arXiv subjects

Alexandre Pachoud

Publications and source records attributed to Alexandre Pachoud.

4 recordsLinked to original sources

arXiv2021

Multi-Asset Spot and Option Market Simulation

We construct realistic spot and equity option market simulators for a single underlying on the basis of normalizing flows. We address the high-dimensionality of market observed call prices through an arbitrage-free autoencoder that approximates efficient low-dimensional representations of the prices while maintaining no static arbitrage in the reconstructed surface. Given a multi-asset universe, we leverage the conditional invertibility property of normalizing flows and introduce a scalable method to calibrate the joint distribution of a set of independent simulators while preserving the dynamics of each simulator. Empirical results highlight the goodness of the calibrated simulators and their fidelity.

q-fin.CP↗

arXiv2014

Scattering theory of spin-orbit active adatoms on graphene

The scattering of two-dimensional massless Dirac fermions from local spin-orbit interactions with an origin in dilute concentrations of physisorbed atomic species on graphene is theoretically investigated. The hybridization between graphene and the adatoms' orbitals lifts spin and valley degeneracies of the pristine host material, giving rise to rich spin-orbit coupling mechanisms with features determined by the exact adsorption position on the honeycomb lattice - bridge, hollow or top position - and the adatoms' outer-shell orbital type. Effective graphene-only Hamiltonians are derived from symmetry considerations, while a microscopic tight-binding approach connects effective low-energy couplings and graphene-adatom hybridization parameters. Within the $T$-matrix formalism, a theory for (spin-dependent) scattering events involving graphene's charge carriers, and the spin-orbit active adatoms is developed. Spin currents associated with intravalley and intervalley scattering are found to tend to oppose each other. We establish that under certain conditions, hollow-position adatoms give rise to the spin Hall effect, through skew scattering, while top-position adatoms induce transverse charge currents via trigonal potential scattering. We also identify the critical Fermi energy range where the spin Hall effect is dramatically enhanced, and the associated transverse spin currents can be reversed.

cond-mat.mes-hall↗

arXiv2013

Quasi-Periodic Nanoripples in Graphene Grown by Chemical Vapor Deposition and Its Impact on Charge Transport

The technical breakthrough in synthesizing graphene by chemical vapor deposition methods (CVD) has opened up enormous opportunities for large-scale device applications. In order to improve the electrical properties of CVD graphene grown on copper (Cu-CVD graphene), recent efforts have focussed on increasing the grain size of such polycrystalline graphene films to 100 micrometers and larger. While an increase in grain size and hence, a decrease of grain boundary density is expected to greatly enhance the device performance, here we show that the charge mobility and sheet resistance of Cu-CVD graphene is already limited within a single grain. We find that the current high-temperature growth and wet transfer methods of CVD graphene result in quasi-periodic nanoripple arrays (NRAs). Electron-flexural phonon scattering in such partially suspended graphene devices introduces anisotropic charge transport and sets limits to both the highest possible charge mobility and lowest possible sheet resistance values. Our findings provide guidance for further improving the CVD graphene growth and transfer process.

cond-mat.mes-hall↗

arXiv2010

Graphene Transport at High Carrier Densities using a Polymer Electrolyte Gate

We report the study of graphene devices in Hall-bar geometry, gated with a polymer electrolyte. High densities of 6 $\times 10^{13}/cm^{2}$ are consistently reached, significantly higher than with conventional back-gating. The mobility follows an inverse dependence on density, which can be correlated to a dominant scattering from weak scatterers. Furthermore, our measurements show a Bloch-Grüneisen regime until 100 K (at 6.2 $\times10^{13}/cm^{2}$), consistent with an increase of the density. Ubiquitous in our experiments is a small upturn in resistivity around 3 $\times10^{13}/cm^{2}$, whose origin is discussed. We identify two potential causes for the upturn: the renormalization of Fermi velocity and an electrochemically-enhanced scattering rate.

cond-mat.mes-hall↗