Mathematical modelling, technical analysis and econophysics
(2014)
Journal Article
Fry, J. (2014). Mathematical modelling, technical analysis and econophysics. Market technician : the journal of the Society of Technical Analysts, 77, 5-8
Outputs (19)
A continuous updating rule for imprecise probabilities (2014)
Presentation / Conference Contribution
Cattaneo, M. E. G. V. (2014, July). A continuous updating rule for imprecise probabilities. Presented at 15th International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems (IPMU 2014), Montpellier, FranceThe paper studies the continuity of rules for updating imprecise probability models when new data are observed. Discontinuities can lead to robustness issues: this is the case for the usual updating rules of the theory of imprecise probabilities. An... Read More about A continuous updating rule for imprecise probabilities.
On Mean Outer Radii of Random Polytopes (2014)
Journal Article
Alonso-Gutiérrez, D., Dafnis, N., Cifre, M. Á. H., & Prochno, J. (2014). On Mean Outer Radii of Random Polytopes. Indiana University Mathematics Journal, 63(2), 579-595In this paper we introduce a new sequence of quantities for random polytopes. Let $K_N=\conv\{X_1,...,X_N\}$ be a random polytope generated by independent random vectors uniformly distributed in an isotropic convex body K of $\R^n$. We prove that the... Read More about On Mean Outer Radii of Random Polytopes.
The passive diffusion of Leptospira interrogans (2014)
Journal Article
Koens, L., & Lauga, E. (2014). The passive diffusion of Leptospira interrogans. Physical Biology, 11(6), Article 066008. https://doi.org/10.1088/1478-3975/11/6/066008Motivated by recent experimental measurements, the passive diffusion of the bacterium Leptospira interrogans is investigated theoretically. By approximating the cell shape as a straight helix and using the slender-body-theory approximation of Stokesi... Read More about The passive diffusion of Leptospira interrogans.
The Lyman α forest as a tool for disentangling non-Gaussianities (2014)
Journal Article
Chongchitnan, S. (2014). The Lyman α forest as a tool for disentangling non-Gaussianities. Journal of cosmology and astroparticle physics, 2014(10), Article ARTN 034. https://doi.org/10.1088/1475-7516/2014/10/034© 2014 IOP Publishing Ltd and Sissa Medialab srl . Detection of primordial non-Gaussianity will give us an unprecedented detail of the physics of inflation. As observational probes are now exploring new expanses of the inflationary landscape, it is c... Read More about The Lyman α forest as a tool for disentangling non-Gaussianities.
Algorithms for arithmetic groups with the congruence subgroup property (2014)
Journal Article
Detinko, A. S., Flannery, D. L., & Hulpke, A. (2015). Algorithms for arithmetic groups with the congruence subgroup property. Journal of Algebra, 421, 234-259. https://doi.org/10.1016/j.jalgebra.2014.08.027© 2014 Elsevier Inc. We develop practical techniques to compute with arithmetic groups H≤SL(n,Q) for n>. 2. Our approach relies on constructing a principal congruence subgroup in H. Problems solved include testing membership in H, analyzing the subno... Read More about Algorithms for arithmetic groups with the congruence subgroup property.
Lattice gerbe theory (2014)
Journal Article
Lipstein, A. E., & Reid-Edwards, R. A. (2014). Lattice gerbe theory. Journal of High Energy Physics, 2014(9), Article ARTN 034. https://doi.org/10.1007/JHEP09%282014%29034We formulate the theory of a 2-form gauge field on a Euclidean spacetime lattice. In this approach, the fundamental degrees of freedom live on the faces of the lattice, and the action can be constructed from the sum over Wilson surfaces associated wi... Read More about Lattice gerbe theory.
Integrality and arithmeticity of solvable linear groups (2014)
Journal Article
Detinko, A. S., Flannery, D. L., & de Graaf, W. A. (2015). Integrality and arithmeticity of solvable linear groups. Journal of Symbolic Computation, 68(P1), 138-145. https://doi.org/10.1016/j.jsc.2014.08.011We develop a practical algorithm to decide whether a finitely generated subgroup of a solvable algebraic group G is arithmetic. This incorporates a procedure to compute a generating set of an arithmetic subgroup of G. We also provide a simple new alg... Read More about Integrality and arithmeticity of solvable linear groups.
Quantitative decision-making for the next generation of smarter evacuations (2014)
Book Chapter
Fry, J., Galla, T., & Binner, J. (2014). Quantitative decision-making for the next generation of smarter evacuations. In J. Preston, J. M. Binner, L. Branicki, T. Galla, N. Jones, J. King, M. Kolokitha, & M. Smyrnakis (Eds.), City Evacuations: An Interdisciplinary Approach (63-87). Springer. https://doi.org/10.1007/978-3-662-43877-0_4In this chapter we discuss the mathematical modelling of the next generation of smarter evacuations. Alongside a burgeoning literature on resilience we formulate a quantitative decision-making framework through which Social Media can be used to deliv... Read More about Quantitative decision-making for the next generation of smarter evacuations.
Multivariate bubbles and antibubbles (2014)
Journal Article
Fry, J. (2014). Multivariate bubbles and antibubbles. European Physical Journal B : Condensed Matter and Complex Systems, 87, Article 174. https://doi.org/10.1140/epjb/e2014-50324-9In this paper we develop models for multivariate financial bubbles and antibubbles based on statistical physics. In particular, we extend a rich set of univariate models to higher dimensions. Changes in market regime can be explicitly shown to repres... Read More about Multivariate bubbles and antibubbles.