Related papers: Modelling financial time series with $\phi^{4}$ qu…
Inflationary models based on a single scalar field $\phi$ with a quadratic potential $V = \frac{1}{2} m^2 \phi^2$ are disfavoured by the recent Planck constraints on the scalar index, $n_s$, and the tensor-to-scalar ratio for cosmological…
Econophysics has developed as a research field that applies the formalism of Statistical Mechanics and Quantum Mechanics to address Economics and Finance problems. The branch of Econophysics that applies of Quantum Theory to Economics and…
The $\lambda \phi^4$ model in a finite volume is studied within a non-gaussian Hartree-Fock approximation (tdHF) both at equilibrium and out of equilibrium, with particular attention to the structure of the ground state and of certain…
We prove that the scaling limits of spin fluctuations in four-dimensional Ising-type models with nearest-neighbor ferromagnetic interaction at or near the critical point are Gaussian. A similar statement is proven for the $\lambda \phi^4$…
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…
We describe a new method in lattice field theory to compute observables at various values of the parameters lambda_i in the action S[phi,lambda_i]. Firstly one performs a single simulation of a ``reference action'' S[phi^r, lambda_i^r] with…
In a financial market, for agents with long investment horizons or at times of severe market stress, it is often changes in the asset price that act as the trigger for transactions or shifts in investment position. This suggests the use of…
Studying phase transitions in interacting quantum field theories generally requires the numerical study of the dynamical system on an N-dimensional lattice, which is, in most cases, computationally quite the challenging task even with…
Quantum theory provides a comprehensive framework for quantifying uncertainty, often applied in quantum finance to explore the stochastic nature of asset returns. This perspective likens returns to microscopic particle motion, governed by…
Motivated by an exact mapping between equilibrium properties of a 1-dimensional chain of quantum Ising spins in a transverse field (the transverse field Ising (TFI) model) and a 2-dimensional classical array of particles in double-well…
Standard Model with a classical conformal invariance holds the promise to give a better understanding of the hierarchy problem and could pave the way for beyond the standard model physics. So, we give here a mathematical treatment of a…
The quantum extension of classical finite elements, referred to as quantum finite elements ({\bf QFE})~\cite{Brower:2018szu,Brower:2016vsl}, is applied to the radial quantization of 3d $\phi^4$ theory on a simplicial lattice for the…
We study numerically the three-dimensional $\phi^{4}$ spin glass, a prototypical disordered and discretized Euclidean field theory that manifests inhomogeneities in space and time but considers a homogeneous squared mass and lambda terms.…
We present and discuss a stochastic model of financial assets dynamics based on the idea of an inverse renormalization group strategy. With this strategy we construct the multivariate distributions of elementary returns based on the scaling…
The usual description of inflationary fluctuations uses the framework of quantum field theory (QFT) in curved spacetime, in which quantum fluctuations are superimposed on a classical background spacetime. Even for large fluctuations, such…
The calculation of loop corrections to the correlation functions of quantum fields during inflation or in the de~Sitter background presents greater challenges than in flat space due to the more complicated form of the mode functions. While…
Analytical approximations for $< \phi^2 >$ of a quantized scalar field in ultrastatic asymptotically flat spacetimes are obtained. The field is assumed to be both massive and massless, with an arbitrary coupling $\xi$ to the scalar…
We propose a new algorithm for simulating noncommutative phi-four theory on the fuzzy sphere based on, i) coupling the scalar field to a U(1) gauge field, in such a way that in the commutative limit N\longrightarrow \infty, the two modes…
We consider chaotic inflation models with a pseudo-scalar field containing the general couplings to the four-form flux. The four-form mixing with the pseudo-scalar field induces a quadratic potential for inflaton while the coexisting…
We introduce $\phi^4$ interacting real scalar Quantum Field Theory (QFT) on causal sets. We consider both the canonical framework of causal set free QFT, involving a Hilbert space and operators and so on, and the double path integral…