2,417 research outputs found
Visual assessment of multi-photon interference
Classical machine learning algorithms can provide insights on high-dimensional processes that are hardly accessible with conventional approaches. As a notable example, t-distributed Stochastic Neighbor Embedding (t-SNE) represents the state of the art for visualization of data sets of large dimensionality. An interesting question is then if this algorithm can provide useful information also in quantum experiments with very large Hilbert spaces. Leveraging these considerations, in this work we apply t-SNE to probe the spatial distribution of n-photon events in m-dimensional Hilbert spaces, showing that its findings can be beneficial for validating genuine quantum interference in boson sampling experiments. In particular, we find that nonlinear dimensionality reduction is capable to capture distinctive features in the spatial distribution of data related to multi-photon states with different evolutions. We envisage that this approach will inspire further theoretical investigations, for instance for a reliable assessment of quantum computational advantage
Two-dimensional non commutative Swanson model and its bicoherent states
We introduce an extended version of the Swanson model, defined on a
two-dimensional non commutative space, which can be diagonalized exactly by
making use of pseudo-bosonic operators. Its eigenvalues are explicitly computed
and the biorthogonal sets of eigenstates of the Hamiltonian and of its adjoint
are explicitly constructed. We also show that it is possible to construct two
displacement-like operators from which a family of bi-coherent states can be
obtained. These states are shown to be eigenstates of the deformed lowering
operators, and their projector allows to produce a suitable resolution of the
identity in a dense subspace of \Lc^2(\Bbb R^2)
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting
This paper proposes a contemporaneous smooth transition threshold autoregressive model (C-STAR) as a modification of the smooth transition threshold autoregressive model surveyed in Teräsvirta (1998), in which the regime weights depend on the ex ante probability that a latent regime-specific variable will exceed a threshold value. We argue that the contemporaneous model is well-suited to rational expectations applications (and pricing exercises), in that it does not require the initial regimes to be predetermined. We investigate the properties of the model and evaluate its finitesample maximum likelihood performance. We also propose a method to determine the number of regimes based on a modified Hansen (1992) procedure. Furthermore, we construct multiple-step ahead forecasts and evaluate the forecasting performance of the model. Finally, an empirical application of the short term interest rate yield is presented and discussed.Smooth Transition Threshold Autoregressive, Forecasting, Nonlinear Models
Contemporaneous threshold autoregressive models: estimation, testing and forecasting
This paper proposes a contemporaneous smooth transition threshold autoregressive model (C-STAR) as a modification of the smooth transition threshold autoregressive model surveyed in Teräsvirta (1998), in which the regime weights depend on the ex ante probability that a latent regime-specific variable will exceed a threshold value. We argue that the contemporaneous model is well-suited to rational expectations applications (and pricing exercises), in that it does not require the initial regimes to be predetermined. We investigate the properties of the model and evaluate its finite-sample maximum likelihood performance. We also propose a method to determine the number of regimes based on a modified Hansen (1992) procedure. Furthermore, we construct multiple-step ahead forecasts and evaluate the forecasting performance of the model. Finally, an empirical application of the short term interest rate yield is presented and discussed. ; Earlier title: Contemporaneous threshold autoregressive models: estimation, forecasting and rational expectations applicationsRational expectations (Economic theory) ; Forecasting
Measurement-induced quantum operations on multiphoton states
We investigate how multiphoton quantum states obtained through optical
parametric amplification can be manipulated by performing a measurement on a
small portion of the output light field. We study in detail how the macroqubit
features are modified by varying the amount of extracted information and the
strategy adopted at the final measurement stage. At last the obtained results
are employed to investigate the possibility of performing a
microscopic-macroscopic non-locality test free from auxiliary assumptions.Comment: 13 pages, 13 figure
Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis
This paper analyses the effects of newspaper coverage of macro news on stock returns in eight countries belonging to the euro area (Belgium, France, Germany, Greece, Ireland, Italy, Portugal and Spain) using daily data for the period 1994-2013. The econometric analysis is based on the estimation of a VAR-GARCH-in-mean model. The results can be summarised as follows. Positive (negative) news have significant positive (negative) effects on stock returns in all cases. Their volatility has a significant impact on both stock returns and volatility; specifically, an increase in news volatility is always associated with a decrease in stock returns. Markets are particularly responsive to negative news, and the reaction is bigger in the PIIGS countries, and during the recent crisis period
Entanglement criteria for microscopic-macroscopic systems
We discuss the conclusions that can be drawn on a recent experimental
micro-macro entanglement test [F. De Martini, F. Sciarrino, and C. Vitelli,
Phys. Rev. Lett. 100, 253601 (2008). The system under investigation is
generated through optical parametric amplification of one photon belonging to
an entangled pair. The adopted entanglement criterion makes it possible to
infer the presence of entanglement before losses, that occur on the macrostate,
under a specific assumption. In particular, an a priori knowledge of the system
that generates the micro-macro pair is necessary to exclude a class of
separable states that can reproduce the obtained experimental results. Finally,
we discuss the feasibility of a micro-macro "genuine" entanglement test on the
analyzed system by considering different strategies, which show that in
principle a fraction epsilon, proportional to the number of photons that
survive the lossy process, of the original entanglement persists in any losses
regime.Comment: 11 pages, 10 figure
Brutality or frequency? An empirical investigation of the effects of terrorism on economic growth in India
© Presses de Sciences Po (P.F.N.S.P.). Tous droits réservés pour tous pays. In this paper we investigate the effects of terrorism on economic growth in India. Using a Markov switching model, we find evidence that terror has a significant and negative impact on Indian economic growth. Our empirical results also show that the magnitude of these effects is larger in periods of high growth. Finally, we compare the magnitude of the effects of the brutality and the frequency of terror attacks, and conclude that the effect of the frequency is slightly higher than the effect of the brutality
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