Experimental snapshot verification of non-Markovianity by quantum probing of convex coefficients
We apply the recently proposed quantum probing protocols with an unknown system-probe coupling to probe the convex coefficients in mixtures of commuting states. By using two reference states instead of one as originally suggested, we are able to probe both the lower and upper bounds for the convex coefficient. We perform extensive analysis for the roles of the parameters characterizing the double peaked Gaussian frequency spectrum in the Markovian-to-non-Markovian transition of the polarization dynamics of a single photon. We apply the probing of the convex coefficient to the transition-inducing frequency parameter and show that the non-Markovianity of the polarization dynamics can be confi…
Identification of clusters of investors from their real trading activity in a financial market
We use statistically validated networks, a recently introduced method to validate links in a bipartite system, to identify clusters of investors trading in a financial market. Specifically, we investigate a special database allowing to track the trading activity of individual investors of the stock Nokia. We find that many statistically detected clusters of investors show a very high degree of synchronization in the time when they decide to trade and in the trading action taken. We investigate the composition of these clusters and we find that several of them show an over-expression of specific categories of investors.
Experimental Quantum Probing Measurements With No Knowledge on the System-Probe Interaction
In any natural science, measurements are the essential link between theory and observable reality. Is it possible to obtain accurate and relevant information via measurement whose action on the probed system is unknown? In other words, can one be convinced to know something about the nature without knowing in detail how the information was obtained? In this paper, we show that the answer is surprisingly, yes. We construct and experimentally implement a quantum optical probing measurement where measurements on the probes, the photons' polarization states, are used to extract information on the systems, the frequency spectra of the same photons. Unlike the pre-existing probing protocols, our …
Long-term ecology of investors in a financial market
AbstractThe cornerstone of modern finance is the efficient market hypothesis. Under this hypothesis all information available about a financial asset is immediately incorporated into its price dynamics by fully rational investors. In contrast to this hypothesis many studies have pointed out behavioral biases in investors. Recently it has become possible to access databases that track the trading decisions of investors. Studies of such databases have shown that investors acting in a financial market are highly heterogeneous among them, and that heterogeneity is a common characteristic of many financial markets. The article describes an empirical study of the daily trading decisions of all Fi…
Statistically validated networks in bipartite complex systems.
Many complex systems present an intrinsic bipartite nature and are often described and modeled in terms of networks [1-5]. Examples include movies and actors [1, 2, 4], authors and scientific papers [6-9], email accounts and emails [10], plants and animals that pollinate them [11, 12]. Bipartite networks are often very heterogeneous in the number of relationships that the elements of one set establish with the elements of the other set. When one constructs a projected network with nodes from only one set, the system heterogeneity makes it very difficult to identify preferential links between the elements. Here we introduce an unsupervised method to statistically validate each link of the pr…
Experimental realization of high-fidelity teleportation via non-Markovian open quantum system
Open quantum systems and study of decoherence are important for our fundamental understanding of quantum physical phenomena. For practical purposes, there exists a large number of quantum protocols exploiting quantum resources, e.g. entanglement, which allows to go beyond what is possible to achieve by classical means. We combine concepts from open quantum systems and quantum information science, and give a proof-of-principle experimental demonstration -- with teleportation -- that it is possible to implement efficiently a quantum protocol via non-Markovian open system. The results show that, at the time of implementation of the protocol, it is not necessary to have the quantum resource in …
Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach.
We investigate the trading behavior of Finnish individual investors trading the stocks selected to compute the OMXH25 index in 2003 by tracking the individual daily investment decisions. We verify that the set of investors is a highly heterogeneous system under many aspects. We introduce a correlation based method that is able to detect a hierarchical structure of the trading profiles of heterogeneous individual investors. We verify that the detected hierarchical structure is highly overlapping with the cluster structure obtained with the approach of statistically validated networks when an appropriate threshold of the hierarchical trees is used. We also show that the combination of the cor…
Microscopic derivation of the Jaynes-Cummings model with cavity losses
In this paper we provide a microscopic derivation of the master equation for the Jaynes-Cummings model with cavity losses. We single out both the differences with the phenomenological master equation used in the literature and the approximations under which the phenomenological model correctly describes the dynamics of the atom-cavity system. Some examples wherein the phenomenological and the microscopic master equations give rise to different predictions are discussed in detail.
Simulating quantum Brownian motion with single trapped ions
We study the open system dynamics of a harmonic oscillator coupled with an artificially engineered reservoir. We single out the reservoir and system variables governing the passage between Lindblad type and non-Lindblad type dynamics of the reduced system's oscillator. We demonstrate the existence of conditions under which virtual exchanges of energy between system and reservoir take place. We propose to use a single trapped ion coupled to engineered reservoirs in order to simulate quantum Brownian motion.
Population trapping due to cavity losses
In population trapping the occupation of a decaying quantum level keeps a constant non-zero value. We show that an atom-cavity system interacting with an environment characterized by a non-flat spectrum, in the non-Markovian limit, exhibits such a behavior, effectively realizing the preservation of nonclassical states against dissipation. Our results allow to understand the role of cavity losses in hybrid solid state systems and pave the way to the proper description of leakage in the recently developed cavity quantum electrodynamic systems.
Simulating open quantum systems with trapped ions
This paper focuses on the possibility of simulating the open system dynamics of a paradigmatic model, namely the damped harmonic oscillator, with single trapped ions. The key idea consists in using a controllable physical system, i.e. a single trapped ion interacting with an engineered reservoir, to simulate the dynamics of other open systems usually difficult to study. The exact dynamics of the damped harmonic oscillator under very general conditions is firstly derived. Some peculiar characteristic of the system’s dynamics are then presented. Finally a way to implement with trapped ion the specific quantum simulator of interest is discussed.
Covariance and correlation estimators in bipartite complex systems with a double heterogeneity
Complex bipartite systems are studied in Biology, Physics, Economics, and Social Sciences, and they can suitably be described as bipartite networks. The heterogeneity of elements in those systems makes it very difficult to perform a statistical analysis of similarity starting from empirical data. Though binary Pearson's correlation coefficient has proved effective to investigate the similarity structure of some real-world bipartite networks, here we show that both the usual sample covariance and correlation coefficient are affected by a bias, which is due to the aforementioned heterogeneity. Such a bias affects real bipartite systems, and, for example, we report its effects on empirical dat…
Lindblad- and non-Lindblad-type dynamics of a quantum Brownian particle
The dynamics of a typical open quantum system, namely a quantum Brownian particle in a harmonic potential, is studied focussing on its non-Markovian regime. Both an analytic approach and a stochastic wave function approach are used to describe the exact time evolution of the system. The border between two very different dynamical regimes, the Lindblad and non-Lindblad regimes, is identified and the relevant physical variables governing the passage from one regime to the other are singled out. The non-Markovian short time dynamics is studied in detail by looking at the mean energy, the squeezing, the Mandel parameter and the Wigner function of the system.
Community characterization of heterogeneous complex systems
We introduce an analytical statistical method to characterize the communities detected in heterogeneous complex systems. By posing a suitable null hypothesis, our method makes use of the hypergeometric distribution to assess the probability that a given property is over-expressed in the elements of a community with respect to all the elements of the investigated set. We apply our method to two specific complex networks, namely a network of world movies and a network of physics preprints. The characterization of the elements and of the communities is done in terms of languages and countries for the movie network and of journals and subject categories for papers. We find that our method is ab…
Experimental realization of high-fidelity teleportation via a non-Markovian open quantum system
Open quantum systems and study of decoherence are important for our fundamental understanding of quantum physical phenomena. For practical purposes, a large number of quantum protocols exist that exploit quantum resources, e.g., entanglement, which allows us to go beyond what is possible to achieve by classical means. We combine concepts from open quantum systems and quantum information science and give a proof-of-principle experimental demonstration-with teleportation-that it is possible to implement efficiently a quantum protocol via a non-Markovian open system. The results show that, at the time of implementation of the protocol, it is not necessary to have the quantum resource in the de…
Identification of Clusters of Investors from Their Real Trading Activity in a Financial Market
We use statistically validated networks, a recently introduced method to validate links in a bipartite system, to identify clusters of investors trading in a financial market. Specifically, we investigate a special database allowing to track the trading activity of individual investors of the stock Nokia. We find that many statistically detected clusters of investors show a very high degree of synchronization in the time when they decide to trade and in the trading action taken. We investigate the composition of these clusters and we find that several of them show an over-expression of specific categories of investors.
Structure and evolution of a European Parliament via a network and correlation analysis
We present a study of the network of relationships among elected members of the Finnish parliament, based on a quantitative analysis of initiative co-signatures, and its evolution over 16 years. To understand the structure of the parliament, we constructed a statistically validated network of members, based on the similarity between the patterns of initiatives they signed. We looked for communities within the network and characterized them in terms of members' attributes, such as electoral district and party. To gain insight on the nested structure of communities, we constructed a hierarchical tree of members from the correlation matrix. Afterwards, we studied parliament dynamics yearly, wi…
Cavity losses for the dissipative Jaynes–Cummings Hamiltonian beyond rotating wave approximation
A microscopic derivation of the master equation for the Jaynes-Cummings model with cavity losses is given, taking into account the terms in the dissipator which vary with frequencies of the order of the vacuum Rabi frequency. Our approach allows to single out physical contexts wherein the usual phenomenological dissipator turns out to be fully justified and constitutes an extension of our previous analysis [Scala M. {\em et al.} 2007 Phys. Rev. A {\bf 75}, 013811], where a microscopic derivation was given in the framework of the Rotating Wave Approximation.
Quantitative Analysis of Gender Stereotypes and Information Aggregation in a National Election
By analyzing a database of a questionnaire answered by a large majority of candidates and elected in a parliamentary election, we quantitatively verify that (i) female candidates on average present political profiles which are more compassionate and more concerned with social welfare issues than male candidates and (ii) the voting procedure acts as a process of information aggregation. Our results show that information aggregation proceeds with at least two distinct paths. In the first case candidates characterize themselves with a political profile aiming to describe the profile of the majority of voters. This is typically the case of candidates of political parties which are competing for…
How news affect the trading behavior of different categories of investors in a financial market
We investigate the trading behavior of a large set of single investors trading the highly liquid Nokia stock over the period 2003-2008 with the aim of determining the relative role of endogenous and exogenous factors that may affect their behavior. As endogenous factors we consider returns and volatility, whereas the exogenous factors we use are the total daily number of news and a semantic variable based on a sentiment analysis of news. Linear regression and partial correlation analysis of data show that different categories of investors are differently correlated to these factors. Governmental and non profit organizations are weakly sensitive to news and returns or volatility, and, typica…
NON-MARKOVIAN DYNAMICS OF CAVITY LOSSES
We provide a microscopic derivation for the non-Markovian master equation for an atom-cavity system with cavity losses and show that they can induce population trapping in the atomic excited state, when the environment outside the cavity has a non-flat spectrum. Our results apply to hybrid solid state systems and can turn out to be helpful to find the most appropriate description of leakage in the recent developments of cavity quantum electrodynamics.
How News Affect the Trading Behavior of Different Categories of Investors in a Financial Market
We investigate the trading behavior of a large set of single investors trading the highly liquid Nokia stock over the period 2003-2008 with the aim of determining the relative role of endogenous and exogenous factors that may affect their behavior. As endogenous factors we consider returns and volatility, whereas the exogenous factors we use are the total daily number of news and a semantic variable based on a sentiment analysis of news. Linear regression and partial correlation analysis of data show that different categories of investors are differently correlated to these factors. Governmental and non profit organizations are weakly sensitive to news and returns or volatility, and, typica…
Scaling of non-Markovian Monte Carlo wave-function methods
We demonstrate a scaling method for non-Markovian Monte Carlo wave-function simulations used to study open quantum systems weakly coupled to their environments. We derive a scaling equation, from which the result for the expectation values of arbitrary operators of interest can be calculated, all the quantities in the equation being easily obtainable from the scaled Monte Carlo simulations. In the optimal case, the scaling method can be used, within the weak coupling approximation, to reduce the size of the generated Monte Carlo ensemble by several orders of magnitude. Thus, the developed method allows faster simulations and makes it possible to solve the dynamics of the certain class of no…
Structure and Evolution of a European Parliament via a Network and Correlation Analysis
We present a study of the network of relationships among elected members of the Finnish parliament, based on a quantitative analysis of initiative co-signatures, and its evolution over 16 years. To understand the structure of the parliament, we constructed a statistically validated network of members, based on the similarity between the patterns of initiatives they signed. We looked for communities within the network and characterized them in terms of members’ attributes, such as electoral district and party. To gain insight on the nested structure of communities, we constructed a hierarchical tree of members from the correlation matrix. Afterwards, we studied parliament dynamics yearly, wi…
Quantum theory of heating of a single trapped ion
The heating of trapped ions due to the interaction with a {\it quantized environment} is studied {\it without performing the Born-Markov approximation}. A generalized master equation local in time is derived and a novel theoretical approach to solve it analytically is proposed. Our master equation is in the Lindblad form with time dependent coefficients, thus allowing the simulation of the dynamics by means of the Monte Carlo Wave Function (MCWF) method.
Misbeliefs and misunderstandings about the non-Markovian dynamics of a damped harmonic oscillator
We use the exact solution for the damped harmonic oscillator to discuss some relevant aspects of its open dynamics often mislead or misunderstood. We compare two different approximations both referred to as Rotating Wave Approximation. Using a specific example, we clarify some issues related to non--Markovian dynamics, non--Lindblad type dynamics, and positivity of the density matrix.
Non-Markovian Wave Function Simulations of Quantum Brownian Motion
The non-Markovian wave function method (NMWF) using the stochastic unravelling of the master equation in the doubled Hilbert space is implemented for quantum Brownian motion. A comparison between the simulation and the analytical results shows that the method can be conveniently used to study the non-Markovian dynamics of the system.
High-frequency trading and networked markets
Financial markets have undergone a deep reorganization during the last 20 y. A mixture of technological innovation and regulatory constraints has promoted the diffusion of market fragmentation and high-frequency trading. The new stock market has changed the traditional ecology of market participants and market professionals, and financial markets have evolved into complex sociotechnical institutions characterized by a great heterogeneity in the time scales of market members’ interactions that cover more than eight orders of magnitude. We analyze three different datasets for two highly studied market venues recorded in 2004 to 2006, 2010 to 2011, and 2018. Using methods of complex network th…