相关论文: Conditional statistical physical properties in two…

A new concept of the available force is proposed to investigate the performance of the complex systems having long-range interactions. Since the covariance of average velocity in double time interval and available force equals zero, it is…

We introduce a conditional pair distribution function (CPDF) which characterizes the probability density of finding an object (e.g., a particle in a fluid) to certain distance of other, with each of these two having a nearest neighbor to a…

Based on the relationship that the interaction energy between any two subsystems is equal to their internal energy multiplied by the interaction coefficient, we have derived a series correlated expressions of statistical physical…

The extraction of a physical law y=yo(x) from joint experimental data about x and y is treated. The joint, the marginal and the conditional probability density functions (PDF) are expressed by given data over an estimator whose kernel is…

We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…

This work studies the symmetry between colloidal dynamics and the dynamics of the Euro--US Dollar currency exchange market (EURUSD). We consider the EURUSD price in the time range between 2001 and 2015, where we find significant qualitative…

Considering the interactions of two arbitrary particles, we obtain an internal energy expression of the complex system having long-range interactions. Based on the postulate of "equal-probability principle" for all microstates, the…

If two probability density functions (PDFs) have values for their first $n$ moments which are quite close to each other (upper bounds of their differences are known), can it be expected that the PDFs themselves are very similar? Shown below…

We investigate the dynamics of bipartite entanglement after the sudden junction of two leads in interacting integrable models. By combining the quasiparticle picture for the entanglement spreading with Generalised Hydrodynamics we derive an…

We analyze high-resolution foreign exchange data consisting of 20 million data points of USD-JPY for 13 years to report firm statistical laws in distributions and correlations of exchange rate fluctuations. A conditional probability density…

This thesis applies entropy as a model independent measure to address three research questions concerning financial time series. In the first study we apply transfer entropy to drawdowns and drawups in foreign exchange rates, to study their…

Recent theoretical studies of statistical mechanical properties of systems with long range interactions are briefly reviewed. In these systems the interaction potential decays with a rate slower than 1/r^d at large distances r in d…

A theory which describes the share price evolution at financial markets as a continuous-time random walk has been generalized in order to take into account the dependence of waiting times t on price returns x. A joint probability density…

This work is an enquiry into the circumstances under which entropy methods can give an answer to the questions of both quantum separability and classical correlations of a composite state. Several entropy functionals are employed to examine…

Employing molecular dynamics simulations of jammed soft particles, we study microscopic responses of force-chain networks to quasi-static isotropic (de)compressions. We show that not only contacts but also interparticle gaps between the…

Entropic dynamics is a framework for defining dynamical systems that is aligned with the principles of information theory. In an entropic dynamics model for motion on a statistical manifold, we find that the rate of changes for expected…

We consider near-critical two-dimensional statistical systems at phase coexistence on the half plane with boundary conditions leading to the formation of a droplet separating coexisting phases. General low-energy properties of…

Symbolic relative entropy, an efficient nonlinear complexity parameter measuring probabilistic divergences of symbolic sequences, is proposed in our nonlinear dynamics analysis of heart rates considering equal states. Equalities are not…

The first 100 days of Donald Trump second presidential term (January 20th - April 30th, 2025) featured policy actions with potential market repercussions, constituting a well-suited case study of a concentrated policy scenario. Here, we…

We propose a Genetic Programming architecture for the generation of foreign exchange trading strategies. The system's principal features are the evolution of free-form strategies which do not rely on any prior models and the utilization of…