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On the Zipf strategy for short-term investments in WIG20 futures
Zipf law econophysics investment strategy long memory time series complex systems futures contracts
2011/8/17
Abstract: We apply the Zipf power law to financial time series of WIG20 index daily changes (open-close). Thanks to the mapping of time series signal into the sequence of 2k+1 'spin-like' states, wher...
Attack of Many Eavesdroppers via Optimal Strategy in Quantum Cryptography
Eavesdroppers Optimal Strategy Quantum Cryptography
2010/4/8
We examine a situation that $n$ eavesdroppers attack the Bennett-Brassard cryptographic protocol via their own optimal and symmetric strategies. Information gain and mutual information with sender for...
Detrended Fluctuation Analysis on Correlations of Complex Networks
Under Attack and Repair Strategy
correlations detrended fluctuation analysis complex networks
2007/8/15
2006Vol.45No.4pp.765-768DOI:
Detrended Fluctuation Analysis on Correlations of Complex Networks
Under Attack and Repair Strategy
CHI Li-Ping, YANG Chun-Bin, MA Ke, and CAI Xu
...
Novel Strategy for Numerically Evaluating Dark-Soliton Jitter
in Optical Communications
dark-soliton jitter threshold-value-oriented method
dissipative-dispersive system
2007/8/15
2005Vol.43No.5pp.847-849DOI:
Novel Strategy for Numerically Evaluating Dark-Soliton Jitter
in Optical Communications
CHEN Shi-Hua
Department of Physics, Huazhong Univers...
Deduction of Initial Strategy Distributions of Agents in Mix-game Model
minority game mix-game prediction initial strategy distributions
2007/6/7
This paper reports the effort of deducing the initial strategy distributions of agents in mix-game model which is used to predict a real financial time series generated from a target financial market....