pinecone/core-2020-05-10-deduplication huggingface dataset:
The International Trade Network

Bilateral trade relationships in the international level between pairs of
countries in the world give rise to the notion of the International Trade
Network (ITN). This network has attracted the attention of network researchers
as it serves as an excellent example of the weighted networks, the link weight
being defined as a measure of the volume of trade between two countries. In
this paper we analyzed the international trade data for 53 years and studied in
detail the variations of different network related quantities associated with
the ITN. Our observation is that the ITN has also a scale invariant structure
like many other real-world networks.Comment: 9 pages, 7 figure
Kolkata Restaurant Problem as a generalised El Farol Bar Problem

Generalisation of the El Farol bar problem to that of many bars here leads to
the Kolkata restaurant problem, where the decision to go to any restaurant or
not is much simpler (depending on the previous experience of course, as in the
El Farol bar problem). This generalised problem can be exactly analysed in some
limiting cases discussed here. The fluctuation in the restaurant service can be
shown to have precisely an inverse cubic behavior, as widely seen in the stock
market fluctuations.Comment: 2 column RevTeX4, 4 pages, 3 eps figs; to be published in
  'Econophysics of Markets and Business Networks', [Proc. Econophys-Kolkata
  III], Eds. A. Chatterjee, B. K. Chakrabarti, New Economic Windows Series,
  Springer, Milan, 2007, pp. 220-22
Financial time-series analysis: A brief overview

Prices of commodities or assets produce what is called time-series. Different
kinds of financial time-series have been recorded and studied for decades.
Nowadays, all transactions on a financial market are recorded, leading to a
huge amount of data available, either for free in the Internet or commercially.
Financial time-series analysis is of great interest to practitioners as well as
to theoreticians, for making inferences and predictions. Furthermore, the
stochastic uncertainties inherent in financial time-series and the theory
needed to deal with them make the subject especially interesting not only to
economists, but also to statisticians and physicists. While it would be a
formidable task to make an exhaustive review on the topic, with this review we
try to give a flavor of some of its aspects.Comment: 16 pages, 7 figures, submitted for publication in the Proceedings
  Volume of the International Workshop "Econophys-Kolkata III", Saha Institute
  of Nuclear Physics, March 12-15, 200
Option pricing with log-stable L\'{e}vy processes

We model the logarithm of the price (log-price) of a financial asset as a
random variable obtained by projecting an operator stable random vector with a
scaling index matrix $\underline{\underline{E}}$ onto a non-random vector. The
scaling index $\underline{\underline{E}}$ models prices of the individual
financial assets (stocks, mutual funds, etc.). We find the functional form of
the characteristic function of real powers of the price returns and we compute
the expectation value of these real powers and we speculate on the utility of
these results for statistical inference. Finally we consider a portfolio
composed of an asset and an option on that asset. We derive the characteristic
function of the deviation of the portfolio, \mbox{${\mathfrak D}_t^{({\mathfrak
t})}$}, defined as a temporal change of the portfolio diminished by the the
compound interest earned. We derive pseudo-differential equations for the
option as a function of the log-stock-price and time and we find exact
closed-form solutions to that equation. These results were not known before.
Finally we discuss how our solutions correspond to other approximate results
known from literature,in particular to the well known Black & Scholes equation.Comment: 17 pages, proofs excluded due to space constraints, complete version
  to be published in book by Springe
Inferring the Composition of a Trader Population in a Financial Market

We discuss a method for predicting financial movements and finding pockets of
predictability in the price-series, which is built around inferring the
heterogeneity of trading strategies in a multi-agent trader population. This
work explores extensions to our previous framework (arXiv:physics/0506134).
Here we allow for more intelligent agents possessing a richer strategy set, and
we no longer constrain the estimate for the heterogeneity of the agents to a
probability space. We also introduce a scheme which allows the incorporation of
models with a wide variety of agent types, and discuss a mechanism for the
removal of bias from relevant parameters.Comment: 15 pages, 2 figures, to appear as a chapter in "Econophysics and
  Sociophysics of Markets and Networks", Springer-Verla
The Kuznets Curve and the Inequality Process

Four economists, Mauro Gallegati, Steven Keen, Thomas Lux, and Paul Ormerod, published a paper after the 2005 Econophysics Colloquium criticizing conservative particle systems as models of income and wealth distribution. Their critique made science news: coverage in a feature article in Nature. A particle system model of income distribution is a hypothesized universal statistical law of income distribution. Gallegati et al. (2006) claim that the Kuznets Curve shows that a universal statistical law of income distribution is unlikely and that a conservative particle system is inadequate to account for income distribution dynamics. The Kuznets Curve is the graph of income inequality (ordinate variable) against the movement of workers from rural subsistence agriculture into more modern sectors of the economy (abscissa). The Gini concentration ratio is the preferred measure of income inequality in economics. The Kuznets Curve has an initial uptick from the Gini concentration ratio of the earned income of a poorly educated agrarian labor force. Then the curve falls in near linear fashion toward the Gini concentration ratio of the earned incomes of a modern, educated labor force as the modern labor force grows. The Kuznets Curve is concave down and skewed to the right. This paper shows that the iconic Kuznets Curve can be derived from the Inequality Process (IP), a conservative particle system, presenting a counter-example to Gallegati et al.’s claim. The IP reproduces the Kuznets Curve as the Gini ratio of a mixture of two IP stationary distributions, one characteristic of the wage income distribution of poorly educated workers in rural areas, the other of workers with an education adequate for industrial work, as the mixing weight of the latter increases and that of the former decreases. The greater purchasing power of money in rural areas is taken into account.
Network layer solutions for a content-centric internet

Nowadays most people exploit the Internet to get contents such as web pages, music or video files. These users only value “what” they download and are not interested about “where” content is actually stored. The IP layer does the opposite and cares about the “where” and not about the “what”. This contrast between the actual usage of the Internet and the service offered by the IP layer is deemed to be the source of several problems concerning usability, performance, security and mobility issues. To overcome this contrast, research on the Future Internet is exploring novel so-called content-centric architectures, where the network layer directly provides users with contents, instead of providing communication channels between hosts. In this paper, we identify the main functionalities of a content-centric network (CONET), we discuss pros and cons of literature proposals for an innovative, content-centric network layer and we draw our conclusions, stating some general requirements that, in our opinion, a CONET should satisfy
Women’s Contributions to the Progress of Mathematics: Lights and Shadows

We deal with many of the notable women whose mathematical accomplishments \ud
are best appreciated through an understanding of the societies and the problems that shaped their lives. Women have participated in many of the greatest and most enduring intellectual achievements in mathematics and have enjoyed its powerful satisfactions and its aesthetics values.  Not only were their intellectual investments remarkable as those of male mathematicians, but they needed an extra dimension of stamina and fortitude to cope with the prejudice against women working in hard sciences. We enjoy talking about them , because none of their lives were dull and indeed some of them were so unusual they have been romanticized. Their rich personalities and their remarkable personal lives deserve to capture our attention
Distributional boundary values of harmonic potentials in Euclidean half-space as fundamental solutions of convolution operators in Clifford analysis

In the framework of Clifford analysis, a chain of harmonic and monogenic potentials in the upper half of Euclidean space R^(m+1) was recently constructed, including a higher dimensional analogue of the logarithmic function in the complex plane. In this construction the distributional limits of these potentials at the boundary R^m are crucial. The remarkable relationship between these distributional boundary values and four basic pseudodifferential operators linked with the Dirac and Laplace operators is studied
Regular vs. classical M\"obius transformations of the quaternionic unit
  ball

The regular fractional transformations of the extended quaternionic space
have been recently introduced as variants of the classical linear fractional
transformations. These variants have the advantage of being included in the
class of slice regular functions, introduced by Gentili and Struppa in 2006, so
that they can be studied with the useful tools available in this theory. We
first consider their general properties, then focus on the regular M\"obius
transformations of the quaternionic unit ball B, comparing the latter with
their classical analogs. In particular we study the relation between the
regular M\"obius transformations and the Poincar\'e metric of B, which is
preserved by the classical M\"obius transformations. Furthermore, we announce a
result that is a quaternionic analog of the Schwarz-Pick lemma.Comment: 14 page
A Bloch-Landau Theorem for slice regular functions

The Bloch-Landau Theorem is one of the basic results in the geometric theory
of holomorphic functions. It establishes that the image of the open unit disc
$\mathbb{D}$ under a holomorphic function $f$ (such that $f(0)=0$ and
$f'(0)=1$) always contains an open disc with radius larger than a universal
constant. In this paper we prove a Bloch-Landau type Theorem for slice regular
functions over the skew field $\mathbb{H}$ of quaternions. If $f$ is a regular
function on the open unit ball $\mathbb{B}\subset \mathbb{H}$, then for every
$w \in \mathbb{B}$ we define the regular translation $\tilde f_w$ of $f$. The
peculiarities of the non commutative setting lead to the following statement:
there exists a universal open set contained in the image of $\mathbb{B}$
through some regular translation $\tilde f_w$ of any slice regular function $f:
\mathbb{B} \to \mathbb{H}$ (such that $f(0)=0$ and $\partial_C f(0)=1$). For
technical reasons, we introduce a new norm on the space of regular functions on
open balls centred at the origin, equivalent to the uniform norm, and we
investigate its properties.Comment: 17 page
Predatory trading and risk minimisation: how to (b)eat the competition

We present a model of predatory traders interacting with each other in the
presence of a central reserve (which dissipates their wealth through say,
taxation), as well as inflation. This model is examined on a network for the
purposes of correlating complexity of interactions with systemic risk. We
suggest the use of selective networking to enhance the survival rates of
arbitrarily chosen traders. Our conclusions show that networking with 'doomed'
traders is the most risk-free scenario, and that if a trader is to network with
peers, it is far better to do so with those who have less intrinsic wealth than
himself to ensure individual, and perhaps systemic stability.Comment: 19 pages, 13 figures, written for the Proceedings of the
  International Workshop on the "Econophysics of systemic risk and network
  dynamics" (Springer Verlag Italia
Statistical Mechanics of Labor Markets

We introduce a probabilistic model of labor markets for university graduates,
in particular, in Japan. To make a model of the market efficiently, we take
into account several hypotheses. Namely, each company fixes the (business year
independent) number of opening positions for newcomers. The ability of
gathering newcomers depends on the result of job matching process in past
business years. This fact means that the ability of the company is weaken if
the company did not make their quota or the company gathered applicants too
much over the quota. All university graduates who are looking for their jobs
can access the public information about the ranking of companies. Assuming the
above essential key points, we construct the local energy function of each
company and describe the probability that an arbitrary company gets students at
each business year by a Boltzmann-Gibbs distribution. We evaluate the relevant
physical quantities such as the employment rate. We find that the system
undergoes a sort of `phase transition' from the `good employment phase' to
`poor employment phase' when one controls the degree of importance for the
ranking.Comment: 15 pages, 7 figures using svmult.cl
Aftershock prediction for high-frequency financial markets' dynamics

The occurrence of aftershocks following a major financial crash manifests the
critical dynamical response of financial markets. Aftershocks put additional
stress on markets, with conceivable dramatic consequences. Such a phenomenon
has been shown to be common to most financial assets, both at high and low
frequency. Its present-day description relies on an empirical characterization
proposed by Omori at the end of 1800 for seismic earthquakes. We point out the
limited predictive power in this phenomenological approach and present a
stochastic model, based on the scaling symmetry of financial assets, which is
potentially capable to predict aftershocks occurrence, given the main shock
magnitude. Comparisons with S&P high-frequency data confirm this predictive
potential.Comment: Contribution to the proceedings of the Econophysics Kolkata VI
  International Workshop, 12 pages, 4 figures. Added references and minor
  correction
Evolution of Zipf's Law for Indian Urban Agglomerations vis-\`{a}-vis
  Chinese Urban Agglomerations

We investigate into the rank-size distributions of urban agglomerations for
India between 1981 to 2011. The incidence of a power law tail is prominent. A
relevant question persists regarding the evolution of the power tail
coefficient. We have developed a methodology to meaningfully track the power
law coefficient over time, when a country experience population growth. A
relevant dynamic law, Gibrat's law, is empirically tested in this connection.
We argue that these empirical findings for India goes in contrast with the
findings in case of China, another country with population growth but
monolithic political system.Comment: 11 eps figure
Spaces of finite element differential forms

We discuss the construction of finite element spaces of differential forms
which satisfy the crucial assumptions of the finite element exterior calculus,
namely that they can be assembled into subcomplexes of the de Rham complex
which admit commuting projections. We present two families of spaces in the
case of simplicial meshes, and two other families in the case of cubical
meshes. We make use of the exterior calculus and the Koszul complex to define
and understand the spaces. These tools allow us to treat a wide variety of
situations, which are often treated separately, in a unified fashion.Comment: To appear in: Analysis and Numerics of Partial Differential
  Equations, U. Gianazza, F. Brezzi, P. Colli Franzone, and G. Gilardi, eds.,
  Springer 2013. v2: a few minor typos corrected. v3: a few more typo
  correction
The heart of a convex body

We investigate some basic properties of the {\it heart}
$\heartsuit(\mathcal{K})$ of a convex set $\mathcal{K}.$ It is a subset of
$\mathcal{K},$ whose definition is based on mirror reflections of euclidean
space, and is a non-local object. The main motivation of our interest for
$\heartsuit(\mathcal{K})$ is that this gives an estimate of the location of the
hot spot in a convex heat conductor with boundary temperature grounded at zero.
Here, we investigate on the relation between $\heartsuit(\mathcal{K})$ and the
mirror symmetries of $\mathcal{K};$ we show that $\heartsuit(\mathcal{K})$
contains many (geometrically and phisically) relevant points of $\mathcal{K};$
we prove a simple geometrical lower estimate for the diameter of
$\heartsuit(\mathcal{K});$ we also prove an upper estimate for the area of
$\heartsuit(\mathcal{K}),$ when $\mathcal{K}$ is a triangle.Comment: 15 pages, 3 figures. appears as "Geometric Properties for Parabolic
  and Elliptic PDE's", Springer INdAM Series Volume 2, 2013, pp 49-6
Many Worlds, the Born Rule, and Self-Locating Uncertainty

We provide a derivation of the Born Rule in the context of the Everett
(Many-Worlds) approach to quantum mechanics. Our argument is based on the idea
of self-locating uncertainty: in the period between the wave function branching
via decoherence and an observer registering the outcome of the measurement,
that observer can know the state of the universe precisely without knowing
which branch they are on. We show that there is a uniquely rational way to
apportion credence in such cases, which leads directly to the Born Rule. Our
analysis generalizes straightforwardly to cases of combined classical and
quantum self-locating uncertainty, as in the cosmological multiverse.Comment: 15 pages. A version of this paper appears as a chapter in Quantum
  Theory: A Two-Time Success Story, Yakir Aharonov Festschrift (2013), D.C.
  Struppa, J.M. Tollaksen, eds. (Springer-Verlag), p. 157. This work is a
  summary of a more comprehensive paper at http://arxiv.org/abs/arXiv:1405.757
PR-box correlations have no classical limit

One of Yakir Aharonov's endlessly captivating physics ideas is the conjecture
that two axioms, namely relativistic causality ("no superluminal signalling")
and nonlocality, so nearly contradict each other that a unique theory - quantum
mechanics - reconciles them. But superquantum (or "PR-box") correlations imply
that quantum mechanics is not the most nonlocal theory (in the sense of
nonlocal correlations) consistent with relativistic causality. Let us consider
supplementing these two axioms with a minimal third axiom: there exists a
classical limit in which macroscopic observables commute. That is, just as
quantum mechanics has a classical limit, so must any generalization of quantum
mechanics. In this classical limit, PR-box correlations violate relativistic
causality. Generalized to all stronger-than-quantum bipartite correlations,
this result is a derivation of Tsirelson's bound without assuming quantum
mechanics.Comment: for a video of this talk at the Aharonov-80 Conference in 2012 at
  Chapman University, see quantum.chapman.edu/talk-10, published in Quantum
  Theory: A Two-Time Success Story (Yakir Aharonov Festschrift), eds. D. C.
  Struppa and J. M. Tollaksen (New York: Springer), 2013, pp. 205-21
A Gravitational Aharonov-Bohm Effect, and its Connection to Parametric
  Oscillators and Gravitational Radiation

A thought experiment is proposed to demonstrate the existence of a
gravitational, vector Aharonov-Bohm effect. A connection is made between the
gravitational, vector Aharonov-Bohm effect and the principle of local gauge
invariance for nonrelativistic quantum matter interacting with weak
gravitational fields. The compensating vector fields that are necessitated by
this local gauge principle are shown to be incorporated by the DeWitt minimal
coupling rule. The nonrelativistic Hamiltonian for weak, time-independent
fields interacting with quantum matter is then extended to time-dependent
fields, and applied to problem of the interaction of radiation with
macroscopically coherent quantum systems, including the problem of
gravitational radiation interacting with superconductors. But first we examine
the interaction of EM radiation with superconductors in a parametric oscillator
consisting of a superconducting wire placed at the center of a high Q
superconducting cavity driven by pump microwaves. We find that the threshold
for parametric oscillation for EM microwave generation is much lower for the
separated configuration than the unseparated one, which then leads to an
observable dynamical Casimir effect. We speculate that a separated parametric
oscillator for generating coherent GR microwaves could also be built.Comment: 25 pages, 5 figures, YA80 conference (Chapman University, 2012
Paradoxes of the Aharonov-Bohm and the Aharonov-Casher effects

For a believer in locality of Nature, the Aharonov-Bohm effect and the
Aharonov-Casher effect are paradoxes. I discuss these and other Aharonov's
paradoxes and propose a local explanation of these effects. If the solenoid in
the Aharonov-Bohm effect is treated quantum mechanically, the effect can be
explained via local interaction between the field of the electron and the
solenoid. I argue that the core of the Aharonov-Bohm and the Aharonov-Casher
effects is that of quantum entanglement: the quantum wave function describes
all systems together.Comment: To be published in Yakir Aharonov 80th birthday Festschrif
The Quantum Mechanical Arrows of Time

The familiar textbook quantum mechanics of laboratory measurements
incorporates a quantum mechanical arrow of time --- the direction in time in
which state vector reduction operates. This arrow is usually assumed to
coincide with the direction of the thermodynamic arrow of the quasiclassical
realm of everyday experience. But in the more general context of cosmology we
seek an explanation of all observed arrows, and the relations between them, in
terms of the conditions that specify our particular universe. This paper
investigates quantum mechanical and thermodynamic arrows in a time-neutral
formulation of quantum mechanics for a number of model cosmologies in fixed
background spacetimes. We find that a general universe may not have well
defined arrows of either kind. When arrows are emergent they need not point in
the same direction over the whole of spacetime. Rather they may be local,
pointing in different directions in different spacetime regions. Local arrows
can therefore be consistent with global time symmetry.Comment: 9 pages, 4 figures, revtex4, typos correcte
EMU sovereign spreads and macroeconomic news

We investigate the relationship between macroeconomic news and sovereign spreads in the euro area at weekly frequency. Our focus lies in the role played by macroeconomic announcements. To this aim we augment a standard GARCH model with a synthetic measure for macroeconomic surprises obtained by aggregating deviations between data releases and market expectations on a set of indicators chosen for being closely watched by economic analysts and financial operators. We find that the dissemination of macroeconomic data on the US economy affects the level of sovereign spreads, i.e. the better the news the lower the spreads.
Moreover, the dissemination of bad news on the euro area economy affects negatively the volatility, i.e. the worse the news the higher the volatility.