Time series analysis for minority game simulations of financial markets

The minority game (MG) model introduced recently provides promising insights into the understanding of the evolution of prices, indices and rates in the financial markets. In this paper we perform a time series analysis of the model employing tools from statistics, dynamical systems theory and stochastic processes. Using benchmark systems and a financial index for comparison, several conclusions are obtained about the generating mechanism for this kind of evolution. The motion is deterministic, driven by occasional random external perturbation. When the interval between two successive perturbations is sufficiently large, one can find low dimensional chaos in this regime. However, the full motion of the MG model is found to be similar to that of the first differences of the SP500 index: stochastic, nonlinear and (unit root) stationary. (C) 2002 Elsevier B.V. B.V. All rights reserved.

Dynamics of bright matter-wave solitons in a Bose-Einstein condensate with inhomogeneous scattering length

We investigate dynamical effects of a bright soliton in Bose-Einstein condensed (BEC) systems with local and smooth space variations of the two-body atomic scattering length. It includes a discussion about the possible observation of a new type of standing nonlinear atomic matter wave in cigar-type traps. A rich dynamics is observed in the interaction between the soliton and an inhomogeneity. By considering an analytical time-dependent variational approach and also full numerical simulation of one-dimensional and three-dimensional Gross-Pitaevskii equations, we study processes such as trapping, reflection and transmission of the bright matter soliton due to the impurity. We also derive conditions for the collapse of the bright solitary wave, considering a quasi-one-dimensional BEC with attractive local inhomogeneity.

Superstring in a pp-wave background at finite temperature. TFD approach

A thermodynamical analysis for the type IIB superstring in a pp-wave background is considered. The thermal Fock space is built and the temperature SUSY breaking appears naturally by analyzing the thermal vacuum. All the thermodynamical quantities are derived by evaluating matrix elements of operators in the thermal Fock space. This approach seems to be suitable to study thermal effects in the BMN correspondence context. (C) 2004 Elsevier B.V. All rights reserved.

Short-wave instabilities in the Benjamin-Bona-Mahoney-Peregrine equation: theory and numerics

In this paper we discuss the nonlinear propagation of waves of short wavelength in dispersive systems. We propose a family of equations that is likely to describe the asymptotic behaviour of a large class of systems. We then restrict our attention to the analysis of the simplest nonlinear short-wave dynamics given by U-0 xi tau, = U-0 - 3(U-0)(2). We integrate numerically this equation for periodic and non-periodic boundary conditions, and we find that short waves may exist only if the amplitude of the initial profile is not too large.

Dynamical localization of matter-wave solitons in managed barrier potentials

The bright matter-wave soliton propagation through a barrier with a rapidly oscillating position is investigated. The averaged-over rapid oscillations Gross-Pitaevskii equation is derived, where the effective potential has the form of a finite well. Dynamical trapping and quantum tunneling of the soliton in the effective finite well are investigated. The analytical predictions for the effective soliton dynamics is confirmed by numerical simulations of the full Gross-Pitaevskii equation.

Spatially-antisymmetric localization of matter wave in a bichromatic optical lattice

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Evolutions of matter-wave bright soliton with spatially modulated nonlinearity

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Matter-wave localization in a random potential

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Joint Experimental and Theoretical Analysis of Order Disorder Effects in Cubic BaZrO3 Assembled Nanoparticles under Decaoctahedral Shape

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A simple electroanalytical method for the analysis of the dye solvent orange 7 in fuel ethanol

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Dental caries and the nutritional status of preschool children: a spatial analysis

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Characterization of two full-sized P elements from Drosophila sturtevanti and Drosophila prosaltans

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Purification, partial characterization and preliminary X-ray diffraction analysis of a mannose-specific lectin from Cymbosema roseum seeds

A lectin from Cymbosema roseum seeds (CRL) was purified, characterized and crystallized. The best crystals grew in a month and were obtained by the vapour-diffusion method using a precipitant solution consisting of 0.1 M Tris-HCl pH 7.8, 8% (w/v) PEG 3350 and 0.2 M proline at a constant temperature of 293 K. A data set was collected to 1.77 angstrom resolution at a synchrotron-radiation source. CRL crystals are orthorhombic, belonging to space group P2(1)2(1)2(1). Crystallographic refinement and full amino-acid sequence determination are in progress.

Fabrication and analysis of self-assembled photonic crystals structures

This paper presents the fabrication and analysis of a three-dimensional FCC photonic crystal (PhC) based on a self-assembly synthesis of monodispersive latex spheres. Experimental optical characterization, achieved by measurements of the specular reflectance under variable angles, indicated the clear presence of a Bragg diffraction pattern. Results are further explored by theoretical calculations based on the Finite Difference Time Domain (FDTD) method to determine the full PhC band structure.

Strong and fast phase modulation for quantitative analysis of photorefractive gratings

A new approach for studying photorefractive gratings in two-wave mixing experiments by a phase modulation technique is presented. The introduction of a large-amplitude, high-frequency sinusoidal phase modulation in one of the input beams blurs the interference pattern and provides powerful harmonic signals for accurate measurements of the grating diffraction efficiency eta and the output phase shift rho between the transmitted and diffracted waves. The blurring of the light fringes can be used to suppress the higher spatial harmonics of the grating, allowing a space-charge field with sinusoidal profile to be recorded. Although the presence of such a strong phase modulation affects the beam coupling in a rather complicated way, it is shown that for the special case of equal intensity input beams, the effect of the phase modulation on eta and rho is reduced to a weakening of the coupling strength. The potentialities of the technique are illustrated in a study of refractive-index waves excited by running interference patterns in a Bi12TiO20 crystal. Expressions for the diffraction efficiency and the output phase shift are derived and used to match numerically calculated curves to the experimental data. The theoretical model is supported by the very good data fitting and allows the computation of important material parameters.