SPIN GLASSES IN THE TRADING BOOK

2000 ◽  
Vol 03 (03) ◽  
pp. 537-540 ◽  
Author(s):  
I. KONDOR
Keyword(s):  
Standard Model ◽  
Spin Glass ◽  
Long Range ◽  
Financial Institutions ◽  
Spin Glasses ◽  
Ground States ◽  
Capital Adequacy ◽  
Nonlinear Constraints ◽  
The Standard Model ◽  
Np Complete

The standard model defined in the Capital Adequacy Directive issued by the EEC in 1993 imposes nonlinear constraints on certain parts of the trading portfolios of financial institutions. It is shown that an institution that complies with the rules of the standard model but wants to optimize its portfolio according to some internal criteria, such as minimizing the variance or the VaR, faces a computational problem equivalent to finding the ground states of a long range spin glass. This problem is known to be NP-complete, and to have exponentially many solutions which are extremely sensitive to any changes of the input parameters.

GROUND STATES IN THREE-DIMENSIONAL ±J EDWARDS–ANDERSON SPIN GLASSES WITH FREE BOUNDARIES

2000 ◽  
Vol 11 (03) ◽  
pp. 589-592
Author(s):  
FRAUKE LIERS ◽  
MICHAEL JÜNGER
Keyword(s):  
Spin Glass ◽  
Spin Glasses ◽  
State Energy ◽  
Infinite System ◽  
Three Dimensional ◽  
Finite Size ◽  
Ground States ◽  
Free Boundaries ◽  
Finite Size Corrections

By an exact calculation of the ground states for the ±J Edwards–Anderson spin glass, one can extrapolate the ground state energy to infinite system sizes. We calculate the exact ground states for the three-dimensional spin glass with free boundaries for system sizes up to 10 and fit different finite-size functions. We cannot decide, only from the quality of the fit, which fitting function to choose. Relying on the literature values for the extrapolated energy, we find the finite-size corrections to vary as 1/L.

scholarly journals Long-Range Magnetic Fields in the Ground State of the Standard Model Plasma

2012 ◽  
Vol 109 (11) ◽  
Author(s):  
Alexey Boyarsky ◽  
Oleg Ruchayskiy ◽  
Mikhail Shaposhnikov
Keyword(s):  
Magnetic Fields ◽  
Standard Model ◽  
Long Range ◽  
Ground State ◽  
The Standard Model

scholarly journals Explaining Dark Matter Without New Physics?

2020 ◽  
Author(s):  
Stephane Maes
Keyword(s):  
Dark Matter ◽  
Standard Model ◽  
Long Range ◽  
New Physics ◽  
Beyond The Standard Model ◽  
The Standard Model ◽  
New Particles

In a multi-fold universe, gravity emerges from entanglement through the multi-fold mechanisms. As a result, gravity-like effects appear in between entangled particles or regions. When applied to astrophysics, these effects are analogous to additional matter within or around galaxies. This way, we recover behaviors that match expected and observed effects when dark matter would be present or missing. No New Physics is introduced in terms of new particles beyond the Standard Model or modifying long range gravity: only the modeling of gravity as emerging from entanglement, in a multi-fold universe.

scholarly journals Operation Frames and Clubs in Kidney Exchange

2017 ◽  
Author(s):  
Gabriele Farina ◽  
John P. Dickerson ◽  
Tuomas Sandholm
Keyword(s):  
Integer Programming ◽  
Standard Model ◽  
Social Welfare ◽  
Market Clearing ◽  
Kidney Exchange ◽  
Number Of Patients ◽  
The Standard Model ◽  
Np Complete ◽  
Improve Planning

A kidney exchange is a centrally-administered barter market where patients swap their willing yet incompatible donors. Modern kidney exchanges use 2-cycles, 3-cycles, and chains initiated by non-directed donors (altruists who are willing to give a kidney to anyone) as the means for swapping. We propose significant generalizations to kidney exchange. We allow more than one donor to donate in exchange for their desired patient receiving a kidney. We also allow for the possibility of a donor willing to donate if any of a number of patients receive kidneys. Furthermore, we combine these notions and generalize them. The generalization is to exchange among organ clubs, where a club is willing to donate organs outside the club if and only if the club receives organs from outside the club according to given specifications. We prove that unlike in the standard model, the uncapped clearing problem is NP-complete. We also present the notion of operation frames that can be used to sequence the operations across batches, and present integer programming formulations for the market clearing problems for these new types of organ exchanges. Experiments show that in the single-donation setting, operation frames improve planning by 34% - 51%. Allowing up to two donors to donate in exchange for one kidney donated to their designated patient yields a further increase in social welfare.

Indirect measurements in micro-space with the EM

1995 ◽  
Vol 53 ◽  
pp. 598-599
Author(s):  
Sterling P. Newberry
Keyword(s):  
Electron Microscope ◽  
Standard Model ◽  
Particle Physics ◽  
Information Storage ◽  
Storage Space ◽  
Indirect Measurements ◽  
Storage And Retrieval ◽  
Adequate Information ◽  
Compelling Reason ◽  
The Standard Model

At the 1958 meeting of our society, then known as EMSA, the author introduced the concept of microspace and suggested its use to provide adequate information storage space and the use of electron microscope techniques to provide storage and retrieval access. At this current meeting of MSA, he wishes to suggest an additional use of the power of the electron microscope.The author has been contemplating this new use for some time and would have suggested it in the EMSA fiftieth year commemorative volume, but for page limitations. There is compelling reason to put forth this suggestion today because problems have arisen in the “Standard Model” of particle physics and funds are being greatly reduced just as we need higher energy machines to resolve these problems. Therefore, any techniques which complement or augment what we can accomplish during this austerity period with the machines at hand is worth exploring.

An Interview with the Physicist that Her Head in the Universe and Both Feet on the Earth

2019 ◽  
Author(s):  
Adib Rifqi Setiawan
Keyword(s):  
Standard Model ◽  
Particle Physics ◽  
Space Time ◽  
Additional Dimension ◽  
The Earth ◽  
The Standard Model ◽  
The Universe

Put simply, Lisa Randall’s job is to figure out how the universe works, and what it’s made of. Her contributions to theoretical particle physics include two models of space-time that bear her name. The first Randall–Sundrum model addressed a problem with the Standard Model of the universe, and the second concerned the possibility of a warped additional dimension of space. In this work, we caught up with Randall to talk about why she chose a career in physics, where she finds inspiration, and what advice she’d offer budding physicists. This article has been edited for clarity. My favourite quote in this interview is, “Figure out what you enjoy, what your talents are, and what you’re most curious to learn about.” If you insterest in her work, you can contact her on Twitter @lirarandall.

An Interview with the Physicist that Her Head in the Universe and Both Feet on the Earth

2019 ◽  
Author(s):  
Adib Rifqi Setiawan
Keyword(s):  
Standard Model ◽  
Particle Physics ◽  
Space Time ◽  
Additional Dimension ◽  
The Earth ◽  
The Standard Model ◽  
The Universe

Put simply, Lisa Randall’s job is to figure out how the universe works, and what it’s made of. Her contributions to theoretical particle physics include two models of space-time that bear her name. The first Randall–Sundrum model addressed a problem with the Standard Model of the universe, and the second concerned the possibility of a warped additional dimension of space. In this work, we caught up with Randall to talk about why she chose a career in physics, where she finds inspiration, and what advice she’d offer budding physicists. This article has been edited for clarity. My favourite quote in this interview is, “Figure out what you enjoy, what your talents are, and what you’re most curious to learn about.” If you insterest in her work, you can contact her on Twitter @lirarandall.

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