Related papers: Financial Atoms and Molecules
The question how complex systems become more organized and efficient with time is open. Examples are, the formation of elementary particles from pure energy, the formation of atoms from particles, the formation of stars and galaxies, the…
Droplets are essential for spatially controlling biomolecules in cells. To work properly, cells need to control the emergence and morphology of droplets. On the one hand, driven chemical reactions can affect droplets profoundly. For…
Computational chemistry allows researchers to experiment in sillico: by running a computer simulations of a biological or chemical processes of interest. Molecular dynamics with molecular mechanics model of interactions simulates N-body…
A general method to obtain a representation of the structural landscape of nanoparticles in terms of a limited number of variables is proposed. The method is applied to a large dataset of parallel tempering molecular dynamics simulations of…
Prediction of events in financial markets is every investor's dream and, usually, wishful thinking. From a more general, economic and societal viewpoint, the identification of indicators for large events is highly desirable to assess…
We introduce a minimal Agent Based Model for financial markets to understand the nature and Self-Organization of the Stylized Facts. The model is minimal in the sense that we try to identify the essential ingredients to reproduce the main…
Financial markets are of much interest to researchers due to their dynamic and stochastic nature. With their relations to world populations, global economies and asset valuations, understanding, identifying and forecasting trends and…
This is a short letter summarizing the long paper cond-mat/0106047 in which we present a simple two-dimensional dynamical system reaching a singularity in finite time decorated by accelerating oscillations due to the interplay between…
Many socio-economical critical domains (such as sustainability, public health, and disasters) are characterized by highly complex and dynamic systems, requiring data and model-driven simulations to support decision-making. Due to a large…
Scaling properties in financial fluctuations are reviewed from the standpoint of statistical physics. We firstly show theoretically that the balance of demand and supply enhances fluctuations due to the underlying phase transition…
Motivated by recent experiments on colloidal systems with competing attractive and repulsive interactions, we simulate a two-dimensional system of colloids with competing interactions that can undergo fragmentation. In the absence of any…
Diffusive molecular dynamics is a novel model for materials with atomistic resolution that can reach diffusive time scales. The main ideas of diffusive molecular dynamics are to first minimize an approximate variational Gaussian free energy…
In setting up a stochastic description of the time evolution of a financial index, the challenge consists in devising a model compatible with all stylized facts emerging from the analysis of financial time series and providing a reliable…
This paper reviews some of the phenomenological models which have been introduced to incorporate the scaling properties of financial data. It also illustrates a microscopic model, based on heterogeneous interacting agents, which provides a…
Statistical learning algorithms are finding more and more applications in science and technology. Atomic-scale modeling is no exception, with machine learning becoming commonplace as a tool to predict energy, forces and properties of…
Large variations in stock prices happen with sufficient frequency to raise doubts about existing models, which all fail to account for non-Gaussian statistics. We construct simple models of a stock market, and argue that the large…
Determining the stability of molecules and condensed phases is the cornerstone of atomistic modelling, underpinning our understanding of chemical and materials properties and transformations. Here we show that a machine learning model,…
Groups of cells, including clusters of cancerous cells, multicellular organisms, and developing organs, may both grow and break apart. What physical factors control these fractures? In these processes, what sets the eventual size of…
A central problem of Quantitative Finance is that of formulating a probabilistic model of the time evolution of asset prices allowing reliable predictions on their future volatility. As in several natural phenomena, the predictions of such…
Prices in financial markets exhibit extreme jumps far more often than can be accounted for by external news. Further, magnitudes of price changes are correlated over long times. These so called stylized facts are quantified by scaling laws…