80 citations · 92 across the 7 of their papers we have counts for
7 papers
Model-based and empirical analyses of stochastic fluctuations in economy and finance
Rubina Zadourian
The objective of this work is the investigation of complexity, asymmetry, stochasticity and non-linearity of the financial and economic systems by using the tools of statistical me…
The non-perturbative phenomenon for the Crow Kimura model with stochastic resetting
R. Poghosyan, R. Zadourian, David B. Saakian
We consider the Crow Kimura model, modified via stochastic resetting. There are two principally different situations: First, when due to resetting the system jumps to the low fitne…
Exact probability distribution function for the volatility of cumulative production
Rubina Zadourian, Andreas Klümper
In this paper we study the volatility and its probability distribution function for the cumulative production based on the experience curve hypothesis. This work presents a general…
How well do experience curves predict technological progress? A method for making distributional forecasts
François Lafond, Aimee Gotway Bailey, Jan David Bakker +4
Experience curves are widely used to predict the cost benefits of increasing the deployment of a technology. But how good are such forecasts? Can one predict their accuracy a prior…
Exact probability distribution functions for Parrondo's games
Rubina Zadourian, David B Saakian, Andreas Klumper
We consider discrete time Brownian ratchet models: Parrondo's games. Using the Fourier transform, we calculate the exact probability distribution functions for both the capital dep…
Matrix product states for invariant quantum spin chains
Rubina Zadourian, Andreas Fledderjohann, Andreas Klümper
A systematic and compact treatment of arbitrary invariant spin- quantum chains with nearest-neighbour interactions is presented. The ground-state is derived in terms of…
Asymmetry of cross correlations between intra-day and overnight volatilities
Rubina Zadourian, Peter Grassberger
We point out a stunning time asymmetry in the short time cross correlations between intra-day and overnight volatilities (absolute values of log-returns of stock prices). While ove…