37 citations · 115 across the 8 of their papers we have counts for
8 papers
Relation between Bid-Ask Spread, Impact and Volatility in Double Auction Markets
Matthieu Wyart, Jean-Philippe Bouchaud, Julien Kockelkoren +2
We show that the cost of market orders and the profit of infinitesimal market-making or -taking strategies can be expressed in terms of directly observable quantities, namely the s…
A cluster algorithm for Lattice Gauge Theories
F. Alet, B. Lucini, M. Vettorazzo
A new algorithm for simulating compact U(1) lattice gauge theory in three dimensions is presented which is based on global changes in the configuration space. We show that this alg…
Measuring interface tensions in 4d SU(N) lattice gauge theories
Biagio Lucini, Philippe de Forcrand, Michele Vettorazzo
We propose a new algorithm to compute the order-order interface tension in SU(N) lattice gauge theories. The algorithm is trivially generalizable to a variety of models, e.g., spin…
Finite temperature phase transition in the 4d compact U(1) lattice gauge theory
Michele Vettorazzo, Philippe de Forcrand
We study the phase diagram of the 4d compact U(1) gauge theory as a function of the number of Euclidean time slices. We use the helicity modulus as order parameter to probe the pha…
The helicity modulus in gauge field theories
Michele Vettorazzo, Philippe de Forcrand
We consider the 4d compact U(1) theory with Wilson action and characterize its phase diagram using the notion of electromagnetic flux, instead of the more usual magnetic monopole.…
Electromagnetic fluxes, monopoles, and the order of the 4d compact U(1) phase transition
Michele Vettorazzo, Philippe de Forcrand
We consider the 4d compact U(1) gauge theory with extended action S=-beta sum_P cos theta_P -gamma sum_P cos 2 theta_P We give a full characterization of the phase diagram of this…