Abstract. We review the recent approach of correlation based networks of financial equities. We investigate portfolio of stocks at different time horizons, financial indices and volatility time series and we show that meaningful economic information can be extracted from noise dressed correlation matrices. We show that the method can be used to falsify widespread market models by directly comparing the topological properties of networks of real and artificial markets.
Percolation and jamming phenomena are investigated for random sequential deposition of rectangular needles on d = 2 square lattices. Associated thresholds p are found to be a constant 0.62 ± 0.01 for all sizes. In addition the ratio of jamming thresholds for respectively square blocks and needles is also found to be a constant 0.79 ± 0.01. These constants exhibit some universal connexion in the geometry of jamming and percolation for both anisotropic shapes (needles versus square lattices) and isotropic shapes (square blocks on square lattices). A universal empirical law is proposed for all three thresholds as a function of a.
We investigate sets of financial nonredundant and nonsynchronously recorded time series. The sets are composed by a number of stock market indices located all over the world in five continents. By properly selecting the time horizon of returns and by using a reference currency we find a meaningful taxonomy. The detection of such a taxonomy proves that interpretable information can be stored in a set of nonsynchronously recorded time series.
The partial coalescence of a droplet onto a planar liquid-liquid interface is investigated experimentally by tuning the viscosities of both liquids. The problem mainly depends on four dimensionless parameters: The Bond number (gravity vs surface tension), the Ohnesorge numbers (viscosity in both fluids vs surface tension), and the density relative difference. The ratio between the daughter droplet size and the mother droplet size is investigated as a function of these dimensionless numbers. Global quantities such as the available surface energy of the droplet have been measured during the coalescence. The capillary waves propagation and damping are studied in detail. The relation between these waves and the partial coalescence is discussed. Additional viscous mechanisms are proposed in order to explain the asymmetric role played by both viscosities.
Physics governing the locomotion of microorganisms and other microsystems is dominated by viscous damping. An effective swimming strategy involves the non-reciprocal and periodic deformations of the considered body. Here, we show that a magnetocapillary-driven self-assembly, composed of three soft ferromagnetic beads, is able to swim along a liquid-air interface when powered by an external magnetic field. More importantly, we demonstrate that trajectories can be fully controlled, opening ways to explore low Reynolds number swimming. This magnetocapillary system spontaneously forms by self-assembly, allowing miniaturization and other possible applications such as cargo transport or solvent flows.
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