Arkadiusz Orlowski | Searcharxiv

arXiv2006

Comparison of gain-loss asymmetry behavior for stocks and indexes

Investment horizon approach has been used to analyze indexes of Polish stock market.Optimal time horizon for each return value is evaluated by fitting appropriate function form of the distribution. Strong asymmetry of gain-loss curves is observed for WIG index, whereas gain and loss curves look similar for WIG20 and for most of individual companies stocks. The gain-loss asymmetry for these data, measured by the coefficient, that we postulated before \cite{karpio}, has opposite sign to this for WIG index.

physics.soc-ph↗

arXiv2000

Exact versus mean-field description of the Bose-Einstein condensate: a model study

We study a system of trapped bosonic particles interacting by model harmonic forces. Our model allows for detailed examination of the notion of an order parameter (a condensate wave function). By decomposing a single particle density matrix into coherent eigenmodes we study an effect of interaction on the condensate. We show that sufficiently strong interactions cause that the condensate disappears even if the whole system is in its lowest energy state. In the second part of our paper we discuss the validity of the Bogoliubov approximation by comparing its predictions with results inferred from the exactl y soluble model. In particular we examine an energy spectrum, occupation, and fluctuations of the condensate. We conclude that Bogoliubov approach gives quite accurate description of the system in the limit of weak interactions.

cond-mat.soft↗