Mechanisms of Self-Organization and Finite Size Effects in a Minimal Agent Based Model

We present a detailed analysis of the self-organization phenomenon in which the stylized facts originate from finite size effects with respect to the number of agents considered and disappear in the limit of an infinite population. By introducing the possibility that agents can enter or leave the market depending on the behavior of the price, it is possible to show that the system self-organizes in a regime with a finite number of agents which corresponds to the stylized facts. The mechanism to enter or leave the market is based on the idea that a too stable market is unappealing for traders while the presence of price movements attracts agents to enter and speculate on the market. We show that this mechanism is also compatible with the idea that agents are scared by a noisy and risky market at shorter time scales. We also show that the mechanism for self-organization is robust with respect to variations of the exit/entry rules and that the attempt to trigger the system to self-organize in a region without stylized facts leads to an unrealistic dynamics. We study the self-organization in a specific agent based model but we believe that the basic ideas should be of general validity.Comment: 14 pages, 7 figure

Emergent Chiral Symmetry: Parity and Time Reversal Doubles

There are numerous examples of approximately degenerate states of opposite parity in molecular physics. Theory indicates that these doubles can occur in molecules that are reflection-asymmetric. Such parity doubles occur in nuclear physics as well, among nuclei with odd A $\sim$ 219-229. We have also suggested elsewhere that such doubles occur in particle physics for baryons made up of `cbu' and `cbd' quarks. In this article, we discuss the theoretical foundations of these doubles in detail, demonstrating their emergence as a surprisingly subtle consequence of the Born-Oppenheimer approximation, and emphasizing their bundle-theoretic and topological underpinnings. Starting with certain ``low energy'' effective theories in which classical symmetries like parity and time reversal are anomalously broken on quantization, we show how these symmetries can be restored by judicious inclusion of ``high-energy'' degrees of freedom. This mechanism of restoring the symmetry naturally leads to the aforementioned doublet structure. A novel by-product of this mechanism is the emergence of an approximate symmetry (corresponding to the approximate degeneracy of the doubles) at low energies which is not evident in the full Hamiltonian. We also discuss the implications of this mechanism for Skyrmion physics, monopoles, anomalies and quantum gravity.Comment: 32 pages, latex. minor changes in presentation and reference

Overview of the design of the ITER heating neutral beam injectors

The heating neutral beam injectors (HNBs) of ITER are designed to deliver 16.7MWof 1 MeVD0 or 0.87 MeVH0 to the ITER plasma for up to 3600 s. They will be the most powerful neutral beam\uf0a0(NB) injectors ever, delivering higher energy NBs to the plasma in a tokamak for longer than any previous systems have done. The design of the HNBs is based on the acceleration and neutralisation of negative ions as the efficiency of conversion of accelerated positive ions is so low at the required energy that a realistic design is not possible, whereas the neutralisation ofH 12 andD 12 remains acceptable ( 4856%). The design of a long pulse negative ion based injector is inherently more complicated than that of short pulse positive ion based injectors because: \u2022 negative ions are harder to create so that they can be extracted and accelerated from the ion source; \u2022 electrons can be co-extracted from the ion source along with the negative ions, and their acceleration must be minimised to maintain an acceptable overall accelerator efficiency; \u2022 negative ions are easily lost by collisions with the background gas in the accelerator; \u2022 electrons created in the extractor and accelerator can impinge on the extraction and acceleration grids, leading to high power loads on the grids; \u2022 positive ions are created in the accelerator by ionisation of the background gas by the accelerated negative ions and the positive ions are back-accelerated into the ion source creating a massive power load to the ion source; \u2022 electrons that are co-accelerated with the negative ions can exit the accelerator and deposit power on various downstream beamline components. The design of the ITER HNBs is further complicated because ITER is a nuclear installation which will generate very large fluxes of neutrons and gamma rays. Consequently all the injector components have to survive in that harsh environment. Additionally the beamline components and theNBcell, where the beams are housed, will be activated and all maintenance will have to be performed remotely. This paper describes the design of theHNBinjectors, but not the associated power supplies, cooling system, cryogenic system etc, or the high voltage bushingwhich separates the vacuum of the beamline fromthehighpressureSF6 of the high voltage (1MV) transmission line, through which the power, gas and coolingwater are supplied to the beam source. Also themagnetic field reduction system is not described

Quantum Limits in Interferometric GW Antennas

We discuss a model for interferometric GW antennas illuminated by a laser beam and a vacuum squeezed field. The sensitivity of the antenna will depend on the properties of the radiation entering the two ports and on the optical characteristics of the interferometer components, e.g. mirrors, beam-splitter, lenses

A Multi Agent Model for the Limit Order Book Dynamics

In the present work we introduce a novel multi-agent model with the aim to reproduce the dynamics of a double auction market at microscopic time scale through a faithful simulation of the matching mechanics in the limit order book. The agents follow a noise decision making process where their actions are related to a stochastic variable, "the market sentiment", which we define as a mixture of public and private information. The model, despite making just few basic assumptions over the trading strategies of the agents, is able to reproduce several empirical features of the high-frequency dynamics of the market microstructure not only related to the price movements but also to the deposition of the orders in the book.Comment: 20 pages, 11 figures, in press European Physical Journal B (EPJB

f-Oscillators and Nonlinear Coherent States

The notion of f-oscillators generalizing q-oscillators is introduced. For classical and quantum cases, an interpretation of the f-oscillator is provided as corresponding to a special nonlinearity of vibration for which the frequency of oscillation depends on the energy. The f-coherent states (nonlinear coherent states) generalizing q-coherent states are constructed. Applied to quantum optics, photon distribution function, photon number means, and dispersions are calculated for the f-coherent states as well as the Wigner function and Q-function. As an example, it is shown how this nonlinearity may affect the Planck distribution formula.Comment: Latex, 32 pages, accepted by Physica Script

Treatment of recurrent genotype 4 hepatitis C after liver transplantation: early virological response is predictive of sustained virological response. An AISF RECOLT-C group study

Introduction. Hepatitis C virus genotype 4 is predominant in the Middle East and Northern Africa, even if it has recently spread to Southern Europe. Data about the treatment of post-liver transplantation (LT) genotype 4 hepatitis C recurrence are scarce. We report a retrospective analysis of post-LT genotype 4 hepatitis C treatment in 9 Italian transplant centres, focusing on the overall survival rates and treatment outcome. Results. Among 452 recipients, we identified 17 HCV genotype 4 patients (16 males, 1 female) transplanted between 1998 and 2007. All patients received combined antiviral treatment with conventional doses of interferon (recombinant or pegylated) and ribavirin after histological diagnosis of hepatitis C recurrence. The observed overall survival after LT was 100% at 1 year and 83.3% at 5 years. More than 1/3 (35.3%) of patients achieved a sustained virological response (SVR) and 40% (data available in 15 subjects) an early virological response (EVR), which was significantly associated with the achievement of SVR (overall accuracy: 85.7%; predictive values of EVR absence/presence 80/88.8%; chi-square p < 0.05). Conclusion. In conclusion, in post-LT genotype 4 hepatitis C treatment, SVR rates are similar to genotype 1. Patients who don't show an EVR are not likely to achieve a SVR

Asymmetric statistics of order books: The role of discreteness and evidence for strategic order placement

We show that the statistics of spreads in real order books is characterized by an intrinsic asymmetry due to discreteness effects for even or odd values of the spread. An analysis of data from the NYSE order book points out that traders' strategies contribute to this asymmetry. We also investigate this phenomenon in the framework of a microscopic model and, by introducing a non-uniform deposition mechanism for limit orders, we are able to quantitatively reproduce the asymmetry found in the experimental data. Simulations of our model also show a realistic dynamics with a sort of intermittent behavior characterized by long periods in which the order book is compact and liquid interrupted by volatile configurations. The order placement strategies produce a non-trivial behavior of the spread relaxation dynamics which is similar to the one observed in real markets.Comment: 18 pages, 12 figure

Nomenclature for renal replacement therapy and blood purification techniques in critically ill patients: practical applications

This article reports the conclusions of the second part of a consensus expert conference on the nomenclature of renal replacement therapy (RRT) techniques currently utilized to manage acute kidney injury and other organ dysfunction syndromes in critically ill patients. A multidisciplinary approach was taken to achieve harmonization of definitions, components, techniques, and operations of the extracorporeal therapies. The article describes the RRT techniques in detail with the relevant technology, procedures, and phases of treatment and key aspects of volume management/fluid balance in critically ill patients. In addition, the article describes recent developments in other extracorporeal therapies, including therapeutic plasma exchange, multiple organ support therapy, liver support, lung support, and blood purification in sepsis. This is a consensus report on nomenclature harmonization in extracorporeal blood purification therapies, such as hemofiltration, plasma exchange, multiple organ support therapies, and blood purification in sepsis