Stock market as temporal network

Financial networks have become extremely useful in characterizing the structure of complex financial systems. Meanwhile, the time evolution property of the stock markets can be described by temporal networks. We utilize the temporal network framework to characterize the time-evolving correlation-based networks of stock markets. The market instability can be detected by the evolution of the topology structure of the financial networks. We employ the temporal centrality as a portfolio selection tool. Those portfolios, which are composed of peripheral stocks with low temporal centrality scores, have consistently better performance under different portfolio optimization schemes, suggesting that the temporal centrality measure can be used as new portfolio optimization and risk management tools. Our results reveal the importance of the temporal attributes of the stock markets, which should be taken serious consideration in real life applications

Propagation of hydrodynamic interactions between particles in a compressible fluid

Hydrodynamic interactions are transmitted by viscous diffusion and sound propagation: the temporal evolution of hydrodynamic interactions by both mechanisms is studied by direct numerical simulation in this paper. The hydrodynamic interactions for a system of two particles in a fluid are estimated by the velocity correlation of the particles. In an incompressible fluid, hydrodynamic interactions propagate instantaneously at the infinite speed of sound, followed by the temporal evolution of viscous diffusion. On the other hand, in a compressible fluid, sound propagates at a finite speed, which affects the temporal evolution of the hydrodynamic interactions by the order of magnitude relation between the time scales of viscous diffusion and sound propagation. The hydrodynamic interactions are characterized by introducing the ratio of these time scales as an interactive compressibility factor.Comment: 12 pages, 8 figure

Parametric oscillator in a Kerr medium: evolution of coherent states

We study the temporal evolution of a coherent state under the action of a parametric oscillator and a nonlinear Kerr-like medium. We make use of the interaction picture representation and use an exact time evolution operator for the time independent part of the Hamiltonian. We approximate the interaction picture Hamiltonian in such a way as to make it a member of a Lie algebra. The corresponding time evolution operator behaves like a squeezing operator due to the temporal dependence of the oscillator's frequency. We analyze the probability amplitude and the auto correlation function for different Hamiltonian parameters and we find a very good agreement between our approximate results and converged numerical calculations.Comment: 11 pages, 3 figure

Temporal evolution of photorefractive double phase-conjugate mirrors

We present wave-optics calculations of the temporal and spatial evolution from random noise of a double phase-conjugate mirror in photorefractive media that show its image exchange and phase-reversal properties. The calculations show that for values of coupling coefficient times length greater than two the process exhibits excellent conjugation fidelity, behaves as an oscillator, and continues to operate even when the noise required for starting it is set to zero. For values less than two, the double phase-conjugation process exhibits poor fidelity and disappears when the noise is set to zero

Spatial-temporal evolution of the current filamentation instability

The spatial-temporal evolution of the purely transverse current filamentation instability is analyzed by deriving a single partial differential equation for the instability and obtaining the analytical solutions for the spatially and temporally growing current filament mode. When the beam front always encounters fresh plasma, our analysis shows that the instability grows spatially from the beam front to the back up to a certain critical beam length; then the instability acquires a purely temporal growth. This critical beam length increases linearly with time and in the non-relativistic regime it is proportional to the beam velocity. In the relativistic regime the critical length is inversely proportional to the cube of the beam Lorentz factor $\gamma_{0b}$. Thus, in the ultra-relativistic regime the instability immediately acquires a purely temporal growth all over the beam. The analytical results are in good agreement with multidimensional particle-in-cell simulations performed with OSIRIS. Relevance of current study to recent and future experiments on fireball beams is also addressed