134 research outputs found

    Uncovering the topology of configuration space networks

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    The configuration space network (CSN) of a dynamical system is an effective approach to represent the ensemble of configurations sampled during a simulation and their dynamic connectivity. To elucidate the connection between the CSN topology and the underlying free-energy landscape governing the system dynamics and thermodynamics, an analytical soluti on is provided to explain the heavy tail of the degree distribution, neighbor co nnectivity and clustering coefficient. This derivation allows to understand the universal CSN network topology observed in systems ranging from a simple quadratic well to the native state of the beta3s peptide and a 2D lattice heteropolymer. Moreover CSN are shown to fall in the general class of complex networks describe d by the fitness model.Comment: 6 figure

    Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior

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    Despite the availability of very detailed data on financial market, agent-based modeling is hindered by the lack of information about real trader behavior. This makes it impossible to validate agent-based models, which are thus reverse-engineering attempts. This work is a contribution to the building of a set of stylized facts about the traders themselves. Using the client database of Swissquote Bank SA, the largest on-line Swiss broker, we find empirical relationships between turnover, account values and the number of assets in which a trader is invested. A theory based on simple mean-variance portfolio optimization that crucially includes variable transaction costs is able to reproduce faithfully the observed behaviors. We finally argue that our results bring into light the collective ability of a population to construct a mean-variance portfolio that takes into account the structure of transaction costsComment: 26 pages, 9 figures, Fig. 8 fixe

    On the criticality of inferred models

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    Advanced inference techniques allow one to reconstruct the pattern of interaction from high dimensional data sets. We focus here on the statistical properties of inferred models and argue that inference procedures are likely to yield models which are close to a phase transition. On one side, we show that the reparameterization invariant metrics in the space of probability distributions of these models (the Fisher Information) is directly related to the model's susceptibility. As a result, distinguishable models tend to accumulate close to critical points, where the susceptibility diverges in infinite systems. On the other, this region is the one where the estimate of inferred parameters is most stable. In order to illustrate these points, we discuss inference of interacting point processes with application to financial data and show that sensible choices of observation time-scales naturally yield models which are close to criticality.Comment: 6 pages, 2 figures, version to appear in JSTA

    A simple mean field model for social interactions: dynamics, fluctuations, criticality

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    We study the dynamics of a spin-flip model with a mean field interaction. The system is non reversible, spacially inhomogeneous, and it is designed to model social interactions. We obtain the limiting behavior of the empirical averages in the limit of infinitely many interacting individuals, and show that phase transition occurs. Then, after having obtained the dynamics of normal fluctuations around this limit, we analize long time fluctuations for critical values of the parameters. We show that random inhomogeneities produce critical fluctuations at a shorter time scale compared to the homogeneous system.Comment: 37 pages, 2 figure

    Beyond inverse Ising model: structure of the analytical solution for a class of inverse problems

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    I consider the problem of deriving couplings of a statistical model from measured correlations, a task which generalizes the well-known inverse Ising problem. After reminding that such problem can be mapped on the one of expressing the entropy of a system as a function of its corresponding observables, I show the conditions under which this can be done without resorting to iterative algorithms. I find that inverse problems are local (the inverse Fisher information is sparse) whenever the corresponding models have a factorized form, and the entropy can be split in a sum of small cluster contributions. I illustrate these ideas through two examples (the Ising model on a tree and the one-dimensional periodic chain with arbitrary order interaction) and support the results with numerical simulations. The extension of these methods to more general scenarios is finally discussed.Comment: 15 pages, 6 figure

    Evidence-Based Management of Hand Eczema

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    Hand eczema is a common skin disease with a wide variation in morphology and a complex etiology based on endogenous and exogenous factors.The diagnosis of hand eczema is based on patient history, exposure assessment, physical examination, and the results of patch testing. Management of hand eczema starts with education of the patient on the etiology of the disease, and the needed changes in behavior regarding skin care and preventive measures, and avoidance of relevant exposure factors. In many cases, medical treatment is needed for successful management of the disease; use of medication can only be successful with proper education and avoidance of relevant exposure

    The First Post-Kepler Brightness Dips of KIC 8462852

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    We present a photometric detection of the first brightness dips of the unique variable star KIC 8462852 since the end of the Kepler space mission in 2013 May. Our regular photometric surveillance started in October 2015, and a sequence of dipping began in 2017 May continuing on through the end of 2017, when the star was no longer visible from Earth. We distinguish four main 1-2.5% dips, named "Elsie," "Celeste," "Skara Brae," and "Angkor", which persist on timescales from several days to weeks. Our main results so far are: (i) there are no apparent changes of the stellar spectrum or polarization during the dips; (ii) the multiband photometry of the dips shows differential reddening favoring non-grey extinction. Therefore, our data are inconsistent with dip models that invoke optically thick material, but rather they are in-line with predictions for an occulter consisting primarily of ordinary dust, where much of the material must be optically thin with a size scale <<1um, and may also be consistent with models invoking variations intrinsic to the stellar photosphere. Notably, our data do not place constraints on the color of the longer-term "secular" dimming, which may be caused by independent processes, or probe different regimes of a single process
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