7,758 research outputs found
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 with which
an agent uses 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 (12.50.5)MG.
Detailed analysis of the UBVRI light curves shows the presence of repetitive
moderate amplitude ( 0.3-0.5 mag) flares predominantly red in colour.
These flares are attributed to small accretion events and are compared to the
large ( 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
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
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
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