Search Results - subject:"Field theory"

Arbitrage-free self-organizing markets with GARCH properties: Generating them in the lab with a lattice model

Dupoyet, B.; Fiebig, H.R.; Musgrove, D.P. - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 18, pp. 4350-4363

We extend our studies of a quantum field model defined on a lattice having the dilation group as a local gauge symmetry. The model is relevant in the cross-disciplinary area of econophysics. A corresponding proposal by Ilinski aimed at gauge modeling in non-equilibrium pricing is realized as a...

Persistent link: https://www.econbiz.de/10010590672

Epidemic dynamics behavior in some bus transport networks

Yang, Xu-Hua; Wang, Bo; Chen, Sheng-Yong; Wang, Wan-Liang - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 3, pp. 917-924

introduced BTN evolution model, the network properties of which correspond well with those of actual BTNs. Third, we use mean-field … theory to analyze the epidemic dynamics behavior of the BTN evolution model and obtain the theoretical epidemic threshold of …

Persistent link: https://www.econbiz.de/10010590918

Effective-field theory with the differential operator technique for a kinetic Blume–Capel model with random diluted single-ion anisotropy

Gulpinar, Gul; Vatansever, Erol; Agartioglu, Mehmet - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 13, pp. 3574-3584

, the effective-field theory (EFT). The kinetics is modeled with the formalism of a master equation. The time …

Persistent link: https://www.econbiz.de/10010591588

Molecular mean field theory for liquid water

Kanth, Jampa Maruthi Pradeep; Anishetty, Ramesh - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 3, pp. 439-455

have enunciated the consequences of the sum rule through a general computational procedure called molecular mean field … theory. Fluctuations about the mean field are computed and many of the liquid properties have been deduced and compared with …

Persistent link: https://www.econbiz.de/10010591871

Replicating financial market dynamics with a simple self-organized critical lattice model

Dupoyet, B.; Fiebig, H.R.; Musgrove, D.P. - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 18, pp. 3120-3135

We explore a simple lattice field model intended to describe statistical properties of high-frequency financial markets. The model is relevant in the cross-disciplinary area of econophysics. Its signature feature is the emergence of a self-organized critical state. This implies scale invariance...

Persistent link: https://www.econbiz.de/10010872529

Local primitive causality and the common cause principle in quantum field theory

Rédei, Miklós; Summers, Stephen J. - London School of Economics (LSE) - 2002

If A (V) is a net of local von Neumann algebras satisfying standard axioms of algebraic relativistic quantum field … theory and V 1 and V 2 are spacelike separated spacetime regions, then the system ( A (V 1 ), A (V 2 ), φ) is said to satisfy …

Persistent link: https://www.econbiz.de/10011071337

Gauge invariant lattice quantum field theory: Implications for statistical properties of high frequency financial markets

Dupoyet, B.; Fiebig, H.R.; Musgrove, D.P. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 1, pp. 107-116

We report on initial studies of a quantum field theory defined on a lattice with multi-ladder geometry and the dilation …

Persistent link: https://www.econbiz.de/10010874957

Effects of pair correlation on mean-field theory of BTW sand pile model

Chen, H.-S.; Wu, G.Y. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 12, pp. 2339-2350

We extend the mean-field calculation of BTW sand pile model to one that includes the correlation between pairs of nearest neighbors. Specifically, we derive dynamical equations of both one-site and two-site densities, and solve the equations order by order starting with the mean-field solution....

Persistent link: https://www.econbiz.de/10011059131

Percolation of interacting particles on heterogeneous surfaces

Giménez, M.C.; Ramirez-Pastor, A.J.; Nieto, F. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 8, pp. 1521-1529

The percolation problem of interacting particles on square lattices with two kinds of energetically different sites is studied. Square lattices formed by collections of either randomly or orderly distributed sites are generated. The system is characterized by two parameters, namely, the...

Persistent link: https://www.econbiz.de/10011061193

Learning multiple belief propagation fixed points for real time inference

Furtlehner, Cyril; Lasgouttes, Jean-Marc; Auger, Anne - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 1, pp. 149-163

In the context of inference with expectation constraints, we propose an approach based on the “loopy belief propagation” algorithm (lpb), as a surrogate to an exact Markov Random Field (mrf) modelling. A prior information composed of correlations among a large set of N variables, is encoded...

Persistent link: https://www.econbiz.de/10011061206