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Our criteria for continuous variable quantum teleportation [T.C.Ralph and P.K.Lam, Phys.Rev.Lett. {\bf 81}, 5668 (1998)] take the form of sums, rather than products, of conjugate quadrature measurements of the signal transfer coefficients…
This paper builds a model of high-frequency equity returns by separately modeling the dynamics of trade-time returns and trade arrivals. Our main contributions are threefold. First, we characterize the distributional behavior of…
This paper defines the average holding period of money and proposes a methodology for fully disaggregated measurement. Our measure is shown to be the inverse of the transfer velocity of money under stationary conditions, which is implicitly…
The COVID-19 pandemic has forced changes in production and especially in human interaction, with "social distancing" a standard prescription for slowing transmission of the disease. This paper examines the economic effects of social…
This paper studies the robustness of estimated policy effects to changes in the distribution of covariates, a key determinant of the external validity of (quasi)-experimental results. I propose a novel robustness metric $\delta^*$ which…
This paper aims to investigate the role of gold as a hedge and/or safe haven against oil price and currency market movements for medium (calm period) and large (extreme movement) fluctuations. In revisiting the role of gold, our study…
In this paper we present generic properties of quantum transport in mono-layer graphene. In the scheme of the Kubo-Geenwood formula, we compute the square spreading of wave packets of a given energy with is directly related to conductivity.…
The international trade is one of the classic areas of study in economics. Nowadays, given the availability of data, the tools used for the analysis can be complemented and enriched with new methodologies and techniques that go beyond the…
Jan Tinbergen, the first recipient of the Nobel Memorial Prize in Economics in 1969, obtained his PhD in physics at the University of Leiden under the supervision of Paul Ehrenfest in 1929. Among many achievements as an economist after his…
We determined the Newtonian Constant of Gravitation G by interferometrically measuring the change in spacing between two free-hanging pendulum masses caused by the gravitational field from large tungsten source masses. We find a value for G…
Continuous-time quantum walk describes the propagation of a quantum particle (or an excitation) evolving continuously in time on a graph. As such, it provides a natural framework for modeling transport processes, e.g., in light-harvesting…
A trading system is said to be {robust} if it generates a robust return regardless of market direction. To this end, a consistently positive expected trading gain is often used as a robustness metric for a trading system. In this paper, we…
Similarity distance measure between two trajectories is an essential tool to understand patterns in motion, for example, in Human-Robot Interaction or Imitation Learning. The problem has been faced in many fields, from Signal Processing,…
In this paper we represent a different approach to the calculation of the perihelion shift than the one presented in common text books. We do not rely on the Schwarzschild metric and the Hamilton Jacobi technique to obtain our results.…
We show that the global balance of information dynamics for general quantum measurements given in [F. Buscemi, M. Hayashi, and M. Horodecki, Phys.Rev.Lett. 100, 210504 (2008)] makes it possible to unify various and generally inequivalent…
In this paper we exploit the wavelet analysis approach to investigate oil-food price correlation and its determinants in the domains of time and frequency. Wavelet analysis is able to differentiate high frequency from low frequency…
An important limitation is shown in the analogy between the Aharonov-Bohm effect and the parallel transport on a cone. It illustrates a basic difference between gravity and gauge fields due to the existence of the solder form for the…
Establishing a resilient food trade system is an international consensus on safeguarding food security amid growing disruptions. However, a unified resilience framework has yet to be established, leading to the proliferation of diverse…
This paper concerns the asymmetric transport associated with a low-energy interface Dirac model of graphene-type materials subject to external magnetic and electric fields. We show that the relevant physical observable, an interface…
Quantum walks are accepted as a generic model for quantum transport. The character of the transport crucially depends on the properties of the walk like its geometry and the driving coin. We demonstrate that increasing transport distance…