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This paper studies cross-market return predictability through a machine learning framework that preserves economic structure. Exploiting the non-overlapping trading hours of the U.S. and Chinese equity markets, we construct a directed…
A semi-empirical formalism is presented for deriving interatomic potentials for materials such as caesium or cerium which exhibit volume collapse phase transitions. It is based on the Finnis-Sinclair second moment tight binding approach,…
We have measured the relative phase of two Bose-Einstein condensates (BEC) using a time-domain separated-oscillatory-field condensate interferometer. A single two-photon coupling pulse prepares the double condensate system with a…
We study historical calibration of one- and two-factor models that are known to describe relatively well the dynamics of energy underlyings such as spot and index natural gas or oil prices at different physical locations or regional power…
Theories with generalised conformal structure contain a dimensionful parameter, which appears as an overall multiplicative factor in the action. Examples of such theories are gauge theories coupled to massless scalars and fermions with…
We develop a characteristics based demand estimation framework for the Marshallian demand system obtained by solving a budget-constrained constant elasticity of substitution (CES) utility maximization problem. From our Marshallian CES…
We introduce a homology-based technique for the analysis of multiqubit state vectors. In our approach, we associate state vectors to data sets by introducing a metric-like measure in terms of bipartite entanglement, and investigate the…
We introduce a new way of reconstructing the equation of state of a thermodynamic system near a second order critical point from a finite set of Taylor coefficients computed away from the critical point. We focus on the Ising universality…
Manufactured metallic components often contain non-uniformly distributed pores of complex morphologies. Since such porosity defects have significant influence on material behaviors and affect the usage in high-performance applications, it…
Localized pattern formations and "two-phase" deformations are studied theoretically in soft compressible cylinders subject to surface tension and axial loading through several force-controlled loading scenarios. By drawing upon known…
This study investigates the macroeconomic determinants and dynamic behaviour of personal remittances as a share of Gross Domestic Product (GDP) in Nepal, emphasizing external demand in major destination countries and domestic monetary…
We derive exact and closed-form expressions for a large class of two-point and three-point inflation correlators with the tree-level exchange of a single massive particle. The intermediate massive particle is allowed to have arbitrary mass,…
The recent liberalization of the electricity and gas markets has resulted in the growth of energy exchanges and modelling problems. In this paper, we modelize jointly gas and electricity spot prices using a mean-reverting model which fits…
We propose a confirmatory dynamic factor model for a large number of stocks whose returns are observed daily across multiple time zones. The model has a global factor and a continental factor that both drive the individual stock return…
We explore a decomposition in which returns on a large class of portfolios relative to the market depend on a smooth non-negative drift and changes in the asset price distribution. This decomposition is obtained using general continuous…
Weather forecasts are typically given in the form of forecast ensembles obtained from multiple runs of numerical weather prediction models with varying initial conditions and physics parameterizations. Such ensemble predictions tend to be…
The scaling properties of the time series of asset prices and trading volumes of stock markets are analysed. It is shown that similarly to the asset prices, the trading volume data obey multi-scaling length-distribution of low-variability…
The standard wage Phillips curve aggregates away from which workers reset wages when. I show this aggregation omits a first-order term: the covariance between workers' cost-push exposure and their reset frequency. I introduce two sufficient…
We propose an entanglement measure for two qudits based on the covariances of a set of generators of the su(N) algebra. In particular, we represent this measure in terms of the mutually unbiased projectors for N prime. For pure states this…
We evaluate the two-photon exchange correction to the unpolarized cross section in the elastic muon-proton scattering within dispersion relations. One of the six independent invariant amplitudes requires a subtraction. We fix the…