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arXivQuantifying bidask spreads in the Chinese stock market using limitorder book data: Intraday pattern, probability distribution, long memory, and multifractal nature GaoFeng Gu, Wei Chen, WeiXing Zhou... more(3) 20061231 The statistical properties of the bidask spread of a frequently traded Chinese stock listed on the Shenzhen Stock Exchange are investigated using the limitorder book data. Three different definitions of spread are considered based on the time right before transactions, the time whenever the highest buying price or the lowest selling price changes, and a fixed time interval. The results are qualitatively similar no matter linear prices or logarithmic prices are used. The average spread exhibits evident intraday patterns consisting of a big Lshape in morning transactions and a small Lshape in the afternoon. The distributions of the spread with different definitions decay as power laws. The tail exponents of spreads at transaction level are well within the interval $(2,3)$ and that of average spreads are well in line with the inverse cubic law for different time intervals. Based on the detrended fluctuation analysis, we found the evidence of long memory in the bidask spread time series for all three definitions, even after the removal of the intraday pattern. Using the classical boxcounting approach for multifractal analysis, we show that the time series of bidask spread does not possess multifractal nature.
Subject Source arXiv URL https://arxiv.org/abs/physics/0701017view Article Title Quantifying bidask spreads in the Chinese stock market using limitorder book data: Intraday pattern, probability distribution, long memory, and multifractal natureAuthors GaoFeng Gu; Wei Chen; WeiXing ZhouAbstract The statistical properties of the bidask spread of a frequently traded Chinese stock listed on the Shenzhen Stock Exchange are investigated using the limitorder book data. Three different definitions of spread are considered based on the time right before transactions, the time whenever the highest buying price or the lowest selling price changes, and a fixed time interval. The results are qualitatively similar no matter linear prices or logarithmic prices are used. The average spread exhibits evident intraday patterns consisting of a big Lshape in morning transactions and a small Lshape in the afternoon. The distributions of the spread with different definitions decay as power laws. The tail exponents of spreads at transaction level are well within the interval $(2,3)$ and that of average spreads are well in line with the inverse cubic law for different time intervals. Based on the detrended fluctuation analysis, we found the evidence of long memory in the bidask spread time series for all three definitions, even after the removal of the intraday pattern. Using the classical boxcounting approach for multifractal analysis, we show that the time series of bidask spread does not possess multifractal nature.Is Part Of European Physical Journal B 57, 8187 (2007) 20061231 Identifier ISSN: DOI 10.1140/epjb/e2007001587Category physics.socph qfin.STLicense 
arXivA Zariski Topology for Bicomodules and Corings Jawad Y. Abuhlail 20061231 In this paper we introduce and investigate top (bi)comodules} of corings, that can be considered as dual to top (bi)modules of rings. The fully coprime spectra of such (bi)comodules attains a Zariski topology, defined in a way dual to that of defining the Zariski topology on the prime spectra of (commutative rings. We restrict our attention in this paper to duo (bi)comodules (satisfying suitable conditions) and study the interplay between the coalgebraic properties of such (bi)comodules and the introduced Zariski topology. In particular, we apply our results to introduce a Zariski topology on the fully coprime spectrum of a given nonzero coring considered canonically as duo object in its category of bicomodules.
Subject 수학 Source arXiv URL https://arxiv.org/abs/math/0701025view Article Title A Zariski Topology for Bicomodules and CoringsAuthors Jawad Y. AbuhlailAbstract In this paper we introduce and investigate top (bi)comodules} of corings, that can be considered as dual to top (bi)modules of rings. The fully coprime spectra of such (bi)comodules attains a Zariski topology, defined in a way dual to that of defining the Zariski topology on the prime spectra of (commutative rings. We restrict our attention in this paper to duo (bi)comodules (satisfying suitable conditions) and study the interplay between the coalgebraic properties of such (bi)comodules and the introduced Zariski topology. In particular, we apply our results to introduce a Zariski topology on the fully coprime spectrum of a given nonzero coring considered canonically as duo object in its category of bicomodules.Is Part Of 20061231 Identifier ISSN: Category math.RALicense 
arXivStrange dibaryon and KNNpi Sigma N coupled channel equation Yoichi Ikeda, Toru Sato 20061231 KNN three body resonance has been studied by KNNpi Sigma N coupled channel Faddeev equation. The Smatrix pole has been investigated using the analytically continued scattering amplitude on the unphysical Riemann sheet. As a result we found a threebody resonance of strange dibaryon system with the binding energy and width B=76MeV and \Gamma=54MeV.
Subject Source arXiv URL https://arxiv.org/abs/nuclth/0701001view Article Title Strange dibaryon and KNNpi Sigma N coupled channel equationAuthors Yoichi Ikeda; Toru SatoAbstract KNN three body resonance has been studied by KNNpi Sigma N coupled channel Faddeev equation. The Smatrix pole has been investigated using the analytically continued scattering amplitude on the unphysical Riemann sheet. As a result we found a threebody resonance of strange dibaryon system with the binding energy and width B=76MeV and \Gamma=54MeV.Is Part Of 20061231 Identifier ISSN: Category nuclthLicense 
arXivAtom interferometry using wavepackets with constant spatial displacements Edward J. Su, Saijun Wu, Mara Prentiss... more(3) 20061231 We demonstrate a standing wave light pulse sequence that places atoms into a superposition of displaced wavepackets with precisely controlled displacements that remain constant for times as long as 1 s. The separated wavepackets are subsequently recombined resulting in atom interference patterns that probe energy differences of approximately 10^34 J, and can provide acceleration measurements that are insensitive to platform vibrations.
Subject Source arXiv URL https://arxiv.org/abs/physics/0701018view Article Title Atom interferometry using wavepackets with constant spatial displacementsAuthors Edward J. Su; Saijun Wu; Mara PrentissAbstract We demonstrate a standing wave light pulse sequence that places atoms into a superposition of displaced wavepackets with precisely controlled displacements that remain constant for times as long as 1 s. The separated wavepackets are subsequently recombined resulting in atom interference patterns that probe energy differences of approximately 10^34 J, and can provide acceleration measurements that are insensitive to platform vibrations.Is Part Of Phys. Rev. A 81, 043631 (2010) 20061231 Identifier ISSN: DOI 10.1103/PhysRevA.81.043631Category physics.atomphLicense 
arXivApproximation and Inapproximability Results for Maximum Clique of Disc Graphs in High Dimensions Peyman Afshani, Hamed Hatami 20061231 We prove algorithmic and hardness results for the problem of finding the largest set of a fixed diameter in the Euclidean space. In particular, we prove that if $A^*$ is the largest subset of diameter $r$ of $n$ points in the Euclidean space, then for every $\epsilon>0$ there exists a polynomial time algorithm that outputs a set $B$ of size at least $A^*$ and of diameter at most $r(\sqrt{2}+\epsilon)$. On the hardness side, roughly speaking, we show that unless $P=NP$ for every $\epsilon>0$ it is not possible to guarantee the diameter $r(\sqrt{4/3}\epsilon)$ for $B$ even if the algorithm is allowed to output a set of size $({95\over 94}\epsilon)^{1}A^*$.
Subject 수학 Source arXiv URL https://arxiv.org/abs/cs/0701009view Article Title Approximation and Inapproximability Results for Maximum Clique of Disc Graphs in High DimensionsAuthors Peyman Afshani; Hamed HatamiAbstract We prove algorithmic and hardness results for the problem of finding the largest set of a fixed diameter in the Euclidean space. In particular, we prove that if $A^*$ is the largest subset of diameter $r$ of $n$ points in the Euclidean space, then for every $\epsilon>0$ there exists a polynomial time algorithm that outputs a set $B$ of size at least $A^*$ and of diameter at most $r(\sqrt{2}+\epsilon)$. On the hardness side, roughly speaking, we show that unless $P=NP$ for every $\epsilon>0$ it is not possible to guarantee the diameter $r(\sqrt{4/3}\epsilon)$ for $B$ even if the algorithm is allowed to output a set of size $({95\over 94}\epsilon)^{1}A^*$.Is Part Of Information Processing Letters. 105(3) (2008) pp. 8387 20061231 Identifier ISSN: Category cs.CG math.MGLicense 
arXivPenguin pollution estimates relevant for phi_2/alpha extraction Jure Zupan 20061231 A review of methods to extract the standard CKM unitarity triangle angle alpha is provided. The sizes of related theoretical errors are reviewed.
Subject Source arXiv URL https://arxiv.org/abs/hepph/0701004view Article Title Penguin pollution estimates relevant for phi_2/alpha extractionAuthors Jure ZupanAbstract A review of methods to extract the standard CKM unitarity triangle angle alpha is provided. The sizes of related theoretical errors are reviewed.Is Part Of Nucl.Phys.Proc.Suppl.170:3338,2007 20061231 Identifier ISSN: DOI 10.1016/j.nuclphysbps.2007.05.020Category hepphLicense 
arXivOn the Computational Complexity of Defining Sets Hamed Hatami, Hossein Maserrat 20061231 Suppose we have a family ${\cal F}$ of sets. For every $S \in {\cal F}$, a set $D \subseteq S$ is a {\sf defining set} for $({\cal F},S)$ if $S$ is the only element of $\cal{F}$ that contains $D$ as a subset. This concept has been studied in numerous cases, such as vertex colorings, perfect matchings, dominating sets, block designs, geodetics, orientations, and Latin squares. In this paper, first, we propose the concept of a defining set of a logical formula, and we prove that the computational complexity of such a problem is $\Sigma_2$complete. We also show that the computational complexity of the following problem about the defining set of vertex colorings of graphs is $\Sigma_2$complete: {\sc Instance:} A graph $G$ with a vertex coloring $c$ and an integer $k$. {\sc Question:} If ${\cal C}(G)$ be the set of all $\chi(G)$colorings of $G$, then does $({\cal C}(G),c)$ have a defining set of size at most $k$? Moreover, we study the computational complexity of some other variants of this problem.
Subject Source arXiv URL https://arxiv.org/abs/cs/0701008view Article Title On the Computational Complexity of Defining SetsAuthors Hamed Hatami; Hossein MaserratAbstract Suppose we have a family ${\cal F}$ of sets. For every $S \in {\cal F}$, a set $D \subseteq S$ is a {\sf defining set} for $({\cal F},S)$ if $S$ is the only element of $\cal{F}$ that contains $D$ as a subset. This concept has been studied in numerous cases, such as vertex colorings, perfect matchings, dominating sets, block designs, geodetics, orientations, and Latin squares. In this paper, first, we propose the concept of a defining set of a logical formula, and we prove that the computational complexity of such a problem is $\Sigma_2$complete. We also show that the computational complexity of the following problem about the defining set of vertex colorings of graphs is $\Sigma_2$complete: {\sc Instance:} A graph $G$ with a vertex coloring $c$ and an integer $k$. {\sc Question:} If ${\cal C}(G)$ be the set of all $\chi(G)$colorings of $G$, then does $({\cal C}(G),c)$ have a defining set of size at most $k$? Moreover, we study the computational complexity of some other variants of this problem.Is Part Of Journal of Discrete Applied Mathematics .149(13) (2005) pp. 101110 20061231 Identifier ISSN: Category cs.CCLicense 
arXivSupersymmetry Breaking with Zero Vacuum Energy in MTheory Flux Compactifications Axel Krause 20061231 An attractive mechanism to break supersymmetry in vacua with zero vacuum energy arose in E_8 x E_8 heterotic models with hidden sector gaugino condensate. An Hflux balances the exponentially small condensate on shell and fixes the complex structure moduli. At quantum level this balancing is, however, obstructed by the quantization of the Hflux. We show that the warped flux compactification background in heterotic Mtheory can solve this problem through a warpfactor suppression of the integer flux relative to the condensate. We discuss the suppression mechanism both in the Mtheory and the 4dimensional effective theory and provide a derivation of the condensate's superpotential which is free of deltafunction squared ambiguities.
Subject Source arXiv URL https://arxiv.org/abs/hepth/0701009view Article Title Supersymmetry Breaking with Zero Vacuum Energy in MTheory Flux CompactificationsAuthors Axel KrauseAbstract An attractive mechanism to break supersymmetry in vacua with zero vacuum energy arose in E_8 x E_8 heterotic models with hidden sector gaugino condensate. An Hflux balances the exponentially small condensate on shell and fixes the complex structure moduli. At quantum level this balancing is, however, obstructed by the quantization of the Hflux. We show that the warped flux compactification background in heterotic Mtheory can solve this problem through a warpfactor suppression of the integer flux relative to the condensate. We discuss the suppression mechanism both in the Mtheory and the 4dimensional effective theory and provide a derivation of the condensate's superpotential which is free of deltafunction squared ambiguities.Is Part Of Phys.Rev.Lett.98:241601,2007 20061231 Identifier ISSN: DOI 10.1103/PhysRevLett.98.241601Category hepthLicense 
arXivOn Potentially $(K_5C_4)$graphic Sequences Lili Hu, Chunhui Lai 20061231 In this paper, we characterize the potentially $(K_5C_4)$graphic sequences where $K_5C_4$ is the graph obtained from $K_5$ by removing four edges of a 4 cycle $C_4$. This characterization implies a theorem due to Lai [6].
Subject 수학 Source arXiv URL https://arxiv.org/abs/math/0701023view Article Title On Potentially $(K_5C_4)$graphic SequencesAuthors Lili Hu; Chunhui LaiAbstract In this paper, we characterize the potentially $(K_5C_4)$graphic sequences where $K_5C_4$ is the graph obtained from $K_5$ by removing four edges of a 4 cycle $C_4$. This characterization implies a theorem due to Lai [6].Is Part Of 20061231 Identifier ISSN: Category math.COLicense 
arXivDetection of gravitational waves in Michelson interferometer by the use of second order correlation functions Y. BenAryeh 20061231 The possibility of measuring the second order correlation function of the gravitational waves detectors' currents or photonumbers, and the observation of the gravitational signals by using a spectrum analyzer is discussed. The method is based on complicated data processing and is expected to be efficient for coherent periodic gravitational waves. It is suggested as an alternative method to the conventional one which is used now in the gravitational waves observatories.
Subject Source arXiv URL https://arxiv.org/abs/grqc/0701008view Article Title Detection of gravitational waves in Michelson interferometer by the use of second order correlation functionsAuthors Y. BenAryehAbstract The possibility of measuring the second order correlation function of the gravitational waves detectors' currents or photonumbers, and the observation of the gravitational signals by using a spectrum analyzer is discussed. The method is based on complicated data processing and is expected to be efficient for coherent periodic gravitational waves. It is suggested as an alternative method to the conventional one which is used now in the gravitational waves observatories.Is Part Of 20061231 Identifier ISSN: Category grqcLicense