arXiv Β· Semantic Scholar Β· PubMed Β· Indexed academic papers
Spin models of markets inspired by physics models of magnetism, as the Ising model, allow for the study of the collective dynamics of interacting agents in a market. The number of possible states has been mostly limited to two (buy or sell) or three options. However, herding effects of competing stocks and the collectiβ¦
After an overview of the modular analysis and reconstruction framework Marlin an introduction on the functionality of the Marlin-based reconstruction package MarlinReco is given. This package includes a full set of modules for event reconstruction based on the Particle Flow approach. The status of the software is revieβ¦
A large volume TPC is a leading candidate for the central tracking detector at a future high energy linear collider. To improve the resolution a new readout based on micro-pattern gas detectors is being developed. Measurements of the spatial resolution of cosmic-ray tracks in a GEM TPC are presented. We find that the rβ¦
Portfolio traders strive to identify dynamic portfolio allocation schemes so that their total budgets are efficiently allocated through the investment horizon. This study proposes a novel portfolio trading strategy in which an intelligent agent is trained to identify an optimal trading action by using deep Q-learning. β¦
The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of non-stationary time series and the long-range correlations of fractal surfaces, which contains a parameter $ΞΈ$ determining the position of the detrending window. We develop multifractal detrending moving β¦
This paper studies an infinite horizon optimal tracking portfolio problem using capital injection in incomplete market models. The benchmark process is modelled by a geometric Brownian motion with zero drift driven by some unhedgeable risk. The relaxed tracking formulation is adopted where the fund account compensated β¦
Translocation of a single stranded DNA through genetically engineered $Ξ±$-hemolysin channels with positively charged walls is studied. It is predicted that transport properties of such channels are dramatically different from neutral wild type $Ξ±$-hemolysin channel. We assume that the wall charges compensate the fracβ¦
We study the ultrasensitivity of multisite binding processes where ligand molecules can bind to several binding sites, considering more particularly recent models involving complex chemical reactions in phosphorylation systems such as allosteric phosphorylation processes, or substrate-catalyst chain reactions and nucleβ¦
In 1968, Sorin Comorosan first reported a phenomenon wherein irradiation of the substrate of an enzyme reaction, in the crystalline state, for a specific number of seconds could lead to an enhanced aqueous solution reaction rate for the enzyme(up to 30%). Dependence on crystal irradiation time was found to be oscillatoβ¦
We show that the choice of the sign of the hopping matrix in our impurity band model for disordered III-V diluted magnetic semiconductors [PRL 87, 107293 (2000); cond-mat/0111045] is justified: with this choice, the impurity band is placed inside the gap and it has a mobility edge, as expected for a disordered system. β¦