Forex and equity markets spillover effects among USA, Brazil, Italy, Germany and Canada in the aftermath of the global financial crisis

In this paper, we investigate the spillover effects of FOREX and equity markets for USA, Brazil, Italy, Germany, and Canada on the basis of daily data. We test for contagion co - movements for the period 2010 - 2018 post-global financial crisis, using the trivariate AR - diagonal BEKK model. The estimated dynamic conditional correlations show the strongest contagion effects for the pairs of markets: S&P500 - BOVESPA, S&P500 - FTSEMIB, S&P500 - DAX30, and S&P500 - S&PTSX. For institutions, multinational corporations and active investors, a portfolio consisting of financial assets from the above markets is extremely risky

Analytic Approach for Controlling Realistic Quantum Chaotic Systems

An analytic approach for controlling quantum states, which was originally applied to fully random matrix systems [T. Takami and H. Fujisaki, Phys. Rev. E 75, 036219 (2007)], is extended to deal with more realistic quantum systems with a banded random matrix (BRM). The validity of the new analytic field is confirmed by directly solving the Schroedinger equation with a BRM interaction. We find a threshold of the width of the BRM for the quantum control to be successful.Comment: 4 pages with 4 PostScript figures, to appear in the Proceedings of ICCMSE 2007 in a section of Symposium 8 "Quantum Control and Light-Matter Interactions: Recent Computational and Theoretical Results

Will gravitational waves confirm Einstein's General Relativity?

Even if Einstein's General Relativity achieved a great success and overcame lots of experimental tests, it also showed some shortcomings and flaws which today advise theorists to ask if it is the definitive theory of gravity. In this proceeding paper it is shown that, if advanced projects on the detection of Gravitational Waves (GWs) will improve their sensitivity, allowing to perform a GWs astronomy, accurate angular and frequency dependent response functions of interferometers for GWs arising from various Theories of Gravity, i.e. General Relativity and Extended Theories of Gravity, will be the ultimate test for General Relativity. This proceeding paper is also a short review of the Essay which won Honorable Mention at the 2009 Gravity Research Foundation Awards.Comment: To appear in Proceedings of the 7th International Conference of Numerical Analysis and Applied Mathematics, Rethymno, Crete (near to Chania), Greece, 18-22 September 200

Reducing Spatial Data Complexity for Classification Models

Intelligent data analytics gradually becomes a day-to-day reality of today's businesses. However, despite rapidly increasing storage and computational power current state-of-the-art predictive models still can not handle massive and noisy corporate data warehouses. What is more adaptive and real-time operational environment requires multiple models to be frequently retrained which fiirther hinders their use. Various data reduction techniques ranging from data sampling up to density retention models attempt to address this challenge by capturing a summarised data structure, yet they either do not account for labelled data or degrade the classification performance of the model trained on the condensed dataset. Our response is a proposition of a new general framework for reducing the complexity of labelled data by means of controlled spatial redistribution of class densities in the input space. On the example of Parzen Labelled Data Compressor (PLDC) we demonstrate a simulatory data condensation process directly inspired by the electrostatic field interaction where the data are moved and merged following the attracting and repelling interactions with the other labelled data. The process is controlled by the class density function built on the original data that acts as a class-sensitive potential field ensuring preservation of the original class density distributions, yet allowing data to rearrange and merge joining together their soft class partitions. As a result we achieved a model that reduces the labelled datasets much further than any competitive approaches yet with the maximum retention of the original class densities and hence the classification performance. PLDC leaves the reduced dataset with the soft accumulative class weights allowing for efficient online updates and as shown in a series of experiments if coupled with Parzen Density Classifier (PDC) significantly outperforms competitive data condensation methods in terms of classification performance at the comparable compression levels

Fast cooling of trapped ions using the dynamical Stark shift gate

A laser cooling scheme for trapped ions is presented which is based on the fast dynamical Stark shift gate, described in [Jonathan etal, PRA 62, 042307]. Since this cooling method does not contain an off resonant carrier transition, low final temperatures are achieved even in traveling wave light field. The proposed method may operate in either pulsed or continuous mode and is also suitable for ion traps using microwave addressing in strong magnetic field gradients.Comment: 4 pages 5 figure

Gravitomagnetic effect in gravitational waves

After an introduction emphasizing the importance of the gravitomag- netic effect in general relativity, with a resume of some space-based appli- cations, we discuss the so-called magnetic components of gravitational waves (GWs), which have to be taken into account in the context of the total response functions of interferometers for GWs propagating from ar- bitrary directions.Comment: To appear in Proceedings of the 7th International Conference of Numerical Analysis and Applied Mathematics, Rethymno, Crete (near to Chania), Greece, 18-22 September 200

Feedback Stabilization Methods for the Numerical Solution of Systems of Ordinary Differential Equations

In this work we study the problem of step size selection for numerical schemes, which guarantees that the numerical solution presents the same qualitative behavior as the original system of ordinary differential equations, by means of tools from nonlinear control theory. Lyapunov-based and Small-Gain feedback stabilization methods are exploited and numerous illustrating applications are presented for systems with a globally asymptotically stable equilibrium point. The obtained results can be used for the control of the global discretization error as well.Comment: 33 pages, 9 figures. Submitted for possible publication to BIT Numerical Mathematic

Matrix Structure Exploitation in Generalized Eigenproblems Arising in Density Functional Theory

In this short paper, the authors report a new computational approach in the context of Density Functional Theory (DFT). It is shown how it is possible to speed up the self-consistent cycle (iteration) characterizing one of the most well-known DFT implementations: FLAPW. Generating the Hamiltonian and overlap matrices and solving the associated generalized eigenproblems $Ax = \lambda Bx$ constitute the two most time-consuming fractions of each iteration. Two promising directions, implementing the new methodology, are presented that will ultimately improve the performance of the generalized eigensolver and save computational time.Comment: To appear in the proceedings of 8th International Conference on Numerical Analysis and Applied Mathematics (ICNAAM 2010

Monetary Union effects on European stock market integration: An international CAPM approach with currency risk

This paper explores the evolution of European stock markets integration with the US stock market, after the formation of European Monetary Union (EMU). To this end, we employ a dynamic version of international CAPM in the absence of purchasing power parity. The conditional covariance matrix of asset returns is estimated employing a parsimonious diagonal BEKK multivariate GARCH-in-mean model. The data sample is daily extending from June 1994 to June 2009. The introduction of world-wide information variables into the system reveals that the formation of monetary union has not exerted positive influence on EMU markets integration with US stock market. Moreover at the same time rolling estimates show that member states domestic or idiosyncratic risks have exhibited a lower volatility level