Showing 11 - 20 of 42
We present results about financial market observables, specifically returns and traded volumes. They are obtained within the current nonextensive statistical mechanical framework based on the entropy $S_{q}=k\frac{1-\sum\limits_{i=1}^{W} p_{i} ^{q}}{1-q} (q\in \Re)$ ($S_{1} \equiv...
Persistent link: https://www.econbiz.de/10005098540
Engle's ARCH algorithm is a generator of stochastic time series for financial returns (and similar quantities) characterized by a time-dependent variance. It involves a memory parameter $b$ ($b=0$ corresponds to {\it no memory}), and the noise is currently chosen to be Gaussian. We assume here a...
Persistent link: https://www.econbiz.de/10005098896
Ergodicity, this is to say, dynamics whose time averages coincide with ensemble averages, naturally leads to Boltzmann-Gibbs (BG) statistical mechanics, hence to standard thermodynamics. This formalism has been at the basis of an enormous success in describing, among others, the particular...
Persistent link: https://www.econbiz.de/10005099440
We introduce a new model for the interaction of immunological cells that takes into account their location in real space. Each one of the model cells mimics the real B cells in the sense that they detect antigens and they are also capable of reproducing themselves. We perform computer...
Persistent link: https://www.econbiz.de/10010587525
We give a closer look at the Central Limit Theorem (CLT) behavior in quasi-stationary states of the Hamiltonian Mean Field model, a paradigmatic one for long-range-interacting classical many-body systems. We present new calculations which show that, following their time evolution, we can observe...
Persistent link: https://www.econbiz.de/10010588423
We present a comparative study of several dynamical systems of increasing complexity, namely, the logistic map with additive noise, one, two and many globally coupled standard maps, and the Hamiltonian mean field model (i.e., the classical inertial infinitely ranged ferromagnetically coupled XY...
Persistent link: https://www.econbiz.de/10010590515
Some thoughts are presented on the inter-relation between beauty and truth in science in general and theoretical physics in particular. Some conjectural procedures that can be used to create new ideas, concepts and results are illustrated in both Boltzmann–Gibbs and nonextensive statistical...
Persistent link: https://www.econbiz.de/10010590650
A system of N classical Heisenberg-like rotators, characterized by infinite-range ferromagnetic interactions, is studied numerically within the microcanonical ensemble through a molecular-dynamics approach. Such a model, known as the classical inertial infinite-range-interaction Heisenberg...
Persistent link: https://www.econbiz.de/10010591696
A fundamental prebiotic stage of the origin of life is the formation, from a random assembly of oligomers, of information-containing self-replicating polymers. By adopting a growth mechanism (already used by Anderson and others) essentially based in the complementarity of the Crick and Watson...
Persistent link: https://www.econbiz.de/10010586612
Within a recently generalized statistical mechanics, we have calculated the specific heat of a classical and quantum anisotropic rigid rotator.
Persistent link: https://www.econbiz.de/10010586799