Showing 1 - 10 of 46
In many real world applications, decisions are usually made by collecting and judging information from multiple different data sources. Let us take the stock market as an example. We never make our decision based on just one single piece of advice, but always rely on a collection of information,...
Persistent link: https://www.econbiz.de/10009448268
Persistent link: https://www.econbiz.de/10003822105
Persistent link: https://www.econbiz.de/10011660540
Spin-dependent electron transport in a periodically stubbed quantum wire in the presence of Rashba spin-orbit interaction (SOI) is studied via the nonequilibrium Green’s function (GF) method combined with the Landauer-Büttiker formalism. By comparing with a straight Rashba quantum wire, the...
Persistent link: https://www.econbiz.de/10010992813
This paper provides an insight to the time-varying dynamics of the shape of the distribution of financial return series by proposing an exponential weighted moving average model that jointly estimates volatility, skewness and kurtosis over time using a modified form of the Gram-Charlier density...
Persistent link: https://www.econbiz.de/10010859815
Persistent link: https://www.econbiz.de/10011250586
Persistent link: https://www.econbiz.de/10005263178
Starting from a general Hamiltonian which may undergo a quantum phase transition (QPT) with the change of a controllable parameter, we obtain a general conclusion that in a sudden quench system, when the final Hamiltonian is fixed, the behavior of the time-averaged expectation of any observable...
Persistent link: https://www.econbiz.de/10009281844
We carry out Density Matrix Renormalization Group (DMRG) calculations on the interchain coupling model for the quasi-one-dimensional organic ferromagnets under open boundary condition. Considering the topology of the system, the two-step DMRG technique is adopted. It is found that in the high...
Persistent link: https://www.econbiz.de/10009282223
This paper provides an insight to the time-varying dynamics of the shape of the distribution of financial return series by proposing an exponential weighted moving average model that jointly estimates volatility, skewness and kurtosis over time using a modified form of the Gram-Charlier density...
Persistent link: https://www.econbiz.de/10010837200