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20012020
most citedMultidimensional continued fractions, dynamical renormalization and KAM theory

54 citations

23 papers

physics.soc-ph2020★ 10 cited

Scaling Behavior of Public Procurement Activity

António Curado, Bruno Damásio, Sara Encarnação +2

Public procurement refers to the purchase by public sector entities, such as government departments or local authorities, of Services, Goods, or Works. It accounts for a significan…

q-fin.ST2020★ 11 cited

Comprehensive Review of Deep Reinforcement Learning Methods and Applications in Economics

Amir Mosavi, Pedram Ghamisi, Yaser Faghan +1

The popularity of deep reinforcement learning (DRL) methods in economics have been exponentially increased. DRL through a wide range of capabilities from reinforcement learning (RL…

math.CA2018★ 38 cited

On the product formula and convolution associated with the index Whittaker transform

Rúben Sousa, Manuel Guerra, Semyon Yakubovich

We deduce a product formula for the Whittaker function whose kernel does not depend on the second parameter. Making use of this formula, we define the positivity-preserving con…

math.AP2017

Scattering theory for the Schrödinger-Debye System

Simão Correia, Filipe Oliveira

We study the Schrödinger-Debye system over iu_t+\frac 12Δu=uv,\quad μv_t+v=λ|u|^2 and establish the global existence and scattering of small solutions for initial da…

econ.GN2016★ 10 cited

The Topology of Inter-industry Relations from the Portuguese National Accounts

Tanya Araújo, Rui Faustino

In last years, the Portuguese economy has gone through a severe adjustment process, affecting almost all industrial sectors, the building blocks of economic structures. Research on…

math.PR2016★ 10 cited

Barrier Option Pricing under the 2-Hypergeometric Stochastic Volatility Model

Rúben Sousa, Ana Bela Cruzeiro, Manuel Guerra

We investigate the pricing of financial options under the 2-hypergeometric stochastic volatility model. This is an analytically tractable model that reproduces the volatility smile…

cs.SI2016

The specific shapes of gender imbalance in scientific authorships: a network approach

Tanya Araújo, Elsa Fontainha

Gender differences in collaborative research have received little attention when compared with the growing importance that women hold in academia and research. Unsurprisingly, most…

q-fin.GN2016★ 5 cited

The Topology of African Exports: emerging patterns on spanning trees

Tanya Araújo, M. Ennes Ferreira

This paper is a contribution to interweaving two lines of research that have progressed in separate ways: network analyses of international trade and the literature on African trad…

quant-ph2015★ 15 cited

Minimising the heat dissipation of quantum information erasure

M. Hamed Mohammady, Masoud Mohseni, Yasser Omar

Quantum state engineering and quantum computation rely on information erasure procedures that, up to some fidelity, prepare a quantum object in a pure state. Such processes occur w…

math.DS2014★ 5 cited

Asymptotic Poincaré Maps along the edges of Polytopes

Hassan Najafi Alishah, Pedro Duarte, Telmo Peixe

For a class of flows on polytopes, including many examples from Evolutionary Game Theory, we describe a piecewise linear model which encapsulates the asymptotic dynamics along the…

math.DS2013★ 7 cited

Ergodicity of polygonal slap maps

Gianluigi Del Magno, João Lopes Dias, Pedro Duarte +1

Polygonal slap maps are piecewise affine expanding maps of the interval obtained by projecting the sides of a polygon along their normals onto the perimeter of the polygon. These m…

quant-ph2013★ 22 cited

Disorder-assisted quantum transport in suboptimal decoherence regimes

Leonardo Novo, Masoud Mohseni, Yasser Omar

We investigate quantum transport in binary tree structures and in hypercubes for the disordered Frenkel-exciton Hamiltonian under pure dephasing noise. We compute the energy transp…

math.DS2013★ 3 cited

Dissipative outer billiards: a case study

Gianluigi Del Magno, José Pedro Gaivão, Eugene Gutkin

We study dissipative polygonal outer billiards, i.e. outer billiards about convex polygons with a contractive reflection law. We prove that dissipative outer billiards about any tr…

math.DS2010★ 3 cited

A new proof of the Herman-Avila-Bochi formula for Lyapunov exponents of SL(2,R)-cocycles

Alexandre T. Baraviera, Joao Lopes Dias, Pedro Duarte

We study the geometry of the action of SL(2,R) on the projective line in order to present a new and simpler proof of the Herman-Avila-Bochi formula. This formula gives the average…

quant-ph2009★ 1 cited

Entanglement Generation by a Three-Dimensional Qubit Scattering: Concurrence vs. Path (In)Distinguishability

Yuichiro Hida, Hiromichi Nakazato, Kazuya Yuasa +1

A scheme for generating an entangled state in a two spin-1/2 system by means of a spin-dependent potential scattering of another qubit is presented and analyzed in three dimensions…

math.DS2008★ 1 cited

Hamiltonian elliptic dynamics on symplectic 4-manifolds

Mario Bessa, Joao Lopes Dias

We consider C2 Hamiltonian functions on compact 4-dimensional symplectic manifolds to study elliptic dynamics of the Hamiltonian flow, namely the so-called Newhouse dichotomy. We s…

math.DS2007★ 31 cited

Generic dynamics of 4-dimensional C2 Hamiltonian systems

Mario Bessa, Joao Lopes Dias

We study the dynamical behaviour of Hamiltonian flows defined on 4-dimensional compact symplectic manifolds. We find the existence of a C2-residual set of Hamiltonians for which ev…

quant-ph2005★ 14 cited

Indistinguishable Particles in Quantum Mechanics: An Introduction

Y. Omar

In this article, we discuss the identity and indistinguishability of quantum systems and the consequent need to introduce an extra postulate in Quantum Mechanics to correctly descr…

math-ph2005★ 54 cited

Multidimensional continued fractions, dynamical renormalization and KAM theory

K Khanin, J Lopes-Dias, J Marklof

The disadvantage of `traditional' multidimensional continued fraction algorithms is that it is not known whether they provide simultaneous rational approximations for generic vecto…

physics.soc-ph2005

The Geometry of Crashes - A Measure of the Dynamics of Stock Market Crises

Tanya Araújo, Francisco Louçã

This paper investigates the dynamics of stocks in the S&P500 index for the last 30 years. Using a stochastic geometry technique, we investigate the evolution of the market space an…

cond-mat.stat-mech2002★ 19 cited

Reconstructing an economic space from a market metric

R. Vilela Mendes, Tanya Araújo, Francisco Louçã

Using a metric related to the returns correlation, a method is proposed to reconstruct an economic space from the market data. A reduced subspace, associated to the systematic stru…

cond-mat.stat-mech2002★ 7 cited

A dynamical characterization of the small world phase

Tanya Araujo, R. Vilela Mendes, João Seixas

Small-world (SW) networks have been identified in many different fields. Topological coefficients like the clustering coefficient and the characteristic path length have been used…

cond-mat.stat-mech2001★ 22 cited

A process-reconstruction analysis of market fluctuations

R. Vilela Mendes, R. Lima, T. Araujo

The statistical properties of a stochastic process may be described (1)by the expectation values of the observables, (2)by the probability distribution functions or (3)by probabili…