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相关论文: Coherent Patterns in Nuclei and in Financial Marke…

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We compare correlations and coherent structures in nuclei and financial markets. In the nuclear physics part we review giant resonances which can be interpreted as a coherent structure embedded in chaos. With similar methods we investigate…

统计金融 · 定量金融 2015-05-14 J. Speth , S. Drozdz , F. Gruemmer

We speak of chaos in quantum systems if the statistical properties of the eigenvalue spectrum coincide with predictions of random-matrix theory. Chaos is a typical feature of atomic nuclei and other self-bound Fermi systems. How can the…

核理论 · 物理学 2008-11-26 T. Papenbrock , H. A. Weidenmueller

Complexity is an interdisciplinary concept which, first of all, addresses the question of how order emerges out of randomness. For many reasons matrices provide a very practical and powerful tool in approaching and quantifying the related…

软凝聚态物质 · 物理学 2008-12-18 S. Drozdz , J. Kwapien , J. Speth , M. Wojcik

The authors review the evidence for the applicability of random--matrix theory to nuclear spectra. In analogy to systems with few degrees of freedom, one speaks of chaos (more accurately: quantum chaos) in nuclei whenever random--matrix…

核理论 · 物理学 2014-11-18 H. A. Weidenmuller , G. E. Mitchell

Financial markets have been extensively studied as highly complex evolving systems. In this paper, we quantify financial price fluctuations through a coupled dynamical system composed of phase oscillators. We find a Financial Coherence and…

统计金融 · 定量金融 2016-05-10 Shangmei Zhao , Qiuchao Xie , Qing Lu , Xin Jiang , Wei Chen

The mechanism of collectivity coexisting with chaos in a finite system of strongly interacting fermions is investigated. The complex spectra are represented in the basis of two-particle two-hole states describing the nuclear double-charge…

chao-dyn · 物理学 2009-10-30 S. Drozdz , S. Nishizaki , J. Speth , M. Wojcik

A new approach to the understanding of the complex behavior of financial markets index using tools from thermodynamics and statistical physics is developed. Physical complexity, a magnitude rooted in the Kolmogorov-Chaitin theory is applied…

统计力学 · 物理学 2009-10-31 Ricardo Mansilla

In this article, we discuss the remarkable connection between two very different fields, number theory and nuclear physics. We describe the essential aspects of these fields, the quantities studied, and how insights in one have been…

数论 · 数学 2010-11-16 Frank W. K. Firk , Steven J. Miller

A new approach to the understanding of complex behavior of financial markets index using tools from thermodynamics and statistical physics is developed. Physical complexity, a magnitude rooted in Kolmogorov-Chaitin theory is applied to…

统计力学 · 物理学 2008-12-02 R. Mansilla

The presence of energy shells in metallic clusters and atomic nuclei leads to a peculiar relation between the number of particles N and the structure, and this leads to a strong correlation between the energy spectrum and N. An analysis of…

介观与纳米尺度物理 · 物理学 2011-11-10 V. Z. Kresin , J. Friedel

Atoms and molecules are important conceptual entities we invented to understand the physical world around us. The key to their usefulness lies in the organization of nuclear and electronic degrees of freedom into a single dynamical variable…

综合金融 · 定量金融 2009-03-13 Yik Wen Goo , Tong Wei Lian , Wei Guang Ong , Wen Ting Choi , Siew-Ann Cheong

We construct a correlation matrix based financial network for a set of New York Stock Exchange (NYSE) traded stocks with stocks corresponding to nodes and the links between them added one after the other, according to the strength of the…

物理与社会 · 物理学 2007-05-23 G. Tibely , J. -P. Onnela , J. Saramaki , K. Kaski , J. Kertesz

The complexity of financial markets arise from the strategic interactions among agents trading stocks, which manifest in the form of vibrant correlation patterns among stock prices. Over the past few decades, complex financial markets have…

Exact symmetry and symmetry-breaking phenomena play a key role in providing a better understanding of the physics of many-particle systems, from quarks and atomic nuclei, to molecules and galaxies. In atomic nuclei, exact and dominant…

核理论 · 物理学 2020-02-05 T. Dytrych , K. D. Launey , J. P. Draayer , D. Rowe , J. Wood , G. Rosensteel , C. Bahri , D. Langr , R. B. Baker

The Thomas-Fermi approximation is a powerful method that has been widely used to describe atomic structures, finite nuclei, and nonuniform matter in supernovae and neutron-star crusts. Nonuniform nuclear matter at subnuclear density is…

核理论 · 物理学 2025-08-05 Shuying Li , Hong Shen , Jinniu Hu

Random matrix theory is used to represent generic loss of coherence of a fixed central system coupled to a quantum-chaotic environment, represented by a random matrix ensemble, via random interactions. We study the average density matrix…

量子物理 · 物理学 2009-09-30 T. Gorin , C. Pineda , H. Kohler , T. H. Seligman

One of the interesting aspects in the study of atomic nuclei is the strikingly regular behaviour many display in spite of being complex quantum-mechanical systems, prompting the universal question of how regularity emerges out of…

核理论 · 物理学 2014-03-04 P. Van Isacker

Stock markets are complex systems exhibiting collective phenomena and particular features such as synchronization, fluctuations distributed as power-laws, non-random structures and similarity to neural networks. Such specific properties…

统计金融 · 定量金融 2015-06-17 Thomas Bury

Spectra of the geometric collective model of atomic nuclei are analyzed to identify chaotic correlations among nonrotational states. The model has been previously shown to exhibit a high degree of variability of regular and chaotic…

量子物理 · 物理学 2009-06-16 Pavel Stransky , Petr Hruska , Pavel Cejnar

A new density matrix and corresponding quantum kinetic equations are introduced for fermions undergoing coherent evolution either in time (coherent particle production) or in space (quantum reflection). A central element in our derivation…

高能物理 - 唯象学 · 物理学 2009-02-02 Matti Herranen , Kimmo Kainulainen , Pyry Matti Rahkila
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