Clustering stock market companies via chaotic map synchronization

A pairwise clustering approach is applied to the analysis of the Dow Jones index companies, in order to identify similar temporal behavior of the traded stock prices. To this end, the chaotic map clustering algorithm is used, where a map is associated to each company and the correlation coefficients of the financial time series are associated to the coupling strengths between maps. The simulation of a chaotic map dynamics gives rise to a natural partition of the data, as companies belonging to the same industrial branch are often grouped together. The identification of clusters of companies of a given stock market index can be exploited in the portfolio optimization strategies.Comment: 12 pages, 3 figure

Reduced coherence in double-slit diffraction of neutrons

In diffraction experiments with particle beams, several effects lead to a fringe visibility reduction of the interference pattern. We theoretically describe the intensity one can measure in a double-slit setup and compare the results with the experimental data obtained with cold neutrons. Our conclusion is that for cold neutrons the fringe visibility reduction is due not to decoherence, but to initial incoherence.Comment: 4 pages LaTeX, 2 figure

Hausdorff clustering of financial time series

A clustering procedure, based on the Hausdorff distance, is introduced and tested on the financial time series of the Dow Jones Industrial Average (DJIA) index.Comment: 9 pages, 3 figure

Universal Leakage Elimination

``Leakage'' errors are particularly serious errors which couple states within a code subspace to states outside of that subspace thus destroying the error protection benefit afforded by an encoded state. We generalize an earlier method for producing leakage elimination decoupling operations and examine the effects of the leakage eliminating operations on decoherence-free or noiseless subsystems which encode one logical, or protected qubit into three or four qubits. We find that by eliminating the large class of leakage errors, under some circumstances, we can create the conditions for a decoherence free evolution. In other cases we identify a combination decoherence-free and quantum error correcting code which could eliminate errors in solid-state qubits with anisotropic exchange interaction Hamiltonians and enable universal quantum computing with only these interactions.Comment: 14 pages, no figures, new version has references updated/fixe

Timelapse

We discuss the existence in an arbitrary frame of a finite time for the transformation of an initial quantum state into another e.g. in a decay. This leads to the introduction of a timelapse $\tilde{\tau}$ in analogy with the lifetime of a particle. An argument based upon the Heisenberg uncertainty principle suggests the value of $\tilde{\tau}=1 / M_0$. Consequences for the exponential decay formula and the modifications that $\tilde{\tau}$ introduces into the Breit-Wigner mass formula are described.Comment: 5 pages [2 figs], ReV-Te

Quantum Zeno subspaces

The quantum Zeno effect is recast in terms of an adiabatic theorem when the measurement is described as the dynamical coupling to another quantum system that plays the role of apparatus. A few significant examples are proposed and their practical relevance discussed. We also focus on decoherence-free subspaces.Comment: 5 pages, 1 figure, to be published in Phys. Rev. Let

Phenomenology of Sterile Neutrinos

The indications in favor of short-baseline neutrino oscillations, which require the existence of one or more sterile neutrinos, are reviewed. In the framework of 3+1 neutrino mixing, which is the simplest extension of the standard three-neutrino mixing which can partially explain the data, there is a strong tension in the interpretation of the data, mainly due to an incompatibility of the results of appearance and disappearance experiments. In the framework of 3+2 neutrino mixing, CP violation in short-baseline experiments can explain the difference between MiniBooNE neutrino and antineutrino data, but the tension between the data of appearance and disappearance experiments persists because the short-baseline disappearance of electron antineutrinos and muon neutrinos compatible with the LSND and MiniBooNE antineutrino appearance signal has not been observed.Comment: 8 pages. Invited paper to NUFACT 11, XIIIth International Workshop on Neutrino Factories, Super beams and Beta beams, 1-6 August 2011, CERN and University of Geneva (Submitted to IOP conference series

Zeno dynamics yields ordinary constraints

The dynamics of a quantum system undergoing frequent measurements (quantum Zeno effect) is investigated. Using asymptotic analysis, the system is found to evolve unitarily in a proper subspace of the total Hilbert space. For spatial projections, the generator of the "Zeno dynamics" is the Hamiltonian with Dirichlet boundary conditions.Comment: 6 page

Hausdorff clustering

A clustering algorithm based on the Hausdorff distance is introduced and compared to the single and complete linkage. The three clustering procedures are applied to a toy example and to the time series of financial data. The dendrograms are scrutinized and their features confronted. The Hausdorff linkage relies of firm mathematical grounds and turns out to be very effective when one has to discriminate among complex structures.Comment: 12 pages, 13 figure

Values in the EU Charter of Fundamental Rights : A Legal-Philosophical Analysis with a Focus on Migrants’ Rights

This work provides a sketch of a legal-philosophical understanding of the normative content of the Charter of Fundamental Rights of the European Union. In particular, after brefly reconstructing the genesis of the Charter and its historical and philosophical background, it focuses on how the values of dignity, freedom, equality and solidarity are conceived in the Charter and implemented in both Union law and the case law of the Court of Justice. Special attention is also devoted to the relationship between the European Union\u2019s and the Council of Europe\u2019s systems of protection of fundamental rights, with particular reference to the jurisprudence of the European Court of Human Rights. This work stems from the research project "NoVaMigra \u2013 Norms and Values in the European Migration and Refugee Crisis", funded by the European Unionis. Accordingly, it mainly focuses on those rights which are, or could be, particularly significant in relation to migrants, asylum seekers and refugees. Furthermore, special attention is devoted to women\u2019s rights and gender equality