On the strategy frequency problem in batch Minority Games

Ergodic stationary states of Minority Games with S strategies per agent can be characterised in terms of the asymptotic probabilities $\phi_a$ with which an agent uses $a$ of his strategies. We propose here a simple and general method to calculate these quantities in batch canonical and grand-canonical models. Known analytic theories are easily recovered as limiting cases and, as a further application, the strategy frequency problem for the batch grand-canonical Minority Game with S=2 is solved. The generalization of these ideas to multi-asset models is also presented. Though similarly based on response function techniques, our approach is alternative to the one recently employed by Shayeghi and Coolen for canonical batch Minority Games with arbitrary number of strategies.Comment: 17 page

Distance Metric Learning using Graph Convolutional Networks: Application to Functional Brain Networks

Evaluating similarity between graphs is of major importance in several computer vision and pattern recognition problems, where graph representations are often used to model objects or interactions between elements. The choice of a distance or similarity metric is, however, not trivial and can be highly dependent on the application at hand. In this work, we propose a novel metric learning method to evaluate distance between graphs that leverages the power of convolutional neural networks, while exploiting concepts from spectral graph theory to allow these operations on irregular graphs. We demonstrate the potential of our method in the field of connectomics, where neuronal pathways or functional connections between brain regions are commonly modelled as graphs. In this problem, the definition of an appropriate graph similarity function is critical to unveil patterns of disruptions associated with certain brain disorders. Experimental results on the ABIDE dataset show that our method can learn a graph similarity metric tailored for a clinical application, improving the performance of a simple k-nn classifier by 11.9% compared to a traditional distance metric.Comment: International Conference on Medical Image Computing and Computer-Assisted Interventions (MICCAI) 201

Generalized minority games with adaptive trend-followers and contrarians

We introduce a simple extension of the minority game in which the market rewards contrarian (resp. trend-following) strategies when it is far from (resp. close to) efficiency. The model displays a smooth crossover from a regime where contrarians dominate to one where trend-followers dominate. In the intermediate phase, the stationary state is characterized by non-Gaussian features as well as by the formation of sustained trends and bubbles.Comment: 4 pages, 6 figure

Conductance quantization and snake states in graphene magnetic waveguides

We consider electron waveguides (quantum wires) in graphene created by suitable inhomogeneous magnetic fields. The properties of uni-directional snake states are discussed. For a certain magnetic field profile, two spatially separated counter-propagating snake states are formed, leading to conductance quantization insensitive to backscattering by impurities or irregularities of the magnetic field.Comment: 5 pages, 4 figures, final version accepted as Rapid Comm. in PR

Magnetic field and unstable accretion during AM Herculis low states

A study of AM Her low states in September 1990 and 1991 and June-July 1997 is reported from a coordinated campaign with observations obtained at the Haute-Provence observatory, at the 6-m telescope of the Special Astrophysical Observatory and at the 2.6m and 1.25m telescopes of the Crimean observatory. Spectra obtained at different dates when the source was in low states at a comparable V magnitude, show the presence of strong Zeeman absorption features and marked changes in emission lines with a day-to-day reappearance of the HeII (4686\AA) emission lines in 1991. Despite this variability, the magnetic field inferred from the fitting of the absorption spectrum with Zeeman hydrogen splitting, is remarkably constant with a best value of (12.5$\pm$0.5)MG. Detailed analysis of the UBVRI light curves shows the presence of repetitive moderate amplitude ($\sim$ 0.3-0.5 mag) flares predominantly red in colour. These flares are attributed to small accretion events and are compared to the large ($\sim$ 2 mag.) blue flare reported by Shakhovskoy et al. (1993). We suggest that the general flaring activity observed during the low states is generated by accretion events. The different characteristics of the flares (colour and polarization) are the results of different shock geometries depending on the net mass accretion flux.Comment: accepted in Astronomy & Astrophysics (Main Journal), 10 pages, 6 Figures, Late

Fluctuation relations and rare realizations of transport observables

Fluctuation relations establish rigorous identities for the nonequilibrium averages of observables. Starting from a general transport master equation with time-dependent rates, we employ the stochastic path integral approach to study statistical fluctuations around such averages. We show how under nonequilibrium conditions, rare realizations of transport observables are crucial and imply massive fluctuations that may completely mask such identities. Quantitative estimates for these fluctuations are provided. We illustrate our results on the paradigmatic example of a mesoscopic RC circuit.Comment: 4 pages, 3 figures; v2: minor changes, published versio

Stationary states of a spherical Minority Game with ergodicity breaking

Using generating functional and replica techniques, respectively, we study the dynamics and statics of a spherical Minority Game (MG), which in contrast with a spherical MG previously presented in J.Phys A: Math. Gen. 36 11159 (2003) displays a phase with broken ergodicity and dependence of the macroscopic stationary state on initial conditions. The model thus bears more similarity with the original MG. Still, all order parameters including the volatility can computed in the ergodic phases without making any approximations. We also study the effects of market impact correction on the phase diagram. Finally we discuss a continuous-time version of the model as well as the differences between on-line and batch update rules. Our analytical results are confirmed convincingly by comparison with numerical simulations. In an appendix we extend the analysis of the earlier spherical MG to a model with general time-step, and compare the dynamics and statics of the two spherical models.Comment: 26 pages, 8 figures; typo correcte

Dynamics of adaptive agents with asymmetric information

We apply path-integral techniques to study the dynamics of agent-based models with asymmetric information structures. In particular, we devise a batch version of a model proposed originally by Berg et al. [Quant. Fin. 1 (2001) 203], and convert the coupled multi-agent processes into an effective-agent problem from which the dynamical order parameters in ergodic regimes can be derived self-consistently together with the corresponding phase structure. Our dynamical study complements and extends the available static theory. Results are confirmed by numerical simulations.Comment: minor revision of text, accepted by JSTA

Phonon-phonon interactions and phonon damping in carbon nanotubes

We formulate and study the effective low-energy quantum theory of interacting long-wavelength acoustic phonons in carbon nanotubes within the framework of continuum elasticity theory. A general and analytical derivation of all three- and four-phonon processes is provided, and the relevant coupling constants are determined in terms of few elastic coefficients. Due to the low dimensionality and the parabolic dispersion, the finite-temperature density of noninteracting flexural phonons diverges, and a nonperturbative approach to their interactions is necessary. Within a mean-field description, we find that a dynamical gap opens. In practice, this gap is thermally smeared, but still has important consequences. Using our theory, we compute the decay rates of acoustic phonons due to phonon-phonon and electron-phonon interactions, implying upper bounds for their quality factor.Comment: 15 pages, 2 figures, published versio