5,734 research outputs found
Social Simulation of Stock Markets: Taking It to the Next Level
This paper studies the use of social simulation in linking micro level investor behaviour and macro level stock market dynamics. Empirical data from a survey on individual investors\' decision-making and social interaction was used to formalize the trading and interaction rules of the agents of the artificial stock market SimStockExchange. Multiple simulation runs were performed with this artificial stock market, which generated macro level results, like stock market prices and returns over time. These outcomes were subsequently compared to empirical macro level data from real stock markets. Partial qualitative as well as quantitative agreement between the simulated asset returns distributions and the asset returns distributions of the real stock markets was found.Agent-Based Computational Finance, Artificial Stock Markets, Behavioral Finance, Micro-Macro Links, Multi-Agent Simulation, Stock Market Characteristics
Inclusive Quasi-Elastic Charged-Current Neutrino-Nucleus Reactions
The Quasi-Elastic (QE) contribution of the nuclear inclusive electron
scattering model developed in Nucl. Phys. A627 (1997) 543 is extended to the
study of electroweak Charged Current (CC) induced nuclear reactions, at
intermediate energies of interest for future neutrino oscillation experiments.
The model accounts for, among other nuclear effects, long range nuclear (RPA)
correlations, Final State Interaction (FSI) and Coulomb corrections.
Predictions for the inclusive muon capture in C and the reaction
C near threshold are also given. RPA correlations are
shown to play a crucial role and their inclusion leads to one of the best
existing simultaneous description of both processes, with accuracies of the
order of 10-15% per cent for the muon capture rate and even better for the LSND
measurement.Comment: 31 pages and 14 figures, accepted for publication as a regular
article in Physical Review
The yellow hypergiants HR 8752 and rho Cassiopeiae near the evolutionary border of instability
High-resolution near-ultraviolet spectra of the yellow hypergiants HR 8752
and rho Cassiopeiae indicate high effective temperatures placing both stars
near the T_eff border of the ``yellow evolutionary void''. At present, the
temperature of HR 8752 is higher than ever. For this star we found
Teff=7900+-200 K, whereas rho Cassiopeiae has Teff=7300+-200 K. Both, HR 8752
and rho Cassiopeiae have developed strong stellar winds with Vinf ~ 120 km/s
and Vinf ~ 100 km/s, respectively. For HR 8752 we estimate an upper limit for
the spherically symmetric mass-loss of 6.7X10^{-6}M_solar/yr. Over the past
decades two yellow hypergiants appear to have approached an evolutionary phase,
which has never been observed before. We present the first spectroscopic
evidence of the blueward motion of a cool super/hypergiant on the HR diagram.Comment: 13 pages including 3 figures. Accepted for publication in ApJ Letter
On the universal X-ray luminosity function of binary X-ray sources in galaxies
The empirically determined universal power-law shape of X-ray luminosity
function of high mass X-ray binaries in galaxies is explained by fundamental
mass-luminosity and mass-radius relations for massive stars.Comment: 4 pages, plain LaTeX, no figures. Submitted to Astronomy Letter
X-Ray Evidence for Flare Density Variations and Continual Chromospheric Evaporation in Proxima Centauri
Using the XMM-Newton X-ray observatory to monitor the nearest star to the
Sun, Proxima Centauri, we recorded the weakest X-ray flares on a magnetically
active star ever observed. Correlated X-ray and optical variability provide
strong support for coronal energy and mass supply by a nearly continuous
sequence of rapid explosive energy releases. Variable emission line fluxes were
observed in the He-like triplets of OVII and NeIX during a giant flare. They
give direct X-ray evidence for density variations, implying densities between
2x10^{10} - 4x10^{11} cm^{-3} and providing estimates of the mass and the
volume of the line-emitting plasma. We discuss the data in the context of the
chromospheric evaporation scenario.Comment: 10 pages, 2 figures, accepted by The Astrophysical Journal, Letters;
improved calculations of radiative loss of cool plasma (toward end of paper
A principled approach to the measurement of situation awareness in commercial aviation
The issue of how to support situation awareness among crews of modern commercial aircraft is becoming especially important with the introduction of automation in the form of sophisticated flight management computers and expert systems designed to assist the crew. In this paper, cognitive theories are discussed that have relevance for the definition and measurement of situation awareness. These theories suggest that comprehension of the flow of events is an active process that is limited by the modularity of attention and memory constraints, but can be enhanced by expert knowledge and strategies. Three implications of this perspective for assessing and improving situation awareness are considered: (1) Scenario variations are proposed that tax awareness by placing demands on attention; (2) Experimental tasks and probes are described for assessing the cognitive processes that underlie situation awareness; and (3) The use of computer-based human performance models to augment the measures of situation awareness derived from performance data is explored. Finally, two potential example applications of the proposed assessment techniques are described, one concerning spatial awareness using wide field of view displays and the other emphasizing fault management in aircraft systems
Collisionless Damping of Fast MHD Waves in Magneto-rotational Winds
We propose collisionless damping of fast MHD waves as an important mechanism
for the heating and acceleration of winds from rotating stars. Stellar rotation
causes magnetic field lines anchored at the surface to form a spiral pattern
and magneto-rotational winds can be driven. If the structure is a magnetically
dominated, fast MHD waves generated at the surface can propagate almost
radially outward and cross the field lines. The propagating waves undergo
collisionless damping owing to interactions with particles surfing on magnetic
mirrors that are formed by the waves themselves. The damping is especially
effective where the angle between the wave propagation and the field lines
becomes moderately large ( to ). The angle tends naturally
to increase into this range because the field in magneto-rotational winds
develops an increasingly large azimuthal component. The dissipation of the wave
energy produces heating and acceleration of the outflow. We show using
specified wind structures that this damping process can be important in both
solar-type stars and massive stars that have moderately large rotation rates.
This mechanism can play a role in coronae of young solar-type stars which are
rapidly rotating and show X-ray luminosities much larger than the sun. The
mechanism could also be important for producing the extended X-ray emitting
regions inferred to exist in massive stars of spectral type middle B and later.Comment: 12 pages, including 7 figures, accepted for publication in Ap
The composition and nature of the dust shell surrounding the binary AFGL 4106
We present infrared spectroscopy and imaging of AFGL~4106. The 2.4-5 micron
ISO-SWS spectrum reveals the presence of a cool, luminous star (T_eff ~ 3750 K)
in addition to an almost equally luminous F star (T_eff ~ 7250 K). The 5-195
micron SWS and LWS spectra are dominated by strong emission from circumstellar
dust. We find that the dust consists of amorphous silicates, with a minor but
significant contribution from crystalline silicates. The amorphous silicates
consist of Fe-rich olivines. The presence of amorphous pyroxenes cannot be
excluded but if present they contain much less Fe than the amorphous olivines.
Comparison with laboratory data shows that the pure Mg-end members of the
crystalline olivine and pyroxene solid solution series are present. In
addition, we find strong evidence for simple oxides (FeO and Al2O3) as well as
crystalline H2O ice. Several narrow emission features remain unidentified.
Modelling of the dust emission using a dust radiation transfer code shows that
large grains (~1 micron) must be present and that the abundance of the
crystalline silicates is between 7 and 15% of the total dust mass, depending on
the assumed enstatite to forsterite ratio, which is estimated to be between 1
and 3. The amorphous and crystalline dust components in the shell do not have
the same temperature, implying that the different dust species are not
thermally coupled. We find a dust mass of ~3.9 x 10^-2 M_sol expelled over a
period of 4 x 10^3 years for a distance of 3.3 kpc. The F-star in the AFGL~4106
binary is likely a post-red-supergiant in transition to a blue supergiant or WR
phase.Comment: 22 pages (including 12 figures), accepted by Astronomy and
Astrophysic
The Circular Dispersion Spectrum
AbstractLet ϑ be a real irrational number and N a positive integer. The one-dimensional torus T is divided by the N points nϑ mod 1, n = 1, 2, ..., N, into N arcs. Denote the length of the longest of these arcs by dN. Define the circular dispersion constant of ϑ, notation C(ϑ), by C(ϑ) ≔ lim supN → ∞NdN. The set of numbers C(ϑ) is called the circular dispersion spectrum. This paper determines the smallest accumulation point of this spectrum and all points below this accumulation point
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