arXiv subjects

Daniel Guterding

Publications and source records attributed to Daniel Guterding.

At least 19 recordsLinked to original sources

arXiv2026

Realization of the Ruby Lattice Antiferromagnet in Layered Transition-Metal Fluorides

The antiferromagnet on the ruby lattice is expected to host a range of exotic emergent phenomena, yet its material realization has remained elusive. Here we show that the layered transition metal fluorides CsBaFe$_3$F$_{12}$ and CsBaCr$_3$F$_{12}$ with Fe$^{3+}$ and Cr$^{3+}$ ions realize only slightly distorted ruby lattice geometries with spin moments $S=5/2$ and $S=3/2$, respectively. Their microscopic Hamiltonians, calculated with DFT energy mapping, are dominated by short-ranged antiferromagnetic interactions within the ruby layers. Classical Monte Carlo simulations reveal strong frustration in both compounds, with local N\'eel correlations on the hexagonal plaquettes and distinct long-range ordering tendencies governed by weaker triangular links. For CsBaFe$_3$F$_{12}$, the calculated thermodynamic behaviour is consistent with the experimentally reported magnetic ordering scale. For CsBaCr$_3$F$_{12}$, classical Monte Carlo and Luttinger-Tisza analysis reveal competing low-energy ordering wave vectors, strong finite-size sensitivity, and a tendency toward incommensurate order. Overall, our results establish these fluorides as experimentally accessible ruby-lattice antiferromagnets and provide quantitative predictions for future neutron-scattering studies.

cond-mat.str-el↗

arXiv2026

Orthogonal reparametrization of the Nelson-Siegel-Svensson interest rate curve model: conditioning, diagnostics, and identifiability

The Nelson-Siegel-Svensson (NSS) interest rate curve model yields a separable nonlinear least-squares problem whose inner linear block is often ill-conditioned because the basis functions become nearly collinear. We analyze this instability via an exact orthogonal reparametrization of the design matrix. A thin QR decomposition produces orthogonal linear parameters for which, conditional on the nonlinear parameters, the Fisher information matrix is diagonal. We also derive a finite-horizon analytical orthogonalization: on $[0,T]$, the $4\times 4$ continuous Gram matrix has closed-form entries involving exponentials, logarithms, and the exponential integral $E_1$, yielding an explicit horizon-dependent orthogonal NSS basis. Together with Jacobian-rank and profile-likelihood arguments, this representation clarifies the degenerate manifold $\lambda_1=\lambda_2$, where the Svensson extension loses two degrees of freedom. Orthogonalization leaves the least-squares fit and uncertainty of the original linear parameters unchanged, but isolates the conditioning structure. When the decay parameters are estimated jointly, the full first-order covariance in orthogonal coordinates admits an explicit Schur-complement form. The approach also yields a scalar identifiability diagnostic through the QR element $R_{44}$ and separates model reduction from numerical instability. Synthetic experiments confirm that orthogonal parametrization eliminates correlations among the linear parameters and keeps their conditional uncertainty uniform. A daily U.S. Treasury study on a reduced fixed 9-tenor grid from 1981 to 2026 shows smoother orthogonal parameter series than classical NSS parameters while the moving QR basis remains nearly constant.

q-fin.CP↗

arXiv2025

Origin of pressure-induced anomalies in the nodal-line ferrimagnet Mn$_3$Si$_2$Te$_6$

A pressure-induced insulator-to-metal transition (IMT) has recently been discovered in the nodal-line ferrimagnet Mn$_3$Si$_2$Te$_6$. The electronic phase transition is accompanied by anomalies in the magnetic ordering temperature and the anomalous Hall conductivity, which peak at or near the critical pressure of the IMT. We perform density functional theory (DFT) calculations as a function of pressure to establish the connection between the IMT and the magnetic anomalies in Mn$_3$Si$_2$Te$_6$. We extract Heisenberg Hamiltonians as a function of pressure based on our DFT calculations. Our classical Monte Carlo simulations for these Hamiltonians yield ordering temperatures and magnetic ordering patterns, in agreement with the experimental data. Although we can accurately explain the evolution of magnetism with pressure, it seems that the anomalous Hall conductivity in Mn$_3$Si$_2$Te$_6$ can only be accounted for by extrinsic contributions or moderate electron doping of the samples in the experiment.

cond-mat.str-el↗

arXiv2025

Incommensurate spin fluctuations and competing pairing symmetries in La$_3$Ni$_2$O$_7$

The recent discovery of superconductivity in the bilayer Ruddlesden-Popper nickelate La$_3$Ni$_2$O$_7$ under high pressure has generated much interest in the superconducting pairing mechanism of nickelates. Despite extensive work, the superconducting pairing symmetry in La$_3$Ni$_2$O$_7$ remains unresolved, with conflicting results even for identical methods. We argue that different superconducting states in La$_3$Ni$_2$O$_7$ are in close competition and highly sensitive to the choice of interaction parameters as well as pressure-induced changes in the electronic structure. Our study uses a multi-orbital Hubbard model, incorporating all Ni $3d$ and O $2p$ states. We analyze the superconducting pairing mechanism of La$_3$Ni$_2$O$_7$ within the random phase approximation and find a transition between $d$-wave and sign-changing $s$-wave pairing states as a function of pressure and interaction parameters, which is driven by spin fluctuations with different wave vectors. These spin fluctuations with incommensurate wave vectors cooperatively stabilize a superconducting order parameter with $d_{x^2-y^2}$ symmetry for realistic model parameters. Simultaneously, their competition may be responsible for the absence of magnetic order in La$_3$Ni$_2$O$_7$, demonstrating that magnetic frustration and superconducting pairing can arise from the same set of incommensurate spin fluctuations.

cond-mat.supr-con↗

arXiv2024

Near room-temperature ferromagnetism from double-exchange in the van der Waals material CrGeTe$_3$: evidence from optical conductivity under pressure

The unexpected discovery of intrinsic ferromagnetism in layered van der Waals materials has sparked interest in both their fundamental properties and their potential for novel applications. Recent studies suggest near room-temperature ferromagnetism in the pressurized van der Waals crystal CrGeTe$_3$. We perform a comprehensive experimental and theoretical investigation of magnetism and electronic correlations in CrGeTe$_3$, combining broad-frequency reflectivity measurements with density functional theory and dynamical mean-field theory calculations. Our experimental optical conductivity spectra trace the signatures of developing ferromagnetic order and of the insulator-to-metal transition (IMT) as a function of temperature and hydrostatic pressure. With increasing pressure, we observe the emergence of a mid-infrared feature in the optical conductivity, indicating the development of strong orbital-selective correlations in the high-pressure ferromagnetic phase. We find a distinct relationship between the plasma frequency and Curie temperature of CrGeTe$_3$, which strongly suggests that a double-exchange mechanism is responsible for the observed near room-temperature ferromagnetism. Our results clearly demonstrate the existence of a charge-transfer gap in the metallic phase, ruling out its previously conjectured collapse under pressure.

cond-mat.str-el↗

arXiv2024

Quantum computing approach to realistic ESG-friendly stock portfolios

Finding an optimal balance between risk and returns in investment portfolios is a central challenge in quantitative finance, often addressed through Markowitz portfolio theory (MPT). While traditional portfolio optimization is carried out in a continuous fashion, as if stocks could be bought in fractional increments, practical implementations often resort to approximations, as fractional stocks are typically not tradeable. While these approximations are effective for large investment budgets, they deteriorate as budgets decrease. To alleviate this issue, a discrete Markowitz portfolio theory (DMPT) with finite budgets and integer stock weights can be formulated, but results in a non-polynomial (NP)-hard problem. Recent progress in quantum processing units (QPUs), including quantum annealers, makes solving DMPT problems feasible. Our study explores portfolio optimization on quantum annealers, establishing a mapping between continuous and discrete Markowitz portfolio theories. We find that correctly normalized discrete portfolios converge to continuous solutions as budgets increase. Our DMPT implementation provides efficient frontier solutions, outperforming traditional rounding methods, even for moderate budgets. Responding to the demand for environmentally and socially responsible investments, we enhance our discrete portfolio optimization with ESG (environmental, social, governance) ratings for EURO STOXX 50 index stocks. We introduce a utility function incorporating ESG ratings to balance risk, return, and ESG-friendliness, and discuss implications for ESG-aware investors.

q-fin.PM↗

arXiv2024

Pressure tuning of intrinsic and extrinsic sources to the anomalous Hall effect in CrGeTe$_3$

The integrated Berry curvature is a geometric property that has dramatic implications for material properties. This study investigates the integrated Berry curvature and other contributions to the anomalous Hall effect in CrGeTe$_3$ as a function of pressure. The anomalous Hall effect is absent in the insulating phase of CrGeTe$_3$ and evolves with pressure in a dome-like fashion as pressure is applied. The dome's edges are characterized by Fermi surface deformations, manifested as mixed electron and hole transport. We corroborate the presence of bipolar transport by ab-initio calculations which also predict a nonmonotonic behavior of the Berry curvature as a function of pressure. Quantitative discrepancies between our calculations and experimental results indicate that additional scattering mechanisms, which are also strongly tuned by pressure, contribute to the anomalous Hall effect in CrGeTe$_3$.

cond-mat.str-el↗

arXiv2023

Pressure evolution of electronic structure and magnetism in the layered van der Waals ferromagnet CrGeTe$_3$

Layered van der Waals ferromagnets, which preserve their magnetic properties down to exfoliated monolayers, are fueling an abundance of fundamental research and nanoscale device demonstration. CrGeTe$_3$ is a prime example for this class of materials. Its temperature-pressure phase diagram features an insulator-to-metal transition and a significant increase of ferromagnetic Curie-Weiss temperatures upon entering the metallic state. We use density functional theory to understand the magnetic exchange interactions in CrGeTe$_3$ at ambient and elevated pressure. We calculate Heisenberg exchange couplings, which provide the correct ferromagnetic ground state and explain the experimentally observed pressure dependence of magnetism in CrGeTe$_3$. Furthermore, we combine density functional theory with dynamical mean field theory to investigate the effects of electronic correlations and the nature of the high pressure metallic state in CrGeTe$_3$.

cond-mat.str-el↗

arXiv2023

Sparse modeling approach to the arbitrage-free interpolation of plain-vanilla option prices and implied volatilities

We present a method for the arbitrage-free interpolation of plain-vanilla option prices and implied volatilities, which is based on a system of integral equations that relates terminal density and option prices. Using a discretization of the terminal density, we write these integral equations as a system of linear equations. We show that the kernel matrix of this system is in general ill-conditioned, so that it can not be solved for the discretized density using a naive approach. Instead, we construct a sparse model for the kernel matrix using the singular value decomposition (SVD), which allows us not only to systematically improve the condition number of the kernel matrix, but also determines the computational effort and accuracy of our method. In order to allow for the treatment of realistic inputs that may contain arbitrage, we reformulate the system of linear equations as an optimization problem, in which the SVD-transformed density minimizes the error between the input prices and the arbitrage-free prices generated by our method. To further stabilize the method in the presence of noisy input prices or arbitrage, we apply an $L_1$-regularization to the SVD-transformed density. Our approach, which is inspired by recent progress in theoretical physics, offers a flexible and efficient framework for the arbitrage-free interpolation of plain-vanilla option prices and implied volatilities, without the need to explicitly specify a stochastic process, expansion basis functions or any other kind of model. We demonstrate the capabilities of our method on a number of artificial and realistic test cases.

q-fin.PR↗

arXiv2021

Theory for doping trends in titanium oxypnictide superconductors

A family of titanium oxypnictide materials BaTi2Pn2O (Pn = pnictogen) becomes superconducting when a charge and/or spin density wave is suppressed. With hole doping, isovalent doping and pressure, a whole range of tuning parameters is available. We investigate how charge doping controls the superconducting transition temperature Tc. To this end, we use experimental crystal structure data to determine the electronic structure and Fermi surface evolution along the doping path. We show that a naive approach to calculating Tc via the density of states at the Fermi level and the McMillan formula systematically fails to yield the observed Tc variation. On the other hand, spin fluctuation theory pairing calculations allow us to consistently explain the Tc increase with doping. All alkali doped materials Ba1-xAxTi2Sb2O (A = Na, K, Rb) are described by a sign-changing s-wave order parameter. Susceptibilities also reveal that the physics of the materials is controlled by a single Ti 3d orbital.

cond-mat.supr-con↗

arXiv2020

Importance of Fermi surface and magnetic interactions for the superconducting dome in electron doped FeSe intercalates

The van-der-Waals gap of iron chalcogenide superconductors can be intercalated with a variety of inorganic and organic compounds that modify the electron doping level of the iron layers. In Lix(C3N2H10)0.37FeSe, a dome in the superconducting transition temperature Tc has been reported to occur in the doping range of x=0.06 to x=0.68. We use a combination of density functional theory and spin fluctuation theory to capture the evolution of superconducting transition temperatures theoretically. We clearly demonstrate how the changing electronic structure supports an increasing superconducting Tc. The suppression of Tc at high doping levels can, however, only be understood by analyzing the magnetic tendencies, which evolve from stripe-type at low doping to bicollinear at high doping.

cond-mat.supr-con↗

arXiv2020

Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning

The VSTOXX index tracks the expected 30-day volatility of the EURO STOXX 50 equity index. Futures on the VSTOXX index can, therefore, be used to hedge against economic uncertainty. We investigate the effect of trader inventory on the price of VSTOXX futures through a combination of stochastic processes and machine learning methods. We formulate a simple and efficient pricing methodology for VSTOXX futures, which assumes a Heston-type stochastic process for the underlying EURO STOXX 50 market. Under these dynamics, approximate analytical formulas for the implied volatility smile and the VSTOXX index have recently been derived. We use the EURO STOXX 50 option implied volatilities and the VSTOXX index value to estimate the parameters of this Heston model. Following the calibration, we calculate theoretical VSTOXX future prices and compare them to the actual market prices. While theoretical and market prices are usually in line, we also observe time periods, during which the market price does not agree with our Heston model. We collect a variety of market features that could potentially explain the price deviations and calibrate two machine learning models to the price difference: a regularized linear model and a random forest. We find that both models indicate a strong influence of accumulated trader positions on the VSTOXX futures price.

q-fin.TR↗

arXiv2019

The Heston stochastic volatility model with piecewise constant parameters - efficient calibration and pricing of window barrier options

The Heston stochastic volatility model is a standard model for valuing financial derivatives, since it can be calibrated using semi-analytical formulas and captures the most basic structure of the market for financial derivatives with simple structure in time-direction. However, extending the model to the case of time-dependent parameters, which would allow for a parametrization of the market at multiple timepoints, proves more challenging. We present a simple and numerically efficient approach to the calibration of the Heston stochastic volatility model with piecewise constant parameters. We show that semi-analytical formulas can also be derived in this more complex case and combine them with recent advances in computational techniques for the Heston model. Our numerical scheme is based on the calculation of the characteristic function using Gauss-Kronrod quadrature with an additional control variate that stabilizes the numerical integrals. We use our method to calibrate the Heston model with piecewise constant parameters to the foreign exchange (FX) options market. Finally, we demonstrate improvements of the Heston model with piecewise constant parameters upon the standard Heston model in selected cases.

q-fin.PR↗

arXiv2018

Two-dome superconductivity in FeS induced by a Lifshitz transition

Among iron chalcogenide superconductors, FeS can be viewed as a simple, highly compressed relative of FeSe without nematic phase and with weaker electronic correlations. Under pressure, however, the superconductivity of stoichiometric FeS disappears and reappears, forming two domes. We perform electronic structure and spin fluctuation theory calculations for tetragonal FeS in order to analyze the nature of the superconducting order parameter. In the random phase approximation we find a gap function with d-wave symmetry at ambient pressure, in agreement with several reports of a nodal superconducting order parameter in FeS. Our calculations show that, as a function of pressure, the superconducting pairing strength decreases until a Lifshitz transition takes place at 4.6 GPa. As a hole pocket with a large density of states appears at the Lifshitz transition, the gap symmetry is altered to sign-changing s-wave. At the same time the pairing strength is severely enhanced and increases up to a new maximum at 5.5 GPa. Therefore, our calculations naturally explain the occurrence of two superconducting domes in FeS.

cond-mat.supr-con↗

arXiv2018

An efficient GPU algorithm for tetrahedron-based Brillouin-zone integration

We report an efficient algorithm for calculating momentum-space integrals in solid state systems on modern graphics processing units (GPUs). Our algorithm is based on the tetrahedron method, which we demonstrate to be ideally suited for execution in a GPU framework. In order to achieve maximum performance, all floating point operations are executed in single precision. For benchmarking our implementation within the CUDA programming framework we calculate the orbital-resolved density of states in an iron-based superconductor. However, our algorithm is general enough for the achieved improvements to carry over to the calculation of other momentum integrals such as, e.g. susceptibilities. If our program code is integrated into an existing program for the central processing unit (CPU), i.e. when data transfer overheads exist, speedups of up to a factor $\sim130$ compared to a pure CPU implementation can be achieved, largely depending on the problem size. In case our program code is integrated into an existing GPU program, speedups over a CPU implementation of up to a factor $\sim165$ are possible, even for moderately sized workloads.

physics.comp-ph↗

arXiv2017

Basic electronic properties of iron selenide under variation of structural parameters

Since the discovery of high-temperature superconductivity in the thin-film FeSe/SrTiO$_3$ system, iron selenide and its derivates have been intensively scrutinized. Using ab initio density functional theory calculations we review the electronic structures that could be realized in iron-selenide if the structural parameters could be tuned at liberty. We calculate the momentum-dependence of the susceptibility and investigate the symmetry of electron pairing within the random phase approximation. Both the susceptibility and the symmetry of electron pairing depend on the structural parameters in a nontrivial way. These results are consistent with the known experimental behavior of binary iron chalcogenides and, at the same time, reveal two promising new ways of tuning superconducting transition temperatures in these materials. On the one hand by expanding the iron lattice of FeSe at constant iron-selenium distance and, on the other hand, by increasing the iron-selenium distance with unchanged iron lattice.

cond-mat.supr-con↗

arXiv2017

Role of vertex corrections in the matrix formulation of the random phase approximation for the multiorbital Hubbard model

In the framework of a multiorbital Hubbard model description of superconductivity, a matrix formulation of the superconducting pairing interaction that has been widely used is designed to treat spin, charge and orbital fluctuations within a random phase approximation (RPA). In terms of Feynman diagrams, this takes into account particle-hole ladder and bubble contributions as expected. It turns out, however, that this matrix formulation also generates additional terms which have the diagrammatic structure of vertex corrections. Here we examine these terms and discuss the relationship between the matrix-RPA superconducting pairing interaction and the Feynman diagrams that it sums.

cond-mat.supr-con↗

arXiv2016

Quantum spin Hall effect in rutile-based oxide multilayers

Dirac points in two-dimensional electronic structures are a source for topological electronic states due to the $\pm π$ Berry phase that they sustain. Here we show that two rutile multilayers (namely (WO$_2$)$_2$/(ZrO$_2$)$_n$ and (PtO$_2$)$_2$/(ZrO$_2$)$_n$, where an active bilayer is sandwiched by a thick enough (n=6 is sufficient) band insulating substrate, show semi-metallic Dirac dispersions with a total of four Dirac cones along the $Γ-M$ direction. These become gapped upon the introduction of spin-orbit coupling, giving rise to an insulating ground state comprising four edge states. We discuss the origin of the lack of topological protection in terms of the valley spin-Chern numbers and the multiplicity of Dirac points. We show with a model Hamiltonian that mirror-symmetry breaking would be capable of creating a quantum phase transition to a strong topological insulator, with a single Kramers pair per edge.

cond-mat.mes-hall↗