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arXiv
Subject Source arXiv URL https://arxiv.org/abs/physics/0701017view Article Title Quantifying bid-ask spreads in the Chinese stock market using limit-order book data: Intraday pattern, probability distribution, long memory, and multifractal natureAuthors Gao-Feng Gu; Wei Chen; Wei-Xing ZhouAbstract The statistical properties of the bid-ask spread of a frequently traded Chinese stock listed on the Shenzhen Stock Exchange are investigated using the limit-order 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 L-shape in morning transactions and a small L-shape 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 bid-ask spread time series for all three definitions, even after the removal of the intraday pattern. Using the classical box-counting approach for multifractal analysis, we show that the time series of bid-ask spread does not possess multifractal nature.Is Part Of European Physical Journal B 57, 81-87 (2007) 2006-12-31 Identifier ISSN: DOI 10.1140/epjb/e2007-00158-7Category physics.soc-ph q-fin.STLicense -
arXiv
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 non-zero coring considered canonically as duo object in its category of bicomodules.Is Part Of 2006-12-31 Identifier ISSN: Category math.RALicense -
arXiv
Subject Source arXiv URL https://arxiv.org/abs/nucl-th/0701001view Article Title Strange dibaryon and KNN-pi Sigma N coupled channel equationAuthors Yoichi Ikeda; Toru SatoAbstract KNN three body resonance has been studied by KNN-pi Sigma N coupled channel Faddeev equation. The S-matrix pole has been investigated using the analytically continued scattering amplitude on the unphysical Riemann sheet. As a result we found a three-body resonance of strange dibaryon system with the binding energy and width B=76MeV and \Gamma=54MeV.Is Part Of 2006-12-31 Identifier ISSN: Category nucl-thLicense -
arXiv
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) 2006-12-31 Identifier ISSN: DOI 10.1103/PhysRevA.81.043631Category physics.atom-phLicense -
arXiv
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. 83-87 2006-12-31 Identifier ISSN: Category cs.CG math.MGLicense -
arXiv
Subject Source arXiv URL https://arxiv.org/abs/hep-ph/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.170:33-38,2007 2006-12-31 Identifier ISSN: DOI 10.1016/j.nuclphysbps.2007.05.020Category hep-phLicense -
arXiv
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(1-3) (2005) pp. 101-110 2006-12-31 Identifier ISSN: Category cs.CCLicense -
arXiv
Subject Source arXiv URL https://arxiv.org/abs/hep-th/0701009view Article Title Supersymmetry Breaking with Zero Vacuum Energy in M-Theory 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 H-flux 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 H-flux. We show that the warped flux compactification background in heterotic M-theory can solve this problem through a warp-factor suppression of the integer flux relative to the condensate. We discuss the suppression mechanism both in the M-theory and the 4-dimensional effective theory and provide a derivation of the condensate's superpotential which is free of delta-function squared ambiguities.Is Part Of Phys.Rev.Lett.98:241601,2007 2006-12-31 Identifier ISSN: DOI 10.1103/PhysRevLett.98.241601Category hep-thLicense -
arXiv
Subject 수학 Source arXiv URL https://arxiv.org/abs/math/0701023view Article Title On Potentially $(K_5-C_4)$-graphic SequencesAuthors Lili Hu; Chunhui LaiAbstract In this paper, we characterize the potentially $(K_5-C_4)$-graphic sequences where $K_5-C_4$ 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 2006-12-31 Identifier ISSN: Category math.COLicense -
arXiv
Subject Source arXiv URL https://arxiv.org/abs/gr-qc/0701008view Article Title Detection of gravitational waves in Michelson interferometer by the use of second order correlation functionsAuthors Y. Ben-AryehAbstract 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 2006-12-31 Identifier ISSN: Category gr-qcLicense