相关论文: A simple algorithm based on fluctuations to play t…

There are two possible ways of interpreting the seemingly stochastic nature of financial markets: the Efficient Market Hypothesis (EMH) and a set of stylized facts that drive the behavior of the markets. We show evidence for some of the…

The cooperative binding of molecular agents onto a substrate is pervasive in living systems. To study whether a system shows cooperativity, one can rely on a fluctuation analysis of quantities such as the number of substrate-bound units and…

In this paper we explore the specific role of randomness in financial markets, inspired by the beneficial role of noise in many physical systems and in previous applications to complex socio- economic systems. After a short introduction, we…

The effect of conformational fluctuations of modular macromolecules, such as enzymes, on their diffusion properties is addressed using a simple generic model of an asymmetric dumbbell made of two hydrodynamically coupled subunits. It is…

Securities markets are quintessential complex adaptive systems in which heterogeneous agents compete in an attempt to maximize returns. Species of trading agents are also subject to evolutionary pressure as entire classes of strategies…

The Generalized fractional Brownian motion (gfBm) is a stochastic process that acts as a generalization for both fractional, sub-fractional, and standard Brownian motion. Here we study its use as the main driver for price fluctuations,…

The living cell expends energetic and material resources to reliably process information from its environment. To do so, it utilises unreliable molecular circuitry that is subject to thermal and other fluctuations. Here, we argue that…

Fluctuations in the measured mRNA levels of unperturbed cells under fixed conditions have often been viewed as an impediment to the extraction of information from expression profiles. Here, we argue that such expression fluctuations should…

Financial market dynamics is rigorously studied via the exact generalized Langevin equation. Assuming market Brownian self-similarity, the market return rate memory and autocorrelation functions are derived, which exhibit an…

We study a Michaelis-Menten reaction for a single two-state enzyme molecule, whose transition rates between the two conformations are modulated by an harmonically oscillating external force. In particular, we obtain a range of optimal…

Advances in statistical learning theory have resulted in a multitude of different designs of learning machines. But which ones are implemented by brains and other biological information processors? We analyze how various abstract Bayesian…

Fluctuation theorems show how coarse graining transforms microscopic symmetry into observable irreversibility. Here we ask whether an analogous symmetrybased diagnostic can be constructed for financial markets. At the microscopic level,…

Fluctuations in the abundance of molecules in the living cell may affect its growth and well being. For regulatory molecules (e.g., signaling proteins or transcription factors), fluctuations in their expression can affect the levels of…

Most complex networks serve as conduits for various dynamical processes, ranging from mass transfer by chemical reactions in the cell to packet transfer on the Internet. We collected data on the time dependent activity of five natural and…

Economies are complex man-made systems where organisms and markets interact according to motivations and principles not entirely understood yet. The increasing dissatisfaction with the postulates of traditional economics i.e. perfectly…

The fractional Brownian motion (fBm) extends the standard Brownian motion by introducing some dependence between non-overlapping increments. Consequently, if one considers for example that log-prices follow an fBm, one can exploit the…

Non-equilibrium stochastic dynamics of several active Brownian systems are modeled in terms of non-linear velocity dependent force. In general, this force may consist of both even and odd functions of velocity. We derive the expression for…

Enzymes are nano-scale machines that have evolved to drive chemical reactions out of equilibrium in the right place at the right time. Given the complexity and specificity of enzymatic function, bottom-up design of enzymes presents a…

We introduce and solve a model of fermions hopping between neighbouring sites on a line with random Brownian amplitudes and open boundary conditions driving the system out of equilibrium. The average dynamics reduces to that of the…

In recent literature there has been a lot of interest in the phenomena of noise induced transport in the absence of an average bias occurring in spatially periodic systems far from equilibrium. One of the main motivations in this area is to…