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Non-linear correlation analysis in financial markets using hierarchical clustering 基于层次聚类的金融市场非线性相关分析
IF 1.2 Q3 Physics and Astronomy Pub Date : 2023-01-12 DOI: 10.1088/2399-6528/acd618
J. E. Salgado-Hern'andez, Manan Vyas
Distance correlation coefficient (DCC) can be used to identify new associations and correlations between multiple variables. The distance correlation coefficient applies to variables of any dimension, can be used to determine smaller sets of variables that provide equivalent information, is zero only when variables are independent, and is capable of detecting nonlinear associations that are undetectable by the classical Pearson correlation coefficient (PCC). Hence, DCC provides more information than the PCC. We analyze numerous pairs of stocks in S&P500 database with the distance correlation coefficient and provide an overview of stochastic evolution of financial market states based on these correlation measures obtained using agglomerative clustering.
距离相关系数(DCC)可用于识别多个变量之间的新关联和相关性。距离相关系数适用于任何维度的变量,可用于确定提供等效信息的较小变量集,仅当变量独立时为零,并且能够检测经典皮尔逊相关系数(PCC)无法检测到的非线性关联。因此,DCC比PCC提供更多的信息。我们用距离相关系数分析了标准普尔500指数数据库中的许多股票对,并基于使用聚集聚类获得的这些相关测度,概述了金融市场状态的随机演变。
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引用次数: 0
Modeling of optical wave propagation through turbulent atmosphere using fractional approach for FSO wireless communication FSO无线通信中光波在湍流大气中传播的分形建模
IF 1.2 Q3 Physics and Astronomy Pub Date : 2023-01-10 DOI: 10.1088/2399-6528/acb1ef
A. Khan, M. Zubair, U. Younis
Free space optical (FSO) wireless communication has emerged as a viable alternative to the existing fiber optics and radio frequency (RF) communications due to its ability to operate in unlicensed spectrum, offering huge data handling capacities and being cost effective with easy deployment. The underlying communication mechanism in the FSO link is based upon the laser beam propagation model. The propagating free space optical beam undergoes signal degradation due to refraction and diffraction caused by atmospheric turbulence measured by refractive index structure parameter (C n 2). In this work, a novel, robust analytical model for propagating Gaussian-beam through atmospheric turbulence is presented, by solving the space-fractional paraxial wave equation. We report analytical expressions for the intensity and long-term beam spreading of a Gaussian beam in terms of space-fractional parameter D, for the range 2 < D ≤ 3. This range of parameter D, defines the effective number of euclidean space corresponding to atmospheric turbulence levels faced by the propagating Gaussian beam in the FSO link. The results of the proposed fractional model and the existing models agreed well, therefore the D-dimensional parameter can be used to effectively express the value of refractive index structure parameter (C n 2). The classical values of C n 2 ranges form 10−13 to 10−16 for strong to weak fluctuations respectively. However, in fractional-dimension scale, these fluctuations can be express as D = 2.668 (strong fluctuations) to D = 2.999 (weak fluctuations). The ideal case of free space beam propagation can be expressed as D = 3, with no turbulence. Moreover, we have studied the fractional-dimension model performance for varying wavelengths. Further, based upon a practical example, we proposed a self-sustainable FSO link architecture to efficiently minimize the effect of weak and strong fluctuations on the propagating optical beam, based upon the D-dimension fractional parameter, hence ensuring reliability of FSO link.
自由空间光学(FSO)无线通信已成为现有光纤和射频(RF)通信的可行替代方案,因为它能够在未经许可的频谱中运行,提供巨大的数据处理能力,并且易于部署,具有成本效益。FSO链路中的底层通信机制基于激光束传播模型。传播的自由空间光束由于折射率结构参数(Cn2)测量的大气湍流引起的折射和衍射而经历信号退化。在这项工作中,通过求解空间分数傍轴波动方程,提出了一个新的、鲁棒的高斯光束在大气湍流中传播的分析模型。我们报道了在2
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引用次数: 0
Generalized Lie symmetries and almost regular Lagrangians: a link between symmetry and dynamics 广义李对称与几乎正则拉格朗日:对称与动力学之间的联系
IF 1.2 Q3 Physics and Astronomy Pub Date : 2022-12-20 DOI: 10.1088/2399-6528/acad63
A. Speliotopoulos
The generalized Lie symmetries of almost regular Lagrangians are studied, and their impact on the evolution of dynamical systems is determined. It is found that if the action has a generalized Lie symmetry, then the Lagrangian is necessarily singular; the converse is not true, as we show with a specific example. It is also found that the generalized Lie symmetry of the action is a Lie subgroup of the generalized Lie symmetry of the Euler–Lagrange equations of motion. The converse is once again not true, and there are systems for which the Euler–Lagrange equations of motion have a generalized Lie symmetry while the action does not, as we once again show through a specific example. Most importantly, it is shown that each generalized Lie symmetry of the action contributes one arbitrary function to the evolution of the dynamical system. The number of such symmetries gives a lower bound to the dimensionality of the family of curves emanating from any set of allowed initial data in the Lagrangian phase space. Moreover, if second- or higher-order Lagrangian constraints are introduced during the application of the Lagrangian constraint algorithm, these additional constraints could not have been due to the generalized Lie symmetry of the action.
研究了几乎正则拉格朗日系统的广义李对称性,确定了它们对动力系统演化的影响。研究发现,如果作用具有广义李对称性,则拉格朗日量必然是奇异的;相反的情况是不正确的,正如我们用一个具体的例子所展示的那样。还发现作用的广义李对称性是欧拉-拉格朗日运动方程广义李对称的李子群。反之亦然,正如我们通过一个具体例子再次展示的那样,有些系统的欧拉-拉格朗日运动方程具有广义李对称性,而作用则没有。最重要的是,证明了作用的每个广义李对称性对动力系统的演化贡献了一个任意函数。这样的对称性的数量给出了源自拉格朗日相空间中任何一组允许的初始数据的曲线族的维数的下限。此外,如果在拉格朗日约束算法的应用过程中引入二阶或更高阶拉格朗日约束,这些额外的约束就不可能是由于作用的广义李对称性。
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引用次数: 0
Compact, Watt-class 785 nm dual-wavelength master oscillator power amplifiers 紧凑型,瓦特级785nm双波长主振荡器功率放大器
IF 1.2 Q3 Physics and Astronomy Pub Date : 2022-12-19 DOI: 10.1088/2399-6528/acac6e
A. Müller, M. Maiwald, B. Sumpf
785 nm micro-integrated, dual-wavelength master oscillator power amplifiers with a footprint of 5 mm × 25 mm are presented. They are based on Y-branch distributed Bragg reflector ridge waveguide diode lasers and anti-reflection coated tapered amplifiers. In order to reduce the impact of potential optical feedback, devices with master oscillator front facet reflectivities of 5% and 30% as well as with an integrated miniaturized optical isolator have been realized. A comparison up to 1 W shows narrowband dual wavelength laser emission with a spectral distance of 0.6 nm (10 cm−1) and individual spectral widths <20 pm. As expected, a higher front facet reflectivity leads to a significant reduction of feedback related mode hops. Longitudinal modes corresponding to the master oscillator resonator length remain within spectral windows <0.15 nm (3 cm−1), suitable for applications such as Raman spectroscopy and especially shifted excitation Raman difference spectroscopy. Integrating a compact 30 dB optical isolator completely eliminates the observed optical feedback effects. Lateral beam propagation ratios of 1.2 (1/e2) enable easy beam shaping and fiber coupling. Outside of the experimental comparison, the developed MOPAs provide up to 2.7 W of optical output power available for applications.
介绍了占地面积为5mm×25mm的785nm微集成双波长主振荡功率放大器。它们基于Y分支分布式布拉格反射脊波导二极管激光器和防反射涂层锥形放大器。为了减少潜在光学反馈的影响,已经实现了具有5%和30%的主振荡器前端面反射率以及集成的小型化光学隔离器的器件。高达1 W的比较显示,窄带双波长激光发射的光谱距离为0.6 nm(10 cm−1),单个光谱宽度小于20 pm。正如预期的那样,更高的前端面反射率会显著减少与反馈相关的模式跳变。与主振荡器谐振器长度相对应的纵向模式保持在<0.15 nm(3 cm−1)的光谱窗口内,适用于拉曼光谱,尤其是位移激发拉曼差分光谱等应用。集成一个紧凑的30dB光隔离器完全消除了观察到的光反馈效应。1.2(1/e2)的横向波束传播比使得波束成形和光纤耦合变得容易。在实验比较之外,所开发的MOPA可提供高达2.7W的光学输出功率,可用于应用。
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引用次数: 0
Functional renormalization group for multilinear disordered Langevin dynamics II:Revisiting the p = 2 spin dynamics for Wigner and Wishart ensembles 多线性无序Langevin动力学的函数重整化群Ⅱ:Wigner和Wishart系综的p=2自旋动力学
IF 1.2 Q3 Physics and Astronomy Pub Date : 2022-12-12 DOI: 10.1088/2399-6528/acd09d
Vincent Lahoche, D. Ousmane Samary, M. Tamaazousti
In this paper, we investigate the large-time behavior for a slightly modified version of the standard p = 2 soft spins dynamics model, including a quartic or higher potential. The equilibrium states of such a model correspond to an effective field theory, which has been recently considered as a novel paradigm for signal detection in data science based on the renormalization group argument. We consider a Langevin-like equation, including a disorder term that leaves in the Wigner or Wishart ensemble. Then we construct a nonperturbative renormalization group formalism valid in the large N limit, where eigenvalues distributions for the disorder can be replaced by their analytic limits, namely the Wigner and Marchenko-Pastur laws. One of the main advantages of this approach is that the interactions remain local in time, avoiding the non-locality arising from the approaches that integrate out the disorder at the partition function level.
在本文中,我们研究了标准p=2软自旋动力学模型的稍微修改版本的大时间行为,包括四次或更高的电势。这种模型的平衡态对应于有效场论,该理论最近被认为是数据科学中基于重整化群论点的信号检测的新范式。我们考虑一个类朗之万方程,包括一个留在Wigner或Wishart系综中的无序项。然后,我们构造了一个在大N极限下有效的非扰动重整化群形式,其中无序的本征值分布可以用它们的分析极限来代替,即Wigner和Marchenko-Pastur定律。这种方法的主要优点之一是,相互作用在时间上保持局部性,避免了在配分函数水平上整合无序的方法所产生的非局部性。
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引用次数: 4
Computational study of temperature and density perturbations on atmospheric dynamics 温度和密度扰动对大气动力学的计算研究
IF 1.2 Q3 Physics and Astronomy Pub Date : 2022-12-09 DOI: 10.1088/2399-6528/acaa89
A. Abawari, Yitagesu Elfaged
This study examines the perturbation effect of temperature and density of moist air on atmospheric variables at 9°1’48″N, 38°44’24″E and 6.324 km above the Earth’s surface. The atmosphere is a compressible neutral moist air flowing on a rotating Earth as a model and it’s basic atmospheric parameters such as gas constant, transport coefficients, mixing ratio and specific heat capacities are considered to be temperature dependent and the Earth’s gravity changes with latitude and altitude. To describe the dynamics, we carried out a numerical computation using finite difference method on an unstaggered grid. Our results revealed that the response of all the variables have a plane wave pattern, in which specific heat capacities (SHCs), resultant wind speed (RWS) and water vapor mixing ratio (MR) increase with time at each latitude but vertical wind speed (VWS), specific enthalpy (SE) and pressure decrease with time at each latitude. The increase of MR with time is the result of water vapor flux into the air parcel and the decrease of SE and increase of RWS with time is the result of thermal energy to mechanical energy transformation. The decrease of VWS with time is the effect of the viscous force due to temperature dependence of viscosity.
这项研究考察了潮湿空气的温度和密度对9°1'48〃N、38°44'24〃E和地表以上6.324公里处大气变量的扰动效应。大气是一种可压缩的中性潮湿空气,以旋转的地球为模型,其基本大气参数,如气体常数、传输系数、混合比和比热容,被认为与温度有关,地球的重力随纬度和海拔高度而变化。为了描述动力学,我们在未绘制的网格上使用有限差分法进行了数值计算。我们的结果表明,所有变量的响应都具有平面波模式,其中比热容(SHCs)、合成风速(RWS)和水蒸气混合比(MR)在每个纬度随时间增加,而垂直风速(VWS)、比焓(SE)和压力在每个纬度随着时间降低。MR随时间的增加是进入空气包的水蒸气通量的结果,SE随时间的减小和RWS随时间的增大是热能向机械能转换的结果。VWS随时间的减小是由于粘度的温度依赖性而引起的粘性力的影响。
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引用次数: 0
Deep learning in airborne particulate matter sensing: a review 空气颗粒物传感中的深度学习:综述
IF 1.2 Q3 Physics and Astronomy Pub Date : 2022-12-01 DOI: 10.1088/2399-6528/aca45e
J. Grant-Jacob, B. Mills
Airborne particulate matter pollution is a global health problem that affects people from all demographics. To reduce the impact of such pollution and enable mitigation and policy planning, quantifying individuals’ exposure to pollution is necessary. To achieve this, effective monitoring of airborne particulates is required, through monitoring of pollution hotspots and sources. Furthermore, since pollution is a global problem, which varies from urban areas to city centres, industrial facilities to inside homes, a variety of sensors might be needed. Current sensing techniques either lack species resolution on a world scale, lack real-time capabilities, or are too expensive or too large for mass deployment. However, recent work using deep learning techniques has expanded the capability of current sensors and allowed the development of new techniques that have the potential for worldwide, species specific, real-time monitoring. Here, it is proposed how deep learning can enable sensor design for the development of small, low-cost sensors for real-time monitoring of particulate matter pollution, whilst unlocking the capability for predicting future particulate events and health inference from particulates, for both individuals and the environment in general.
空气中的颗粒物污染是一个全球性的健康问题,影响着所有人口结构的人。为了减少这种污染的影响,并使缓解和政策规划成为可能,量化个人暴露在污染中的程度是必要的。为此,需要通过监测污染热点和污染源,对空气中的颗粒物进行有效监测。此外,由于污染是一个全球性问题,从城市地区到市中心,从工业设施到家庭内部,都各不相同,因此可能需要各种传感器。目前的传感技术要么缺乏世界范围内的物种分辨率,要么缺乏实时能力,要么过于昂贵或过于庞大,无法大规模部署。然而,最近使用深度学习技术的工作扩展了电流传感器的能力,并允许开发具有全球特定物种实时监测潜力的新技术。在此,提出了深度学习如何能够实现传感器设计,以开发用于实时监测颗粒物污染的小型、低成本传感器,同时为个人和整个环境释放预测未来颗粒物事件和从颗粒物推断健康的能力。
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引用次数: 1
Optimal control in stochastic thermodynamics 随机热力学中的最优控制
IF 1.2 Q3 Physics and Astronomy Pub Date : 2022-12-01 DOI: 10.1088/2399-6528/acbf04
Steven Blaber, David A. Sivak
We review recent progress in optimal control in stochastic thermodynamics. Theoretical advances provide in-depth insight into minimum-dissipation control with either full or limited (parametric) control, and spanning the limits from slow to fast driving and from weak to strong driving. Known exact solutions give a window into the properties of minimum-dissipation control, which are reproduced by approximate methods in the relevant limits. Connections between optimal-transport theory and minimum-dissipation protocols under full control give deep insight into the properties of optimal control and place bounds on the dissipation of thermodynamic processes. Since minimum-dissipation protocols are relatively well understood and advanced approximation methods and numerical techniques for estimating minimum-dissipation protocols have been developed, now is an opportune time for application to chemical and biological systems.
综述了随机热力学中最优控制的最新研究进展。理论的进步提供了对最小耗散控制的深入了解,无论是完全控制还是有限(参数)控制,以及从慢到快驾驶和从弱到强驾驶的限制。已知的精确解为最小耗散控制的性质提供了一个窗口,这些性质可以在有关极限内用近似方法再现。最优输运理论与完全控制下的最小耗散协议之间的联系,使我们对最优控制的性质有了深刻的认识,并为热力学过程的耗散设定了界限。由于对最小耗散协议的理解相对较好,并且已经开发了用于估计最小耗散协议的先进近似方法和数值技术,现在是将最小耗散协议应用于化学和生物系统的时机。
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引用次数: 7
Determination of the dielectric constant of non-planar nanostructures and single nanoparticles by electrostatic force microscopy 静电力显微镜测定非平面纳米结构和单个纳米颗粒的介电常数
IF 1.2 Q3 Physics and Astronomy Pub Date : 2022-12-01 DOI: 10.1088/2399-6528/aca87b
Marco Fuhrmann, A. Musyanovych, R. Thoelen, Hildegard Moebius
Electrostatic Force Microscopy has been proven to be a precise and versatile tool to perform quantitative measurements of the dielectric constant of thin film domains in the nanometer range. However, it is difficult to measure non-planar nanostructures because topographic crosstalk significantly contributes to the measured signal. This topographic crosstalk due to distance changes between tip and substrate measuring non-planar surface structures is still an ongoing issue in literature and falsifies measurements of the dielectric constant of nanostructures and nanoparticles. Tip and substrate form a capacitor based on the contact potential difference between the tip and substrate material. An increase of the distance between tip and substrate causes a repulsive force while a decrease causes an attractive force. Thus, measuring in the so-called lift mode scanning the surface in a second scan following the topography determined by a first scan leads to a mirroring of the non-planar surface structure in the electrostatic signal superimposing the signal from dielectric contrast. In this work we demonstrate that the topographic crosstalk can be avoided by using the linear mode instead of the lift mode. The use of the linear mode now allows the determination of the dielectric constant of single nanoparticles.
静电力显微镜已被证明是一种精确而通用的工具,可以对纳米范围内的薄膜畴的介电常数进行定量测量。然而,测量非平面纳米结构是困难的,因为形貌串扰对测量信号有显著贡献。这种由测量非平面表面结构的尖端和基底之间的距离变化引起的地形串扰在文献中仍然是一个持续存在的问题,并且伪造了纳米结构和纳米颗粒的介电常数的测量。尖端和衬底基于尖端和衬底材料之间的接触电势差形成电容器。尖端和基底之间距离的增加引起排斥力,而减小引起吸引力。因此,在所谓的提升模式中进行测量,在遵循由第一扫描确定的形貌的第二扫描中扫描表面,导致静电信号中的非平面表面结构的镜像,该静电信号叠加来自介电对比度的信号。在这项工作中,我们证明了使用线性模式而不是升力模式可以避免地形串扰。线性模式的使用现在允许确定单个纳米颗粒的介电常数。
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引用次数: 1
Two-neutron drip lines of a few single lambda hypernuclei 几个单λ超核的双中子滴谱线
IF 1.2 Q3 Physics and Astronomy Pub Date : 2022-11-30 DOI: 10.1088/2399-6528/aca7af
E. Meoto
Two-neutron drip lines of a few single lambda hypernuclei are studied through a phenomenological binding energy model. This model, which is built from the Bethe-Weizsäcker formula, explicitly takes into account hyperon mass and strangeness. For the hypernuclear isotopic chains of the elements C—Mn, the heaviest isotope in each chain that is stable with respect to two-neutron decay is located.
通过一个现象学结合能模型研究了几个单λ超核的双中子滴线。这个由Bethe-Weizsäcker公式建立的模型明确地考虑了超子质量和奇异性。对于元素C-Mn的超核同位素链,每个链中相对于双中子衰变稳定的最重同位素被定位。
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引用次数: 0
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Journal of Physics Communications
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