1,721,006 research outputs found
Real Prices from Spot Foreign Exchange Market
No full textIn this work we discuss the problem of price definition when using high frequency foreign
exchange data. If one uses the spot mid price a strong autocorrelation of returns, at one lag, is
found which is only due to microstructure effect and does not capture the real behavior of
price dynamics. This autocorrelation increases the intraday volatility estimated from this type
of data. To solve this problem we introduce an algorithm which is able, by using the no-
arbitrage principle, of eliminating every microstructure effects
Cluster approximation for Ising spin glasses
No full textWe report about a new variational method [9] which approximates in a hierarchical way the random Ising spin glass on lattice in d dimensions. At the lowest level our approximation coincides with the Sherrington-Kirkpatrick model, while at the highest level it coincides with the true d-dimensional system. The attention is focused on finite size clusters of spins where the action of the rest of the system is taken into account by a coupling field, which is the variational parameter of the problem
Complexity in Quantum Systems
No full textWe discuss the behavior of a quantum 1/2 spin coupled to a time dependent magnetic field, which can be quasiperiodic or random. For a quasiperiodic field, the time evolution of the system on a coarse grained space has autocorrelation, which does not decay, and positive topological entropy. The information complexity diverges as a stretched exponential, although the Shannon entropy is zero and there is no divergence of nearby orbits. A simple random process is introduced in order to reproduce the main qualitative features of the observed weakly complex behavior
Random Transfer Matrices for the Overlap in Disordered Systems
No full textA generating function is introduced to determine the probabilty P(q) of the overlap q in disordered systems via a product of random transfer matrices. In one-dimensional models, the overlap is obtained by the Lyapunov exponent λ of the product. Replica symmetry breaking at zero temperature corresponds to a discontinuity of the derivative of λ with respect to an appropriate coupling variable in the replica space. The method is illustrated in a frustrated magnetic model where q≠0
Indo-European languages tree by Levenshtein distance
No full textThe evolution of languages closely resembles the evolution of haploid organisms. This similarity has been recently exploited (Gray R. D. and Atkinson Q. D., Nature, 426 (2003) 435; Gray R. D. and Jordan F. M., Nature, 405 (2000) 1052) to construct languagetrees. The key point is the definition of a distance among all pairs of languages which is the analogous of a genetic distance. Many methods have been proposed to define these distances; one of these, used by glottochronology, computes the distance from the percentage of shared "cognates". Cognates are words inferred to have a common historical origin, and subjective judgment plays a relevant role in the identification process. Here we push closer the analogy with evolutionary biology and we introduce a genetic distance among language pairs by considering a renormalized Levenshtein distance among words with same meaning and averaging on all words contained in a Swadesh list (Swadesh M., Proc. Am. Philos. Soc., 96 (1952) 452). The subjectivity of process is consistently reduced and the reproducibility is highly facilitated. We test our method against the Indo-European group considering fifty different languages and the two hundred words of the Swadesh list for any of them. We find out a tree which closely resembles the one published in Gray and Atkinson (2003), with some significant differences
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Full text link“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
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