Trading activity as driven Poisson process: comparison with empirical data

We propose the point process model as the Poissonian-like stochastic sequence with slowly diffusing mean rate and adjust the parameters of the model to the empirical data of trading activity for 26 stocks traded on NYSE. The proposed scaled stochastic differential equation provides the universal description of the trading activities with the same parameters applicable for all stocks.Comment: 9 pages, 5 figures, proceedings of APFA

Research in the general area of non-linear dynamical systems Final report, 8 Jun. 1965 - 8 Jun. 1967

Nonlinear dynamical systems research on systems stability, invariance principles, Liapunov functions, and Volterra and functional integral equation

Nonextensive statistical features of the Polish stock market fluctuations

The statistics of return distributions on various time scales constitutes one of the most informative characteristics of the financial dynamics. Here we present a systematic study of such characteristics for the Polish stock market index WIG20 over the period 04.01.1999 - 31.10.2005 for the time lags ranging from one minute up to one hour. This market is commonly classified as emerging. Still on the shortest time scales studied we find that the tails of the return distributions are consistent with the inverse cubic power-law, as identified previously for majority of the mature markets. Within the time scales studied a quick and considerable departure from this law towards a Gaussian can however be traced. Interestingly, all the forms of the distributions observed can be comprised by the single $q$-Gaussians which provide a satisfactory and at the same time compact representation of the distribution of return fluctuations over all magnitudes of their variation. The corresponding nonextensivity parameter $q$ is found to systematically decrease when increasing the time scales.Comment: 14 pages. Physica A in prin

Visualizing Poiseuille flow of hydrodynamic electrons

Hydrodynamics is a general description for the flow of a fluid, and is expected to hold even for fundamental particles such as electrons when inter-particle interactions dominate. While various aspects of electron hydrodynamics were revealed in recent experiments, the fundamental spatial structure of hydrodynamic electrons, the Poiseuille flow profile, has remained elusive. In this work, we provide the first real-space imaging of Poiseuille flow of an electronic fluid, as well as visualization of its evolution from ballistic flow. Utilizing a scanning nanotube single electron transistor, we image the Hall voltage of electronic flow through channels of high-mobility graphene. We find that the profile of the Hall field across the channel is a key physical quantity for distinguishing ballistic from hydrodynamic flow. We image the transition from flat, ballistic field profiles at low temperature into parabolic field profiles at elevated temperatures, which is the hallmark of Poiseuille flow. The curvature of the imaged profiles is qualitatively reproduced by Boltzmann calculations, which allow us to create a 'phase diagram' that characterizes the electron flow regimes. Our results provide long-sought, direct confirmation of Poiseuille flow in the solid state, and enable a new approach for exploring the rich physics of interacting electrons in real space

Late-Holocene Indian summer monsoon variability revealed from a 3300-year-long lake sediment record from Nir’pa Co, southeastern Tibet

Sedimentological and geochemical results from Nir’pa Co, an alpine lake on the southeastern Tibetan Plateau, detail late-Holocene Indian summer monsoon (ISM) hydroclimate during the last 3300 years. Constrained by modern calibration, elevated silt and lithics and low sand and clay between 3.3 and 2.4 ka and 1.3 ka and the present indicate two pluvial phases with lake levels near their current overflow elevation. Between 2.4 and 1.3 ka, a sharp increase in sand and corresponding decrease in lithics and silt suggest drier conditions and lower lake levels at Nir’pa Co. Hydroclimate expressions in the sedimentological proxies during the Medieval Climate Anomaly (MCA) and ‘Little Ice Age’ (LIA) are not statistically significant, suggesting that these events were minor compared to the millennial scale variability on which they were superimposed. However, decreasing sand and increasing lithics and silt during the MCA between 950 and 800 cal. yr BP may suggest briefly wetter conditions, while increasing sand and reduced lithics and silt from 500 to 200 cal. yr BP suggest potentially drier conditions during the LIA. Similarities with regional records from lake sediment and ice cores and speleothem records from the central and eastern Tibetan Plateau, India, and the Arabian Sea, suggest generally coherent late-Holocene ISM variability in these regions. Increased late-Holocene ISM intensity occurred during times when Tibetan Plateau surface air temperatures were warmer, Indo-Pacific sea surface temperatures were elevated, and the tropical Pacific was in a La Niña–like mean state. Conversely, aridity between 2.4 and 1.3 ka occurred in concert with cooling on the Tibetan Plateau and in the Indo-Pacific with more El Niño–like conditions in the tropical Pacific. Differences with western Tibetan records may reflect a weakened ISM and stronger westerlies in this region during the late-Holocene

Large-Area Single-Crystal Graphene via Self-Organization at the Macroscale

In 1665 Christiaan Huygens first noticed how two pendulums, regardless of their initial state, would synchronize. It is now known that the universe is full of complex self-organizing systems, from neural networks to correlated materials. Here, graphene flakes, nucleated over a polycrystalline graphene film, synchronize during growth so as to ultimately yield a common crystal orientation at the macroscale. Strain and diffusion gradients are argued as the probable causes for the long-range cross-talk between flakes and the formation of a single-grain graphene layer. The work demonstrates that graphene synthesis can be advanced to control the nucleated crystal shape, registry, and relative alignment between graphene crystals for large area, that is, a single-crystal bilayer, and (AB-stacked) few-layer graphene can been grown at the wafer scale. © 2020 The Authors. Published by Wiley-VCH Gmb

Misorientation-angle-dependent electrical transport across molybdenum disulfide grain boundaries

Grain boundaries in monolayer transition metal dichalcogenides have unique atomic defect structures and band dispersion relations that depend on the inter-domain misorientation angle. Here, we explore misorientation angle-dependent electrical transport at grain boundaries in monolayer MoS2 by correlating the atomic defect structures of measured devices analysed with transmission electron microscopy and first-principles calculations. Transmission electron microscopy indicates that grain boundaries are primarily composed of 5–7 dislocation cores with periodicity and additional complex defects formed at high angles, obeying the classical low-angle theory for angles <22°. The inter-domain mobility is minimized for angles <9° and increases nonlinearly by two orders of magnitude before saturating at ∼16 cm2 V−1 s−1 around misorientation angle≈20°. This trend is explained via grain-boundary electrostatic barriers estimated from density functional calculations and experimental tunnelling barrier heights, which are ≈0.5 eV at low angles and ≈0.15 eV at high angles (≥20°)

Design of a hands-on course in networked control systems

This report presents a hands-on course in networked control systems (NCS) to be integrated in the education of embedded control systems engineers. The course activities have a strong practical component and most of them are ap- plied exercises to be implemented in a NCS setup. The report containts four parts: a) a report that describes the experimental setup, proposing several activities that can be shaped into a course program according to the needs and diverse background of the targeted audience, b) a tentative program ex- ample for master students, c) a user manual to help setting up the hardware and software from a Live CD, and d) a quick guide to start working with the programming environment.Preprin

Theoretical and Experimental Studies of Schottky Diodes That Use Aligned Arrays of Single Walled Carbon Nanotubes

We present theoretical and experimental studies of Schottky diodes that use aligned arrays of single walled carbon nanotubes. A simple physical model, taking into account the basic physics of current rectification, can adequately describe the single-tube and array devices. We show that for as grown array diodes, the rectification ratio, defined by the maximum-to-minimum-current-ratio, is low due to the presence of m-SWNT shunts. These tubes can be eliminated in a single voltage sweep resulting in a high rectification array device. Further analysis also shows that the channel resistance, and not the intrinsic nanotube diode properties, limits the rectification in devices with channel length up to ten micrometer.Comment: Nano Research, 2010, accepte