46 citations · 259 across the 20 of their papers we have counts for
7 papers · 1 filter
Fear and its implications for stock markets
Ingve Simonsen, Peter Toke Heden Ahlgren, Mogens H. Jensen +2
The value of stocks, indices and other assets, are examples of stochastic processes with unpredictable dynamics. In this paper, we discuss asymmetries in short term price movements…
Classical search algorithm with resonances in cycles
A. Romanelli, R. Donangelo
In this work we use the wave equation to obtain a classical analog of the quantum search algorithm and we verify that the essence of search algorithms resides in the establishment…
Conditional Quantum Walk and Iterated Quantum Games
G. Abal, R. Donangelo, H. Fort
Iterated bipartite quantum games are implemented in terms of the discrete-time quantum walk on the line. Our proposal allows for conditional strategies, as two rational agents make…
Schematic models for fragmentation of brittle solids in one and two dimensions
F. P. M. dos Santos, R. Donangelo, S. R. Souza
Stochastic models for the development of cracks in 1 and 2 dimensional objects are presented. In one dimension, we focus on particular scenarios for interacting and non-interacting…
Synchronization Model for Stock Market Asymmetry
Raul Donangelo, Mogens H. Jensen, Ingve Simonsen +1
The waiting time needed for a stock market index to undergo a given percentage change in its value is found to have an up-down asymmetry, which, surprisingly, is not observed for t…
Effects of non-local initial conditions in the Quantum Walk on the line
G. Abal, R. Donangelo, A. Romanelli +1
We report an enhancement of the decay rate of the survival probability when non-local initial conditions in position space are considered in the Quantum Walk on the line. It is sho…