Clustering stock market companies via chaotic map synchronization

A pairwise clustering approach is applied to the analysis of the Dow Jones index companies, in order to identify similar temporal behavior of the traded stock prices. To this end, the chaotic map clustering algorithm is used, where a map is associated to each company and the correlation coefficients of the financial time series are associated to the coupling strengths between maps. The simulation of a chaotic map dynamics gives rise to a natural partition of the data, as companies belonging to the same industrial branch are often grouped together. The identification of clusters of companies of a given stock market index can be exploited in the portfolio optimization strategies.Comment: 12 pages, 3 figure

Hausdorff clustering of financial time series

A clustering procedure, based on the Hausdorff distance, is introduced and tested on the financial time series of the Dow Jones Industrial Average (DJIA) index.Comment: 9 pages, 3 figure

Monolithic zirconia and digital impression: case report

The aim of this study is to present a clinical case of a full arch prosthetic rehabilitation on natural teeth, combining both digital work-flow and monolithic zirconi

Polymers as compressible soft spheres

We consider a coarse-grained model in which polymers under good-solvent conditions are represented by soft spheres whose radii, which should be identified with the polymer radii of gyrations, are allowed to fluctuate. The corresponding pair potential depends on the sphere radii. This model is a single-sphere version of the one proposed in Vettorel et al., Soft Matter 6, 2282 (2010), and it is sufficiently simple to allow us to determine all potentials accurately from full-monomer simulations of two isolated polymers (zero-density potentials). We find that in the dilute regime (which is the expected validity range of single-sphere coarse-grained models based on zero-density potentials) this model correctly reproduces the density dependence of the radius of gyration. However, for the thermodynamics and the intermolecular structure, the model is largely equivalent to the simpler one in which the sphere radii are fixed to the average value of the radius of gyration and radiiindependent potentials are used: for the thermodynamics there is no advantage in considering a fluctuating sphere size.Comment: 21 pages, 7 figure

Phase diagram of mixtures of colloids and polymers in the thermal crossover from good to θ\theta solvent

We determine the phase diagram of mixtures of spherical colloids and neutral nonadsorbing polymers in the thermal crossover region between the $\theta$ point and the good-solvent regime. We use the generalized free-volume theory (GFVT), which turns out to be quite accurate as long as $q = R_g/R_c\lesssim 1$ ($R_g$ is the radius of gyration of the polymer and $R_c$ is the colloid radius). Close to the $\theta$ point the phase diagram is not very sensitive to solvent quality, while, close to the good-solvent region, changes of the solvent quality modify significantly the position of the critical point and of the binodals. We also analyze the phase behavior of aqueous solutions of charged colloids and polymers, using the extension of GFVT proposed by Fortini et al., J. Chem. Phys. 128, 024904 (2008)

A multi-blob representation of semi-dilute polymer solutions

A coarse-grained multi-blob description of polymer solutions is presented, based on soft, transferable effective interactions between bonded and non-bonded blobs. The number of blobs is chosen such that the blob density does not exceed their overlap threshold, allowing polymer concentrations to be explored deep into the semi-dilute regime. This quantitative multi-blob description is shown to preserve known scaling laws of polymer solutions and provides accurate estimates of amplitudes, while leading to orders of magnitude increase of simulation efficiency and allowing analytic calculations of structural and thermodynamic properties.Comment: 4 pages, 4 figure

Validation of Geant4 nuclear reaction models for hadrontherapy and preliminary results with SMF and BLOB

Reliable nuclear fragmentation models are of utmost importance in hadrontherapy, where Monte Carlo (MC) simulations are used to compute the input parameters of the treatment planning software, to validate the deposited dose calculation, to evaluate the biological effectiveness of the radiation, to correlate the bþ emitters production in the patient body with the delivered dose, and to allow a non- invasive treatment verification. Despite of its large use, the models implemented in Geant4 have shown severe limitations in reproducing the measured secondaries yields in ions interaction below 100 MeV/A, in term of production rates, angular and energy distributions [1–3]. We will present a benchmark of the Geant4 models with double-differential cross sec- tion and angular distributions of the secondary fragments produced in the 12C fragmentation at 62 MeV/A on thin carbon target, such a benchmark includes the recently implemented model INCL++ [4,5]. Moreover, we will present the preliminary results, obtained in simulating the same interaction, with SMF [6] and BLOB [7]. Both, SMF and BLOB are semiclassical one-body approaches to solve the Boltzmann-Langevin equation. They include an identical treatment of the mean-field propagation, on the basis of the same effective interaction, but they differ in the way fluctuations are included. In particular, while SMF employs a Uehling-Uhlenbeck collision term and introduces fluctuations as projected on the density space, BLOB introduces fluctuations in full phase space through a modified collision term where nucleon-nucleon correlations are explicitly involved. Both of them, SMF and BLOB, have been developed to sim- ulate the heavy ion interactions in the Fermi-energy regime. We will show their capabilities in describing 12C fragmentation foreseen their implementation in Geant4

Consistent coarse-graining strategy for polymer solutions in the thermal crossover from Good to Theta solvent

We extend our previously developed coarse-graining strategy for linear polymers with a tunable number n of effective atoms (blobs) per chain [D'Adamo et al., J. Chem. Phys. 137, 4901 (2012)] to polymer systems in thermal crossover between the good-solvent and the Theta regimes. We consider the thermal crossover in the region in which tricritical effects can be neglected, i.e. not too close to the Theta point, for a wide range of chain volume fractions Phi=c/c* (c* is the overlap concentration), up to Phi=30. Scaling crossover functions for global properties of the solution are obtained by Monte-Carlo simulations of the Domb-Joyce model. They provide the input data to develop a minimal coarse-grained model with four blobs per chain. As in the good-solvent case, the coarse-grained model potentials are derived at zero density, thus avoiding the inconsistencies related to the use of state-dependent potentials. We find that the coarse-grained model reproduces the properties of the underlying system up to some reduced density which increases when lowering the temperature towards the Theta state. Close to the lower-temperature crossover boundary, the tetramer model is accurate at least up to Phi<10, while near the good-solvent regime reasonably accurate results are obtained up to Phi<2. The density region in which the coarse-grained model is predictive can be enlarged by developing coarse-grained models with more blobs per chain. We extend the strategy used in the good-solvent case to the crossover regime. This requires a proper treatment of the length rescalings as before, but also a proper temperature redefinition as the number of blobs is increased. The case n=10 is investigated. Comparison with full-monomer results shows that the density region in which accurate predictions can be obtained is significantly wider than that corresponding to the n=4 case.Comment: 21 pages, 14 figure

Analytical probabilistic approach to the ground state of lattice quantum systems: exact results in terms of a cumulant expansion

We present a large deviation analysis of a recently proposed probabilistic approach to the study of the ground-state properties of lattice quantum systems. The ground-state energy, as well as the correlation functions in the ground state, are exactly determined as a series expansion in the cumulants of the multiplicities of the potential and hopping energies assumed by the system during its long-time evolution. Once these cumulants are known, even at a finite order, our approach provides the ground state analytically as a function of the Hamiltonian parameters. A scenario of possible applications of this analyticity property is discussed.Comment: 26 pages, 5 figure

Limits on the use of cobalt sulfide as anode of p-type dye-sensitized solar cells

Thin films of cobalt sulfide (CoS) of thickness l &lt; 10m have been employed as anodes of p-type dye-sensitized solar cells (p-DSCs) when P1-sensitized nickel oxide (NiO) was the photoactive cathode and /I - constituted the redox mediator. In the role of counter electrode for p-DSCs, CoS was preferred over traditional platinized fluorine-doped indium oxide (Pt-FTO) due to the lower cost of the starting materials (Co salts) and the easier procedure of deposition onto large area substrates. The latter process was carried out via direct precipitation of CoS from aqueous solutions. The photoconversion efficiency (η) of the corresponding device was 0.07%. This value is about 35% less than the efficiency that is obtained with the analogous p-DSC employing the Pt-FTO anode (η = 0.11). Unlike p-DSCs based on Pt-FTO anodes, the photoelectrochemical cells employing CoS electrodes showed that this anodic material was not able to sustain the photocurrent densities generated by P1-sensitized NiO at a given photopotential. Illumination of the p-DSCs with CoS anodes and P1-sensitized NiO cathodes actually induced the reverse bias of the photoelectrochemical cell with CoS behaving like a p-type semiconductor with no degeneracy. © 2017 IOP Publishing Ltd