Self-organized model for information spread in financial markets

A self-organized model with social percolation process is proposed to describe the propagations of information for different trading ways across a social system and the automatic formation of various groups within market traders. Based on the market structure of this model, some stylized observations of real market can be reproduced, including the slow decay of volatility correlations, and the fat tail distribution of price returns which is found to cross over to an exponential-type asymptotic decay in different dimensional systems.Comment: 8 pages with 7 EPS figures, LaTeX2e with EPJ class; Eur. Phys. J. B, in pres

The global existence and convergence of the Calabi flow on Cn/Zn+iZn\mathbb{C}^n/\mathbb{Z}^n + i\mathbb{Z}^n

In this note, we study the long time existence of the Calabi flow on $X = \mathbb{C}^n/\mathbb{Z}^n + i\mathbb{Z}^n$. Assuming the uniform bound of the total energy, we establish the non-collapsing property of the Calabi flow by using Donaldson's estimates and Streets' regularity theorem. Next we show that the curvature is uniformly bounded along the Calabi flow on $X$ when the dimension is 2, partially confirming Chen's conjecture. Moreover, we show that the Calabi flow exponentially converges to the flat K\"ahler metric for arbitrary dimension if the curvature is uniformly bounded, partially confirming Donaldson's conjecture

The classification of two-loop integrand basis in pure four-dimension

In this paper, we have made the attempt to classify the integrand basis of all two-loop diagrams in pure four-dimension space-time. Our classification includes the topology of two-loop diagrams which determines the structure of denominators, and the set of numerators under different kinematic configurations of external momenta by using Gr\"{o}bner basis method. In our study, the variety defined by setting all propagators to on-shell has played an important role. We discuss the structure of variety and how it splits to various irreducible branches when external momenta at each corner of diagrams satisfy some special kinematic conditions. This information is crucial to the numerical or analytical fitting of coefficients for integrand basis in reduction process.Comment: 52 pages, 9 figures. v2 reference added, v3 published versio