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Related papers: Complex Systems: From Nuclear Physics to Financial…

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In this paper we contrast the dynamics of the 2022 Ukraine invasion financial crisis with notable financial crises of the 21st century - the dot-com bubble, global financial crisis and COVID-19. We study the similarity in market dynamics…

Statistical Finance · Quantitative Finance 2023-10-11 Nick James , Max Menzies

We study the interplay between ordered and chaotic dynamics at the critical point of a generic first-order quantum phase transition in the interacting boson model of nuclei. Classical and quantum analyses reveal a distinct behavior of the…

Nuclear Theory · Physics 2011-10-05 M. Macek , A. Leviatan

The presence of chaos and quantum chaos is shown in two different nuclear systems. We analyze the chaotic behaviour of the classical SU(2) Yang--Mills--Higgs system, and then we study quantum chaos in the nuclear shell model calculating the…

Nuclear Theory · Physics 2007-05-23 Luca Salasnich

The review introduces the history of cryptocurrencies, offering a description of the blockchain technology behind them. Differences between cryptocurrencies and the exchanges on which they are traded have been shown. The central part…

Statistical Finance · Quantitative Finance 2021-03-10 Marcin Wątorek , Stanisław Drożdż , Jarosław Kwapień , Ludovico Minati , Paweł Oświęcimka , Marek Stanuszek

Quantum mechanics for a four-state-system is derived from classical statistics. Entanglement, interference, the difference between identical fermions or bosons and the unitary time evolution find an interpretation within a classical…

Quantum Physics · Physics 2009-10-06 C. Wetterich

In quantum mechanics, spatial correlations arising from measurements at separated particles are well studied. This is not the case, however, for the temporal correlations arising from a single quantum system subjected to a sequence of…

Quantum Physics · Physics 2018-11-13 Jannik Hoffmann , Cornelia Spee , Otfried Gühne , Costantino Budroni

Coupled oscillators have been used to study synchronization in a wide range of social, biological, and physical systems, including pedestrian-induced bridge resonances, coordinated lighting up of firefly swarms, and enhanced output peak…

Adaptation and Self-Organizing Systems · Physics 2021-11-01 Can Xu , Xiaohuan Tang , Huaping Lü , Karin Alfaro-Bittner , Stefano Boccaletti , Matjaz Perc , Shuguang Guan

We come to the conclusion that all atomic models based on either the Newton equation and the Kepler laws, or the Maxwell equations, or the Schrodinger and Dirac equations are in reasonable agreement with experimental data. We can only…

General Physics · Physics 2025-02-08 F. A. Gareev , I. E. Zhidkova

Consider $D$ random systems that are modeled by independent $N\times N$ complex Hermitian Wigner matrices. Suppose they are lying on a circle and the neighboring systems interact with each other through a deterministic matrix $A$. We prove…

Probability · Mathematics 2025-02-19 Bertrand Stone , Fan Yang , Jun Yin

This paper is an attempt at understanding the quantum-like dynamics of financial markets in terms of non-differentiable price-time continuum having fractal properties. The main steps of this development are the statistical scaling, the…

Statistical Finance · Quantitative Finance 2015-06-18 Vadim Nastasiuk

Quantum systems whose classical counterparts are chaotic typically have highly correlated eigenvalues and level statistics that coincide with those from ensembles of full random matrices. A dynamical manifestation of these correlations…

Interference is a universal consequence of superposition, yet in composite quantum systems it can encode correlations between subsystems. We show that in coupled electron-nuclear dynamics, interference in the nuclear density can arise…

Quantum Physics · Physics 2026-03-04 Matisse Wei-Yuan Tu , Angel Rubio , E. K. U. Gross

We study the quantum entanglement caused by unitary operators that have classical limits that can range from the near integrable to the completely chaotic. Entanglement in the eigenstates and time-evolving arbitrary states is studied…

Chaotic Dynamics · Physics 2009-10-31 Arul Lakshminarayan

The econophysics approach to socio-economic systems is based on the assumption of their complexity. Such assumption inevitably lead to another assumption, namely that underlying interconnections within socio-economic systems, particularly…

Statistical Finance · Quantitative Finance 2023-07-19 Paweł Fiedor

We propose a picture of stock market crashes as critical points in a hierachical system with discrete scaling. The critical exponent is then complex, leading to log-periodic fluctuations in stock market indexes. We present ``experimental''…

Condensed Matter · Physics 2015-06-25 James A. Feigenbaum , Peter G. O. Freund

While the main features of atomic nuclei are well described by nuclear mean-field models, there is a large and growing body of evidence which indicates an important additional role played by spatially-correlated nucleon-nucleon structures.…

Nuclear Theory · Physics 2022-10-13 Ranjeet Dalal , I. J. Douglas MacGregor

A zone of reactions is determined and then exploited as a tool in studying the space-time structure of an interacting system formed in a collision of relativistic nuclei. The time dependence of the reaction rates integrated over spatial…

Nuclear Theory · Physics 2015-07-28 Dmitry Anchishkin , Anton Muskeyev , Stanislav Yezhov

We study the interplay between regular and chaotic dynamics at the critical point of a generic first-order quantum phase transition in an interacting boson model of nuclei. A classical analysis reveals a distinct behavior of the coexisting…

Nuclear Theory · Physics 2011-10-13 M. Macek , A. Leviatan

We demonstrate that future market correlation structure can be predicted with high out-of-sample accuracy using a multiplex network approach that combines information from social media and financial data. Market structure is measured by…

Statistical Finance · Quantitative Finance 2019-09-04 Thársis T. P. Souza , Tomaso Aste

This paper studies the dynamic market linkages among cryptocurrencies during August 2015 - July 2020 and finds a substantial increase in market linkages for both returns and volatilities. We use different methodologies to check the…

Statistical Finance · Quantitative Finance 2020-10-01 Nektarios Aslanidis , Aurelio F. Bariviera , Alejandro Perez-Laborda
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