Related papers: Recurrence Plot and Recurrence Quantification Anal…
Quantum complexity is a measure of the minimal number of elementary operations required to approximately prepare a given state or unitary channel. Recently, this concept has found applications beyond quantum computing -- in studying the…
Basic peculiarities of market price fluctuations are known to be well described by a recently developed random walk model in a temporally deforming quadric potential force whose center is given by a moving average of past price traces…
In the practical industry, the most commonly used application of statistical analysis for monitoring the process mean is the control chart. Control charts are generated based on the presumption that we have a sample from a stable process.…
Financial markets across all asset classes are known to exhibit trends. These trends have been exploited by traders for decades. Here, we empirically measure when trends revert, based on 30 years of daily futures prices for equity indices,…
Contact tracing is an essential tool in slowing and containing outbreaks of contagious diseases. Current contact tracing methods range from interviews with public health personnel to Bluetooth pings from smartphones. While all methods offer…
We propose a picture of stock market crashes as critical points in a hierachical system with discrete scaling. The critical exponent is then complex, leading to log-periodic fluctuations in stock market indexes. We present ``experimental''…
Neurons modeled by the Rulkov map display a variety of dynamic regimes that include tonic spikes and chaotic bursting. Here we study an ensemble of bursting neurons coupled with the Watts-Strogatz small-world topology. We characterize the…
Energy level statistics of a bounded quantum system, whose classical dynamical system exhibits bifurcations, is investigated using the two-point correlation function (TPCL), which at the bifurcation points exhibits periodic spike…
Recurrence in the phase space of complex systems is a well-studied phenomenon, which has provided deep insights into the nonlinear dynamics of such systems. For dissipative systems, characteristics based on recurrence plots have recently…
Financial markets are well known for their dramatic dynamics and consequences that affect much of the world's population. Consequently, much research has aimed at understanding, identifying and forecasting crashes and rebounds in financial…
The recent surge in valuations among AI related firms has renewed concerns that markets may be entering a new phase of speculative exuberance, especially in the technology and semiconductor sectors at the center of the AI investment wave.…
We discuss the foundations of factor or regression models in the light of the self-consistency condition that the market portfolio (and more generally the risk factors) is (are) constituted of the assets whose returns it is (they are)…
The dynamics of quantum fields during cosmic inflation can be probed via their late-time boundary correlators. The analytic structure of these boundary correlators contains rich physical information of bulk dynamics, and is also closely…
We investigate the recently introduced variety of a set of stock returns traded in a financial market. This investigation is done by considering daily and intraday time horizons in a 15-day time period centered at the August 31st, 1998…
Parametric fluctuations or stochastic signals are introduced into the control pulse sequence to investigate the feasibility of random control over quantum open systems. In a large parameter error region, the out-of-order control pulses work…
Quantum entanglement enables exponential computational states, while superposition provides inherent parallelism. Consequently, quantum circuits are theoretically capable of supporting large scale parallel computation. However, applying…
Non-thermal dynamical critical behavior can arise in isolated quantum systems brought out of equilibirum by a change in time of their parameters. While this phenomenon has been studied in a variety of systems in the case of a sudden quench,…
The study of the critical dynamics in complex systems is always interesting yet challenging. Here, we choose financial market as an example of a complex system, and do a comparative analyses of two stock markets - the S&P 500 (USA) and…
Quantum computers are not yet up to the task of providing computational advantages for practical stochastic diffusion models commonly used by financial analysts. In this paper we introduce a class of stochastic processes that are both…
The stickiness effect is a fundamental feature of quasi-integrable Hamiltonian systems. We propose the use of an entropy-based measure of the recurrence plots (RP), namely, the entropy of the distribution of the recurrence times (estimated…