A simple example that I have been requested illustrates the statement in E-print nlin.CD/0201060 that solutions of a smooth first order dynamic equation can be made Lyapunov stable at will by the choice of an appropriate time-dependent Riemannian metric.…
Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex eigenvalues of generic $N\times N$ random matrices $\hat{A}$ of such a…
The aim of this work is to understand the influence of chaotic states in control problems involving strong fields. Towards this end, we numerically construct and study the strong field control landscape of a bichromatically driven double well. A novel measure based on correlating the overlap intensi…
In this paper we introduce a new model named CARMA(p,q)-Hawkes process as the Hawkes model with exponential kernel implies a strictly decreasing behaviour of the autocorrelation function and empirically evidences reject the monotonicity assumption on the autocorrelation function. The proposed model …
We proposed the agent-based model of financial markets where agents (or traders) are represented by three-state spins located on the plane lattice or social network. The spin variable represents only the individual opinion (advice) that each trader gives to his nearest neighbors. In the model the ag…
Spin models of markets inspired by physics models of magnetism, as the Ising model, allow for the study of the collective dynamics of interacting agents in a market. The number of possible states has been mostly limited to two (buy or sell) or three options. However, herding effects of competing sto…
After an overview of the modular analysis and reconstruction framework Marlin an introduction on the functionality of the Marlin-based reconstruction package MarlinReco is given. This package includes a full set of modules for event reconstruction based on the Particle Flow approach. The status of t…
A large volume TPC is a leading candidate for the central tracking detector at a future high energy linear collider. To improve the resolution a new readout based on micro-pattern gas detectors is being developed. Measurements of the spatial resolution of cosmic-ray tracks in a GEM TPC are presented…
Portfolio traders strive to identify dynamic portfolio allocation schemes so that their total budgets are efficiently allocated through the investment horizon. This study proposes a novel portfolio trading strategy in which an intelligent agent is trained to identify an optimal trading action by usi…
The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of non-stationary time series and the long-range correlations of fractal surfaces, which contains a parameter $θ$ determining the position of the detrending window. We develop multifracta…