Related papers: Financial Atoms and Molecules
We investigate the tendency for financial instruments to form clusters when there are multiple factors influencing the correlation structure. Specifically, we consider a stock portfolio which contains companies from different industrial…
Complex systems are often characterized by the interplay of multiple interconnected dynamical processes operating across a range of temporal scales. This phenomenon is widespread in both biological and artificial scenarios, making it…
Jamming is a phenomenon shared by a wide variety of systems, such as granular materials, foams, and glasses in their high density regime. This has motivated the development of a theoretical framework capable of explaining many of their…
In applications of mechanics, including quantum mechanics, we often consider complex systems, where complete solutions of the underlying "fundamental" equations is both impractical and unnecessary to describe appropriate observations…
A given set of data-points in some feature space may be associated with a Schrodinger equation whose potential is determined by the data. This is known to lead to good clustering solutions. Here we extend this approach into a full-fledged…
Financial markets have been extensively studied as highly complex evolving systems. In this paper, we quantify financial price fluctuations through a coupled dynamical system composed of phase oscillators. We find a Financial Coherence and…
Financial markets are a typical example of complex systems where interactions between constituents lead to many remarkable features. Here, we show that a pairwise maximum entropy model (or auto-logistic model) is able to describe switches…
Molecular dynamics simulation is now a widespread approach for understanding complex systems on the atomistic scale. It finds applications from physics and chemistry to engineering, life and medical science. In the last decade, the approach…
Collective phenomena with universal properties have been observed in many complex systems with a large number of components. Here we present a microscopic model of the emergence of scaling behavior in such systems, where the interaction…
We report a clear evidence of atomic fractals in the nonlinear motion of a two-level atom in a standing-wave microcavity. Fractal-like structures, typical for chaotic scattering, are numerically found in the dependencies of outgoing…
Investigation of the critical levels and catastrophes in the complex systems of different nature is useful and perspective. Mathematical modeling and analysis is presented for revealing and investigation of the phenomena and critical levels…
A general theory of nucleation for colloids and macromolecules in solution is formulated within the context of fluctuating hydrodynamics. A formalism for the determination of nucleation pathways is developed and stochastic differential…
For many externally driven complex systems neither the noisy driving force, nor the internal dynamics are a priori known. Here we focus on systems for which the time dependent activity of a large number of components can be monitored,…
Structure and reaction studies with a method of antisymmetrized molecular dynamics (AMD) were reviewed. Applications of time-independent and time-dependent versions of the AMD were described. In applications of time-independent AMD to…
We introduce a new Self-Organized Criticality (SOC) model for simulating price evolution in an artificial financial market, based on a multilayer network of traders. The model also implements, in a quite realistic way with respect to…
Factor models characterize the joint behavior of large sets of financial assets through a smaller number of underlying drivers. We develop a network-based framework in which factors emerge naturally from the structure of interactions among…
We present a new framework to study the time variation of fundamental constants in a model-independent way. Model independence implies more free parameters than assumed in previous studies. Using data from atomic clocks based on $^{87}$Sr,…
A new concept of the molecular structure optimization method based on quantum dynamics computations is presented. Nuclei are treated as quantum mechanical particles, as are electrons, and the many-body wave function of the system is…
A new approach to the understanding of the complex behavior of financial markets index using tools from thermodynamics and statistical physics is developed. Physical complexity, a magnitude rooted in the Kolmogorov-Chaitin theory is applied…
A new approach to the understanding of complex behavior of financial markets index using tools from thermodynamics and statistical physics is developed. Physical complexity, a magnitude rooted in Kolmogorov-Chaitin theory is applied to…