Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations

Understanding the statistical properties of recurrence intervals of extreme events is crucial to risk assessment and management of complex systems. The probability distributions and correlations of recurrence intervals for many systems have been extensively investigated. However, the impacts of microscopic rules of a complex system on the macroscopic properties of its recurrence intervals are less studied. In this Letter, we adopt an order-driven stock market model to address this issue for stock returns. We find that the distributions of the scaled recurrence intervals of simulated returns have a power law scaling with stretched exponential cutoff and the intervals possess multifractal nature, which are consistent with empirical results. We further investigate the effects of long memory in the directions (or signs) and relative prices of the order flow on the characteristic quantities of these properties. It is found that the long memory in the order directions (Hurst index $H_s$) has a negligible effect on the interval distributions and the multifractal nature. In contrast, the power-law exponent of the interval distribution increases linearly with respect to the Hurst index $H_x$ of the relative prices, and the singularity width of the multifractal nature fluctuates around a constant value when $H_x<0.7$ and then increases with $H_x$. No evident effects of $H_s$ and $H_x$ are found on the long memory of the recurrence intervals. Our results indicate that the nontrivial properties of the recurrence intervals of returns are mainly caused by traders' behaviors of persistently placing new orders around the best bid and ask prices.Comment: 6 EPL pages including 6 figure

Efficient electronic entanglement concentration assisted with single mobile electron

We present an efficient entanglement concentration protocol (ECP) for mobile electrons with charge detection. This protocol is quite different from other ECPs for one can obtain a maximally entangled pair from a pair of less-entangled state and a single mobile electron with a certain probability. With the help of charge detection, it can be repeated to reach a higher success probability. It also does not need to know the coefficient of the original less-entangled states. All these advantages may make this protocol useful in current distributed quantum information processing.Comment: 6pages, 3figure

Ranavirus (family Iridoviridae) detection by polymerase chain reaction (PCR) in Chinese giant salamander (Andrias davidianus, Blanchard, 1871), China

A disease in farmed Chinese giant salamander (Andrias davidianus) was a common event, being an economically important threat for Chinese farms. Based on the clinical signs, epizootiology and pathogens belonging to the genus, Ranavirus was suspected as the possible etiology. Although in a cultured Chinese giant salamander (Andrias davidianus) farm in Hanzhong County, Shanxi Province, China, a ranavirus infection case had been reported, the presence in other farms was never mentioned so far. The objective of this study was to detect the presence of ranaviral agents in affected Chinese giant salamanders using polymerase chain reaction (PCR) assay. Major capsid protein (MCP) gene was selected as the targets to amplify the high conserved fragment. Positive PCR results were obtained when sick Chinese giant salamanders from Sichuan and Gansu Province were analyzed. Purified and sequenced PCR products showed high degree of identity with several members of Iridoviridae, mostly with those belonging to the genus Ranavirus in GenBank BLAST searches. Obtained sequences were registered in the GenBank with accession numbers HQ684750, JN590256 and JN651174. This report indicated that Ranavirus should be considered a common disease etiology throughout these geographical regions.Key words: Polymerase chain reaction (PCR), iridovirus, Ranavirus, Andrias davidianus, Chinese giant salamander

Triangular clustering in document networks

Document networks are characteristic in that a document node, e.g. a webpage or an article, carries meaningful content. Properties of document networks are not only affected by topological connectivity between nodes, but also strongly influenced by the semantic relation between content of the nodes. We observe that document networks have a large number of triangles and a high value of clustering coefficient. And there is a strong correlation between the probability of formation of a triangle and the content similarity among the three nodes involved. We propose the degree-similarity product (DSP) model which well reproduces these properties. The model achieves this by using a preferential attachment mechanism which favours the linkage between nodes that are both popular and similar. This work is a step forward towards a better understanding of the structure and evolution of document networks.Comment: 10 pages, 3 figures, 2 table

57Fe Mossbauer spectroscopy and magnetic measurements of oxygen deficient LaFeAsO

We report on the magnetic behavior of oxygen deficient LaFeAsO1-x (x-0.10) compound, prepared by one-step synthesis, which crystallizes in the tetragonal (S.G. P4/nmm) structure at room temperature. Resistivity measurements show a strong anomaly near 150 K, which is ascribed to the spin density wave (SDW) instability. On the other hand, dc magnetization data shows paramagnetic-like features down to 5 K, with an effective moment of 0.83 mB/Fe. 57Fe Mossbauer studies (MS) have been performed at 95 and 200 K. The spectra at both temperatures are composed of two sub-spectra. At 200 K the major one (88%), is almost a singlet, and corresponds to those Fe nuclei, which have two oxygen ions in their close vicinity. The minor one, with a large quadrupole splitting, corresponds to Fe nuclei, which have vacancies in their immediate neighborhood. The spectrum at 95 K, exhibits a broadened magnetic split major (84%) sub-spectrum and a very small magnetic splitting in the minor subspectrum. The relative intensities of the subspectra facilitate in estimating the actual amount of oxygen vacancies in the compound to be 7.0(5)%, instead of the nominal LaFeAsO0.90. These results, when compared with reported 57Fe MS of non-superconducting LaFeAsO and superconducting LaFeAsO0.9F0.1, confirm that the studied LaFeAsO0.93 is a superconductivity-magnetism crossover compound of the newly discovered Fe based superconducting family.Comment: 7 pages text + Figs : Comments/suggestions welcome ([email protected]

The effect of internal pressure on the tetragonal to monoclinic structural phase transition in ReOFeAs: the case of NdOFeAs

We report the temperature dependent x-ray powder diffraction of the quaternary compound NdOFeAs (also called NdFeAsO) in the range between 300 K and 95 K. We have detected the structural phase transition from the tetragonal phase, with P4/nmm space group, to the orthorhombic or monoclinic phase, with Cmma or P112/a1 (or P2/c) space group, over a broad temperature range from 150 K to 120 K, centered at T0 ~137 K. Therefore the temperature of this structural phase transition is strongly reduced, by about ~30K, by increasing the internal chemical pressure going from LaOFeAs to NdOFeAs. In contrast the superconducting critical temperature increases from 27 K to 51 K going from LaOFeAs to NdOFeAs doped samples. This result shows that the normal striped orthorhombic Cmma phase competes with the superconducting tetragonal phase. Therefore by controlling the internal chemical pressure in new materials it should be possible to push toward zero the critical temperature T0 of the structural phase transition, giving the striped phase, in order to get superconductors with higher Tc.Comment: 9 pages, 3 figure

Biology, invasion and management of the agricultural invader: Fall armyworm, Spodoptera frugiperda (Lepidoptera: Noctuidae)

The fall armyworm (FAW), Spodoptera frugiperda (J. E. Smith), is native to the Americas. It has rapidly invaded 47 African countries and 18 Asian countries since the first detection of invasion into Nigeria and Ghana in 2016. It is regarded as a super pest based on its host range (at least 353 host plants), its inherent ability to survive in a wide range of habitats, its strong migration ability, high fecundity, rapid development of resistance to insecticides/viruses and its gluttonous characteristics. The inherently superior biological characteristics of FAW contribute to its invasiveness. Integrated pest management (IPM) of FAW has relied on multiple applications of monitoring and scouting, agricultural control, chemical pesticides, viral insecticides, sex attractants, bio-control agents (parasitoids, predators and entomopathogens) and botanicals. Knowledge gaps remain to be filled to: (1) understand the invasive mechanisms of S. frugiperda; (2) understand how to prevent its further spread and (3) provide better management strategies. This review summarizes the biological characters of FAW, their association with its invasiveness and IPM strategies, which may provide further insights for future management

Structural properties, defects and structural phase transition in the ROFeM (R=La, Nd; M=As, P) materials

The structural properties of the ROFeM (R=La, Nd; M=As, P) materials have been analyzed by means of electron diffraction, high-resolution transmission-electron microscopy (TEM) and in-situ cooling TEM observations. The experimental results demonstrate that the layered ROFeM crystals often contain a variety of structural defects, such as stacking faults and small-angle boundaries. The in-situ TEM investigations reveal that, in association with the remarkable spin-density-wave (SDW) instability near 150 K, complex structural transitions can be clearly observed in both crystal symmetry and local microstructure features.Comment: 17 pages, 6 figure