Scaling theory of temporal correlations and size dependent fluctuations in the traded value of stocks

Records of the traded value f_i(t) of stocks display fluctuation scaling, a proportionality between the standard deviation sigma(i) and the average : sigma(i) ~ f(i)^alpha, with a strong time scale dependence alpha(dt). The non-trivial (i.e., neither 0.5 nor 1) value of alpha may have different origins and provides information about the microscopic dynamics. We present a set of recently discovered stylized facts, and then show their connection to such behavior. The functional form alpha(dt) originates from two aspects of the dynamics: Stocks of larger companies both tend to be traded in larger packages, and also display stronger correlations of traded value.Comment: 8 pages, 7 figures, 1 table, accepted to Phys. Rev.

THE GENERAL SPATIAL SYSTEM OF ROCKY ENVIRONMENT FOR BUILDING PURPOSES

The paper summarizes and methodizes the necessary civil engineering knowledge for the consideration of interaction between the construction and its rocky environment planned from the point of view of both the construction and the earth's crust region. The rocky environment of the construction has been formed under natural conditions. This determines its properties. Models constructed by the selection of earth's crust elements of uniform properties and by carrying out the necessary and possible generalizations serve to eyaluate the interactions

Dynamic asset trees and Black Monday

The minimum spanning tree, based on the concept of ultrametricity, is constructed from the correlation matrix of stock returns. The dynamics of this asset tree can be characterised by its normalised length and the mean occupation layer, as measured from an appropriately chosen centre called the `central node'. We show how the tree length shrinks during a stock market crisis, Black Monday in this case, and how a strong reconfiguration takes place, resulting in topological shrinking of the tree.Comment: 6 pages, 3 eps figues. Elsevier style. Will appear in Physica A as part of the Bali conference proceedings, in pres

Bound states in the 3d Ising model and implications for QCD at finite temperature and density

We study the spectrum of bound states of the three dimensional Ising model in the (h,beta) plane near the critical point. We show the existence of an unbinding line, defined as the boundary of the region where bound states exist. Numerical evidence suggests that this line coincides with the beta=beta_c axis. When the 3D Ising model is considered as an effective description of hot QCD at finite density, we conjecture the correspondence between the unbinding line and the line that separates the quark-gluon plasma phase from the superconducting phase. The bound states of the Ising model are conjectured to correspond to the diquarks of the latter phase of QCD.Comment: Lattice2001(hightemp

Different sensing mechanisms in single wire and mat carbon nanotubes chemical sensors

Chemical sensing properties of single wire and mat form sensor structures fabricated from the same carbon nanotube (CNT) materials have been compared. Sensing properties of CNT sensors were evaluated upon electrical response in the presence of five vapours as acetone, acetic acid, ethanol, toluene, and water. Diverse behaviour of single wire CNT sensors was found, while the mat structures showed similar response for all the applied vapours. This indicates that the sensing mechanism of random CNT networks cannot be interpreted as a simple summation of the constituting individual CNT effects, but is associated to another robust phenomenon, localized presumably at CNT-CNT junctions, must be supposed.Comment: 12 pages, 5 figures,Applied Physics A: Materials Science and Processing 201

Piling and avalanches of magnetized particles

We performed computer simulations based on a two-dimensional Distinct Element Method to study granular systems of magnetized spherical particles. We measured the angle of repose and the surface roughness of particle piles, and we studied the effect of magnetization on avalanching. We report linear dependence of both angle of repose and surface roughness on the ratio $f$ of the magnetic dipole interaction and the gravitational force (\emph{interparticle force ratio}). There is a difference in avalanche formation at small and at large interparticle force ratios. The transition is at $f_c \approx 7$. For $f < f_c$ the particles forming the avalanches leave the system in a quasi-continuous granular flow (\emph{granular regime}), while for $f > f_c$ the avalanches are formed by long particle clusters (\emph{correlated regime}). The transition is not sharp. We give plausible estimates for $f_c$ based on stability criteria.Comment: 9 pages, 7 figure

Force indeterminacy in the jammed state of hard disks

Granular packings of hard discs are investigated by means of contact dynamics which is an appropriate technique to explore the allowed force-realizations in the space of contact forces. Configurations are generated for given values of the friction coefficient, and then an ensemble of equilibrium forces is found for fixed contacts. We study the force fluctuations within this ensemble. In the limit of zero friction the fluctuations vanish in accordance with the isostaticity of the packing. The magnitude of the fluctuations has a non-monotonous friction dependence. The increase for small friction can be attributed to the opening of the angle of the Coulomb cone, while the decrease as friction increases is due to the reduction of connectivity of the contact-network, leading to local, independent clusters of indeterminacy. We discuss the relevance of indeterminacy to packings of deformable particles and to the mechanical response properties.Comment: 4 pages, 3 figures. Minor changes, journal reference adde

Avalanche statistics of sand heaps

Large scale computer simulations are presented to investigate the avalanche statistics of sand piles using molecular dynamics. We could show that different methods of measurement lead to contradicting conclusions, presumably due to avalanches not reaching the end of the experimental table.Comment: 6 pages, 4 figure

Two-dimensional array of magnetic particles: The role of an interaction cutoff

Based on theoretical results and simulations, in two-dimensional arrangements of a dense dipolar particle system, there are two relevant local dipole arrangements: (1) a ferromagnetic state with dipoles organized in a triangular lattice, and (2) an anti-ferromagnetic state with dipoles organized in a square lattice. In order to accelerate simulation algorithms we search for the possibility of cutting off the interaction potential. Simulations on a dipolar two-line system lead to the observation that the ferromagnetic state is much more sensitive to the interaction cutoff $R$ than the corresponding anti-ferromagnetic state. For $R \gtrsim 8$ (measured in particle diameters) there is no substantial change in the energetical balance of the ferromagnetic and anti-ferromagnetic state and the ferromagnetic state slightly dominates over the anti-ferromagnetic state, while the situation is changed rapidly for lower interaction cutoff values, leading to the disappearance of the ferromagnetic ground state. We studied the effect of bending ferromagnetic and anti-ferromagnetic two-line systems and we observed that the cutoff has a major impact on the energetical balance of the ferromagnetic and anti-ferromagnetic state for $R \lesssim 4$. Based on our results we argue that $R \approx 5$ is a reasonable choice for dipole-dipole interaction cutoff in two-dimensional dipolar hard sphere systems, if one is interested in local ordering.Comment: 8 page