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  • 2015-2019
  • 2000-2004  (6)
  • 2001  (6)
  • 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. 61.12.-q Neutron diffraction and scattering – 61.66.Fn Inorganic compounds – 75.25.+z Spin arrangements in magnetically ordered materials (including neutron and spin-polarized electron studies, synchrotron-source x-ray scattering, etc.) – 75.30.Et Exchange and superexchange interactions  (2)
  • PACS. 64.70.Pf Glass transitions – 05.70.Ln Nonequilibrium and irreversible thermodynamics  (2)
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Material
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  • 2015-2019
  • 2000-2004  (6)
Year
  • 2001  (6)
Keywords
  • 1
    Electronic Resource
    Electronic Resource
    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
    Keywords: 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
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: 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.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s100510170229
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  • 2
    Electronic Resource
    Electronic Resource
    Langevin dynamics of financial systems: A second-order analysis (2001)
    Springer
    The European physical journal 22 (2001), S. 123-127 
    Details
    ISSN: 1434-6036
    Keywords: 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
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: 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.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/PL00011127
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  • 3
    Electronic Resource
    Electronic Resource
    Crystal and magnetic structures of the oxyphosphates MFePO 5 (M = Fe, Co, Ni, Cu). Analysis of the magnetic ground state in terms of superexchange interactions (2001)
    Springer
    The European physical journal 22 (2001), S. 429-442 
    Details
    ISSN: 1434-6036
    Keywords: PACS. 61.12.-q Neutron diffraction and scattering – 61.66.Fn Inorganic compounds – 75.25.+z Spin arrangements in magnetically ordered materials (including neutron and spin-polarized electron studies, synchrotron-source x-ray scattering, etc.) – 75.30.Et Exchange and superexchange interactions
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: We have studied in detail the crystal and magnetic structures of the oxyphosphates MFePO5 (M: divalent transition metal) using neutron powder diffraction as a function of temperature. All of them are isomorphic to the mixed valence compound α-Fe2PO5 with space-group Pnma. No disorder exists between the two metallic sites. The M2+O6 octahedra share edges between them and faces with Fe3+O6 octahedra building zigzag chains running parallel to the b-axis that are connected by PO4 tetrahedra. The topology of this structure gives rise to a complex pattern of super-exchange interactions responsible of the observed antiferromagnetic order. The magnetic structures are all collinear with the spin directed along the b-axis except for M = Co. The experimental magnetic moments of Cu+2 and Ni2+ correspond to the expected ionic value, on the contrary the magnetic moment of Fe3+ is reduced, probably due to covalence effects, and that of Co2+ is greater than the spin-only value indicating a non negligible orbital contribution. Using numerical calculations we have established a magnetic phase diagram adapted for this type of crystal structure and determined the constraints to be satisfied by the values of the exchange interactions in order to obtain the observed magnetic structure as the ground state.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s100510170093
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  • 4
    Electronic Resource
    Electronic Resource
    Neutron diffraction study of the magnetic ordering in the series R 2 BaNiO 5 (R = Rare Earth) (2001)
    Springer
    The European physical journal 24 (2001), S. 59-70 
    Details
    ISSN: 1434-6036
    Keywords: PACS. 61.12.-q Neutron diffraction and scattering – 61.66.Fn Inorganic compounds – 75.25.+z Spin arrangements in magnetically ordered materials (including neutron and spin-polarized electron studies, synchrotron-source x-ray scattering, etc.) – 75.30.Et Exchange and superexchange interactions
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: A neutron diffraction study, as a function of temperature, of the title compounds is presented. The whole family (space group Immm, a ≈ 3.8Å, b ≈ 5.8Å, c ≈ 11.3Å) is structurally characterised by the presence of flattened NiO6 octahedra that form chains along the a-axis, giving rise to a strong Ni-O-Ni antiferromagnetic interaction. Whereas for Y-compound only strong 1D correlations exist above 1.5 K, presenting the Haldane gap characteristic of 1D AF chain with integer spin, 3D AF ordering is established simultaneously for both R and Ni sublattices at temperatures depending on the rare earth size and magnetic moment. The magnetic structures of R2BaNiO5 ( R = Nd, Tb, Dy, Ho, Er and Tm) have been determined and refined as a function of temperature. The whole family orders with a magnetic structure characterised by the temperature-independent propagation vector = (1/2, 0, 1/2). At 1.5 K the directions of the magnetic moments differ because of the different anisotropy of the rare earth ions. Except for Tm and Yb (which does not order above 1.5 K), the magnetic moment of the R3+ cations are close to the free-ion value. The magnetic moment of Ni2+ is around 1.4 , the strong reduction with respect to the free-ion value is probably due to a combination of low-dimensional quantum effects and covalency. The thermal evolution of the magnetic structures from T N down to 1.5 K is studied in detail. A smooth re-orientation, governed by the magnetic anisotropy of R3+, seems to occur below and very close to T N in some of these compounds: the Ni moment rotates from nearly parallel to the a-axis toward the c-axis following the R moments. We demonstrate that for setting up the 3D magnetic ordering the R-R exchange interactions cannot be neglected.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s100510170022
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  • 5
    Electronic Resource
    Electronic Resource
    Validity of the zero-thermodynamic law in off-equilibrium coupled harmonic oscillators (2001)
    Springer
    The European physical journal 20 (2001), S. 105-122 
    Details
    ISSN: 1434-6036
    Keywords: PACS. 64.70.Pf Glass transitions – 05.70.Ln Nonequilibrium and irreversible thermodynamics
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: In order to describe the thermodynamics of the glassy systems it has been recently introduced an extra parameter, the effective temperature which generalizes the fluctuation-dissipation theorem (FDT) to off-equilibrium systems and supposedly describes thermal fluctuations around the aging state. Using this concept we investigate the applicability of a zeroth thermodynamic law for non-equilibrium systems. In particular we study two coupled systems of harmonic oscillators with Monte Carlo dynamics. We analyze in detail two types of dynamics: 1) sequential dynamics where the coupling between the subsystems comes only from the Hamiltonian and 2) parallel dynamics where there is a further coupling between the subsystems arising from the dynamics. We show that the coupling described in the first case is not enough to make asymptotically the effective temperatures of the two interacting subsystems equalize, the reason being the too small thermal conductivity between them in the aging state. This explains why different interacting degrees of freedom in structural glasses may stay at different effective temperatures without never mutually thermalizing.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01313919
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  • 6
    Electronic Resource
    Electronic Resource
    Heat transfer and Fourier's law in off-equilibrium systems (2001)
    Springer
    The European physical journal 21 (2001), S. 115-120 
    Details
    ISSN: 1434-6036
    Keywords: PACS. 64.70.Pf Glass transitions – 05.70.Ln Nonequilibrium and irreversible thermodynamics
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: We study the most suitable procedure to measure the effective temperature in off-equilibrium systems. We analyze the stationary current established between an off-equilibrium system and a thermometer and the necessary conditions for that current to vanish. We find that the thermometer must have a short characteristic time-scale compared to the typical decorrelation time of the glassy system to correctly measure the effective temperature. This general conclusion is confirmed analyzing an ensemble of harmonic oscillators with Monte Carlo dynamics as an illustrative example of a solvable model of a glass. We also find that the current defined allows to extend Fourier's law to the off-equilibrium regime by consistently defining effective transport coefficients. Our results for the oscillator model explain why thermal conductivities between thermalized and frozen degrees of freedom in structural glasses are extremely small.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01315082
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