Mean Field Limit of a Behavioral Financial Market Model

In the past decade there has been a growing interest in agent-based econophysical financial market models. The goal of these models is to gain further insights into stylized facts of financial data. We derive the mean field limit of the econophysical model by Cross, Grinfeld, Lamba and Seaman (Physica A, 354) and show that the kinetic limit is a good approximation of the original model. Our kinetic model is able to replicate some of the most prominent stylized facts, namely fat-tails of asset returns, uncorrelated stock price returns and volatility clustering. Interestingly, psychological misperceptions of investors can be accounted to be the origin of the appearance of stylized facts. The mesoscopic model allows us to study the model analytically. We derive steady state solutions and entropy bounds of the deterministic skeleton. These first analytical results already guide us to explanations for the complex dynamics of the model

Effects of Momentum Conservation and Flow on Angular Correlations at RHIC

Correlations of azimuthal angles observed at RHIC have gained great attention due to the prospect of identifying fluctuations of parity-odd regions in the field sector of QCD. Whereas the observable of interest related to parity fluctuations involves subtracting opposite-sign from same-sign correlations, the STAR collaboration reported the same-sign and opposite-sign correlations separately. It is shown here how momentum conservation combined with collective elliptic flow contributes significantly to this class of correlations, though not to the difference between the opposite- and same-sign observables. The effects are modeled with a crude simulation of a pion gas. Though the simulation reproduces the scale of the correlation, the centrality dependence is found to be sufficiently different in character to suggest additional considerations beyond those present in the pion gas simulation presented here.Comment: 13 papges, 2 figure

Effect of ELF e.m. fields on metalloprotein redox-active sites

The peculiarity of the distribution and geometry of metallic ions in enzymes pushed us to set the hypothesis that metallic ions in active-site act like tiny antennas able to pick up very feeble e.m. signals. Enzymatic activity of Cu2+, Zn2+ Superoxide Dismutase (SOD1) and Fe2+ Xanthine Oxidase (XO) has been studied, following in vitro generation and removal of free radicals. We observed that Superoxide radicals generation by XO is increased by a weak field having the Larmor frequency fL of Fe2+ while the SOD1 kinetics is sensibly reduced by exposure to a weak field having the frequency fL of Cu2+ ion.Comment: 18 pages, 4 figure