Related papers: Modelling financial time series with $\phi^{4}$ qu…
Recovering microscopic couplings directly from data provides a route to solving the inverse problem in statistical field theories, one that complements the traditional-often computationally intractable-forward approach of predicting…
In 1970s, Wilson shown the deep connection of renormalization and scaling of the effective Lagrangian. Polchinski further proved that such connection implied renormalizability of perturbative field theory. We develop the mechanism by an…
We investigate the inflation for the quartic hilltop model via a certain type of modified gravity. Precisely, we analyze the $F(\phi) T$ term in the Einstein's gravity to examine the quartic hilltop inflation model. $T$ is the trace of the…
We show that QFT (as well as QM) is not a complete physical theory. We constructed a classical statistical model inducing quantum field averages. The phase space consists of square integrable functions, $f(\phi),$ of the classical bosonic…
Precise cosmological data from WMAP and forthcoming CMB experiments motivate the study of the quantum corrections to the slowroll inflationary parameters.We find the quantum (loop) corrections to the equations of motion of the classical…
We clarify inflaton models by considering them as effective field theories in the Ginzburg-Landau spirit.In this new approach, the precise form of the inflationary potential is constructed from the present WMAP data, and a useful scheme is…
In this paper we construct the continuous Matrix Product State (MPS) representation of the vacuum of the field theory corresponding to the continuous limit of an Ising model. We do this by exploiting the observation made by Hastings and…
The modelling of financial markets presents a problem which is both theoretically challenging and practically important. The theoretical aspects concern the issue of market efficiency which may even have political implications…
In this paper we propose a new stochastic model based on a generalization of semi-Markov chains to study the high frequency price dynamics of traded stocks. We assume that the financial returns are described by a weighted indexed…
In this work we present a data-driven end-to-end Deep Learning approach for time series prediction, applied to financial time series. A Deep Learning scheme is derived to predict the temporal trends of stocks and ETFs in NYSE or NASDAQ. Our…
We propose an inflationary scenario, M-flation, in which inflation is driven by three $N\times N$ hermitian matrices $\Phi_i, i=1,2,3$. The inflation potential of our model, which is strongly motivated from string theory, is constructed…
Spin models of markets inspired by physics models of magnetism, as the Ising model, allow for the study of the collective dynamics of interacting agents in a market. The number of possible states has been mostly limited to two (buy or sell)…
Financial time series forecasting is, without a doubt, the top choice of computational intelligence for finance researchers from both academia and financial industry due to its broad implementation areas and substantial impact. Machine…
This is a series of lectures on Monte Carlo results on the non-perturbative, lattice formulation approach to quantum field theory. Emphasis is put on 4D scalar quantum field theory. I discuss real space renormalization group, fixed point…
We announce results about the nonperturbative mathematically rigorous construction of the $:\!\phi^4_4\!:$ quantum field theory in four-dimensional space-time. The complex structure of solutions of the classical nonlinear (real-valued) wave…
We analyze complexity of financial (and general economic) processes by comparing classical and quantum-like models for randomness. Our analysis implies that it might be that a quantum-like probabilistic description is more natural for…
In this paper, we show how the finite formulation of QFT based on Callan-Symanzik equations can be generalised to the case of non-renormalizable theories. We derive an equation for effective action for an arbitrary single scalar field…
We use lattice simulations to examine the detailed dynamics of inflaton fragmentation during and after preheating in $\lambda \phi^4$ chaotic inflation. The dynamics are qualitatively similar to preheating after $m^2 \phi^2$ inflation,…
Corrections to scaling in the two-dimensional scalar phi^4 model are studied based on non-perturbative analytical arguments and Monte Carlo (MC) simulation data for different lattice sizes L (from 4 to 1536) and different values of the…
We explore a new way to simulate quantum field theory, without introducing a spatial lattice. As a pilot study we apply this method to the 3d \lambda \phi^4 model. The regularisation consists of a fuzzy sphere with radius R for the two…