Fractional derivatives of random walks: Time series with long-time memory

We review statistical properties of models generated by the application of a (positive and negative order) fractional derivative operator to a standard random walk and show that the resulting stochastic walks display slowly-decaying autocorrelation functions. The relation between these correlated walks and the well-known fractionally integrated autoregressive (FIGARCH) models, commonly used in econometric studies, is discussed. The application of correlated random walks to simulate empirical financial times series is considered and compared with the predictions from FIGARCH and the simpler FIARCH processes. A comparison with empirical data is performed.Comment: 10 pages, 14 figure

Topological Graph Polynomials in Colored Group Field Theory

In this paper we analyze the open Feynman graphs of the Colored Group Field Theory introduced in [arXiv:0907.2582]. We define the boundary graph \cG_{\partial} of an open graph \cG and prove it is a cellular complex. Using this structure we generalize the topological (Bollobas-Riordan) Tutte polynomials associated to (ribbon) graphs to topological polynomials adapted to Colored Group Field Theory graphs in arbitrary dimension

Role of Noise in a Market Model with Stochastic Volatility

We study a generalization of the Heston model, which consists of two coupled stochastic differential equations, one for the stock price and the other one for the volatility. We consider a cubic nonlinearity in the first equation and a correlation between the two Wiener processes, which model the two white noise sources. This model can be useful to describe the market dynamics characterized by different regimes corresponding to normal and extreme days. We analyze the effect of the noise on the statistical properties of the escape time with reference to the noise enhanced stability (NES) phenomenon, that is the noise induced enhancement of the lifetime of a metastable state. We observe NES effect in our model with stochastic volatility. We investigate the role of the correlation between the two noise sources on the NES effect.Comment: 13 pages, 6 figures, Eur. Phys. J. B, in pres

Artificial Intelligence Approach to the Determination of Physical Properties of Eclipsing Binaries. I. The EBAI Project

Achieving maximum scientific results from the overwhelming volume of astronomical data to be acquired over the next few decades will demand novel, fully automatic methods of data analysis. Artificial intelligence approaches hold great promise in contributing to this goal. Here we apply neural network learning technology to the specific domain of eclipsing binary (EB) stars, of which only some hundreds have been rigorously analyzed, but whose numbers will reach millions in a decade. Well-analyzed EBs are a prime source of astrophysical information whose growth rate is at present limited by the need for human interaction with each EB data-set, principally in determining a starting solution for subsequent rigorous analysis. We describe the artificial neural network (ANN) approach which is able to surmount this human bottleneck and permit EB-based astrophysical information to keep pace with future data rates. The ANN, following training on a sample of 33,235 model light curves, outputs a set of approximate model parameters (T2/T1, (R1+R2)/a, e sin(omega), e cos(omega), and sin i) for each input light curve data-set. The whole sample is processed in just a few seconds on a single 2GHz CPU. The obtained parameters can then be readily passed to sophisticated modeling engines. We also describe a novel method polyfit for pre-processing observational light curves before inputting their data to the ANN and present the results and analysis of testing the approach on synthetic data and on real data including fifty binaries from the Catalog and Atlas of Eclipsing Binaries (CALEB) database and 2580 light curves from OGLE survey data. [abridged]Comment: 52 pages, accepted to Ap

Gauge invariant perturbations around symmetry reduced sectors of general relativity: applications to cosmology

We develop a gauge invariant canonical perturbation scheme for perturbations around symmetry reduced sectors in generally covariant theories, such as general relativity. The central objects of investigation are gauge invariant observables which encode the dynamics of the system. We apply this scheme to perturbations around a homogeneous and isotropic sector (cosmology) of general relativity. The background variables of this homogeneous and isotropic sector are treated fully dynamically which allows us to approximate the observables to arbitrary high order in a self--consistent and fully gauge invariant manner. Methods to compute these observables are given. The question of backreaction effects of inhomogeneities onto a homogeneous and isotropic background can be addressed in this framework. We illustrate the latter by considering homogeneous but anisotropic Bianchi--I cosmologies as perturbations around a homogeneous and isotropic sector.Comment: 39 pages, 1 figur

Resistivity peak values at transition between fractional quantum Hall states

Experimental data available in the literature for peak values of the diagonal resistivity in the transitions between fractional quantum Hall states are compared with the theoretical predictions. It is found that the majority of the peak values are close to the theoretical values for two-dimensional systems with moderate mobilities.Comment: 3 pages, 1 figur

Cognitive conflicts in major depression : Between desired change and personal coherence

This is an open access article under the terms of the Creative Commons Attribution-NonCommercial License, which permits use, distribution and reproduction in any medium, provided the original work is properly cited and is not used for commercial purposesThe notion of intrapsychic conflict has been present in psychopathology for more than a century within different theoretical orientations. However, internal conflicts have not received enough empirical attention, nor has their importance in depression been fully elaborated. This study is based on the notion of cognitive conflict, understood as implicative dilemma (ID), and on a new way of identifying these conflicts by means of the Repertory Grid Technique. Our aim was to explore the relevance of cognitive conflicts among depressive patientsPeer reviewedFinal Published versio