Search results for "Tree"
showing 10 items of 1841 documents
A tool for filtering information in complex systems
2005
We introduce a technique to filter out complex data-sets by extracting a subgraph of representative links. Such a filtering can be tuned up to any desired level by controlling the genus of the resulting graph. We show that this technique is especially suitable for correlation based graphs giving filtered graphs which preserve the hierarchical organization of the minimum spanning tree but containing a larger amount of information in their internal structure. In particular in the case of planar filtered graphs (genus equal to 0) triangular loops and 4 element cliques are formed. The application of this filtering procedure to 100 stocks in the USA equity markets shows that such loops and cliqu…
Evolution of correlation structure of industrial indices of U.S. equity markets
2013
We investigate the dynamics of correlations present between pairs of industry indices of US stocks traded in US markets by studying correlation based networks and spectral properties of the correlation matrix. The study is performed by using 49 industry index time series computed by K. French and E. Fama during the time period from July 1969 to December 2011 that is spanning more than 40 years. We show that the correlation between industry indices presents both a fast and a slow dynamics. The slow dynamics has a time scale longer than five years showing that a different degree of diversification of the investment is possible in different periods of time. On top to this slow dynamics, we als…
Spanning Trees and bootstrap reliability estimation in correlation based networks
2007
We introduce a new technique to associate a spanning tree to the average linkage cluster analysis. We term this tree as the Average Linkage Minimum Spanning Tree. We also introduce a technique to associate a value of reliability to links of correlation based graphs by using bootstrap replicas of data. Both techniques are applied to the portfolio of the 300 most capitalized stocks traded at New York Stock Exchange during the time period 2001-2003. We show that the Average Linkage Minimum Spanning Tree recognizes economic sectors and sub-sectors as communities in the network slightly better than the Minimum Spanning Tree does. We also show that the average reliability of links in the Minimum …
Economic Sector Identification in a Set of Stocks Traded at the New York Stock Exchange: A Comparative Analysis
2006
We review some methods recently used in the literature to detect the existence of a certain degree of common behavior of stock returns belonging to the same economic sector. Specifically, we discuss methods based on random matrix theory and hierarchical clustering techniques. We apply these methods to a set of stocks traded at the New York Stock Exchange. The investigated time series are recorded at a daily time horizon. All the considered methods are able to detect economic information and the presence of clusters characterized by the economic sector of stocks. However, different methodologies provide different information about the considered set. Our comparative analysis suggests that th…
Improved Limits on Axionlike-Particle-Mediated P , T -Violating Interactions between Electrons and Nucleons from Electric Dipole Moments of Atoms and…
2018
In the presence of P, T-violating interactions, the exchange of axionlike particles between electrons and nucleons in atoms and molecules induces electric dipole moments (EDMs) of atoms and molecules. We perform calculations of such axion-exchange-induced atomic EDMs using the relativistic Hartree-Fock-Dirac method including electron core polarization corrections. We present analytical estimates to explain the dependence of these induced atomic EDMs on the axion mass and atomic parameters. From the experimental bounds on the EDMs of atoms and molecules, including ^{133}Cs, ^{205}Tl, ^{129}Xe, ^{199}Hg, ^{171}Yb^{19}F, ^{180}Hf^{19}F^{+}, and ^{232}Th^{16}O, we constrain the P, T-violating s…
Magnetic field dependence of quantum dot ground states
2008
We study the ground states of a planar quantum dot with N = 5,6,7 electrons, in the presence of a perpendicular magnetic field. Using a spatially unrestricted Hartree Fock technique followed by spin and angular momentum symmetry restoration, chemical potentials are calculated and transitions between different ground states are identified. A spin blockade in the 6 -> 7 transition is found. The structure of the quantum dot wave functions is illustrated by their electron densities. (c) 2007 Elsevier B.V. All rights reserved.
Solution of the Skyrme–Hartree–Fock–Bogolyubov equations in the Cartesian deformed harmonic-oscillator basis.
2012
We describe the new version (v2.38j) of the code hfodd which solves the nuclear SkyrmeHartree-Fock or Skyrme-Hartree-Fock-Bogolyubov problem by using the Cartesian deformed harmonic-oscillator basis. In the new version, we have implemented: (i) projection on good angular momentum (for the Hartree-Fock states), (ii) calculation of the GCM kernels, (iii) calculation of matrix elements of the Yukawa interaction, (iv) the BCS solutions for statedependent pairing gaps, (v) the HFB solutions for broken simplex symmetry, (vi) calculation of Bohr deformation parameters, (vii) constraints on the Schiff moments and scalar multipole moments, (viii) the D T transformations and rotations of wave functio…
A fast approximate method for the calculation of the infrared radiation balance within city street cavities
1983
The approximate calculation method for diffuse solar irradiances in street cavities presented in an earlier paper is extended to include infrared flux densities. By expanding the infrared sky radiance as a truncated trigonometric series, it becomes possible to solve the integrals representing the obstruction of the sky analytically. An example is worked out to demonstrate the numerically very efficient calculation procedure.
A comparison of density-functional-theory and coupled-cluster frequency-dependent polarizabilities and hyperpolarizabilities
2005
The frequency-dependent polarizabilities and hyperpolarizabilities of HF, CO, H2O and para-nitroaniline calculated by density-functional theory are compared with accurate coupled-cluster results. Whereas the local-density approximation and the generalized gradient approximation (BLYP) perform very similarly and overestimate polarizabilities and, in particular, the hyperpolarizabilities, hybrid density-functional theory (B3LYP) performs better and produces results similar to those obtained by coupled-cluster singles-and-doubles theory. Comparisons are also made for singlet excitation energies, calculated using linear response theory.
First-principles and semiempirical Hartree-Fock calculations for F centers in KNbO3 and Li impurities in KTaO3
1998
The LMTO method based on the density-functional theory and the semi-empirical INDO method based on the Hartree--Fock formalism are used for the supercell study of the F centers in cubic and orthorhombic ferroelectric KNbO3 crystals. Two electrons are found to be considerably delocalized even in the ground state of the defect. The absorption energies were calculated by means of the INDO method using the Delta-SCF scheme after a relaxation of atoms surrounding the F center. As an example of another type of point defect in perovskite, an isolated Li impurity in KTaO3 as well as interacting Li pairs are considered in the supercell approach, using the supercells of up to 270 atoms. The off-cente…