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200 papers

The presence of energy shells in metallic clusters and atomic nuclei leads to a peculiar relation between the number of particles N and the structure, and this leads to a strong correlation between the energy spectrum and N. An analysis of…

Mesoscale and Nanoscale Physics · Physics 2011-11-10 V. Z. Kresin , J. Friedel

By investigating nonfungible tokens (NFTs), we provide the first systematic study of retail investor behavior through asset bubbles. Given that NFTs are recorded in public blockchains, we are able to track investor behavior over time,…

Pricing of Securities · Quantitative Finance 2023-03-13 Andrea Barbon , Angelo Ranaldo

Modern physics has demonstrated that matter behaves very differently as it approaches the speed of light. This paper explores the implications of modern physics to the operation and regulation of financial markets. Information cannot move…

Trading and Market Microstructure · Quantitative Finance 2014-01-14 James J. Angel

The temporal activity of many biological systems, including neural circuits, exhibits fluctuations simultaneously varying over a large range of timescales. The mechanisms leading to this temporal heterogeneity are yet unknown. Here we show…

Disordered Systems and Neural Networks · Physics 2022-08-03 Merav Stern , Nicolae Istrate , Luca Mazzucato

The chemical dynamics scene is the most important application of computer simulation. We show that electrons jump between potential holes of different depths (new molecular orbits, hybrid atomic orbits with different energies) under the…

Quantum Physics · Physics 2023-10-17 Chen Ran , Yuri Ozhigov

More often than not, there is a need to understand the structure of complex computer code: what functions and in what order they are called, how information travels around static, input, and output variables, what depends on what. As a…

Software Engineering · Computer Science 2016-10-10 Igor Polkovnikov

Quantum theory is extremely successful in explaining most physical phenomena, and is not contradicted by any experiment. Yet, the theory has many puzzling features : the occurrence of probabilities, the unclear distinction between the…

Quantum Physics · Physics 2011-06-07 T. P. Singh

Atomic structures of nanomaterials are inherently dynamic, continuously reshaped through interactions with chemical species and external stimuli. Such dynamics are further amplified as the size and dimensionality of nanomaterials are…

In this paper, we present the possibility of using the Ising like models to explain by Statistical Physics means the connection between the financial discontinuities (herd behavior, bubbles, crashes) and "critical points" in physical of…

Statistical Mechanics · Physics 2007-05-23 Dorina Andru Vangheli , Gheorghe Ardelean

Atomic ensembles, comprising clouds of atoms addressed by laser fields, provide an attractive system for both the storage of quantum information, and the coherent conversion of quantum information between atomic and optical degrees of…

Quantum Physics · Physics 2008-04-08 S. D. Barrett , P. P. Rohde , T. M. Stace

Quantum computing is becoming strategically relevant to finance because several core financial bottlenecks are already defined by combinatorial search, expectation estimation, rare-event analysis, representation learning, and long-horizon…

Computational Finance · Quantitative Finance 2026-04-10 Hui Gong , Akash Sedai , Thomas Schroeder , Francesca Medda

Financial markets typically exhibit dynamically complex properties as they undergo continuous interactions with economic and environmental factors. The Efficient Market Hypothesis indicates a rich difference in the structural complexity of…

Signal Processing · Electrical Eng. & Systems 2022-12-06 Hongjian Xiao , Yao Lei Xu , Danilo P. Mandic

We introduce an atomic formula intuitively saying that given variables are independent from given other variables if a third set of variables is kept constant. We contrast this with dependence logic. We show that our independence atom gives…

Logic in Computer Science · Computer Science 2012-08-28 Erich Grädel , Jouko Väänänen

To identify emerging interdependencies between traded stocks we investigate the behavior of the stocks of FTSE 100 companies in the period 2000-2015, by looking at daily stock values. Exploiting the power of information theoretical measures…

Statistical Finance · Quantitative Finance 2017-07-05 Jacopo Rocchi , Enoch Yan Lok Tsui , David Saad

Probabilities to find a chosen number of electrons in flexible domains of space are calculated for highly correlated wave functions. Quantum mechanics can produce higher probabilities for chemically relevant arrangements of electrons in…

Chemical Physics · Physics 2022-06-29 Anthony Scemama , Andreas Savin

The financial market is nonpredictable, as according to the Bachelier, the mathematical expectation of the speculator is zero. Nevertheless, we observe in the price fluctuations the two distinct scales, short and long time. Behaviour of a…

Physics and Society · Physics 2008-12-02 R. Wojnar

The extraordinary success in laser cooling, trapping, and coherent manipulation of atoms has energized the efforts in extending this exquisite control to molecules. Not only are molecules ubiquitous in nature, but the control of their…

Atomic Physics · Physics 2022-04-27 D. Mitra , K. H. Leung , T. Zelevinsky

Time crystals, a unique non-equilibrium quantum phenomenon with promising applications in current quantum technologies, mark a significant advance in quantum mechanics. Although traditionally studied in atom-cavity and optical lattice…

Quantum Physics · Physics 2024-10-07 Subhajit Sarkar , Yonatan Dubi

Employing a recent technique which allows the representation of nonstationary data by means of a juxtaposition of locally stationary patches of different length, we introduce a comprehensive analysis of the key observables in a financial…

Statistical Finance · Quantitative Finance 2013-05-03 Sabrina Camargo , Silvio M. Duarte Queiros , Celia Anteneodo

An economy, large or small, has traditionally been defined in terms of an explicit set of agents and an assignment of characteristics to each agent. But when individual agents are negligible, most economically relevant properties of an…

Theoretical Economics · Economics 2026-04-29 Michael Greinecker , Konrad Podczeck