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Dynamic trading strategies, in the spirit of trend-following or mean-reversion, represent an only partly understood but lucrative and pervasive area of modern finance. Assuming Gaussian returns and Gaussian dynamic weights or signals,…

Portfolio Management · Quantitative Finance 2019-06-05 Nick Firoozye , Adriano Koshiyama

We have previously [Phys. Rev. A 65, 043803 (2002)] analyzed adaptive measurements for estimating the continuously varying phase of a coherent beam, and a broadband squeezed beam. A real squeezed beam must have finite photon flux N and…

Quantum Physics · Physics 2007-05-23 Dominic W. Berry , Howard M. Wiseman

The coherent electron spin dynamics of an ensemble of singly charged (In,Ga)As/GaAs quantum dots in a transverse magnetic field is driven by periodic optical excitation at 1 GHz repetition frequency. Despite the strong inhomogeneity of the…

Mesoscale and Nanoscale Physics · Physics 2021-04-20 E. Evers , N. E. Kopteva , I. A. Yugova , D. R. Yakovlev , D. Reuter , A. D. Wieck , M. Bayer , A. Greilich

We demonstrate the real-time detection of dynamical phase transitions (DPTs) in lattice-confined spinor gases subject to a priori unknown time-variant interactions, via the temporal behaviors of both the system energy and spinor phases…

Quantum Gases · Physics 2026-04-07 J. O. Austin-Harris , Z. N. Hardesty-Shaw , C. Binegar , P. Sigdel , T. Bilitewski , Y. Liu

Kurtosis is seen as a measure of the discrepancy between the observed data and a Gaussian distribution and is defined when the 4th moment is finite. In this work an empirical study is conducted to investigate the behaviour of the sample…

Statistical Finance · Quantitative Finance 2018-11-06 J. Martin van Zyl

A perturbation method for computing quick estimates of the echo decay in pulsed spin echo gradient NMR diffusion experiments in the short gradient pulse limit is presented. The perturbation basis involves (relatively few) dipole…

Computational Physics · Physics 2015-05-27 Matias Nordin , Martin Nilsson Jacobi , Magnus Nydén

Robust covariance estimation is the following, well-studied problem in high dimensional statistics: given $N$ samples from a $d$-dimensional Gaussian $\mathcal{N}(\boldsymbol{0}, \Sigma)$, but where an $\varepsilon$-fraction of the samples…

Data Structures and Algorithms · Computer Science 2020-06-25 Jerry Li , Guanghao Ye

We advance spin noise spectroscopy to an ultrafast tool to resolve high frequency spin dynamics in semiconductors. The optical non-demolition experiment reveals the genuine origin of the inhomogeneous spin dephasing in n-doped GaAs wafers…

Mesoscale and Nanoscale Physics · Physics 2010-04-22 Georg M. Müller , Michael Römer , Jens Hübner , Michael Oestreich

Gravito-acoustic modes in the Sun and other stars propagate in resonant cavities with a frequency below a given limit known as the cut-off frequency. At higher frequencies, waves are no longer trapped in the stellar interior and become…

Solar and Stellar Astrophysics · Physics 2015-11-04 A. Jimenez , R. A. Garcia , F. Perez Hernandez , S. Mathur

The Maximum Entropy Spectral Analysis (MESA) method, developed by Burg, offers a powerful tool for spectral estimation of a time-series. It relies on Jaynes' maximum entropy principle, allowing the spectrum of a stochastic process to be…

Methodology · Statistics 2024-07-02 Alessandro Martini , Stefano Schmidt , Gregory Ashton , Walter Del Pozzo

We consider an active Brownian particle in a $d$-dimensional harmonic trap, in the presence of translational diffusion. While the Fokker-Planck equation can not in general be solved to obtain a closed form solution of the joint distribution…

Statistical Mechanics · Physics 2021-12-23 Debasish Chaudhuri , Abhishek Dhar

In this study we present an analysis of the performance and properties of the quasi-periodic (QP) GP kernel, which is the multiplication of the squared-exponential kernel by the exponential-sine-squared kernel, based on an extensive set of…

Earth and Planetary Astrophysics · Physics 2023-06-14 Stephan Stock , Jonas Kemmer , Diana Kossakowski , Silvia Sabotta , Sabine Reffert , Andreas Quirrenbach

We study a generalized two-species model on a ring. The original model [1] describes ordinary particles hopping exclusively in one direction in the presence of an impurity. The impurity hops with a rate different from that of ordinary…

Statistical Mechanics · Physics 2009-10-31 Farhad H Jafarpour

The problem of a diffusing particle moving among diffusing traps is analyzed in general space dimension d. We consider the case where the traps are initially randomly distributed in space, with uniform density rho, and derive upper and…

Statistical Mechanics · Physics 2009-11-07 R. A. Blythe , A. J. Bray

Quantum phase estimation (QPE) is one of the most important subroutines in quantum computing. In general applications, current QPE algorithms either suffer an exponential time overload or require a set of - notoriously quite fragile - GHZ…

Quantum Physics · Physics 2021-10-04 Luca Pezzè , Augusto Smerzi

Gaussian Processes (GPs) are expressive models for capturing signal statistics and expressing prediction uncertainty. As a result, the robotics community has gathered interest in leveraging these methods for inference, planning, and…

Robotics · Computer Science 2023-08-29 Francesco Crocetti , Jeffrey Mao , Alessandro Saviolo , Gabriele Costante , Giuseppe Loianno

By means of time-resolved optical orientation under strong optical pumping, the k-dependence of the electron spin-flip time (t_sf) in undoped GaAs is experimentally determined. t_sf monotonically decreases by more than one order of…

Mesoscale and Nanoscale Physics · Physics 2009-11-22 A. Amo , L. Vina , P. Lugli , C. Tejedor , A. I. Toropov , K. S. Zhuravlev

In this paper we analyze the relaxation to steady-state of intracellular diffusion in a pair of cells with gap-junction coupling. Gap junctions are prevalent in most animal organs and tissues, providing a direct diffusion pathway for both…

Statistical Mechanics · Physics 2022-03-23 Paul C. Bressloff

The spin relaxation time in solids is determined by several competing energy scales and processes and distinct methods are called for to analyze the various regimes. We present a stochastic model for the spin dynamics in solids which is…

Strongly Correlated Electrons · Physics 2020-07-22 G. Csosz , L. Szolnoki , A. Kiss , B. Dora , F. Simon

Peters' formula is an analytical estimate of the time-scale of gravitational wave (GW)-induced coalescence of binary systems. It is used in countless applications, where the convenience of a simple formula outweighs the need for precision.…

Astrophysics of Galaxies · Physics 2021-07-07 Lorenz Zwick , Pedro R. Capelo , Elisa Bortolas , Veronica Vazquez-Aceves , Lucio Mayer , Pau Amaro-Seoane
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