Teleportation of atomic states via position measurements

We present a scheme for conditionally teleporting an unknown atomic state in cavity QED, which requires two atoms and one cavity mode. The translational degrees of freedom of the atoms are taken into account using the optical Stern-Gerlach model. We show that successful teleportation with probability 1/2 can be achieved through local measurements of the cavity photon number and atomic positions. Neither direct projection onto highly entangled states nor holonomous interaction-time constraints are required.Comment: 9 pages, 3 figures, 3 new appendices include

Translational dynamics effects on the non-local correlations between two atoms

A pair of atoms interacting successively with the field of the same cavity and exchanging a single photon, leave the cavity in an entangled state of Einstein-Podolsky-Rosen (EPR) type (see, for example, [S.J.D. Phoenix, and S.M. Barnett, J. Mod. Opt. \textbf{40} (1993) 979]). By implementing the model with the translational degrees of freedom, we show in this letter that the entanglement with the translational atomic variables can lead, under appropriate conditions, towards the separability of the internal variables of the two atoms. This implies that the translational dynamics can lead, in some cases, to difficulties in observing the Bell's inequality violation for massive particles.Comment: 5 pages, 1 figur

On the observability of Bell's inequality violation in the optical Stern-Gerlach model

Using the optical Stern-Gerlach model, we have recently shown that the non-local correlations between the internal variables of two atoms that successively interact with the field of an ideal cavity in proximity of a nodal region are affected by the atomic translational dynamics. As a consequence, there can be some difficulties in observing violation of the Bell's inequality for the atomic internal variables. These difficulties persist even if the atoms travel an antinodal region, except when the spatial wave packets are exactly centered in an antinodal point.Comment: 5 pages, 1 figure, submitted to European Physical Journal

Structure and evolution of a European Parliament via a network and correlation analysis

We present a study of the network of relationships among elected members of the Finnish parliament, based on a quantitative analysis of initiative co-signatures, and its evolution over 16 years. To understand the structure of the parliament, we constructed a statistically validated network of members, based on the similarity between the patterns of initiatives they signed. We looked for communities within the network and characterized them in terms of members' attributes, such as electoral district and party. To gain insight on the nested structure of communities, we constructed a hierarchical tree of members from the correlation matrix. Afterwards, we studied parliament dynamics yearly, with a focus on correlations within and between parties, by also distinguishing between government and opposition. Finally, we investigated the role played by specific individuals, at a local level. In particular, whether they act as proponents who gather consensus, or as signers. Our results provide a quantitative background to current theories in political science. From a methodological point of view, our network approach has proven able to highlight both local and global features of a complex social system.Comment: 15 pages, 10 figure

Correlation, hierarchies, and networks in financial markets

We discuss some methods to quantitatively investigate the properties of correlation matrices. Correlation matrices play an important role in portfolio optimization and in several other quantitative descriptions of asset price dynamics in financial markets. Specifically, we discuss how to define and obtain hierarchical trees, correlation based trees and networks from a correlation matrix. The hierarchical clustering and other procedures performed on the correlation matrix to detect statistically reliable aspects of the correlation matrix are seen as filtering procedures of the correlation matrix. We also discuss a method to associate a hierarchically nested factor model to a hierarchical tree obtained from a correlation matrix. The information retained in filtering procedures and its stability with respect to statistical fluctuations is quantified by using the Kullback-Leibler distance.Comment: 37 pages, 9 figures, 3 table

Sicurezza alimentare e diritto penale: vecchi e nuovi paradigmi tra prevenzione e precauzione

1. Premessa. “Modernità”, “gestione dei rischi”, diritto penale: il caso della sicurezza alimentare. – 2. Complessità e stratificazione del diritto alimentare. – 3. La disciplina sanzionatoria in materia alimentare prima e dopo la depenalizzazione del 1999. – 4. Stadi di tutela penale della sicurezza alimentare. Prevenzione e precauzione. – 4.1. L’atteggiarsi del paradigma preventivo nelle contravvenzioni di cui agli artt. 5 e 6 della legge n. 283 del 1962. – 4.2. Il paradigma precauzionale nelle contravvenzioni di cui agli artt. 5 e 6 della legge n. 283 del 1962: principio della «lista positiva» e superamento di limiti-soglia. – 4.3. Il caso degli organismi geneticamente modificati (OGM). – 5. Riflessioni conclusive: alcune considerazioni in prospettiva de jure condend

When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators

The use of improved covariance matrix estimators as an alternative to the sample estimator is considered an important approach for enhancing portfolio optimization. Here we empirically compare the performance of 9 improved covariance estimation procedures by using daily returns of 90 highly capitalized US stocks for the period 1997-2007. We find that the usefulness of covariance matrix estimators strongly depends on the ratio between estimation period T and number of stocks N, on the presence or absence of short selling, and on the performance metric considered. When short selling is allowed, several estimation methods achieve a realized risk that is significantly smaller than the one obtained with the sample covariance method. This is particularly true when T/N is close to one. Moreover many estimators reduce the fraction of negative portfolio weights, while little improvement is achieved in the degree of diversification. On the contrary when short selling is not allowed and T>N, the considered methods are unable to outperform the sample covariance in terms of realized risk but can give much more diversified portfolios than the one obtained with the sample covariance. When T<N the use of the sample covariance matrix and of the pseudoinverse gives portfolios with very poor performance.Comment: 30 page

Correlation filtering in financial time series

We apply a method to filter relevant information from the correlation coefficient matrix by extracting a network of relevant interactions. This method succeeds to generate networks with the same hierarchical structure of the Minimum Spanning Tree but containing a larger amount of links resulting in a richer network topology allowing loops and cliques. In Tumminello et al. \cite{TumminielloPNAS05}, we have shown that this method, applied to a financial portfolio of 100 stocks in the USA equity markets, is pretty efficient in filtering relevant information about the clustering of the system and its hierarchical structure both on the whole system and within each cluster. In particular, we have found that triangular loops and 4 element cliques have important and significant relations with the market structure and properties. Here we apply this filtering procedure to the analysis of correlation in two different kind of interest rate time series (16 Eurodollars and 34 US interest rates).Comment: 10 pages 7 figure