A New Look at Calendar Anomalies: Multifractality and Day-of-the-Week Effect

Stock markets can become inefficient due to calendar anomalies known as the day-of-the-week effect. Calendar anomalies are well known in the financial literature, but the phenomena remain to be explored in econophysics. This paper uses multifractal analysis to evaluate if the temporal dynamics of market returns also exhibit calendar anomalies such as day-of-the-week effects. We apply multifractal detrended fluctuation analysis (MF-DFA) to the daily returns of market indices worldwide for each day of the week. Our results indicate that distinct multifractal properties characterize individual days of the week. Monday returns tend to exhibit more persistent behavior and richer multifractal structures than other day-resolved returns. Shuffling the series reveals that multifractality arises from a broad probability density function and long-term correlations. The time-dependent multifractal analysis shows that the Monday returns’ multifractal spectra are much wider than those of other days. This behavior is especially persistent during financial crises. The presence of day-of-the-week effects in multifractal dynamics of market returns motivates further research on calendar anomalies for distinct market regimes.     

Dynamics of erbium-doped fibre laser with optical delay feedback and chaotic synchronization

The dynamical behaviour of the erbium-doped fibre single-ring laser with an optical delay feedback is discussed. Simulation shows that as the delay rate increases, the lasing light displays period-doubling which leads to chaos and via reverse period-doubling route returns from chaos to periodic. At a particular delay rate the intermittently chaotic route to chaos is also observed. The identical synchronization based on chaos in this ring laser is demonstrated by numerical simulation.     

Extremely narrow plasmon resonances based on diffraction coupling of localized plasmons in arrays of metallic nanoparticles

We experimentally demonstrate extremely narrow plasmon resonances with half-width of just several nanometers in regular arrays of metallic nanoparticles. These resonances are observed at Rayleigh's cutoff wavelengths for Wood anomalies and based on diffraction coupling of localized plasmons. We show experimentally that reflection from an array of nanoparticles can be completely suppressed at certain wavelengths. As a result, our metal nanostructures exhibit pi-jump for the phase of the reflected light.     

Cross-correlations in volume space: Differences between buy and sell volumes

We study the cross-correlations of buy and sell volumes on the Korean stock market in high frequency. We observe that the pulling effects of volumes are as small as that of returns. The properties of the correlations of buy and sell volumes differ. They are explained by the degree of synchronization of stock volumes. Further, the pulling effects on the minimal spanning tree are studied. In minimal spanning trees with directed links, the large pulling effects are clustered at the center, not uniformly distributed. The Epps effect of buy and sell volumes are observed. The reversal of the cross-correlations of buy and sell volumes is also detected.     

Effect of metal boundaries on surface-wave spectrum in plasma-vacuum structures

The effect of metal on the surface-wave spectrum in cylindrical metal-plasma-vacuum-metal and metal-vacuum-plasma-metal waveguide structures and waveguides with a single metal boundary is investigated. It is shown that such boundaries can greatly affect the spectral properties of the waveguide and change the nature of surface-wave dispersion. Analytic expressions are obtained for the frequency of symmetrical surface waves in various spectrum intervals. The strong dependence of phase velocity on the size of the internal metal cylinder that is found can be convenient for beam and wave synchronization in a plasma waveguide.     

Synchronization of hyperchaotic Chen systems: a class of the adaptive control approach

The synchronization of hyperchaotic Chen systems is considered. An adaptive synchronization approach and a cascade adaptive synchronization approach are presented to synchronize a drive system and a response system. By utilizing an adaptive controller based on the dynamic compensation mechanism, exact knowledge of the systems is not necessarily required, and the synchronous speed is controllable by tuning the controller parameters. Sufficient conditions for the asymptotic stability of the two synchronization schemes are derived. Numerical simulation results demonstrate that the adaptive synchronization scheme with four control inputs and the cascade adaptive synchronization scheme with only one control signal are effective and feasible in chaos synchronization of hyperchaotic systems.     

基于光电负反馈的激光混沌串联同步系统研究

提出了一种新的混沌中继系统，该系统基于光电负反馈的激光混沌串联同步.对该系统的同步性以及激光器内部参数失配对其同步性的影响进行了研究，并与基于光反馈的激光混沌串联同步系统进行了比较.研究结果表明：当系统参量满足一定条件时，该系统能实现完全同步；当激光器内部参数失配时，其混沌同步性会受到一定的影响，但该系统的混沌同步性对参数失配的容忍性要比基于光反馈的系统好得多.     

Phase transitions and electron-phonon coupling in platinum hydride

Structural phase transitions and superconducting properties of platinum hydride under pressure are explored through the first-principles calculations based on the density functional theory. Three new low-pressure phases (Pm3m, Cmmm and P4/nmm) are predicted, and all of them are metallic and stable relative to decomposed cases. The superconducting critical temperature of two high-pressure phases correlates with the electron-phonon coupling. The presence of soft modes induced by Kohn anomalies and the hybridization between H and Pt atoms result in the strong electron-phonon coupling. Our results have major implications for other transition metal hydrides under pressure.     

Theoretical investigations of cascaded chaotic synchronization and communication based on optoelectronic negative feedback semiconductor lasers

In this paper, a novel chaotic relay system, based on cascaded synchronization in optoelectronic negative feedback chaotic semiconductor lasers, is presented. Synchronization characteristics and the influence of parameter mismatches on synchronization performances are investigated. The results show that the complete synchronization can be achieved under suitable system parameters; internal parameter mismatches of the lasers have influence on synchronization quality, but the system possesses more robustness to parameter mismatches compared with cascaded synchronization based on coherent optical feedback. Moreover, communication related issues are also investigated. Under the additive chaos modulation (ACM) encryption scheme, encoded messages can be successfully extracted at both mediator laser (ML) and receiver laser (RL) parts; parameter mismatches of the lasers will affect messages decoding, but the influence is not strong.     

An approach to chaotic synchronization

This paper deals with the chaotic oscillator synchronization. An approach to the synchronization of chaotic oscillators has been proposed. This approach is based on the analysis of different time scales in the time series generated by the coupled chaotic oscillators. It has been shown that complete synchronization, phase synchronization, lag synchronization, and generalized synchronization are the particular cases of the synchronized behavior called "time-scale synchronization." The quantitative measure of chaotic oscillator synchronous behavior has been proposed. This approach has been applied for the coupled R?ssler systems and two coupled Chua's circuits.     

超混沌Chen系统和超混沌Roessler系统的异结构同步

用两种不同的方法——主动控制同步法和自适应控制同步法实现超混沌Chen系统和超混沌Roessler系统的异结构同步，各自设计了不同的控制器，使得响应系统与驱动系统同步．当参数已知时，采用主动控制法，方法简单有效且不需要构造Lyapunov函数，实现同步的时间短；当系统参数未知或结构不确定时，基于Lyapunov稳定性理论，给出自适应同步控制器的系统设计过程和参数自适应律，使得系统达到同步同时识别未知参数，数值模拟验证了两种方法的有效性。     

Synchronization of chaotic oscillator time scales

We consider chaotic oscillator synchronization and propose a new approach for detecting the synchronized behavior of chaotic oscillators. This approach is based on analysis of different time scales in the time series generated by coupled chaotic oscillators. We show that complete synchronization, phase synchronization, lag synchronization, and generalized synchronization are particular cases of the synchronized behavior called time-scale synchronization. A quantitative measure of chaotic oscillator synchronous behavior is proposed. This approach is applied to coupled Rössler systems.     

Artificial polarization anomalies from holographic gratings

An aluminum reflection grating made holographically was found to display polarization anomalies when illuminated with p-polarized light. Additional anomalies were detected for both p- and s-polarizations after the grating was coated with a layer of dielectric (410 nm of photoresist). These new anomalies have been interpreted in terms of the optical guided modes of a thin film dielectric waveguide bounded on one side by metal and on the other by vacuum.     

Synchronization between different motifs

In this paper,we study the synchronization between different motifs.First,the synchronization between two networks with different topology structures and different dynamical behaviours is studied.With the open-plus-closed-loop(OPCL) method,conditions for two different networks to realize synchronization are given.Then based on the theoretical results achieved,the synchronization between different motifs is studied,which verifies the effectiveness and feasibility of the synchronization scheme.     

激光打靶同步系统电磁兼容性能研究

用电学理论分析了高速数字同步系统电磁兼容的实施处理方法及晃动补偿法原理.对电场f干扰的屏蔽,采用电导率高的金属Cu或Al材料,其屏蔽反射损耗R理想;对磁场的屏蔽,采用高导磁率的坡莫合金材料,其屏蔽反射损耗R理想;采用EMI滤波器,电容温度系数小、精度高,电感材料呈现的等效电阻R与吸收的干扰频段吻合,达到最大抑制电磁干扰的效率.实验证明这些方法是有效的.     

A nonlinear control scheme to anticipated and complete synchronization in discrete-time chaotic (hyperchaotic) systems

In this Letter, a new synchronization scheme is presented to study anticipated synchronization and complete synchronization in discrete-time chaotic and hyperchaotic systems based on the active control idea. The scheme is applied to investigate anticipated synchronization and complete synchronization between two identical 3D generalized Hénon maps, as well as 3D discrete-time Yeh–Kokotovic map and 3D generalized Hénon maps. Numerical simulations are used to verify the effectiveness of the proposed scheme.     

Adaptive Synchronization of Fractional Order Complex-Variable Dynamical Networks via Pinning Control

In this paper, the synchronization of fractional order complex-variable dynamical networks is studied using an adaptive pinning control strategy based on close center degree. Some effective criteria for global synchronization of fractional order complex-variable dynamical networks are derived based on the Lyapunov stability theory. From the theoretical analysis, one concludes that under appropriate conditions, the complex-variable dynamical networks can realize the global synchronization by using the proper adaptive pinning control method. Meanwhile, we succeed in solving the problem about how much coupling strength should be applied to ensure the synchronization of the fractional order complex networks. Therefore, compared with the existing results, the synchronization method in this paper is more general and convenient. This result extends the synchronization condition of the real-variable dynamical networks to the complex-valued field, which makes our research more practical. Finally, two simulation examples show that the derived theoretical results are valid and the proposed adaptive pinning method is effective.     

Double compound combination synchronization among eight n-dimensional chaotic systems

Depending on double compound synchronization and compound combination synchronization, a new kind of synchronization is introduced which is the double compound combination synchronization(DCCS) of eight n-dimensional chaotic systems. This kind may be considered as a generalization of many types of synchronization. In the communication, based on many of drive and response systems, the transmitted and received signals will be more secure. Using the Lyapunov stability theory and nonlinear feedback control, analytical formulas of control functions are obtained to insure our results. The corresponding analytical expression and numerical treatment are used to show the validity and feasibility of our proposed synchronization scheme. The eight memristor-based Chua oscillators are considered as an example. Other examples can be similarly investigated. The proposed synchronization technique is supported using the MATLAB simulation outcomes. We obtain the same results of numerical treatment of our synchronization using simulation observations of our example.     

Adaptive exponential synchronization of delayed chaotic networks

This paper deals with the global exponential synchronization of a class of delayed chaotic networks. Under some simple conditions, the global synchronization of a network about its all variables is derived by only considering the global synchronization of its partial variables. Furthermore, based on the Halanay inequality technique, some delay-independent criteria are obtained to ensure the adaptive exponential synchronization of the model. And the simpler, less conservative and more efficient results are easy to be verified in engineering applications. Finally, an illustrative example is given to demonstrate the effectiveness of the presented synchronization scheme.     

Adaptive synchronization and lag synchronization of uncertain dynamical system with time delay based on parameter identification

In this paper, the adaptive synchronization and lag synchronization are considered for uncertain dynamical system with time delay based on parameter identification and a novel control method is then further given using the Lyapunov functional method. With this new and effective method, parameter identification and lag synchronization can be achieved simultaneously. Simulation results are given to justify the theoretical analysis in this paper.