Library

X
feed icon rss

Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
Filter
  • 2000-2004  (6)
  • 1890-1899
  • 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. 64.70.Pf Glass transitions – 05.70.Ln Nonequilibrium and irreversible thermodynamics  (2)
  • Social networks.  (2)
Source
Material
Years
  • 2000-2004  (6)
  • 1890-1899
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
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 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
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 3
    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
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 4
    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
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Paper (German National Licenses)
    Fulltext
  • 5
    Unknown
    Social capital : theory and research (2001)
    New York : Aldine de Gruyter
    Sociology and economics  
    Details
    Keywords: Capital social (Sociologie) ; Réseaux sociaux. ; Social capital (Sociology) ; Social networks. ; Social structure. ; Structure sociale.
    Pages: xii, 333 p.
    ISBN: 0-585-48509-7
    URL: http://www.netLibrary.com/urlapi.asp?action=summary&v=1&bookid=101506
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    E-Book (German National Licenses)
  • 6
    Unknown
    Social capital : a theory of social structure and action (2001)
    Cambridge ; New York : Cambridge University Press
    Structural analysis in the social sciences  
    Details
    Keywords: Action sociale. ; Capital social (Sociologie) ; Réseaux sociaux. ; Social action. ; Social capital (Sociology) ; Social networks.
    Pages: xiv, 278 p.
    ISBN: 0-511-01947-5
    URL: http://www.netLibrary.com/urlapi.asp?action=summary&v=1&bookid=74320
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    E-Book (German National Licenses)
Close ⊗
This website uses cookies and the analysis tool Matomo. More information can be found here...