相关论文: Market price simulator based on analog electrical …
Using recent fluctuation theorems from nonequilibrium statistical mechanics, we extend the theory for voltage fluctuations in electric circuits to power and heat fluctuations. They could be of particular relevance for the functioning of…
We consider probabilistic circuits working over the real numbers, and using arbitrary semialgebraic functions of bounded description complexity as gates. In particular, such circuits can use all arithmetic operations +, -, x, /,…
Background properties in experimental particle physics are typically estimated using large data sets. However, different events can exhibit different features because of the quantum mechanical nature of the underlying physics processes.…
We report the statistical properties of the fluctuations of the energy flux in an electronic RC circuit driven with a stochastic voltage. The fluctuations of the power injected in the circuit are measured as a function of the damping rate…
A method for simulating power law noise in clocks and oscillators is presented based on modification of the spectrum of white phase noise, then Fourier transforming to the time domain. Symmetric real matrices are introduced whose…
Fluctuations of the electromagnetic field produced by quantized matter in external electric field are investigated. A general expression for the power spectrum of fluctuations is derived within the long-range expansion. It is found that in…
This paper introduces an agent-based artificial financial market in which heterogeneous agents trade one single asset through a realistic trading mechanism for price formation. Agents are initially endowed with a finite amount of cash and a…
A non-fungible token (NFT) market is a new trading invention based on the blockchain technology which parallels the cryptocurrency market. In the present work we study capitalization, floor price, the number of transactions, the…
We develop a theory of securities price formation and dynamics based on quantum approach and without presuming any similarities with quantum mechanics. Disorder introduced by trading environment leads to probability distribution of returns…
A statistical model of discrete finite length random processes with negative power law spectral densities is presented. The definition of terms is followed by a description of the spectral density trend. An algorithmic construction of…
In this work, we propose an algorithm to simulate rare events for electronic circuit design. Our approach heavily relies on a smart use of importance sampling, which enables us to tackle probabilities of the magnitude 10 --10. Not only can…
We present an approach to learn about electricity and dc electric circuits by using real representational models based on the gravitational analogy. The additively manufactured models are deployed in a small-scale teaching intervention on…
Modifications of the Cont-Bouchaud percolation model for price fluctuations give an asymmetry for time-reversal, an asymmetry between high and low prices, volatility clustering, effective multifractality, correlations between volatility and…
As consumer flexibility becomes expected, it is important that the market mechanisms which attain that flexibility are perceived as fair. We set out fairness issues in energy markets today, and propose a market design to address them.…
We show that recent stock market fluctuations are characterized by the cumulative distributions whose tails on short, minute time scales exhibit power scaling with the scaling index alpha > 3 and this index tends to increase quickly with…
This paper presents an agent based model of an electronic market with two types of trading agents. One type follows a mean reverting strategy and the other, the speculative trader, tracks the maximum realised return over recent trades. The…
A short review of the history and the contemporary numerical calculations of the operation of an electronic device for generation of electric oscillations by negative differential conductivity of a supercooled below the critical temperature…
The power spectrum of quantum fluctuations of the electromagnetic field produced by an elementary particle is determined. It is found that in a wide range of practically important frequencies the power spectrum of fluctuations exhibits an…
We show, by studying in detail the market prices of options on liquid markets, that the market has empirically corrected the simple, but inadequate Black-Scholes formula to account for two important statistical features of asset…
Reliability Options are capacity remuneration mechanisms aimed at enhancing security of supply in electricity systems. They can be framed as call options on electricity sold by power producers to System Operators. This paper provides a…