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The European Physical Journal B - Condensed Matter and Complex Systems最新文献

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X-ray detected ferromagnetic resonance in thin films x射线检测到薄膜中的铁磁共振
Pub Date : 2006-10-06 DOI: 10.1140/EPJB/E2006-00367-6
J. Goulon, A. Rogalev, F. Wilhelm, N. Jaouen, C. Goulon-Ginet, C. Brouder
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引用次数: 24
A local realist model for correlations of the singlet state 单重态相关的局部现实模型
Pub Date : 2006-10-06 DOI: 10.1140/EPJB/E2006-00364-9
K. D. Raedt, K. Keimpema, De Raedt, K. Michielsen, S. Miyashita
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引用次数: 53
Effect of structural distortions on the magnetism of doped spin-Peierls CuGeO3 结构畸变对掺杂自旋-佩尔斯CuGeO3磁性的影响
Pub Date : 2006-09-04 DOI: 10.1140/epjb/e2006-00357-8
V. Simonet, B. Grenier, F. Villain, A. Flank, G. Dhalenne, A. Revcolevschi, J. Renard
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引用次数: 6
Investment strategies and hidden variables 投资策略和隐变量
Pub Date : 2006-06-28 DOI: 10.2139/ssrn.878044
F. Petroni, M. Serva
Abstract.The present study shows how the information on `hidden' market variables effects optimal investment strategies. We take the point of view of two investors, one who has access to the hidden variables and one who only knows the quotes of a given asset. Following Kelly's theory on investment strategies, the Shannon information and the doubling investment rate are quantified for both investors. Thanks to his privileged knowledge, the first investor can follow a better investment strategy. Nevertheless, the second investor can extract some of the hidden information looking at the past history of the asset variable. Unfortunately, due to the complexity of his strategy, this investor will have computational difficulties when he tries to apply it. He will than follow a simplified strategy, based only on the average sign of the last l quotes of the asset. This results have been tested with some Monte Carlo simulations.
摘要本研究揭示了“隐性”市场变量信息如何影响最优投资策略。我们从两个投资者的角度出发,一个可以访问隐藏变量,另一个只知道给定资产的报价。根据凯利的投资策略理论,对两种投资者的香农信息和投资倍增率进行了量化。由于他的特权知识,第一个投资者可以遵循更好的投资策略。然而,第二个投资者可以从资产变量的过去历史中提取一些隐藏的信息。不幸的是,由于他的策略的复杂性,当他试图应用它时,这位投资者将有计算困难。然后,他将遵循一种简化的策略,仅基于该资产最后1个报价的平均符号。这个结果已经用一些蒙特卡罗模拟进行了测试。
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引用次数: 0
A unified framework for the pareto law and Matthew effect using scale-free networks 使用无标度网络的帕累托定律和马太效应的统一框架
Pub Date : 2006-06-09 DOI: 10.1140/epjb/e2006-00365-8
Maobin Hu, Wenxu Wang, R. Jiang, Qing-Song Wu, B. Wang, Yonghong Wu
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引用次数: 36
Synchronization and structure in an adaptive oscillator network 自适应振荡器网络的同步与结构
Pub Date : 2006-05-22 DOI: 10.1140/epjb/e2006-00362-y
P. M. Gleiser, D. Zanette
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引用次数: 39
The semiconductor-to-ferromagnetic-metal transition in FeSb2 FeSb2中半导体到铁磁金属的转变
Pub Date : 2006-04-02 DOI: 10.1140/epjb/e2006-00361-0
A. Lukoyanov, A. Lukoyanov, V. Mazurenko, V. Mazurenko, V. Anisimov, M. Sigrist, T. M. Rice
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引用次数: 34
Thermoeconomic analysis of an irreversible Stirling heat pump cycle 不可逆斯特林热泵循环的热经济分析
Pub Date : 2005-12-20 DOI: 10.1140/epjb/e2006-00060-x
U. Lucia, G. Gervino
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引用次数: 6
Evolving Stochastic Learning Algorithm based on Tsallis entropic index 基于Tsallis熵指数的进化随机学习算法
Pub Date : 2005-12-09 DOI: 10.1140/epjb/e2006-00137-6
A. D. Anastasiadis, G. D. Magoulas
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引用次数: 5
Marked signal improvement by stochastic resonance for aperiodic signals in the double-well system 随机共振对双井系统非周期信号的显著改善
Pub Date : 2005-11-02 DOI: 10.1140/epjb/e2006-00135-8
R. Mingesz, Z. Gingl, P. Makra
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引用次数: 4
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The European Physical Journal B - Condensed Matter and Complex Systems
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