Bibliothek

X
feed icon rss

Ihre E-Mail wurde erfolgreich gesendet. Bitte prüfen Sie Ihren Maileingang.

Leider ist ein Fehler beim E-Mail-Versand aufgetreten. Bitte versuchen Sie es erneut.

Vorgang fortführen?

Exportieren
Filter
  • 2000-2004  (4)
  • 1965-1969
  • 1920-1924
  • 1830-1839
  • 2001  (4)
  • 1838
  • 1833
  • PACS. 02.50.Ey Stochastic processes – 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion – 89.90.+n Other topics in areas of applied and interdisciplinary physics  (2)
  • PACS. 32.80.Pj Optical cooling of atoms; trapping – 42.50.Vk Mechanical effects of light on atoms, molecules, electrons, and ions  (2)
Datenquelle
Materialart
Erscheinungszeitraum
  • 2000-2004  (4)
  • 1965-1969
  • 1920-1924
  • 1830-1839
Jahr
  • 2001  (4)
  • 1838
  • 1833
  • 2003  (1)
Schlagwörter
  • 1
    Digitale Medien
    Digitale Medien
    Empirical properties of the variety of a financial portfolio and the single-index model (2001)
    Springer
    The European physical journal 20 (2001), S. 503-509 
    Details
    ISSN: 1434-6036
    Schlagwort(e): PACS. 02.50.Ey Stochastic processes – 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion – 89.90.+n Other topics in areas of applied and interdisciplinary physics
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Physik
    Notizen: Abstract: We investigate the variety of a portfolio of stocks in normal and extreme days of market activity. We show that the variety carries information about the market activity which is not present in the single-index model and we observe that the variety time evolution is not time reversal around the crash days. We obtain the theoretical relation between the square variety and the mean return of the ensemble return distribution predicted by the single-index model. The single-index model is able to mimic the average behavior of the square variety but fails in describing quantitatively the relation between the square variety and the mean return of the ensemble distribution. The difference between empirical data and theoretical description is more pronounced for large positive values of the mean return of the ensemble distribution. Other significant deviations are also observed for extreme negative values of the mean return.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/s100510170229
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
    Artikel (Nationallizenzen)
    Volltext
  • 2
    Digitale Medien
    Digitale Medien
    Langevin dynamics of financial systems: A second-order analysis (2001)
    Springer
    The European physical journal 22 (2001), S. 123-127 
    Details
    ISSN: 1434-6036
    Schlagwort(e): PACS. 02.50.Ey Stochastic processes – 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion – 89.90.+n Other topics in areas of applied and interdisciplinary physics
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Physik
    Notizen: Abstract: We address the issue of stock market fluctuations within Langevin Dynamics (LD) and the thermodynamics definitions of multifractality in order to study its second-order characterization given by the analogous specific heat Cq, where q is an analogous temperature relating the moments of the generating partition function for the financial data signals. Due to non-linear and additive noise terms within the LD, we found that Cq can display a shoulder to the right of its main peak as also found in the S&P500 historical data which may resemble a classical phase transition at a critical point.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/PL00011127
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
    Artikel (Nationallizenzen)
    Volltext
  • 3
    Digitale Medien
    Digitale Medien
    Single-beam optical bottle for cold atoms using a conical lens (2001)
    Springer
    The European physical journal 14 (2001), S. 373-376 
    Details
    ISSN: 1434-6079
    Schlagwort(e): PACS. 32.80.Pj Optical cooling of atoms; trapping – 42.50.Vk Mechanical effects of light on atoms, molecules, electrons, and ions
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Physik
    Notizen: Abstract: We report a new method to generate an optical dipole potential with a null intensity region surrounded in all directions by light walls. This is achieved with a simple scheme based on a conical lens. Applications to optical trapping of neutral atoms are discussed.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/s100530170205
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
    Artikel (Nationallizenzen)
    Volltext
  • 4
    Digitale Medien
    Digitale Medien
    A continuous cold atomic beam from a magneto-optical trap (2001)
    Springer
    The European physical journal 15 (2001), S. 245-249 
    Details
    ISSN: 1434-6079
    Schlagwort(e): PACS. 32.80.Pj Optical cooling of atoms; trapping – 42.50.Vk Mechanical effects of light on atoms, molecules, electrons, and ions
    Quelle: Springer Online Journal Archives 1860-2000
    Thema: Physik
    Notizen: Abstract: We have developed and characterized a new method to produce a continuous beam of cold atoms from a standard vapour-cell magneto-optical trap (MOT). The experimental apparatus is very simple. Using a single laser beam it is possible to hollow out in the source MOT a direction of unbalanced radiation pressure along which cold atoms can be accelerated out of the trap. The transverse cooling process that takes place during the extraction reduces the beam divergence. The atomic beam is used to load a magneto-optical trap operating in an ultra-high vacuum environment. At a vapour pressure of 10-8mbar in the loading cell, we have produced a continuous flux of 7×107atoms/s at the recapture cell with a mean velocity of 14 m/s. A comparison of this method with a pulsed transfer scheme is presented.
    Materialart: Digitale Medien
    URL: http://dx.doi.org/10.1007/s100530170172
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
    Artikel (Nationallizenzen)
    Volltext
Schließen ⊗
Diese Webseite nutzt Cookies und das Analyse-Tool Matomo. Weitere Informationen finden Sie hier...