Endogenous and exogenous dynamics in the fluctuations of capital fluxes: An empirical analysis of the Chinese stock market

A phenomenological investigation of the endogenous and exogenous dynamics in the fluctuations of capital fluxes is investigated on the Chinese stock market using mean-variance analysis, fluctuation analysis and their generalizations to higher orders. Non-universal dynamics have been found not only in $\alpha$ exponents different from the universal value 1/2 and 1 but also in the distributions of the ratios $\eta_i = \sigma_i^{\rm{exo}} / \sigma_i^{\rm{endo}}$. Both the scaling exponent $\alpha$ of fluctuations and the Hurst exponent $H_i$ increase in logarithmic form with the time scale $\Delta t$ and the mean traded value per minute $$, respectively. We find that the scaling exponent $\alpha^{\rm{endo}}$ of the endogenous fluctuations is found to be independent of the time scale, while the exponent of exogenous fluctuations $\alpha^{\rm{exo}}=1$. Multiscaling and multifractal features are observed in the data as well. However, the inhomogeneous impact model is not verified.Comment: 9 Latx pages for EPJB including 13 figure

Liquidity and the multiscaling properties of the volume traded on the stock market

We investigate the correlation properties of transaction data from the New York Stock Exchange. The trading activity f(t) of each stock displays a crossover from weaker to stronger correlations at time scales 60-390 minutes. In both regimes, the Hurst exponent H depends logarithmically on the liquidity of the stock, measured by the mean traded value per minute. All multiscaling exponents tau(q) display a similar liquidity dependence, which clearly indicates the lack of a universal form assumed by other studies. The origin of this behavior is both the long memory in the frequency and the size of consecutive transactions.Comment: 7 pages, 3 figures, submitted to Europhysics Letter

Entanglement evolution after connecting finite to infinite quantum chains

We study zero-temperature XX chains and transverse Ising chains and join an initially separate finite piece on one or on both sides to an infinite remainder. In both critical and non-critical systems we find a typical increase of the entanglement entropy after the quench, followed by a slow decay towards the value of the homogeneous chain. In the critical case, the predictions of conformal field theory are verified for the first phase of the evolution, while at late times a step structure can be observed.Comment: 15 pages, 11 figure

Entanglement Entropy in Extended Quantum Systems

After a brief introduction to the concept of entanglement in quantum systems, I apply these ideas to many-body systems and show that the von Neumann entropy is an effective way of characterising the entanglement between the degrees of freedom in different regions of space. Close to a quantum phase transition it has universal features which serve as a diagnostic of such phenomena. In the second part I consider the unitary time evolution of such systems following a `quantum quench' in which a parameter in the hamiltonian is suddenly changed, and argue that finite regions should effectively thermalise at late times, after interesting transient effects.Comment: 6 pages. Plenary talk delivered at Statphys 23, Genoa, July 200

In vivo investigation of the tissue response to commercial Teflon insulin infusion sets in large swine for 14 days: the effect of angle of insertion on tissue histology and insulin spread within the subcutaneous tissue.

Objective: This study investigated the effects of the inflammatory tissue response (ITR) to an insulin infusion set (IIS) on insulin bolus spread over wear time, as well as the effect of cannula insertion angle on the ITR, bolus shape, and pump tubing pressure. Research design and methods: Angled or straight IISs were inserted every other day for 14 days into the subcutaneous tissue of 11 swine and insulin was delivered continuously. Prior to euthanasia, a 70 µL bolus of insulin/X-ray contrast agent was infused while recording a pressure profile (peak tubing pressure, pmax; area under the pressure curve, AUC), followed by the excision of the tissue-catheter specimen. Bolus surface area (SA) and volume (V) were assessed via micro-CT. Tissue was stained to analyze total area of inflammation (TAI) and inflammatory layer thickness (ILT) surrounding the cannula. Results: A bolus delivered through an angled IIS had a larger mean SA than a bolus delivered through a straight cannula (314.0±84.2 mm2 vs 229.0±99.7 mm2, p\u3c0.001) and a larger volume (198.7±66.9 mm3 vs 145.0±65.9 mm3, p=0.001). Both decreased significantly over wear time, independent of angle. There was a significant difference in TAI (angled, 9.1±4.0 mm2 vs straight, 14.3±8.6 mm2, p\u3c0.001) and ILT (angled, 0.7±0.4 vs straight, 1.2±0.7 mm, p\u3c0.001). pmax (p=0.005) and AUC (p=0.014) were lower using angled IIS. As ILT increased, pmax increased, while SA and V decreased. Conclusions: The progression of the ITR directly affected bolus shape and tubing pressure. Although straight insertion is clinically preferred, our data suggest that an angled IIS elicits lower grades of ITR and delivers a bolus with lower tubing pressure and greater SA and V. The subcutaneous environment plays a crucial role in IIS longevity, and the insertion angle needs to be considered in future IIS designs and clinical trials

On the relation between entanglement and subsystem Hamiltonians

We show that a proportionality between the entanglement Hamiltonian and the Hamiltonian of a subsystem exists near the limit of maximal entanglement under certain conditions. Away from that limit, solvable models show that the coupling range differs in both quantities and allow to investigate the effect.Comment: 7 pages, 2 figures version2: minor changes, typos correcte

Time Evolution within a Comoving Window: Scaling of signal fronts and magnetization plateaus after a local quench in quantum spin chains

We present a modification of Matrix Product State time evolution to simulate the propagation of signal fronts on infinite one-dimensional systems. We restrict the calculation to a window moving along with a signal, which by the Lieb-Robinson bound is contained within a light cone. Signal fronts can be studied unperturbed and with high precision for much longer times than on finite systems. Entanglement inside the window is naturally small, greatly lowering computational effort. We investigate the time evolution of the transverse field Ising (TFI) model and of the S=1/2 XXZ antiferromagnet in their symmetry broken phases after several different local quantum quenches. In both models, we observe distinct magnetization plateaus at the signal front for very large times, resembling those previously observed for the particle density of tight binding (TB) fermions. We show that the normalized difference to the magnetization of the ground state exhibits similar scaling behaviour as the density of TB fermions. In the XXZ model there is an additional internal structure of the signal front due to pairing, and wider plateaus with tight binding scaling exponents for the normalized excess magnetization. We also observe parameter dependent interaction effects between individual plateaus, resulting in a slight spatial compression of the plateau widths. In the TFI model, we additionally find that for an initial Jordan-Wigner domain wall state, the complete time evolution of the normalized excess longitudinal magnetization agrees exactly with the particle density of TB fermions.Comment: 10 pages with 5 figures. Appendix with 23 pages, 13 figures and 4 tables. Largely extended and improved versio

Attachment and mentalization as predictors of outcome in family therapy for adolescent anorexia nervosa

Anorexia nervosa-focussed family therapy (FT-AN) is the first-line treatment for adolescent anorexia nervosa (AN), but the predictors of poor treatment response are not well understood. The main aim of this study was to investigate the role of attachment and mentalization in predicting treatment outcome. The secondary aims of the study were to investigate therapeutic alliance at 1 month as a predictor of outcome, and to test the associations between alliance and baseline attachment and mentalization. 192 adolescents with AN and their parents were recruited as they began family therapy in out-patient specialist eating disorder services. Self-report measures of attachment, mentalization, and emotion regulation were completed at the start of treatment by adolescent patients and one of their parents. Self-reported alliance scores were collected at one month. Higher scores on the Certainty Scale of the Reflective Functioning Questionnaire, completed by parents, which indicate over-certainty about mental states, were the strongest predictor of poor outcome (Odds Ratio: 0.42, CI: 0.20–0.87). Similarly, for adolescents, higher Lack of Clarity scores on the Difficulties in Emotion Regulation Scale, representing being unclear about one’s feelings, were predictive of positive treatment outcome (OR: 1.10, CI: 1.00–1.21). Higher alliance scores at 1 month predicted positive outcome, and were associated with attachment security and mentalization. These novel findings suggest that, particularly in parents, a tendency towards excessive certainty about mental states in others may predict poor outcome in FT-AN. Further research is warranted to replicate the finding and characterise families at risk of poor outcome

Entanglement in spin chains with gradients

We study solvable spin chains where either fields or couplings vary linearly in space and create a sandwich-like structure of the ground state. We find that the entanglement entropy between two halves of a chain varies logarithmically with the interface width. After quenching to a homogeneous critical system, the entropy grows logarithmically in time in the XX model, but quadratically in the transverse Ising chain. We explain this behaviour and indicate generalizations to other power laws.Comment: 16 pages, 11 figures, 2 references adde

Exact relationship between the entanglement entropies of XY and quantum Ising chains

We consider two prototypical quantum models, the spin-1/2 XY chain and the quantum Ising chain and study their entanglement entropy, S(l,L), of blocks of l spins in homogeneous or inhomogeneous systems of length L. By using two different approaches, free-fermion techniques and perturbational expansion, an exact relationship between the entropies is revealed. Using this relation we translate known results between the two models and obtain, among others, the additive constant of the entropy of the critical homogeneous quantum Ising chain and the effective central charge of the random XY chain.Comment: 6 page