Topological properties of stock market networks: The case of Brazil

This paper investigates the topological properties of the Brazilian stock market networks. We build the minimum spanning tree, which is based on the concept of ultrametricity, using the correlation matrix for a variety of stocks of different sectors. Our results suggest that stocks tend to cluster by sector. We employ a dynamic approach using complex network measures and find that the relative importance of different sectors within the network varies. The financial, energy and material sectors are the most important within the network.     

The long-range dependence behavior of the term structure of interest rates in Japan

This paper presents an empirical evidence suggesting that Japanese interest rates for different maturities possess long-range dependence in both mean and volatility. For long-term bonds, predictability in the term structure of interest rates increases with maturity, suggesting that there exists a term premium. Furthermore, the dynamics of short-term interest rates (6 months) is very different from longer term bonds, as the former are anti-persistent, which implies that the zero-interest rate policy is perceived to be temporary.     

Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree

In this study, we employ a dynamic time warping method to study the topology of similarity networks among 35 major currencies in international foreign exchange (FX) markets, measured by the minimal spanning tree (MST) approach, which is expected to overcome the synchronous restriction of the Pearson correlation coefficient. In the empirical process, firstly, we subdivide the analysis period from June 2005 to May 2011 into three sub-periods: before, during, and after the US sub-prime crisis. Secondly, we choose NZD (New Zealand dollar) as the numeraire and then, analyze the topology evolution of FX markets in terms of the structure changes of MSTs during the above periods. We also present the hierarchical tree associated with the MST to study the currency clusters in each sub-period. Our results confirm that USD and EUR are the predominant world currencies. But USD gradually loses the most central position while EUR acts as a stable center in the MST passing through the crisis. Furthermore, an interesting finding is that, after the crisis, SGD (Singapore dollar) becomes a new center currency for the network.     

Currency crises and the evolution of foreign exchange market: Evidence from minimum spanning tree

We examined the time series properties of the foreign exchange market for 1990-2008 in relation to the history of the currency crises using the minimum spanning tree (MST) approach and made several meaningful observations about the MST of currencies. First, around currency crises, the mean correlation coefficient between currencies decreased whereas the normalized tree length increased. The mean correlation coefficient dropped dramatically passing through the Asian crisis and remained at the lowered level after that. Second, the Euro and the US dollar showed a strong negative correlation after 1997, implying that the prices of the two currencies moved in opposite directions. Third, we observed that Asian countries and Latin American countries moved away from the cluster center (USA) passing through the Asian crisis and Argentine crisis, respectively.     

The exponential degree distribution in complex networks: Non-equilibrium network theory, numerical simulation and empirical data

The exponential degree distribution has been found in many real world complex networks, based on which, the random growing process has been introduced to analyze the formation principle of such kinds of networks. Inspired from the non-equilibrium network theory, we construct the network according to two mechanisms: growing and adjacent random attachment. By using the Kolmogorov-Smirnov Test (KST), for the same number of nodes and edges, we find the simulation results are remarkably consistent with the predictions of the non-equilibrium network theory, and also surprisingly match the empirical databases, such as the Worldwide Marine Transportation Network (WMTN), the Email Network of University at Rovira i Virgili (ENURV) in Spain and the North American Power Grid Network (NAPGN). Our work may shed light on interpreting the exponential degree distribution and the evolution mechanism of the complex networks.     

Power law distribution of seismic rates: theory and data analysis

We report an empirical determination of the probability density functions P_data(r) (and its cumulative version) of the number r of earthquakes in finite space-time windows for the California catalog, over fixed spatial boxes 5 ×5 km², 20 ×20 km² and 50 ×50 km² and time intervals and 1000 days. The data can be represented by asymptotic power law tails together with several cross-overs. These observations are explained by a simple stochastic branching process previously studied by many authors, the ETAS (epidemic-type aftershock sequence) model which assumes that each earthquake can trigger other earthquakes (“aftershocks”). An aftershock sequence results in this model from the cascade of aftershocks of each past earthquake. We develop the full theory in terms of generating functions for describing the space-time organization of earthquake sequences and develop several approximations to solve the equations. The calibration of the theory to the empirical observations shows that it is essential to augment the ETAS model by taking account of the pre-existing frozen heterogeneity of spontaneous earthquake sources. This seems natural in view of the complex multi-scale nature of fault networks, on which earthquakes nucleate. Our extended theory is able to account for the empirical observation but some discrepancies, especially for the shorter time windows, point to limits of both our theoretical approach and of the ETAS model.     

Network synchronizability analysis: The theory of subgraphs and complementary graphs

In this paper, subgraphs and complementary graphs are used to analyze network synchronizability. Some sharp and attainable bounds are derived for the eigenratio of the network structural matrix, which characterizes the network synchronizability, especially when the network’s corresponding graph has cycles, chains, bipartite graphs or product graphs as its subgraphs.     

The dissipation of vibrational quanta in exoergic surface processes and its impact on reaction rates: A case study

The kinetic model of exoergic surface reactions developed in a previous contribution [M. Tomellini, Surf. Sci. 577 (2005) 200] has been extended to include multiquantum processes of vibrational energy transfer to the solid. It is shown that, under quasi-steady state conditions, the flux of adsorbing atoms leads to overpopulation of the adatom vibrational ladder with respect to the Boltzmann distribution and to enhanced recombination rates. By means of the associative model for adatom recombination, the vibrational populations have been estimated from experimental data on the kinetics of D-adatoms abstraction by gas H-atoms at Pt(1 1 1), Pt(1 1 0), Ni(1 0 0) and Cu(1 1 1) surfaces. These populations have been found to be hyperthermal and the shape of the energy distribution functions approximated by the Treanor equation. The impact of the interplay between energy dissipation and diatom formation on the reaction rate, has also been analysed and discussed.     

The role of syntax in complex networks: Local and global importance of verbs in a syntactic dependency network

Syntax of natural language has been the focus of linguistics for decades. The complex network theory, being one of new research tools, opens new perspectives on syntax properties of the language. Despite numerous partial achievements, some fundamental problems remain unsolved. Specifically, although statistical properties typical for complex networks can be observed in all syntactic networks, the impact of syntax itself on these properties is still unclear. The aim of the present study is to shed more light on the role of syntax in the syntactic network structure. In particular, we concentrate on the impact of the syntactic function of a verb in the sentence on the complex network structure. Verbs play the decisive role in the sentence structure (“local” importance). From this fact we hypothesize the importance of verbs in the complex network (“global” importance). The importance of verb in the complex network is assessed by the number of links which are directed from the node representing verb to other nodes in the network. Six languages (Catalan, Czech, Dutch, Hungarian, Italian, Portuguese) were used for testing the hypothesis.     

Correcting the systematic error of the density functional theory calculation: the alternate combination approach of genetic algorithm and neural network

The alternate combinational approach of genetic algorithm and neural network (AGANN) has been presented to correct the systematic error of the density functional theory (DFT) calculation.It treats the DFT as a black box and models the error through external statistical information.As a demonstration,the AGANN method has been applied in the correction of the lattice energies from the DFT calculation for 72 metal halides and hydrides.Through the AGANN correction,the mean absolute value of the relative errors of the calculated lattice energies to the experimental values decreases from 4.93% to 1.20% in the testing set.For comparison,the neural network approach reduces the mean value to 2.56%.And for the common combinational approach of genetic algorithm and neural network,the value drops to 2.15%.The multiple linear regression method almost has no correction effect here.     

The two independent equations of circuits in integral form of field theory:The fundamental law of circuits

1 Introduction Historically, circuit theory was initially considered as a part of the electromagnetic theory. Later on, it branched out to become an independent theory. After several stages of its development, Kirchhoff’s law was commonly regarded as the fundamental law of circuits[1]. Especially after the 1960s, the completely topological formulation of Kirchhoff’s law made even more important contribution to the development of moderncircuit theory. However, it has been also known for a l…     

Non-convergent perturbation theory and misleading inferences about parameter relationships: The case of superexchange

We discuss the well-known three-centre cation–anion–cation model for superexchange in insulating transition-metal compounds using limiting expansions for the Anderson–Hubbard model. We find that due to the interfering energy scales in the model, a limiting expression for the superexchange J$J$ for the idealized Mott–Hubbard (M–H) case t?U?Δ$t?U?\Delta$ cannot be formally defined. We further show that the decomposition of the superexchange into range-dependent components is formally invalid. The well-known t⁴$t^4$ superexchange expression, obtained from path-dependent series expansions, is not unique to these systems as it can also be obtained with many other different expansions, in which either the d$d$–p$p$ energy difference Δ$\Delta$ or the d$d$-electron correlation U$U$ can actually be small. Particularly for milder relationships between the parameters, i.e.  t?U?Δ$t?U?\Delta$, the reverse from the usual form of the series expansions can yield better agreement with the exact results. This implies that the fitting of experimental data to the simple expressions derived from path-dependent series expansions can lead to qualitatively incorrect relationships between the parameters, fictitiously within the M–H regime.     

Photoemission spectra of deuterated silicon clusters: experiment and theory

We compare experimentally measured and ab initio computed photoelectron spectra of negatively charged deuterated silicon clusters ( , 4m10, 0n2) produced in a plasma environment. Based on this comparison, we discuss the kinetics and thermodynamics of the cluster formation and the effect of deuterium on the geometrical and electronic structure of the clusters.     

Quantum theory of rotation angles: The problem of angle sum and angle difference

We reconsider the problem of the sum and difference of two angle variables in quantum mechanics. The spectra of the sum and difference operators have widths of , but angles differing by are indistinguishable. This means that the angle sum and difference probability distributions must be cast into a range. We obtain probability distributions for the angle sum and difference and relate this problem to the representation of nonbijective canonical transformations. Received: 6 December 1997 / Revised: 15 April 1998 / Accepted: 7 May 1998     

A perturbation theory study of electron vortices in electromagnetic fields: The case of infinitely long line charge and magnetic dipole

The novel discovery of electron vortices carrying quantized orbital angular momentum motivated intensive research of their basic properties as well as applications, e.g. structural characterization of magnetic materials. In this paper, the fundamental interactions of electron vortices within infinitely long atomic-column-like electromagnetic fields are studied based on the relativistically corrected Pauli–Schrödinger equation and the perturbation theory. The relative strengths of three fundamental interactions, i.e. the electron–electric potential interaction, the electron–magnetic potential/field interaction and the spin–orbit coupling are discussed. The results suggest that the perturbation energies of the last two interactions are in an order of 10³–10⁴ smaller than that of the first one for electron vortices. In addition, it is also found that the strengths of these interactions are strongly dependant on the spatial distributions of the electromagnetic field as well as the electron vortices.     

The quantum mechanics of rotating and translating molecules: Semi-classical treatment. —I.

Summary The emergence by classical computer simulation of defintive evidence for statistical correlation between molecular rotation and translation leads to a new appraisal of the quantum structure of rotational absorption in the microwave and far infrared. The classical correlation implies that the accepted theory of ?pure rotational? quantum absorption is only a first approximation. The translation of a molecule in some environments affects its own quantized absorption due to rotation. The number of allowed quantum transitions is increased from the accepted theoretical ΔJ=±1 to ΔJ=±1, ±2, ±3 for all dipolar molecules. These results are obtained using group theory, which also predicts that translation rotation effects increase the number of allowed transitions for eachJ quantum number and therefore affect the intensity distribution of the absorption lines. These results modify fundamentally the accepted theory of quantized rotation. Theoretically, the well-known δJ=1 distribution is supplemented by further distributions at δJ=2 and δJ=3.

---

Riassunto Il fatto che sia emessa una prova definitiva con simulazione al computer classica per la correlazione statistica tra la rotazione molecolare e la traslazione porta ad una nuova valutazione della struttura quantistica dell’absorbimento rotazionale nelle microonde e nel lontano infrarosso. La correlazione classica implica che la teoria accettata di un absorbimento quantistico ?rotazionale puro? sia solo una prima approssimazione. La traslazione di una molecola in alcuni ambienti influenza il proprio absorbimento quantizzato a causa della rotazione. Il numero di transizioni quantistiche permesse è aumentato dal valore teorico accettato ΔJ=±1 a ΔJ=±1, ±2, ±3 per tutte le molecole dipolari. Questi risultati sono ottenuti usando la teoria di gruppo che prevede anche che gli effetti della rotazione di traslazione aumentino il numero di transizioni permesse per ciascun numero quanticoJ e che quindi influenzino la distribuzione d’intensità delle linee di absorbimento. Questi risultati modificano fondamentalmente la teoria accettata della rotazione quantizzata. Teoricamente la distribuzione ben nota a ΔJ=1 è integrata da altre distribuzioni a ΔJ=2 e ΔJ=3.

---

Резюме С помощью классического компьютерного моделирования обнаружено подтверждение статистической коррельции между молекульрными вращением и трансляцией. Этот результат приводит к новой оценке квантовой структуры ротационного поглощения в микроволновой и далекой инфракрасной областях. Классическая корреляция подразумевает, что принятая теория ?чистого ротационного⩉ квантового поглощения представляет только первое приближение. Трансляция молекулы в некоторой окружающей среде изменяет квантованное поглоцение, вследствие вращения. Число разешенных квантовых переходов увеличивается от теоретической величины ΔJ=±1 до ΔJ=±1, ±2, ±3 для всех диполчных молекул. Эти результаты получены, использыя теорию групп, которая также предсказывает, что эффекты трансляции и вращения увеличивают число разрешенных переходов для каждого квантового числаJ и, следовательно, изменяют распределение интенсивности для для яиний поглощения. Полученные результаты существенно видоизменяют принятую теорию квантованного вращения. Теоретически хорошо известное ΔJ=1 распределение дополяется распределениями ΔJ=2 и ΔJ=3.

     

Momentum transfer theory of ion transport under the influence of resonant charge transfer collisions: the case of argon and neon ions in parent gases

Transport properties of ion swarms in presence of Resonant Charge Transfer (RCT) collisions are studied using Momentum Transfer Theory (MTT). It was shown that, not surprisingly, RCT collisions may be represented as a special case of elastic scattering. Using the developed MTT we tested a previously available anisotropic set of cross-sections for Ar+Ar ⁺ collisions by making the comparisons with the available data for the transverse diffusion coefficient. We also developed an anisotropic set of Ne+Ne ⁺ integral cross-sections based on the available data for mobility, longitudinal and transverse diffusion. Anisotropic sets of cross-sections are needed for Monte Carlo simulations of ion transport and plasma models. Received 16 June 2002 / Received in final form 2nd August 2002 Published online 24 September 2002 RID="a" ID="a"e-mail: vrhovac@phy.bg.ac.yu RID="b" ID="b"e-mail: zoran@phy.bg.ac.yu     

沉积条件对ZnTe/ZnTe:Cu薄膜结构及CdTe电池性能的影响

用共蒸发法沉积了ZnTe/ZnTe:Cu复合多晶薄膜,通过XRD,XPS,C-V,I-V等研究了沉积温度对薄膜结构、Cu浓度分布及电池性能的影响.结果表明,沉积温度对薄膜的结构影响不明显,薄膜呈立方相,经185 ℃退火后出现了六方相.对薄膜的剖析发现,Cu浓度分布呈现先上升到一极大值而后快速下降的趋势, 100 ℃沉积的ZnTe/ZnTe:Cu薄膜,ZnTe层起到了阻止Cu扩散作用,用这种薄膜制作的太阳电池X_D较大 关键词： ZnTe多晶薄膜 沉积温度 薄膜结构 器件性能     

光纤分子背向散射的温度效应及其在 分布光纤温度传感网络上应用 研究的进展

讨论了光纤分子瑞利(Rayleigh)背向散射精细结构谱和光纤分子喇曼(Ra man)背向散射光谱及其温度效应,以及在分布型光纤温度传感网络上应用研究的进展。