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

Traitement pharmacologique des troubles du comportement post-traumatiques: prescrire ou ne pas prescrire ?

Les troubles cognitifs et comportementaux constituent des séquelles fréquentes et invalidantes après un traumatisme cranioencéphalique. La prise en charge de ces troubles passe par des mesures à la fois non médicamenteuses et médicamenteuses. L’analyse de la littérature retrouve essentiellement des études ouvertes et des avis d’experts avec peu d’essais contrôlés. Les anciens neuroleptiques et les benzodiazépines ont dans l’ensemble un rapport bénéfice/risque discutable et ne doivent pas être considérés comme des traitements de première ligne de l’agitation post-traumatique. Les anticomitiaux thymorégulateurs, les antidépresseurs et peut-être les nouveaux antipsychotiques sont les classes thérapeutiques dont le rapport bénéfice/risque apparaît le meilleur pour le traitement au long cours de l’hostilité et de l’agressivité. Dans tous les cas, il est hautement probable que l’efficacité au long cours dépende davantage de la réorganisation du parcours de vie et de la continuité de l’ensemble de la prise en charge médicosociale

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

Non-linear Relaxation of Interacting Bosons Coherently Driven on a Narrow Optical Transition

We study the dynamics of a two-component Bose-Einstein condensate (BEC) of $^{174}$Yb atoms coherently driven on a narrow optical transition. The excitation transfers the BEC to a superposition of states with different internal and momentum quantum numbers. We observe a crossover with decreasing driving strength between a regime of damped oscillations, where coherent driving prevails, and an incoherent regime, where relaxation takes over. Several relaxation mechanisms are involved: inelastic losses involving two excited atoms, leading to a non-exponential decay of populations; Doppler broadening due to the finite momentum width of the BEC and inhomogeneous elastic interactions, both leading to dephasing and to damping of the oscillations. We compare our observations to a two-component Gross-Pitaevskii (GP) model that fully includes these effects. For small or moderate densities, the damping of the oscillations is mostly due to Doppler broadening. In this regime, we find excellent agreement between the model and the experimental results. For higher densities, the role of interactions increases and so does the damping rate of the oscillations. The damping in the GP model is less pronounced than in the experiment, possibly a hint for many-body effects not captured by the mean-field description.Comment: 7 pages, 4 figures; supplementary material available as ancillary fil

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

Rotational positioning of the tibial tray in total knee arthroplasty: A CT evaluation

SummaryIntroductionVarious surgical techniques have been described to set the rotational alignment of the tibial baseplate during total knee arthroplasty. The self-positioning method (“self-adjustment”) aligns the tibial implant according to the rotational alignment of the femoral component which is used as a reference after performing repeated knee flexion/extension cycles. Postoperative computed tomography scanning produces accurate measurements of the tibial baseplate rotational alignment with respect to the femoral component.HypothesisThe rotational positioning of the tibial baseplate matches the rotation of the femoral component with parallel alignment to the prosthetic posterior bicondylar axis.Patients and methodsA 3-month follow-up CT scan was carried out after primary total knee arthroplasty implanted in osteoarthritic patients with a mean 7.8° varus deformity of the knee in 50 cases and a mean 8.7° valgus deformity of the knee in 44 cases. The NexGen LPS Flex (Zimmer) fixed-bearing knee prosthesis was used in all cases. An independant examiner (not part of the operating team) measured different variables: the angle between the anatomic transepicondylar axis and the posterior bicondylar axis of the femoral prosthesis (prosthetic posterior condylar angle), the angle between the posterior bicondylar axis and the posterior marginal axis of the tibial prosthesis, the angle between the posterior marginal axis of the tibial prosthesis and the posterior marginal axis of the tibial bone and finally the angle between the anatomic transepicondylar axis and the posterior marginal axis of the tibial prosthesis.ResultsFor the genu varum and genu valgum subgroups, the mean posterior condylar axis of the femoral prosthesis was 3.1° (SD: 1.91; extremes 0° to 17.5°) and 4.7° (SD: 2.7; extremes 0° to 11°) respectively. The tibial baseplate was placed in external rotation with respect to the femoral component: 0.7° (SD : 4.45; extremes –9.5° to 9.8°) and 0.9° (SD: 4.53; extremes –10.8° to 9.5°), but also to the native tibia: 6.1° (SD: 5.85; extremes –4.6° to 22.5°) and 12.5° (SD: 8.6; extremes –10° to 28.9°). The tibial component was placed in internal rotation relative to the anatomic transepicondylar axis: 1.9° (SD : 4.93; extremes –13.6° to 7°) and 3° (SD : 4.38; extremes –16.2° to 4.8°).DiscussionThe tibial component is aligned parallel to the femoral component whatever the initial frontal deformity (P≅0.7). However, a difference was observed between the rotational alignment of the tibial baseplate and the native tibia depending on the initial deformity and could be attributed to the morphological variations of the bony tibial plateau in case of genu valgum.ConclusionThe self-positioning method is a reproducible option when using this type of implant since it allows the tibial component to be positioned parallel to the posterior border of the femur.Level of evidenceLevel III. Observational prospective study

Optical properties of an ensemble of G-centers in silicon

We addressed the carrier dynamics in so-called G-centers in silicon (consisting of substitutional-interstitial carbon pairs interacting with interstitial silicons) obtained via ion implantation into a silicon-on-insulator wafer. For this point defect in silicon emitting in the telecommunication wavelength range, we unravel the recombination dynamics by time-resolved photoluminescence spectroscopy. More specifically, we performed detailed photoluminescence experiments as a function of excitation energy, incident power, irradiation fluence and temperature in order to study the impact of radiative and non-radiative recombination channels on the spectrum, yield and lifetime of G-centers. The sharp line emitting at 969 meV ($\sim$1280 nm) and the broad asymmetric sideband developing at lower energy share the same recombination dynamics as shown by time-resolved experiments performed selectively on each spectral component. This feature accounts for the common origin of the two emission bands which are unambiguously attributed to the zero-phonon line and to the corresponding phonon sideband. In the framework of the Huang-Rhys theory with non-perturbative calculations, we reach an estimation of 1.6$\pm$0.1 \angstrom for the spatial extension of the electronic wave function in the G-center. The radiative recombination time measured at low temperature lies in the 6 ns-range. The estimation of both radiative and non-radiative recombination rates as a function of temperature further demonstrate a constant radiative lifetime. Finally, although G-centers are shallow levels in silicon, we find a value of the Debye-Waller factor comparable to deep levels in wide-bandgap materials. Our results point out the potential of G-centers as a solid-state light source to be integrated into opto-electronic devices within a common silicon platform

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

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