Related papers: Intermittency in Quantitative Finance
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…
Primordial non-Gaussianity is generated by interactions of the inflaton field, either self-interactions or couplings to other sectors. These two physically different mechanisms can lead to nearly indistinguishable bispectra of the…
The scaled factorial moments $F_q$ are studied for a second-order quark-hadron phase transition within the Ginzburg-Landau description. The role played by the ground state of the system under low temperature is emphasized. After a local…
We study the temporal fluctuations in time-dependent stock prices (both individual and composite) as a stochastic phenomenon using general techniques and methods of nonequilibrium statistical mechanics. In particular, we analyze stock price…
A simple quantum model explains the Levy-unstable distributions for individual stock returns observed by ref.[1]. The probability density function of the returns is written as the squared modulus of an amplitude. For short time intervals…
This report addresses the moments, ${\mathfrak{G}_n}\left( {\mathbf{q}} \right) = \int_{ - \infty }^{ + \infty } {{\omega ^n}S\left( {{\mathbf{q}},\omega } \right)\mathrm{d}\omega },\,n \in \mathbb{N},\,n \geq - 1$, of the quantum…
Quantum fluctuations are ubiquitous and play crucial roles across various scales and systems, such as the Big Bang, black hole dynamics, quantum phase transitions in microscopic many-body systems, and so on. Nuclear fission manifests as a…
Local density fluctuations near the QCD critical point can be probed by an intermittency analysis of power-law behavior on scaled factorial moments in relativistic heavy-ion collisions. We study the second-order scaled factorial moment in…
Intermittency in fluid turbulence can be evidentiated through the analysis of Probability Distribution Functions (PDF) of velocity fluctuations, which display a strong non-gaussian behavior at small scales. In this paper we investigate the…
The evolution of multiplicity distribution of a species which undergoes chemical reactions can be described with the help of a master equation. We study the master equation for a fixed temperature, because we want to know how fast different…
The factorial moments of the pion multiplicity distributions are calculated with HIJING and UrQMD and found to be independent of the pT range included, in contrast to recent simulations with the linear sigma model which leads to large…
The higher order moments of the fluctuations for the thermodynamical systems in the presence of fields are investigated in the framework of a theoretical method. The metod uses a generalized statistical ensemble consonant with the adequate…
Cumulant oscillations, or $H_q$ moment oscillations, appear if the KNO multiparticle distribution decreases at large z, $z\equiv n/ <n>$, faster than the exponential, $exp(-D z^\mu)$, with $\mu > 1$. In nucleus-nucleus interactions this…
Intertemporal decision making involves choices among options whose effects occur at different moments. These choices are influenced not only by the effect of rewards value perception at different moments, but also by the time perception…
Exponential averages that appear in integral fluctuation theorems can be recast as a sum over moments of thermodynamic observables. We use two examples to show that such moment series can exhibit non-uniform convergence in certain singular…
We report on a considerable improvement in the technique of measuring multiparticle correlations via integrals over correlation functions. A modification of measures used in the characterization of chaotic dynamical sytems permits fast and…
We study the first-passage time (FPT) problem for widespread recurrent processes in confined though large systems and present a comprehensive framework for characterizing the FPT distribution over many time scales. We find that the FPT…
Quantum fluctuations are fundamental in quantum technologies, affecting computing, sensing, cryptography, and thermodynamics. These include fluctuations in the variation of energy, charge, and other observables driven by interactions with…
Multiplicity fluctuation of the target evaporated fragments emitted in 290 A MeV 12C-AgBr, 400 A MeV 12C-AgBr, 400 A MeV 20Ne-AgBr and 500 A MeV 56Fe-AgBr interactions is investigated using scaled factorial moment method in two-dimensional…
By describing a large class of deep inelastic processes with standard parameterization for the different parton species, we check the characteristic relationship dictated by Pauli principle: broader shapes for higher first moments. Indeed,…