Related papers: D-Brane solutions under market panic
Applications of Quantum Tunneling effect have long gone beyond the traditional physical meaning. Initially created by Gamow to explain {\alpha}-decay of nuclear particles, along the time, quantum tunneling found fertile domain of research…
Several aspects of scalar field dynamics on a brane which differs from corresponding regimes in the standard cosmology are investigated. We consider asymptotic solution near a singularity, condition for inflation and bounces and some detail…
We derive and solve the full set of scalar perturbation equations for a class of $Z_2$-symmetric five-dimensional geometries generated by a bulk cosmological constant and by a 3-brane non-minimally coupled to a bulk dilaton field. The…
In this paper we develop a formalism to analyze the spectrum of small perturbations about arbitrary solutions of Einstein, Yang-Mills and scalar systems. We consider a general system of gravitational, gauge and scalar fields in a…
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…
We use standard perturbation techniques originally formulated in quantum (statistical) mechanics in the analysis of a toy model of a stock market which is given in terms of bosonic operators. In particular we discuss the probability of…
We pose the estimation and predictability of stock market performance. Three cases are taken: US, Japan, Germany, the monthly index of the value of realized investment in stocks, prices plus the value of dividend payments (OECD data). Once…
This paper aims at designing the different important components of a semi-closed simulated stock market (pricing mechanism, stock allocation and news generation). The purpose is to understand the interactions of the different aspects within…
A regular bouncing universe is obtained in the context of a dilaton-gravity brane world scenario. The scale factor starts in a contracting inflationary phase both in the Einstein and in the string frame, it then undergoes a bounce (due to…
We discuss a new solution, admitting the existence of dS_{4} branes, in five-dimensional Brans-Dicke theory. It is shown that, due to a special form of a bulk scalar field potential, for certain values of the model parameters the effective…
I describe a dynamical mechanism for solving the fine-tuning problem of brane-antibrane inflation. By inflating with stacks of branes and antibranes, the branes can naturally be trapped at a metastable minimum of the potential. As branes…
We construct exact gravitational field solutions for a relativistic particle localized on a tensional brane in brane-induced gravity. They are a generalization of gravitational shock waves in 4D de Sitter space. We provide the metrics for…
We consider an optimal investment and consumption problem for a Black-Scholes financial market with stochastic coefficients driven by a diffusion process. We assume that an agent makes consumption and investment decisions based on CRRA…
The formulation of Brans-Dicke (BD) gravity with matter in the Einstein frame is realized as Einstein gravity with dilaton and dilaton coupled matter. We calculate the one-loop 4d anomaly-induced effective action due to N dilaton- coupled…
Motivated by the Randall-Sundrum brane-world scenario, we discuss the classical and quantum dynamics of a (d+1)-dimensional boundary wall between a pair of (d+2)-dimensional topological Schwarzschild-AdS black holes. We assume there are…
The use of intelligent systems for stock market predictions has been widely established. In this paper, we investigate how the seemingly chaotic behavior of stock markets could be well represented using several connectionist paradigms and…
Market makers continuously set bid and ask quotes for the stocks they have under consideration. Hence they face a complex optimization problem in which their return, based on the bid-ask spread they quote and the frequency at which they…
We generalize the Cosmological Slingshot Scenario for a Slingshot brane moving in a Klebanov-Strassler throat. We show that the horizon and isotropy problems of standard cosmology are avoided, while the flatness problem is acceptably…
We calculate the power spectrum, spectral index, and running spectral index for the RS-II brane inflation in the high-energy regime using the slow-roll expansion. There exist several modifications. As an example, we take the power-law…
We study the phantom-like behavior of a DGP-inspired braneworld scenario where curvature correction on the brane is taken into account. We include a possible modification of the induced gravity on the brane by incorporating higher order…