Un modèle d'interaction réaliste pour la simulation de marchés financiers

Dans les modèles de marché multi-agents utilisés habituellement, la structure du marché est presque toujours réduite à une équation qui aggrège les décisions des agents de façon synchrone pour mettre à jour le prix de l'action à chaque pas de temps. Sur les marchés réels, ce processus est totalement différent : le prix de l'action émerge d'interactions survenant de manière asynchrone entre les acheteurs et les vendeurs. Dans cet article, nous introduisons un modèle de marché artificiel conçu pour être le plus proche possible de la structure des marchés réels. Ce modèle est basé sur un carnet d'ordres à travers lequel les agents échangent des actions de manière asynchrone. Nous montrons que, sans émettre d'hypothèses particulières sur le comportement des agents, ce modèle exhibe de nombreuses propriétés statistiques des marchés réels. Nous soutenons que la plupart de ces propriétés proviennent de la manière dont les agents interagissent plutôt que de leurs comportements. Ce résutat expérimental est validé et renforcé grâce à l'utilisation de nombreux tests statistiques utilisés par les économistes pour caractériser les propriétés des marchés réels. Nous finissons par quelques perspectives ouvertes par les avantages de l'utilisation de tels modèles pour le développement, le test et la validation d'automates d'investissement. In usual multi-agent stock market models, market structure is mostly reduced to an equation matching supply and demand, which synchronously aggregates agents decisions to update stock price at each time steps. On real markets, the process is however very different: stock price emerges from one-to one asynchronous interactions between buyers and sellers at various time step. In this article, we introduce an artificial stock market model designed to be close to real market structure. The model is based on a centralized orderbook through which agents exchange stocks asynchronously.We show that, without making any strong assumption on agents behaviors, this model exhibits many statistical properties of real stock markets. We argue that most of market features are implied by the exchange process more than by agents behaviors. This experimental result is validated and strengthen using several tests used by economists to characterize real market. We finally put in perspective the advantages of such a realistic model to develop, test and validate behavior of automated trading agents

All-Optical Production of Chromium Bose-Einstein Condensates

We report on the production of ^52Cr Bose Einstein Condensates (BEC) with an all-optical method. We first load 5.10^6 metastable chromium atoms in a 1D far-off-resonance optical trap (FORT) from a Magneto Optical Trap (MOT), by combining the use of Radio Frequency (RF) frequency sweeps and depumping towards the ^5S_2 state. The atoms are then pumped to the absolute ground state, and transferred into a crossed FORT in which they are evaporated. The fast loading of the 1D FORT (35 ms 1/e time), and the use of relatively fast evaporative ramps allow us to obtain in 20 s about 15000 atoms in an almost pure condensate.Comment: 4 pages, 4 figure

Accumulation and thermalization of cold atoms in a finite-depth magnetic trap

We experimentally and theoretically study the continuous accumulation of cold atoms from a magneto-optical trap (MOT) into a finite depth trap, consisting in a magnetic quadrupole trap dressed by a radiofrequency (RF) field. Chromium atoms (52 isotope) in a MOT are continuously optically pumped by the MOT lasers to metastable dark states. In presence of a RF field, the temperature of the metastable atoms that remain magnetically trapped can be as low as 25 microK, with a density of 10^17 atoms.m-3, resulting in an increase of the phase-space density, still limited to 7.10^-6 by inelastic collisions. To investigate the thermalization issues in the truncated trap, we measure the free evaporation rate in the RF-truncated magnetic trap, and deduce the average elastic cross section for atoms in the 5D4 metastable states, equal to 7.0 10^-16m2.Comment: 9 pages, 10 Figure

Control of dipolar relaxation in external fields

We study dipolar relaxation in both ultra-cold thermal and Bose-condensed chromium atom gases. We show three different ways to control dipolar relaxation, making use of either a static magnetic field, an oscillatory magnetic field, or an optical lattice to reduce the dimensionality of the gas from 3D to 2D. Although dipolar relaxation generally increases as a function of a static magnetic field intensity, we find a range of non-zero magnetic field intensities where dipolar relaxation is strongly reduced. We use this resonant reduction to accurately determine the S=6 scattering length of chromium atoms: $a_6 = 103 \pm 4 a_0$. We compare this new measurement to another new determination of $a_6$, which we perform by analysing the precise spectroscopy of a Feshbach resonance in d-wave collisions, yielding $a_6 = 102.5 \pm 0.4 a_0$. These two measurements provide by far the most precise determination of $a_6$ to date. We then show that, although dipolar interactions are long-range interactions, dipolar relaxation only involves the incoming partial wave $l=0$ for large enough magnetic field intensities, which has interesting consequences on the stability of dipolar Fermi gases. We then study ultra-cold chromium gases in a 1D optical lattice resulting in a collection of independent 2D gases. We show that dipolar relaxation is modified when the atoms collide in reduced dimensionality at low magnetic field intensities, and that the corresponding dipolar relaxation rate parameter is reduced by a factor up to 7 compared to the 3D case. Finally, we study dipolar relaxation in presence of radio-frequency (rf) oscillating magnetic fields, and we show that both the output channel energy and the transition amplitude can be controlled by means of rf frequency and Rabi frequency.Comment: 25 pages, 17 figure

Optimized loading of an optical dipole trap for the production of Chromium BECs

We report on a strategy to maximize the number of chromium atoms transferred from a magneto-optical trap into an optical trap through accumulation in metastable states via strong optical pumping. We analyse how the number of atoms in a chromium Bose Einstein condensate can be raised by a proper handling of the metastable state populations. Four laser diodes have been implemented to address the four levels that are populated during the MOT phase. The individual importance of each state is specified. To stabilize two of our laser diode, we have developed a simple ultrastable passive reference cavity whose long term stability is better than 1 MHz

Averaging out magnetic forces with fast rf-sweeps in an optical trap for metastable chromium atoms

We introduce a novel type of time-averaged trap, in which the internal state of the atoms is rapidly modulated to modify magnetic trapping potentials. In our experiment, fast radiofrequency (rf) linear sweeps flip the spin of atoms at a fast rate, which averages out magnetic forces. We use this procedure to optimize the accumulation of metastable chomium atoms into an optical dipole trap from a magneto-optical trap. The potential experienced by the metastable atoms is identical to the bare optical dipole potential, so that this procedure allows for trapping all magnetic sublevels, hence increasing by up to 80 percent the final number of accumulated atoms.Comment: 4 pages, 4 figure

Accumulation of chromium metastable atoms into an Optical Trap

We report the fast accumulation of a large number of metastable 52Cr atoms in a mixed trap, formed by the superposition of a strongly confining optical trap and a quadrupolar magnetic trap. The steady state is reached after about 400 ms, providing a cloud of more than one million metastable atoms at a temperature of about 100 microK, with a peak density of 10^{18} atoms.m^{-3}. We have optimized the loading procedure, and measured the light shift of the 5D4 state by analyzing how the trapped atoms respond to a parametric excitation. We compare this result to a theoretical evaluation based on the available spectroscopic data for chromium atoms.Comment: 7 pages, 5 Figure

Radio-frequency induced ground state degeneracy in a Chromium Bose-Einstein condensate

We study the effect of strong radio-frequency (rf) fields on a chromium Bose-Einstein condensate (BEC), in a regime where the rf frequency is much larger than the Larmor frequency. We use the modification of the Land\'{e} factor by the rf field to bring all Zeeman states to degeneracy, despite the presence of a static magnetic field of up to 100 mG. This is demonstrated by analyzing the trajectories of the atoms under the influence of dressed magnetic potentials in the strong field regime. We investigate the problem of adiabaticity of the rf dressing process, and relate it to how close the dressed states are to degeneracy. Finally, we measure the lifetime of the rf dressed BECs, and identify a new rf-assisted two-body loss process induced by dipole-dipole interactions.Comment: 4 pages, 4 figure

CARIOQA: Definition of a Quantum Pathfinder Mission

A strong potential gain for space applications is expected from the anticipated performances of inertial sensors based on cold atom interferometry (CAI) that measure the acceleration of freely falling independent atoms by manipulating them with laser light. In this context, CNES and its partners initiated a phase 0 study, called CARIOQA, in order to develop a Quantum Pathfinder Mission unlocking key features of atom interferometry for space and paving the way for future ambitious space missions utilizing this technology. As a cornerstone for the implementation of quantum sensors in space, the CARIOQA phase 0 aimed at defining the Quantum Pathfinder Mission's scenario and associated performance objectives. To comply with these objectives, the payload architecture has been designed to achieve long interrogation time and active rotation compensation on a BEC-based atom interferometer. A study of the satellite architecture, including all the subsystems, has been conducted. Several technical solutions for propulsion and attitude control have been investigated in order to guarantee optimal operating conditions (limitation of micro-vibrations, maximization of measurement time). A preliminary design of the satellite platform was performed.Comment: Proceedings of International Conference on Space Optics (ICSO) 2022; 3-7 October 2022; Dubrovnik; Croati