Scaling and memory of intraday volatility return intervals in stock market

We study the return interval $\tau$ between price volatilities that are above a certain threshold $q$ for 31 intraday datasets, including the Standard & Poor's 500 index and the 30 stocks that form the Dow Jones Industrial index. For different threshold $q$, the probability density function $P_q(\tau)$ scales with the mean interval $\bar{\tau}$ as $P_q(\tau)={\bar{\tau}}^{-1}f(\tau/\bar{\tau})$, similar to that found in daily volatilities. Since the intraday records have significantly more data points compared to the daily records, we could probe for much higher thresholds $q$ and still obtain good statistics. We find that the scaling function $f(x)$ is consistent for all 31 intraday datasets in various time resolutions, and the function is well approximated by the stretched exponential, $f(x)\sim e^{-a x^\gamma}$, with $\gamma=0.38\pm 0.05$ and $a=3.9\pm 0.5$, which indicates the existence of correlations. We analyze the conditional probability distribution $P_q(\tau|\tau_0)$ for $\tau$ following a certain interval $\tau_0$, and find $P_q(\tau|\tau_0)$ depends on $\tau_0$, which demonstrates memory in intraday return intervals. Also, we find that the mean conditional interval $$ increases with $\tau_0$, consistent with the memory found for $P_q(\tau|\tau_0)$. Moreover, we find that return interval records have long term correlations with correlation exponents similar to that of volatility records.Comment: 19 pages, 8 figure

Diurnal experiment data report, 19-20 March 1974

Temperature and wind data are presented from 70 small meteorological sounding rockets launched from eight selected launch sites in the Western Hemisphere. Table 1 gives a complete listing of the launch sites involved and the altitude of temperature and wind observations successfully completed

A Generalized Preferential Attachment Model for Business Firms Growth Rates: II. Mathematical Treatment

We present a preferential attachment growth model to obtain the distribution $P(K)$ of number of units $K$ in the classes which may represent business firms or other socio-economic entities. We found that $P(K)$ is described in its central part by a power law with an exponent $\phi=2+b/(1-b)$ which depends on the probability of entry of new classes, $b$. In a particular problem of city population this distribution is equivalent to the well known Zipf law. In the absence of the new classes entry, the distribution $P(K)$ is exponential. Using analytical form of $P(K)$ and assuming proportional growth for units, we derive $P(g)$, the distribution of business firm growth rates. The model predicts that $P(g)$ has a Laplacian cusp in the central part and asymptotic power-law tails with an exponent $\zeta=3$. We test the analytical expressions derived using heuristic arguments by simulations. The model might also explain the size-variance relationship of the firm growth rates.Comment: 19 pages 6 figures Applications of Physics in Financial Analysis, APFA

Pressure-induced metal-insulator transition in LaMnO3 is not of Mott-Hubbard type

Calculations employing the local density approximation combined with static and dynamical mean-field theories (LDA+U and LDA+DMFT) indicate that the metal-insulator transition observed at 32 GPa in paramagnetic LaMnO3 at room temperature is not a Mott-Hubbard transition, but is caused by orbital splitting of the majority-spin eg bands. For LaMnO3 to be insulating at pressures below 32 GPa, both on-site Coulomb repulsion and Jahn-Teller distortion are needed.Comment: 4 pages, 3 figure

Coherence of single spins coupled to a nuclear spin bath of varying density

The dynamics of single electron and nuclear spins in a diamond lattice with different 13C nuclear spin concentration is investigated. It is shown that coherent control of up to three individual nuclei in a dense nuclear spin cluster is feasible. The free induction decays of nuclear spin Bell states and single nuclear coherences among 13C nuclear spins are compared and analyzed. Reduction of a free induction decay time T2* and a coherence time T2 upon increase of nuclear spin concentration has been found. For diamond material with depleted concentration of nuclear spin, T2* as long as 30 microseconds and T2 of up to 1.8 ms for the electron spin has been observed. The 13C concentration dependence of T2* is explained by Fermi contact and dipolar interactions with nuclei in the lattice. It has been found that T2 decreases approximately as 1/n, where n is 13C concentration, as expected for an electron spin interacting with a nuclear spin bath.Comment: 4 pages, 4 figures, 1 movie (avi), 1 supplementary material (pdf

All-or-none (or something in between) transition of DNA

DNA compaction can be caused by multivalent ions as condensing agents. Both discontinuous (all-or-none) and continuous (pearl-necklace structure) transitions have been observed in experiments as the concentration of the condensing agent was increased. We have investigated the DNA transition by analytical calculations in the infinite-chain limit. A mechanism for pearl-necklace structures could be a combinatorial entropy term, which favours a mixture of globules and coils in a single chain. However, when a surface term is taken into account, it gives rise to a discontinuous transition. We also consider the role of surface charges on the globule

Decomposição inicial da matéria orgânica e sua proteção em agregados de dois solos sob mata e cana-de-açúcar

bitstream/item/66204/1/32000.pdfFERTBIO

Ultrafast optical control of magnetization in EuO thin films

All-optical pump-probe detection of magnetization precession has been performed for ferromagnetic EuO thin films at 10 K. We demonstrate that the circularly-polarized light can be used to control the magnetization precession on an ultrafast time scale. This takes place within the 100 fs duration of a single laser pulse, through combined contribution from two nonthermal photomagnetic effects, i.e., enhancement of the magnetization and an inverse Faraday effect. From the magnetic field dependences of the frequency and the Gilbert damping parameter, the intrinsic Gilbert damping coefficient is evaluated to be {\alpha} \approx 3\times10^-3.Comment: 5 pages, 3 figures, accepted for publication in Phys. Rev.

Collimated Jet or Expanding Outflow: Possible Origins of GRBs and X-Ray Flashes

We investigate the dynamics of an injected outflow propagating in a progenitor in the context of the collapsar model for gamma-ray bursts (GRBs) through two dimensional axisymmetric relativistic hydrodynamic simulations. Initially, we locally inject an outflow near the center of a progenitor. We calculate 25 models, in total, by fixing its total input energy to be 10^{51} ergs s^{-1} and radius of the injected outflow to be $7\times 10^7$ cm while varying its bulk Lorentz factor, $\Gamma_{0} = 1.05\sim 5$, and its specific internal energy, $\epsilon_0/c^2 = 0.1\sim 30$. The injected outflow propagates in the progenitor and drives a large-scale outflow or jet. We find a smooth but dramatic transition from a collimated jet to an expanding outflow among calculated models. The maximum Lorentz factor is, on the other hand, sensitive to both of $\Gamma_0$ and $\epsilon_0$; roughly $\Gamma_{\rm max} \sim \Gamma_0 (1+\epsilon_0/c^2)$. Our finding will explain a smooth transition between the GRBs, X-ray rich GRBs (XRRs) and X-ray Flashes (XRFs) by the same model but with different $\epsilon_0$ values.Comment: Comments 51 pages, 21 figures. accepted for publication in ApJ high resolution version is available at http://www.mpa-garching.mpg.de/~mizuta/COLLAPSAR/collapsar.htm