A nonextensive approach to the dynamics of financial observables

We present results about financial market observables, specifically returns and traded volumes. They are obtained within the current nonextensive statistical mechanical framework based on the entropy . More precisely, we present stochastic dynamical mechanisms which mimic probability density functions empirically observed. These mechanisms provide possible interpretations for the emergence of the entropic indices q in the time evolution of the corresponding observables. In addition to this, through multi-fractal analysis of return time series, we verify that the dual relation q_stat+q_sens=2 is numerically satisfied, q_stat and q_sens being associated to the probability density function and to the sensitivity to initial conditions respectively. This type of simple relation, whose understanding remains ellusive, has been empirically verified in various other systems.     

Beam-helicity asymmetry in photon and pion electroproduction in the Δ(1232)-resonance region at Q2 = 0.35(GeV/c)2

The beam-helicity asymmetry has been measured simultaneously for the reactions p→epγ and p→epπ ⁰ in the Δ(1232)-resonance region at Q ² = 0.35(GeV/c)². The experiment was performed at MAMI with a longitudinally polarized beam and an out-of-plane detection of the proton. The results are compared with calculations based on dispersion relations for virtual Compton scattering and with the MAID model for pion electroproduction. There is an overall good agreement between experiment and theoretical calculations. The remaining discrepancies may be ascribed to an imperfect parametrization of some γ ^(*) N→πN multipoles, mainly contributing to the non-resonant background. The beam-helicity asymmetry in both channels (γ and π ⁰) shows a good sensitivity to these multipoles and should allow future improvement in their parametrization.     

Low- x QCD physics from RHIC and HERA to the LHC

We present a summary of the physics of gluon saturation and non-linear QCD evolution at small values of the parton momentum fraction x in the proton and nucleus in the context of recent experimental results at HERA and RHIC. The rich physics potential of low-x studies at the LHC, especially in the forward region, is discussed and some benchmark measurements in pp, pA and AA collisions are introduced.     

Laser polarization effects on K-shell Compton scattering

We study Compton scattering on the ground state of the hydrogen atom in the presence of an intense low-frequency electric field (the laser) of arbitrary polarization, for incident and scattered photons of energies around 15 keV. The adopted formalism is the nonrelativistic one developed by Voitkiv et al. [J. Phys. B: At. Mol. Opt. Phys. 36, 1907 (2003)] and applied by them for a circularly polarized laser. We explore the spectrum and the electron energy distribution in their dependence on the incident photon energy or electric field intensity, for different polarizations.     

Probing Ag nanoparticle surface oxidation in contact with (in)organics: an X‐ray scattering and fluorescence yield approach

Characterizing interfacial reactions is a crucial part of understanding the behavior of nanoparticles in nature and for unlocking their functional potential. Here, an advanced nanostructure characterization approach to study the corrosion processes of silver nanoparticles (Ag‐Nps), currently the most highly produced nanoparticle for nanotechnology, is presented. Corrosion of Ag‐Nps under aqueous conditions, in particular in the presence of organic matter and halide species common to many natural environments, is of particular importance because the release of toxic Ag⁺ from oxidation/dissolution of Ag‐Nps may strongly impact ecosystems. In this context, Ag‐Nps capped with polyvinolpyrrolidone (PVP) in contact with a simple proxy of organic matter in natural waters [polyacrylic acid (PAA) and Cl^? in solution] has been investigated. A combination of synchrotron‐based X‐ray standing‐wave fluorescence yield‐ and X‐ray diffraction‐based experiments on a sample consisting of an approximately single‐particle layer of Ag‐Nps deposited on a silicon substrate and coated by a thin film of PAA containing Cl revealed the formation of a stable AgCl corrosion product despite the presence of potential surface stabilizers (PVP and PAA). Diffusion and precipitation processes at the Ag‐Nps–PAA interface were characterized with a high spatial resolution using this new approach.     

A Raman spectroscopic study of copiapites Fe2+Fe3+(SO4)6(OH)2 · 20H2O: environmental implications

Raman spectroscopy has been used to study selected mineral samples of the copiapite group. Copiapite (Fe²⁺Fe³⁺(SO₄)₆(OH)₂ · 20H₂O) is a secondary mineral formed through the oxidation of pyrite. Minerals of the copiapite group have the general formula AFe₄(SO₄)₆(OH)₂ · 20H₂O, where A has a + 2 charge and can be either magnesium, iron, copper, calcium and/or zinc. The formula can also be B_2/3Fe₄(SO₄)₆(OH)₂ · 20H₂O, where B has a + 3 charge and may be either aluminium or iron. For each mineral, two Raman bands are observed at around 992 and 1029 cm⁻¹, assigned to the (SO₄)²⁻ν₁ symmetric stretching mode. The observation of two bands provides evidence for the existence of two non‐equivalent sulfate anions in the mineral structure. Three Raman bands at 1112, 1142 and 1161 cm⁻¹ are observed in the Raman spectrum of copiapites, indicating a reduction of symmetry of the sulfate anion in the copiapite structure. This reduction in symmetry is supported by multiple bands in the ν₂ and ν₄(SO₄)²⁻ spectral regions. Copyright © 2010 John Wiley & Sons, Ltd.     

The long term impact of a coherence based model for mathematics intervention

This article presents a large-scale longitudinal study of hundreds of students across the state of Kentucky that participated in a dual-focus mathematics intervention initiative when they were in the third grade. Rather than an exclusive focus on intervention, this initiative focused on both (i) high quality pull-out intervention and (ii) coherence between pull-out intervention and classroom instruction. The study found that over half of the third grade intervention students that participated in this initiative were classified as “novice” (the lowest possible performance category) on state standardized mathematics assessments at the end of the third grade. However, over the course of the following four years, the novice reduction rate of these students was significantly (p < .01) greater than other novices in Kentucky that did not participate in the initiative. These findings indicate that when implementing intervention initiatives to help students that are struggling with mathematics, it may be important to establish coherence between pull-out intervention and classroom instruction. The long term impact of this approach among traditionally underrepresented minorities suggest that this publication may provide insight into important equity issues where long-term analyses may sometimes be needed to capture the full impact of intervention initiatives.     

Exploring the operation of a tiny heat engine

We model a tiny heat engine as a Brownian particle that moves in a viscous medium in a sawtooth potential (with or without load) assisted by alternately placed hot and cold heat baths along its path. We find closed form expression for the steady-state current as a function of the model parameters. This enables us to deal with the energetics of the model and evaluate either its efficiency or its coefficient of performance depending upon whether the model functions either as a heat engine or as a refrigerator, respectively. We also study the way current changes with changes in parameters of interest. When we plot the phase diagrams showing the way the model operates, we not only find regions where it functions as a heat engine and as a refrigerator but we also identify a region where the model functions as neither of the two.     

Crosstalk between two-photon and two-color (two-photon) excitation in optical beam induced current generation with two confocal excitation beams

We analyze the influence of residual two-photon excitation (2PE) in two-color (two-photon) optical beam induced current (2CE-OBIC) generation in wide band gap semiconductor samples. 2CE-OBIC generation is accomplished with two confocal excitation beams of separation angle θ and wavelengths λ₁ and λ₂ where , λ_e = hc/E_b, h is the Planck’s constant, c is speed of light in vacuum, and E_b is the energy band gap. Because the conduction band of the sample is a continuum, at least one excitation beam would also contribute an undesirable 2PE-OBIC signal that degrades the signal-to-noise ratio of the measured 2CE-OBIC response and broadens the effective OBIC distribution in the sample particularly when θ ≠ 0 or π. We show that the deleterious effects of crosstalk are reduced by a careful selection of λ₁ and λ₂ and the relative excitation beam intensities. λ₁ and λ₂ should be chosen to minimize the ratio of the two-photon absorption coefficients (β₁, β₂) to the 2CE absorption coefficient β₁₂ or at least satisfy the constraint: β₁ + β₂  β₁₂. Keeping the two excitation intensities equal is beneficial only when β₁ = β₂. Otherwise, it is advantageous to bias the intensity ratio towards the wavelength with a lower 2PE absorption coefficient.     

Stochastic phenomena in a fiber Raman amplifier

The interplay of such cornerstones of modern nonlinear fiber optics as a nonlinearity, stochasticity and polarization leads to variety of the noise induced instabilities including polarization attraction and escape phenomena harnessing of which is a key to unlocking the fiber optic systems specifications required in high resolution spectroscopy, metrology, biomedicine and telecommunications. Here, by using direct stochastic modeling, the mapping of interplay of the Raman scattering‐based nonlinearity, the random birefringence of a fiber, and the pump‐to‐signal intensity noise transfer has been done in terms of the fiber Raman amplifier parameters, namely polarization mode dispersion, the relative intensity noise of the pump laser, fiber length, and the signal power. The obtained results reveal conditions for emergence of the random birefringence‐induced resonance‐like enhancement of the gain fluctuations (stochastic anti‐resonance) accompanied by pulse broadening and rare events in the form of low power output signals having probability heavily deviated from the Gaussian distribution.