摘要翻译:
在传统物理学领域中,原子核属于最复杂的系统。它基本上涉及表征复杂性的所有要素,包括最独特的要素,其本质是连贯模式和随机性的永久共存。从更多跨学科的角度来看,这些金融市场代表了一种极端的复杂性。在此,基于矩阵形式,我们在上述两个系统中的复杂性的几个特征之间设置了一些相似性。我们特别提到了随机矩阵理论的概念--历史上源于核物理的考虑--并证明了它在量化金融市场中混沌与集体共存特征方面的效用。在后一个例子中,我们展示了一些例子,说明矩阵公式映射到源于图论的概念。最后,我们注意到金融相干的一些新的方面,这为推测是否可以在原子核或其他强相互作用的费米系统中探测到类似的效应打开了空间。
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英文标题:
《Coherent Patterns in Nuclei and in Financial Markets》
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作者:
S. Drozdz, J. Kwapien, J. Speth
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最新提交年份:
2010
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分类信息:
一级分类:Physics        物理学
二级分类:Data Analysis, Statistics and Probability        
数据分析、统计与概率
分类描述:Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件:数据处理与存储;测量方法;统计和数学方面,如参数化和不确定性。
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一级分类:Physics        物理学
二级分类:Nuclear Theory        核理论
分类描述:Nuclear Theory Theory of nuclear structure covering wide area from models of hadron structure to neutron stars. Nuclear equation of states at different external conditions. Theory of nuclear reactions including heavy-ion reactions at low and high energies. It does not include problems of data analysis, physics of nuclear reactors, problems of safety, reactor construction
核理论涵盖从强子结构模型到中子星等广泛领域的核结构理论。不同外部条件下的核状态方程。核反应理论,包括低能和高能的重离子反应。它不包括数据分析问题、核反应堆物理问题、安全问题、反应堆建设问题
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一级分类:Quantitative Finance        数量金融学
二级分类:Statistical Finance        统计金融
分类描述:Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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英文摘要:
  In the area of traditional physics the atomic nucleus belongs to the most complex systems. It involves essentially all elements that characterize complexity including the most distinctive one whose essence is a permanent coexistence of coherent patterns and of randomness. From a more interdisciplinary perspective, these are the financial markets that represent an extreme complexity. Here, based on the matrix formalism, we set some parallels between several characteristics of complexity in the above two systems. We, in particular, refer to the concept - historically originating from nuclear physics considerations - of the random matrix theory and demonstrate its utility in quantifying characteristics of the coexistence of chaos and collectivity also for the financial markets. In this later case we show examples that illustrate mapping of the matrix formulation into the concepts originating from the graph theory. Finally, attention is drawn to some novel aspects of the financial coherence which opens room for speculation if analogous effects can be detected in the atomic nuclei or in other strongly interacting Fermi systems. 
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PDF链接:
https://arxiv.org/pdf/1009.1105