相关论文: Spin Glass Model of Operational Risk

We review recent findings on spin glass models. Both the equilibrium properties and the dynamic properties are covered. We focus on progress in theoretical, in particular numerical, studies, while its relationship to real magnetic materials…

In this paper we explore the functional correlation approach to operational risk. We consider networks with heterogeneous a-priori conditional and unconditional failure probability. In the limit of sparse connectivity, self-consistent…

A review of the stochastic stability property for the Gaussian spin glass models is presented and some perspectives discussed.

In spin glass models one can remove minimization of free energy by some order parameter. One can consider hierarchy of order parameters. It is possible to divide energy among these parts. We can consider relaxation process in glass system…

Kinetically constrained spin models are known to exhibit dynamical behavior mimicking that of glass forming systems. They are often understood as coarse-grained models of glass formers, in terms of some "mobility" field. The identity of…

The p-spin spin-glass model has been studied extensively at mean-field level because of the insights which it provides into the mode-coupling approach to structural glasses and the nature of the glass transition. We demonstrate explicitly…

Spin glasses are the paradigm of complex systems. These materials present really slow dynamics. However, the nature of the spin glass phase in finite dimensional systems is still controversial. Different theories describing the low…

We study the non-equilibrium relaxation of the spherical spin-glass model with p-spin interactions in the $N \rightarrow \infty$ limit. We analytically solve the asymptotics of the magnetization and the correlation and response functions…

This paper presents a new interacting particle system and uses it as a spin model for financial market microstructure. The asymptotic analysis of this stochastic process exhibits a lower bound to the contemporaneous measurement of price and…

We investigate the dynamics of spin glasses from the `rheological' point of view, in which aging is suppressed by the action of small, non-conservative forces. The different features can be expressed in terms of the scaling of relaxation…

Optimization under uncertainty and risk is indispensable in many practical situations. Our paper addresses stability of optimization problems using composite risk functionals which are subjected to measure perturbations. Our main focus is…

A spin glass is a diluted magnetic material in which the magnetic moments are randomly interacting, with a huge number of metastable states which prevent reaching equilibrium. Spin-glass models are conceptually simple, but require very…

In this paper we develop a method introduced by one of us to study metastable states in spin glasses. We consider a `potential function' defined as the free energy of a system at a given temperature $T$ constrained to have a fixed overlap…

The nature of the spin glass state is investigated by studying changes to the ground state when a weak perturbation is applied to the bulk of the system. We consider short range models in three and four dimensions and the infinite range…

We show the existence of fragile-to-strong transitions in kinetically constrained systems by studying the equilibrium and out-of-equilibrium dynamics of a generic constrained Ising spin chain which interpolates between the symmetric and…

Spin glass theory studies the structure of sublevel sets and minima (or near-minima) of certain classes of random functions in high dimension. Near-minima of random functions also play an important role in high-dimensional statistics and…

Spin glasses are disordered magnetic systems that exhibit a variety of properties that are characteristic of complex systems. After a brief review of basic spin glass concepts, their use in areas such as computer science, biology, and other…

Inspired by widely-used techniques of causal modelling in risk, failure, and accident analysis, this work discusses a compositional framework for risk modelling. Risk models capture fragments of the space of risky events likely to occur…

Dynamics of spin-glasses subjected to slow continuous changes of working enviroment such as slow changes of temperature or interaction bonds are studied based on scaling arguments and numerical simulations of continuous bond changes. Such…

Glassy behavior is one of the main open problems in condensed matter physics. In this thesis, we approach the problem by studying spin-glasses and colloids, using several complementary strategies. From the point of view of model building,…