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  • 2005-2009
  • 2000-2004  (5)
  • 2001  (5)
  • PACS. 32.80.Pj Optical cooling of atoms; trapping – 34.50.Rk Laser-modified scattering and reactions  (3)
  • 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)
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Years
  • 2005-2009
  • 2000-2004  (5)
Year
  • 2001  (5)
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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    Paper (German National Licenses)
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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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    Paper (German National Licenses)
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  • 3
    Electronic Resource
    Electronic Resource
    Penning collisions of laser-cooled metastable helium atoms (2001)
    Springer
    The European physical journal 14 (2001), S. 15-22 
    Details
    ISSN: 1434-6079
    Keywords: PACS. 32.80.Pj Optical cooling of atoms; trapping – 34.50.Rk Laser-modified scattering and reactions
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: We present experimental results on the two-body loss rates in a magneto-optical trap of metastable helium atoms. Absolute rates are measured in a systematic way for several laser detunings ranging from -5 to -30 MHz and at different intensities, by monitoring the decay of the trap fluorescence. The dependence of the two-body loss rate coefficient β on the excited state ( 23 P 2) and metastable state ( 23 S 1) populations is also investigated. From these results we infer a rather uniform rate constant K sp = (1±0.4)×10-7 cm3/s.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s100530170228
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    Paper (German National Licenses)
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  • 4
    Electronic Resource
    Electronic Resource
    Inversion analysis of K 2 coupled electronic states with the Fourier grid method (2001)
    Springer
    The European physical journal 17 (2001), S. 319-328 
    Details
    ISSN: 1434-6079
    Keywords: PACS. 32.80.Pj Optical cooling of atoms; trapping – 34.50.Rk Laser-modified scattering and reactions
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: We present a new determination of the potential curves and interactions of the coupled electronic states A 1 Σ + u and b 3 Π u of the potassium dimer, based on new laser spectroscopy measurements within a molecular beam, combined with data available in the literature. We used a new global deperturbation approach, involving the Fourier Grid Hamiltonian method for energy level calculation. A standard deviation of 1.2 is obtained corresponding to a variance of 7.5×10 -3 cm-1, representing a significant improvement compared to the standard deviation of 4 yielded by the traditional local deperturbation approach.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s100530170006
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    Paper (German National Licenses)
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  • 5
    Electronic Resource
    Electronic Resource
    Cold rubidium molecule formation through photoassociation: A spectroscopic study of the 0 g - long-range state of 87 Rb 2 (2001)
    Springer
    The European physical journal 15 (2001), S. 189-198 
    Details
    ISSN: 1434-6079
    Keywords: PACS. 32.80.Pj Optical cooling of atoms; trapping – 34.50.Rk Laser-modified scattering and reactions
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: We report the detailed analysis of translationally cold rubidium molecule formation through photoassociation. Cold molecules are formed after spontaneous decay of photoexcited molecules from a laser cooled atomic sample, and are detected by selective mass spectroscopy after two-photon ionization into Rb 2 + ions. A spectroscopic study of the 0 g - (5 S + 5 P 3/2 ) pure long-range state of 87Rb2 is performed by detecting the ion yield as a function of the photoassociation laser frequency; the spectral data are theoretically analyzed within the semiclassical RKR approach. Molecular ionization is resonantly enhanced through either the 2 3 Π g or the 2 3 Σ + g intermediate molecular states. Some vibrational levels of the latter electronic state are observed and assigned here for the first time. Finally, cold molecules formation rates are calculated and compared to the experimentally measured ones, and the vibrational distribution of the formed molecules in the a 3 Σ + u ground triplet state is discussed.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s100530170165
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    Paper (German National Licenses)
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