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Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility [PDF]
This paper develops a two-step estimation methodology, which allows us to apply catastrophe theory to stock market returns with time-varying volatility and model stock market crashes.
Barunik, Jozef, Kukacka, Jiri
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Bifurcation of gap solitons through catastrophe theory [PDF]
In the theory of optical gap solitons, slowly-moving finite-amplitude Lorentzian solutions are found to mediate the transition from bright to coexistent dark-antidark solitary wave pairs when the laser frequency is detuned out of the proper edge of a ...
Conti, Claudio, Trillo, Stefano
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Non-Abelian Black Holes in Brans-Dicke Theory [PDF]
We find a black hole solution with non-Abelian field in Brans-Dicke theory. It is an extension of non-Abelian black hole in general relativity. We discuss two non-Abelian fields: "SU(2)" Yang-Mills field with a mass (Proca field) and the SU(2)$\times$SU ...
A. D. Linde +38 more
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Theory of a Slow-Light Catastrophe [PDF]
In diffraction catastrophes such as the rainbow the wave nature of light resolves ray singularities and draws delicate interference patterns. In quantum catastrophes such as the black hole the quantum nature of light resolves wave singularities and ...
A. B. Matsko +40 more
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Gradient catastrophe and flutter in vortex filament dynamics
Gradient catastrophe and flutter instability in the motion of vortex filament within the localized induction approximation are analyzed. It is shown that the origin if this phenomenon is in the gradient catastrophe for the dispersionless Da Rios system ...
Agrawal G P +28 more
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Orthogonality catastrophe as a consequence of qubit embedding in an ultra-cold Fermi gas [PDF]
We investigate the behaviour of a single qubit coupled to a low-dimensional, ultra-cold Fermi gas. The scattering between the system and the fermions leads to the loss of any coherence in the initial state of the qubit and we show that the exact dynamics
Busch, Th. +4 more
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Stability of Q-balls and Catastrophe
We propose a practical method for analyzing stability of Q-balls for the whole parameter space, which includes the intermediate region between the thin-wall limit and thick-wall limit as well as Q-bubbles (Q-balls in false vacuum), using the catastrophe ...
Sakai, Nobuyuki, Sasaki, Misao
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Topological Theory in Bioconstructivism [PDF]
In the essay “Landscapes of Change: Boccioni’s Stati d’animo as a General Theory of Models,” in Assemblage 19, 1992, Sanford Kwinter proposed a number of theoretical models which could be applied to computer-generated forms in Bioconstructivism.
Hendrix, John S
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Tunneling into a Fractional Quantum Hall System and the Infrared Catastrophe
We calculate the tunneling density of states of a two-dimensional interacting electron gas in a quantizing magnetic field. We show that the observed pseudogap in the density of states can be understood as the result of an infrared catastrophe in a ...
Geller, Michael R., Patton, Kelly R.
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