Results 21 to 30 of about 119,536 (302)

Exponential Decay of Correlations Implies Area Law [PDF]

open access: yesCommunications in Mathematical Physics, 2014
We prove that a finite correlation length, i.e. exponential decay of correlations, implies an area law for the entanglement entropy of quantum states defined on a line. The entropy bound is exponential in the correlation length of the state, thus reproducing as a particular case Hastings proof of an area law for groundstates of 1D gapped Hamiltonians ...
Fernando G. S. L. Brandão   +1 more
openaire   +5 more sources

Index option returns and systemic equity risk

open access: yesJournal of Finance and Data Science, 2018
In an environment characterized by stochastic variances and correlations, we demonstrate through construction of the equilibrium index option value from constituent components, that the generalized PDE identifies the stochastic elements differentially ...
Weiping Li, Tim Krehbiel
doaj   +1 more source

Implied motion activation in cortical area MT can be explained by visual low-level features [PDF]

open access: yes, 2011
To investigate form-related activity inmotion-sensitive cortical areas, we recorded cell responses to animate implied motion in macaque middle temporal (MT) and medial superior temporal (MST) cortex and investigated these areas using fMRI in humans.
van Wezel, Richard J. A.   +37 more
core   +1 more source

Newborn Weight and Second-Hand Smoking in Utero Exposure: A Case in A Low-Middle Income Country

open access: yesJurnal Keperawatan Soedirman, 2023
Smoking exposure among pregnant women is correlated with the risk of low birth weight. The policy factors are believed to contribute to the rate or prevalence of smoking activities.
Dianita Sugiyo   +14 more
doaj   +1 more source

Numerical Simulation of the Heston Model under Stochastic Correlation

open access: yesInternational Journal of Financial Studies, 2017
Stochastic correlation models have become increasingly important in financial markets. In order to be able to price vanilla options in stochastic volatility and correlation models, in this work, we study the extension of the Heston model by imposing ...
Long Teng   +2 more
doaj   +1 more source

Modeling the evolution of implied CDO correlations [PDF]

open access: yesFinancial Markets and Portfolio Management, 2010
ISSN:1555 ...
Hofert, Marius   +2 more
openaire   +2 more sources

Does Expectation of Correlation Breakdown in Financial Market Fulfill Itself?

open access: yesDiscrete Dynamics in Nature and Society, 2015
This paper develops a model appeared in the literature whose focus was the way rational risk averse investors anticipate the correlation breakdowns of asset returns in periods of excess demand.
Paolo Falbo, Rosanna Grassi
doaj   +1 more source

Implied basket correlation dynamics [PDF]

open access: yes, 2012
Equity basket correlation is an important risk factor. It characterizes the strength of linear dependence between assets and thus measures the degree of portfolio diversification.
Silyakova, Elena, Härdle, Wolfgang Karl
core   +1 more source

Irreducible many-body correlations in topologically ordered systems

open access: yesNew Journal of Physics, 2016
Topologically ordered systems exhibit large-scale correlation in their ground states, which may be characterized by quantities such as topological entanglement entropy.
Yang Liu, Bei Zeng, D L Zhou
doaj   +1 more source

Hubungan Antara Status Gizi dengan Karies Gigi pada Murid-Murid di Sekolah Dasar Kecamatan Karangantu

open access: yesJournal of Dentistry Indonesia, 2015
Several studies in Indonesia have attempted to correlate nutritional status with dental caries. The aim of this study was to find out the relation between nutritional status and dental caries disease of schoolchildren aged 9-14 years in Karangantu and ...
Nurlaila AM Abdullah Mashabi   +2 more
doaj   +1 more source

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