93 research outputs found
Phase Structure of a Compact U(1) Gauge Theory from the Viewpoint of a Sine-Gordon Model
We discuss the phase structure of the four-dimensional compact U(1) gauge
theory at finite temperature using a deformation of the topological model. Its
phase structure can be determined by the behavior of the Coulomb gas (CG)
system on the cylinder. We utilize the relation between the CG system and the
sine-Gordon (SG) model, and investigate the phase structure of the gauge theory
in terms of the SG model. Especially, the critical-line equation of the gauge
theory in the strong-coupling and high-temperature region is obtained by
calculating the one-loop effective potential of the SG model.Comment: 9 pages, 6 figures, REVTeX4, typos corrected, reference added; to
appear in Phys.Rev.
Enhanced news sentiment analysis using deep learning methods
We explore the predictive power of historical news sentiments based on financial market performance to forecast financial news sentiments. We define news sentiments based on stock price returns averaged over one minute right after a news article has been released. If the stock price exhibits positive (negative) return, we classify the news article released just prior to the observed stock return as positive (negative). We use Wikipedia and Gigaword five corpus articles from 2014 and we apply the global vectors for word representation method to this corpus to create word vectors to use as inputs into the deep learning TensorFlow network. We analyze high-frequency (intraday) Thompson Reuters News Archive as well as the high-frequency price tick history of the Dow Jones Industrial Average (DJIA 30) Index individual stocks for the period between 1/1/2003 and 12/30/2013. We apply a combination of deep learning methodologies of recurrent neural network with long short-term memory units to train the Thompson Reuters News Archive Data from 2003 to 2012, and we test the forecasting power of our method on 2013 News Archive data. We find that the forecasting accuracy of our methodology improves when we switch from random selection of positive and negative news to selecting the news with highest positive scores as positive news and news with highest negative scores as negative news to create our training data set.Published versio
Shareholding Networks in Japan
The Japanese shareholding network existing at the end of March 2002 is
studied empirically. The network is constructed from 2,303 listed companies and
53 non-listed financial institutions. We consider this network as a directed
graph by drawing edges from shareholders to stock corporations. The lengths of
the shareholder lists vary with the companies, and the most comprehensive lists
contain the top 30 shareholders. Consequently, the distribution of incoming
edges has an upper bound, while that of outgoing edges has no bound. The
distribution of outgoing degrees is well explained by the power law function
with an exponential tail. The exponent in the power law range is gamma=1.7. To
understand these features from the viewpoint of a company's growth, we consider
the correlations between the outgoing degree and the company's age, profit, and
total assets.Comment: 10 pages, 4 figures, International Conference Science of Complex
Networks: from Biology to the Internet and WWW (CNET2004
Non-Trivial Ultraviolet Fixed Point in Quantum Gravity
The non-trivial ultraviolet fixed point in quantum gravity is calculated by
means of the exact renormalization group equation in d-dimensions . It is shown that the ultraviolet non-Gaussian fixed point which is
expected from the perturbatively -expanded calculations in
gravity theory remains in d=4. Hence it is possible that quantum
gravity is an asymptotically safe theory and renormalizable in 2<d.Comment: 17 pages with 5 eps figures, to be published in Prog. Theor. Phy
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