Sistemes socioeconòmics i financers

Els mercats financers, entre molts altres contextos socials i econòmics, amaguen diverses relacions amb la İ sica estadísƟ ca. Sense anar més lluny, el model matemàƟ c de les coƟ tzacions fi nanceres és el mateix uƟ litzat per a la teoria de gasos o per les parơ cules en suspensió en un líquid. En aquest arƟ cle recorrem la trajectòria de l'anomenada econoİ sica des de 1900 i presentem algunes de les contribucions a la matèria feta per membres de Complexitat.CA

A dynamical model describing stock market price distributions

High-frequency data in finance have led to a deeper understanding on probability distributions of market prices. Several facts seem to be well established by empirical evidence. Specifically, probability distributions have the following properties: (i) They are not Gaussian and their center is well adjusted by Lévy distributions. (ii) They are long-tailed but have finite moments of any order. (iii) They are self-similar on many time scales. Finally, (iv) at small time scales, price volatility follows a non-diffusive behavior. We extend Merton's ideas on speculative price formation and present a dynamical model resulting in a characteristic function that explains in a natural way all of the above features. The knowledge of such a distribution opens a new and useful way of quantifying financial risk. The results of the model agree - with high degree of accuracy - with empirical data taken from historical records of the Standard & Poor's 500 cash index

Parabolic stable surfaces with constant mean curvature

We prove that if u is a bounded smooth function in the kernel of a nonnegative Schrodinger operator $-L=-(\Delta +q)$ on a parabolic Riemannian manifold M, then u is either identically zero or it has no zeros on M, and the linear space of such functions is 1-dimensional. We obtain consequences for orientable, complete stable surfaces with constant mean curvature $H\in\mathbb{R}$ in homogeneous spaces $\mathbb{E}(\kappa,\tau)$ with four dimensional isometry group. For instance, if M is an orientable, parabolic, complete immersed surface with constant mean curvature H in $\mathbb{H}^2\times\mathbb{R}$, then $|H|\leq 1/2$ and if equality holds, then M is either an entire graph or a vertical horocylinder.Comment: 15 pages, 1 figure. Minor changes have been incorporated (exchange finite capacity by parabolicity, and simplify the proof of Theorem 1)

Metabolic profiling for the identification of Huntington biomarkers by on-line solid-phase extraction capillary electrophoresis mass spectrometry combined with advanced data analysis tools

In this work, an untargeted metabolomic approach based on sensitive analysis by on-line solid-phase extraction capillary electrophoresis mass spectrometry (SPE-CE-MS) in combination with multivariate data analysis is proposed as an efficient method for the identification of biomarkers of Huntington's disease (HD) progression in plasma. For this purpose, plasma samples from wild type (wt) and HD (R6/1) mice of different ages (8, 12 and 30 weeks), were analysed by C18-SPE-CE-MS in order to obtain the characteristic electrophoretic profiles of low molecular mass compounds. Then, multivariate curve resolution alternating least squares (MCR-ALS) was applied to the multiple full scan MS data sets. This strategy permitted the resolution of a large number of metabolites being characterised by their electrophoretic peaks and their corresponding mass spectra. A total number of 29 compounds were relevant to discriminate between wt and HD plasma samples, as well as to follow-up the HD progression. The intracellular signalling was found to be the most affected metabolic pathway in HD mice after 12 weeks of birth, when mice already showed motor coordination deficiencies and cognitive decline. This fact agreed with the atrophy and dysfunction of specific neurons, loss of several types of receptors and changed expression of neurotransmitters

The ratio of horizontal to vertical displacement in solar oscillations estimated from combined SO/PHI and SDO/HMI observations

In order to make accurate inferences about the solar interior using helioseismology, it is essential to understand all the relevant physical effects on the observations. One effect to understand is the (complex-valued) ratio of the horizontal to vertical displacement of the p- and f-modes at the height at which they are observed. Unfortunately, it is impossible to measure this ratio directly from a single vantage point, and it has been difficult to disentangle observationally from other effects. In this paper we attempt to measure the ratio directly using 7.5 hours of simultaneous observations from the Polarimetric and Helioseismic Imager on board Solar Orbiter and the Helioseismic and Magnetic Imager on board the Solar Dynamics Observatory. While image geometry problems make it difficult to determine the exact ratio, it appears to agree well with that expected from adiabatic oscillations in a standard solar model. On the other hand it does not agree with a commonly used approximation, indicating that this approximation should not be used in helioseismic analyses. In addition, the ratio appears to be real-valued.Comment: Accepted for publication in Astronomy & Astrophysics. 8 pages, 8 figure

Intensity contrast of solar network and faculae close to the solar limb, observed from two vantage points

The brightness of faculae and network depends on the angle at which they are observed and the magnetic flux density. Close to the limb, assessment of this relationship has until now been hindered by the increasingly lower signal in magnetograms. This preliminary study aims at highlighting the potential of using simultaneous observations from different vantage points to better determine the properties of faculae close to the limb. We use data from the Solar Orbiter/Polarimetric and Helioseismic Imager (SO/PHI), and the Solar Dynamics Observatory/Helioseismic and Magnetic Imager (SDO/HMI), recorded at $\sim60^\circ$ angular separation of their lines of sight at the Sun. We use continuum intensity observed close to the limb by SO/PHI and complement it with the co-observed $B_{\rm LOS}$ from SDO/HMI, originating closer to disc centre (as seen by SDO/HMI), thus avoiding the degradation of the magnetic field signal near the limb. We derived the dependence of facular brightness in the continuum on disc position and magnetic flux density from the combined observations of SO/PHI and SDO/HMI. Compared with a single point of view, we were able to obtain contrast values reaching closer to the limb and to lower field strengths. We find the general dependence of the limb distance at which the contrast is maximum on the flux density to be at large in line with single viewpoint observations, in that the higher the flux density is, the closer the turning point lies to the limb. There is a tendency, however, for the maximum to be reached closer to the limb when determined from two vantage points. We note that due to the preliminary nature of this study, these results must be taken with caution. Our analysis shows that studies involving two viewpoints can significantly improve the detection of faculae near the solar limb and the determination of their brightness contrast relative to the quiet Sun

Coronal voids and their magnetic nature

Context: Extreme ultraviolet (EUV) observations of the quiet solar atmosphere reveal extended regions of weak emission compared to the ambient quiescent corona. The magnetic nature of these coronal features is not well understood. // Aims: We study the magnetic properties of the weakly emitting extended regions, which we name coronal voids. In particular, we aim to understand whether these voids result from a reduced heat input into the corona or if they are associated with mainly unipolar and possibly open magnetic fields, similar to coronal holes. // Methods: We defined the coronal voids via an intensity threshold of 75% of the mean quiet-Sun (QS) EUV intensity observed by the high-resolution EUV channel (HRIEUV) of the Extreme Ultraviolet Imager on Solar Orbiter. The line-of-sight magnetograms of the same solar region recorded by the High Resolution Telescope of the Polarimetric and Helioseismic Imager allowed us to compare the photospheric magnetic field beneath the coronal voids with that in other parts of the QS. // Results: The coronal voids studied here range in size from a few granules to a few supergranules and on average exhibit a reduced intensity of 67% of the mean value of the entire field of view. The magnetic flux density in the photosphere below the voids is 76% (or more) lower than in the surrounding QS. Specifically, the coronal voids show much weaker or no network structures. The detected flux imbalances fall in the range of imbalances found in QS areas of the same size. // Conclusions: We conclude that coronal voids form because of locally reduced heating of the corona due to reduced magnetic flux density in the photosphere. This makes them a distinct class of (dark) structure, different from coronal holes

Contrasting vertical and horizontal representations of affect in emotional visual search

The final publication is available at Springer via http://dx.doi.org/ 10.3758/s13423-015-0884-6Independent lines of evidence suggest that the representation of emotional evaluation recruits both vertical and horizontal spatial mappings. These two spatial mappings differ in their experiential origins and their productivity, and available data suggest that they differ in their saliency. Yet, no study has so far compared their relative strength in an attentional orienting reaction time task that affords the simultaneous manifestation of both of them. Here we investigated this question using a visual search task with emotional faces. We presented angry and happy face targets and neutral distracter faces in top, bottom, left, and right locations on the computer screen. Conceptual congruency effects were observed along the vertical dimension supporting the ‘up=good’ metaphor, but not along the horizontal dimension. This asymmetrical processing pattern was observed when faces were presented in a cropped (Experiment 1) and whole (Experiment 2) format. These findings suggest that the ‘up=good’ metaphor is more salient and readily activated than the ‘right=good’ metaphor, and that the former outcompetes the latter when the task context affords the simultaneous activation of both mappings

Coronal voids and their magnetic nature

Context. Extreme ultraviolet (EUV) observations of the quiet solar atmosphere reveal extended regions of weak emission compared to the ambient quiescent corona. The magnetic nature of these coronal features is not well understood.Aims. We study the magnetic properties of the weakly emitting extended regions, which we name coronal voids. In particular, we aim to understand whether these voids result from a reduced heat input into the corona or if they are associated with mainly unipolar and possibly open magnetic fields, similar to coronal holes. Methods. We defined the coronal voids via an intensity threshold of 75% of the mean quiet-Sun (QS) EUV intensity observed by the high- resolution EUV channel (HRIEUV) of the Extreme Ultraviolet Imager on Solar Orbiter. The line-of-sight magnetograms of the same solar region recorded by the High Resolution Telescope of the Polarimetric and Helioseismic Imager allowed us to compare the photospheric magnetic field beneath the coronal voids with that in other parts of the QS.Results. The coronal voids studied here range in size from a few granules to a few supergranules and on average exhibit a reduced intensity of 67% of the mean value of the entire field of view. The magnetic flux density in the photosphere below the voids is 76% (or more) lower than in the surrounding QS. Specifically, the coronal voids show much weaker or no network structures. The detected flux imbalances fall in the range of imbalances found in QS areas of the same size. Conclusions. We conclude that coronal voids form because of locally reduced heating of the corona due to reduced magnetic flux density in the photosphere. This makes them a distinct class of (dark) structure, different from coronal holes

CMAG: a mission to study and monitor the inner corona magnetic field

Measuring magnetic fields in the inner corona, the interface between the solar chromosphere and outer corona, is of paramount importance if we aim to understand the energetic transformations taking place there, and because it is at the origin of processes that lead to coronal heating, solar wind acceleration, and of most of the phenomena relevant to space weather. However, these measurements are more difficult than mere imaging because polarimetry requires differential photometry. The coronal magnetograph mission (CMAG) has been designed to map the vector magnetic field, line-of-sight velocities, and plane-of-the-sky velocities of the inner corona with unprecedented spatial and temporal resolutions from space. This will be achieved through full vector spectropolarimetric observations using a coronal magnetograph as the sole instrument on board a spacecraft, combined with an external occulter installed on another spacecraft. The two spacecraft will maintain a formation flight distance of 430 m for coronagraphic observations, which requires a 2.5 m occulter disk radius. The mission will be preferentially located at the Lagrangian L5 point, offering a significant advantage for solar physics and space weather research. Existing ground-based instruments face limitations such as atmospheric turbulence, solar scattered light, and long integration times when performing coronal magnetic field measurements. CMAG overcomes these limitations by performing spectropolarimetric measurements from space with an external occulter and high-image stability maintained over time. It achieves the necessary sensitivity and offers a spatial resolution of 2.5″ and a temporal resolution of approximately one minute, in its nominal mode, covering the range from 1.02 solar radii to 2.5 radii. CMAG relies on proven European technologies and can be adapted to enhance any other solar mission, offering potential significant advancements in coronal physics and space weather modeling and monitoring