596 research outputs found

    Langevin dynamics of financial systems: a second-order analysis

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    We address the issue of stock market fluctuations within Langevin Dynamics (LD) and the thermodynamics definitions of multifractality in order to study its second-order characterization given by the analogous specific heat C_{q}, where q is an analogous temperature relating the moments of the generating partition function for the financial data signals. Due to non-linear and additive noise terms within the LD, we found that C_{q} can display a shoulder to the right of its main peak as also found in the S&P500 historical data which may resemble a classical phase transition at a critical point.Comment: LaTex, 4 PostScript figures; To appear EJP-

    A possible scenario for volumetric display through nanoparticle suspensions

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    We discuss on the potential of suspensions of gold nanoparticles with variable refractive index for the possible physical realization of in-relief virtual dynamic display of plane images. A reasoning approach for a vision system to display in real-time volumetric moving images is proposed based on well-known properties of optical media, namely the anomalous dispersion of light on certain transparent media and the virtual image formed by a refracting transparent surface. The system relies on creating mechanisms to modify the refractive index of in-relief virtual dynamical display (iVDD) bulbs that ideally would contain a suspension of gold nanoparticles each and that might be ordered in an array filling up a whole screen.Comment: 15 pages. To appear Momento - Revista de Fisica (June 2001
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