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
All Outputs (19)
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.
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.
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. Smyrnakis (Eds.), City Evacuations: An Interdisciplinary Approach (63-87). Berlin: 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.
On air cushioning in axisymmetric impacts (2014)
Journal Article
Moore, M., & Oliver, J. (2014). On air cushioning in axisymmetric impacts. IMA Journal of Applied Mathematics, 79(4), 661-680. https://doi.org/10.1093/imamat/hxu026This paper extends the work of Moore et al. (2013, Air-cushioning in impact problems. IMA J. Appl. Math., 78, 818–838) by using a displacement potential formulation to analyse the post-impact effect of an air-cushioning layer on the normal impact of... Read More about On air cushioning in axisymmetric impacts.
The largest subsemilattices of the endomorphism monoid of an independence algebra (2014)
Journal Article
Araújo, J., Bentz, W., & Konieczny, J. (2014). The largest subsemilattices of the endomorphism monoid of an independence algebra. Linear algebra and its applications, 458, 60-79. https://doi.org/10.1016/j.laa.2014.05.041An algebra A is said to be an independence algebra if it is a matroid algebra and every map α:X→A, defined on a basis X of A, can be extended to an endomorphism of A. These algebras are particularly well-behaved generalizations of vector spaces, and... Read More about The largest subsemilattices of the endomorphism monoid of an independence algebra.
Book spreads in PG (7, 2) (2014)
Journal Article
Shaw, R., & Topalova, S. T. (2014). Book spreads in PG (7, 2). Discrete Mathematics, 330, 76-86. https://doi.org/10.1016/j.disc.2014.04.013An (n,q,r,s) book is a collection of r-subspaces in PG(n,q) called pages, which cover the whole projective space and intersect in a common s-subspace called the spine such that any point outside the spine is in exactly one page. An (n,q,r,s) book t-s... Read More about Book spreads in PG (7, 2).
Ising critical exponents on random trees and graphs (2014)
Journal Article
Dommers, S., Giardinà, C., & van der Hofstad, R. (2014). Ising critical exponents on random trees and graphs. Communications in mathematical physics, 328(1), 355-395. https://doi.org/10.1007/s00220-014-1992-2We study the critical behavior of the ferromagnetic Ising model on random trees as well as so-called locally tree-like random graphs. We pay special attention to trees and graphs with a power-law offspring or degree distribution whose tail behavior i... Read More about Ising critical exponents on random trees and graphs.
Capillary and viscous perturbations to Helmholtz flows (2014)
Journal Article
Moore, M., Ockendon, H., Ockendon, J., & Oliver, J. (2014). Capillary and viscous perturbations to Helmholtz flows. Journal of Fluid Mechanics, 742, Article R1. https://doi.org/10.1017/jfm.2014.39Inspired by recent calculations by Thoraval et al. (Phys. Rev. Lett., vol. 108, 2012, p. 264506) relating to droplet impact, this paper presents an analysis of the perturbations to the free surface caused by small surface tension and viscosity in ste... Read More about Capillary and viscous perturbations to Helmholtz flows.
Taylor's modularity conjecture holds for linear idempotent varieties (2014)
Journal Article
Bentz, W., & Sequeira, L. (2014). Taylor's modularity conjecture holds for linear idempotent varieties. Algebra universalis, 71(2), 101-107. https://doi.org/10.1007/s00012-014-0273-4The “Modularity Conjecture” is the assertion that the join of two nonmodular varieties in the lattice of interpretability types is nonmodular. We establish the veracity of this conjecture for the case of linear idempotent varieties. We also establish... Read More about Taylor's modularity conjecture holds for linear idempotent varieties.
Constraining isocurvature perturbations with the 21 cm emission from minihaloes (2014)
Journal Article
Takeuchi, Y., & Chongchitnan, S. (2014). Constraining isocurvature perturbations with the 21 cm emission from minihaloes. Monthly notices of the Royal Astronomical Society, 439(1), 1125-1135. https://doi.org/10.1093/mnras/stu059We investigate the effects of isocurvature perturbations on the 21 cm radiation from minihaloes (MHs) at high redshifts and examine constraints on the isocurvature amplitude and power spectrum using the next generation of radio telescopes such as the... Read More about Constraining isocurvature perturbations with the 21 cm emission from minihaloes.
Bubbles, shocks and elementary technical trading strategies (2014)
Journal Article
Fry, J. (2014). Bubbles, shocks and elementary technical trading strategies. European Physical Journal B : Condensed Matter and Complex Systems, 87, Article 1. https://doi.org/10.1140/epjb/e2013-40587-yIn this paper we provide a unifying framework for a set of seemingly disparate models for bubbles, shocks and elementary technical trading strategies in financial markets. Markets operate by balancing intrinsic levels of risk and return. This seeming... Read More about Bubbles, shocks and elementary technical trading strategies.
Maxitive Integral of Real-Valued Functions (2014)
Presentation / Conference Contribution
Cattaneo, M. E. G. V. Maxitive Integral of Real-Valued FunctionsThe paper pursues the definition of a maxitive integral on all real-valued functions (i.e., the integral of the pointwise maximum of two functions must be the maximum of their integrals). This definition is not determined by maxitivity alone: additio... Read More about Maxitive Integral of Real-Valued Functions.