40.2k citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- National Institute of Chemical Physics and BiophysicsEE28 papers
- University of TartuEE15 papers
- Istituto Nazionale di Fisica Nucleare, Sezione di PadovaIT10 papers
- University of OxfordGB10 papers
- University of PaduaIT10 papers
- University of CambridgeGB9 papers
- Aalto UniversityFI8 papers
- Centre National de la Recherche ScientifiqueFR8 papers
- European Organization for Nuclear ResearchCH8 papers
- University of HelsinkiFI8 papers
- King's College LondonGB7 papers
- Reykjavík UniversityIS6 papers
4 papers · 1 filter
Construction of graded differential algebra with ternary differential
Nadezda Bazunova
In this article, we describe the construction of graded -differential algebra with ternary differential satisfying the property and the -Leibniz rule. Our starting po…
Plane rotations and Hamilton-Dirac mechanics
Eugen Paal, Jyri Virkepu
Canonical formalism for SO(2) is developed. This group can be seen as a toy model of the Hamilton-Dirac mechanics with constraints. The Lagrangian and Hamiltonian are explicitly co…
Leptokurtic Portfolio Theory
Robert Kitt, Jaan Kalda
The question of optimal portfolio is addressed. The conventional Markowitz portfolio optimisation is discussed and the shortcomings due to non-Gaussian security returns are outline…
Scaling analysis of multivariate intermittent time series
Robert Kitt, Jaan Kalda
The scaling properties of the time series of asset prices and trading volumes of stock markets are analysed. It is shown that similarly to the asset prices, the trading volume data…