Nowcasting directional change in high frequency FX markets

Directional change (DC) is an alternative to time series in recording transactions: it only records the transactions at which price changes to the opposite direction of the current trend by a threshold specified by the observer. DC can only be confirmed in hindsight: one does not know that direction has changed until it is confirmed by a later transaction. The transaction in which the price confirms a DC is called a DC confirmation point. DC nowcasting is an attempt to recognize DC before the DC confirmation point. Accurate DC nowcasting will benefit trading. In this paper, we propose a method for DC nowcasting. This method is entirely data driven: it is based on the historical distribution of DC-related indicators. Empirical results suggest that DC nowcasting is possible, even under a naïve rule. This opens the door to a promising research direction on an important topic

Effect of isospin dependent cross-section on fragment production in the collision of charge asymmetric nuclei

To understand the role of isospin effects on fragmentation due to the collisions of charge asymmetric nuclei, we have performed a complete systematical study using isospin dependent quantum molecular dynamics model. Here simulations have been carried out for $^{124}X_{n}+ ^{124}X_{n}$, where n varies from 47 to 59 and for $^{40}Y_{m}+ ^{40}Y_{m}$, where m varies from 14 to 23. Our study shows that isospin dependent cross-section shows its influence on fragmentation in the collision of neutron rich nuclei

Measurement of complex fragments and clues to the entropy production from 42-137-MeV/nucleon Ar + Au

Intermediate-rapidity fragments with A=1-14 emitted from 42-137-MeV/nucleon Ar + Au have been measured. Evidence is presented that these fragments arise from a common moving source. Entropy values are extracted from the mass distributions by use of quantum statistical and Hauser-Feshbach theories. The extracted entropy values of S/A≈2-2.4 are much smaller than the values expected from measured deuteron-to-proton ratios, but are still considerably higher than theoretically predicted values

On the entanglement entropy for a XY spin chain

The entanglement entropy for the ground state of a XY spin chain is related to the corner transfer matrices of the triangular Ising model and expressed in closed form.Comment: 4 pages, 2 figure

Light particle spectra from 35 MeV/nucleon 12C-induced reactions on 197Au

Energy spectra for p, d, t, 3He, 4He, and 6He from the reaction 12C+197Au at 35 MeV/nucleon are presented. A common intermediate rapidity source is identified using a moving source fit to the spectra that yields cross sections which are compared to analogous data at other bombarding energies and to several different models. The excitation function of the composite to proton ratios is compared with quantum statistical, hydrodynamic, and thermal models