Search results for " Complex Systems"
showing 10 items of 25 documents
Air Transport Network: a short review
2013
Role of noise in a market model with stochastic volatility
2006
We study a generalization of the Heston model, which consists of two coupled stochastic differential equations, one for the stock price and the other one for the volatility. We consider a cubic nonlinearity in the first equation and a correlation between the two Wiener processes, which model the two white noise sources. This model can be useful to describe the market dynamics characterized by different regimes corresponding to normal and extreme days. We analyze the effect of the noise on the statistical properties of the escape time with reference to the noise enhanced stability (NES) phenomenon, that is the noise induced enhancement of the lifetime of a metastable state. We observe NES ef…
On-chip quantum frequency combs for complex photon state generation (Conference Presentation)
2020
A key challenge in today’s quantum science is the realization of large-scale complex non-classical systems to enable e.g. ultra-secure communications, quantum-enhanced measurements, and computations faster than classical approaches. Optical frequency combs represent a powerful approach towards this, since they provide a very high number of temporal and frequency modes which can result in large-scale quantum systems. Here, we discuss the recent progress on the realization of integrated quantum frequency combs and reveal how their use in combination with on-chip and fiber-optic telecommunications components can enable quantum state control with new functionalities, yielding unprecedented capa…
An empirically grounded agent based simulator for the air traffic management in the SESAR scenario
2017
In this paper we present a simulator allowing to perform policy experiments relative to the air traffic management. Different SESAR solutions can be implemented in the model to see the reaction of the different stakeholders as well as other relevant metrics (delay, safety, etc). The model describes both the strategic phase associated to the planning of the flight trajectories and the tactical modifications occurring in the en-route phase. An implementation of the model is available as an open-source software and is freely accessible by any user. More specifically, different procedures related to business trajectories and free-routing are tested and we illustrate the capabilities of the mode…
Volatility Effects on the Escape Time in Financial Market Models
2008
We shortly review the statistical properties of the escape times, or hitting times, for stock price returns by using different models which describe the stock market evolution. We compare the probability function (PF) of these escape times with that obtained from real market data. Afterwards we analyze in detail the effect both of noise and different initial conditions on the escape time in a market model with stochastic volatility and a cubic nonlinearity. For this model we compare the PF of the stock price returns, the PF of the volatility and the return correlation with the same statistical characteristics obtained from real market data.
DECISION-MAKING MODELS FOR PREDICTIVE MAINTENANCE SERVICE SUPPORT SYSTEMS
2023
Nell'era digitale, la tecnologia è in continua evoluzione, con enormi progressi nell'automazione che consentono una gestione della manutenzione più efficiente ed economica. Le tecnologie digitali stanno convergendo e avanzando insieme alle industrie, determinando progressi significativi nella gestione della manutenzione. La tradizionale strategia di manutenzione preventiva gestita dall'uomo lascia progressivamente spazio alla manutenzione predittiva, che rappresenta un’ottima opportunità per migliorare significativamente la pianificazione della manutenzione del sistema, in particolare per i sistemi più complessi e dal significativo valore monetario. Tuttavia, l’implementazione di tecniche d…
Effects of complex movements on the brain as a result of increased decision-making
2019
Non-linearity is considered to be an essential property of complex systems. The associated high sensitivity of the result on the constraints leads to fundamental problems of a system description based on variables selected in the reductionist tradition. The attempt to compensate the problems by averaging data leads to the neglect of the individual and the moment. However, both is of enormous importance for effective therapy, training, and learning. The theory of differential learning suggests an alternative approach to dealing with these problems. With constantly changing complex whole-body movements, extensive decisions are demanded from the learner, which lead to brain states through an o…
Stochastic dynamics of leukemic cells under an intermittent targeted therapy
2009
The evolutionary dynamics of cancerous cell populations in a model of Chronic Myeloid Leukemia (CML) is investigated in the presence of an intermittent targeted therapy. Cancer development and progression is modeled by simulating the stochastic evolution of initially healthy cells which can experience genetic mutations and modify their reproductive behavior, becoming leukemic clones. Front line therapy for the treatment of patients affected by CML is based on the administration of tyrosine kinase inhibitors, namely imatinib (Gleevec) or, more recently, dasatinib or nilotinib. Despite the fact that they represent the first example of a successful molecular targeted therapy, the development o…
Hitting Time Distributions in Financial Markets
2006
We analyze the hitting time distributions of stock price returns in different time windows, characterized by different levels of noise present in the market. The study has been performed on two sets of data from US markets. The first one is composed by daily price of 1071 stocks trade for the 12-year period 1987-1998, the second one is composed by high frequency data for 100 stocks for the 4-year period 1995-1998. We compare the probability distribution obtained by our empirical analysis with those obtained from different models for stock market evolution. Specifically by focusing on the statistical properties of the hitting times to reach a barrier or a given threshold, we compare the prob…
Structure and evolution of a European Parliament via a network and correlation analysis
2016
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…