Ideal magnetic dipole scattering

We introduce the concept of tunable ideal magnetic dipole scattering, where a nonmagnetic nanoparticle scatters lights as a pure magnetic dipole. High refractive index subwavelength nanoparticles usually support both electric and magnetic dipole responses. Thus, to achieve ideal magnetic dipole scattering one has to suppress the electric dipole response. Such a possibility was recently demonstrated for the so-called anapole mode, which is associated with zero electric dipole scattering. By overlapping magnetic dipole resonance with the anapole mode we achieve ideal magnetic dipole scattering in the far-field with tunable high scattering resonances in near infrared spectrum. We demonstrate that such condition can be realized for two subwavelength geometries. One of them is core-shell nanosphere consisting of Au core and silicon shell. It can be also achieved in other geometries, including nanodisks, which are compatible with current nanofabrication technology.Comment: Submit for publication, comments are welcom

Impact of information cost and switching of trading strategies in an artificial stock market

This paper studies the switching of trading strategies and its effect on the market volatility in a continuous double auction market. We describe the behavior when some uninformed agents, who we call switchers, decide whether or not to pay for information before they trade. By paying for the information they behave as informed traders. First we verify that our model is able to reproduce some of the stylized facts in real financial markets. Next we consider the relationship between switching and the market volatility under different structures of investors. We find that there exists a positive relationship between the market volatility and the percentage of switchers. We therefore conclude that the switchers are a destabilizing factor in the market. However, for a given fixed percentage of switchers, the proportion of switchers that decide to buy information at a given moment of time is negatively related to the current market volatility. In other words, if more agents pay for information to know the fundamental value at some time, the market volatility will be lower. This is because the market price is closer to the fundamental value due to information diffusion between switchers.Comment: 15 pages, 9 figures, Physica A, 201