Quantifying trading behavior in financial markets using Google Trends

Crises in financial markets affect humans worldwide. Detailed market data on trading decisions reflect some of the complex human behavior that has led to these crises. We suggest that massive new data sources resulting from human interaction with the Internet may offer a new perspective on the behavior of market participants in periods of large market movements. By analyzing changes in Google query volumes for search terms related to finance, we find patterns that may be interpreted as “early warning signs” of stock market moves. Our results illustrate the potential that combining extensive behavioral data sets offers for a better understanding of collective human behavior

Comparison of Different Parallel Implementations of the 2+1-Dimensional KPZ Model and the 3-Dimensional KMC Model

We show that efficient simulations of the Kardar-Parisi-Zhang interface growth in 2 + 1 dimensions and of the 3-dimensional Kinetic Monte Carlo of thermally activated diffusion can be realized both on GPUs and modern CPUs. In this article we present results of different implementations on GPUs using CUDA and OpenCL and also on CPUs using OpenCL and MPI. We investigate the runtime and scaling behavior on different architectures to find optimal solutions for solving current simulation problems in the field of statistical physics and materials science.Comment: 14 pages, 8 figures, to be published in a forthcoming EPJST special issue on "Computer simulations on GPU

Correlation inequalities for classical and quantum XY models

We review correlation inequalities of truncated functions for the classical and quantum XY models. A consequence is that the critical temperature of the XY model is necessarily smaller than that of the Ising model, in both the classical and quantum cases. We also discuss an explicit lower bound on the critical temperature of the quantum XY model.Comment: 13 pages. Submitted to the volume "Advances in Quantum Mechanics: contemporary trends and open problems" of the INdAM-Springer series, proceedings of the INdAM meeting "Contemporary Trends in the Mathematics of Quantum Mechanics" (4-8 July 2016) organised by G. Dell'Antonio and A. Michelangel

Evolvement of Uniformity and Volatility in the Stressed Global Financial Village

Background: In the current era of strong worldwide market couplings the global financial village became highly prone to systemic collapses, events that can rapidly sweep throughout the entire village. Methodology/Principal Findings: We present a new methodology to assess and quantify inter-market relations. The approach is based on the correlations between the market index, the index volatility, the market Index Cohesive Force and the meta-correlations (correlations between the intra-correlations.) We investigated the relations between six important world markets—U.S., U.K., Germany, Japan, China and India—from January 2000 until December 2010. We found that while the developed ‘‘western’’ markets (U.S., U.K., Germany) are highly correlated, the interdependencies between these markets and the developing ‘‘eastern’’ markets (India and China) are volatile and with noticeable maxima at times of global world events. The Japanese market switches ‘‘identity’’—it switches between periods of high meta-correlations with the ‘‘western’’ markets and periods when it behaves more similarly to the ‘‘eastern’’ markets. Conclusions/Significance: The methodological framework presented here provides a way to quantify the evolvement of interdependencies in the global market, evaluate a world financial network and quantify changes in the world inter market relations. Such changes can be used as precursors to the agitation of the global financial village. Hence, the new approach can help to develop a sensitive ‘‘financial seismograph’’ to detect early signs of global financial crises so they can be treated before they develop into worldwide event

Holographic zero sound at finite temperature in the Sakai-Sugimoto model

In this paper, we study the fate of the holographic zero sound mode at finite temperature and non-zero baryon density in the deconfined phase of the Sakai-Sugimoto model of holographic QCD. We establish the existence of such a mode for a wide range of temperatures and investigate the dispersion relation, quasi-normal modes, and spectral functions of the collective excitations in four different regimes, namely, the collisionless quantum, collisionless thermal, and two distinct hydrodynamic regimes. For sufficiently high temperatures, the zero sound completely disappears, and the low energy physics is dominated by an emergent diffusive mode. We compare our findings to Landau-Fermi liquid theory and to other holographic models.Comment: 1+24 pages, 19 figures, PDFTeX, v2: some comments and references added, v3: some clarifications relating to the different regimes added, matches version accepted for publication in JHEP, v4: corrected typo in eq. (3.18

Holographic rho mesons in an external magnetic field

We study the rho meson in a uniform magnetic field eB using a holographic QCD-model, more specifically a D4/D8/Dbar8 brane setup in the confinement phase at zero temperature with two quenched flavours. The parameters of the model are fixed by matching to corresponding dual field theory parameters at zero magnetic field. We show that the up- and down-flavour branes respond differently to the presence of the magnetic field in the dual QCD-like theory, as expected because of the different electromagnetic charge carried by up- and down-quark. We discuss how to recover the Landau levels, indicating an instability of the QCD vacuum at eB = m_rho^2 towards a phase where charged rho mesons are condensed, as predicted by Chernodub using effective QCD-models. We improve on these existing effective QCD-model analyses by also taking into account the chiral magnetic catalysis effect, which tells us that the constituent quark masses rise with eB. This turns out to increase the value of the critical magnetic field for the onset of rho meson condensation to eB = 1.1 m_rho^2 = 0.67 GeV^2. We briefly discuss the influence of pions, which turn out to be irrelevant for the condensation in the approximation made.Comment: 26 pages, 10 .pdf figures, v2: version accepted for publication in JHE

Lattice QCD Simulations in External Background Fields

We discuss recent results and future prospects regarding the investigation, by lattice simulations, of the non-perturbative properties of QCD and of its phase diagram in presence of magnetic or chromomagnetic background fields. After a brief introduction to the formulation of lattice QCD in presence of external fields, we focus on studies regarding the effects of external fields on chiral symmetry breaking, on its restoration at finite temperature and on deconfinement. We conclude with a few comments regarding the effects of electromagnetic background fields on gluodynamics.Comment: 31 pages, 10 figures, minor changes and references added. To appear in Lect. Notes Phys. "Strongly interacting matter in magnetic fields" (Springer), edited by D. Kharzeev, K. Landsteiner, A. Schmitt, H.-U. Ye

Recent Advances in Graph Partitioning

We survey recent trends in practical algorithms for balanced graph partitioning together with applications and future research directions

Magnetic Catalysis: A Review

We give an overview of the magnetic catalysis phenomenon. In the framework of quantum field theory, magnetic catalysis is broadly defined as an enhancement of dynamical symmetry breaking by an external magnetic field. We start from a brief discussion of spontaneous symmetry breaking and the role of a magnetic field in its a dynamics. This is followed by a detailed presentation of the essential features of the phenomenon. In particular, we emphasize that the dimensional reduction plays a profound role in the pairing dynamics in a magnetic field. Using the general nature of underlying physics and its robustness with respect to interaction types and model content, we argue that magnetic catalysis is a universal and model-independent phenomenon. In support of this claim, we show how magnetic catalysis is realized in various models with short-range and long-range interactions. We argue that the general nature of the phenomenon implies a wide range of potential applications: from certain types of solid state systems to models in cosmology, particle and nuclear physics. We finish the review with general remarks about magnetic catalysis and an outlook for future research.Comment: 37 pages, to appear in Lect. Notes Phys. "Strongly interacting matter in magnetic fields" (Springer), edited by D. Kharzeev, K. Landsteiner, A. Schmitt, H.-U. Yee. Version 2: references adde