- is strongly supported by econometric…

Statistical Finance · Quantitative Finance 2019-09-12 Samuel Showalter , Jeffrey Gropp

We analyse the effect of intrinsic fluctuations on the properties of bistable stochastic systems with time scale separation operating under1 quasi-steady state conditions. We first formulate a stochastic generalisation of the quasi-steady…

Biological Physics · Physics 2016-03-02 Roberto de la Cruz , Pilar Guerrero , Fabian Spill , Tomás Alarcón

Classical option pricing schemes assume that the value of a financial asset follows a geometric Brownian motion (GBM). However, a growing body of studies suggest that a simple GBM trajectory is not an adequate representation for asset…

Pricing of Securities · Quantitative Finance 2021-02-03 Viktor Stojkoski , Trifce Sandev , Lasko Basnarkov , Ljupco Kocarev , Ralf Metzler

Human motor activities are known to exhibit scale-free long-term correlated fluctuations over a wide range of timescales, from few to thousands of seconds. The fundamental processes originating such fractal-like behavior are not yet…

Physics and Society · Physics 2015-05-13 C. Anteneodo , D. R. Chialvo

The fluctuation theorem is a representative theorem in non-equilibrium statistical physics actively studied in the 1990's. Relating to entropy production in non-equilibrium states, the theorem has been used to estimate the driving power of…

Biological Physics · Physics 2018-07-04 Kumiko Hayashi

The mathematical formulation of the model for molecular movement of single motor proteins driven by cyclic biochemical reactions in an aqueous environment leads to a drifted Brownian motion characterized by coupled diffusion equations. In…

Statistical Mechanics · Physics 2007-05-23 Hong Qian

Biological systems are characterized by the ubiquitous roles of weak, that is, non-covalent molecular interactions, small, often very small, numbers of specific molecules per cell, and Brownian motion. These combine to produce stochastic…

Cell Behavior · Quantitative Biology 2023-04-27 Michael W. Klymkowsky

Biological membranes and vesicles play a central role in living systems, forming dynamic interfaces that regulate cellular organization and function. Classical descriptions of membrane mechanics that are rooted in equilibrium statistical…

Soft Condensed Matter · Physics 2026-02-24 Sreekanth Ramesh , Prashant K. Purohit , Yashashree Kulkarni

Systems of independent active particles embedded into a fluctuating environment are relevant to many areas of soft-matter science. We use a minimal model of noninteracting spin-carrying Brownian particles in a Gaussian field and show that…

Soft Condensed Matter · Physics 2018-07-18 Ruben Zakine , Jean-Baptiste Fournier , Frédéric Van Wijland

The potential of machine learning to automate and control nonlinear, complex systems is well established. These same techniques have always presented potential for use in the investment arena, specifically for the managing of equity…

Portfolio Management · Quantitative Finance 2011-10-18 Evan Hurwitz , Tshilidzi Marwala

Human-created engines and evolutionarily optimized molecular motors exhibit sophisticated design in order to harvest chemical or thermal energy for generating unidirectional motion. The complexity of these motors makes their random…

Statistical Mechanics · Physics 2017-05-10 Alexander Feigel , Asaf Rozen

We consider biochemical reaction chains and investigate how random external fluctuations, as characterized by variance and coefficient of variation, propagate down the chains. We perform such a study under the assumption that the number of…

Probability · Mathematics 2007-08-03 David F. Anderson , Jonathan C. Mattingly

We address the problem of stability of motor actions implemented by the central nervous system based on simple algorithms potentially reflecting physical (including physiological) processes within the body. A number of conceptually simple…

Neurons and Cognition · Quantitative Biology 2015-06-24 V. M. Akulin , F. Carlier , Stanislaw Solnik , M. L. Latash

In speculative markets, risk-free profit opportunities are eliminated by traders exploiting them. Markets are therefore often described as "informationally efficient", rapidly removing predictable price changes, and leaving only residual…

Trading and Market Microstructure · Quantitative Finance 2013-10-08 Felix Patzelt , Klaus R. Pawelzik

In order to increase their robustness against environmental fluctuations, many biological populations have developed bet-hedging mechanisms in which the population `bets' against the presence of prolonged favorable environmental conditions…

Populations and Evolution · Quantitative Biology 2017-02-01 Masaki Ogura , Masashi Wakaiki , Victor M. Preciado
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