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Elena Mejuto Villa

Publications and source records attributed to Elena Mejuto Villa.

2 recordsLinked to original sources

Parallel Simulation of Josephson Junctions With Multiplicative Noise

Parallel graphic processing units have been employed for fast simulations of the switching dynam- ics of Josephson junctions subject to critical current fluctuations. Such a system is modeled by a nonequilibrium washboard model with multiplicative noise, for which analytical results are lacking. The proposed approach allows us to execute extensive numerical simulation in short time and with relatively inexpensive resources. This allows us to fully characterize the effect of the noise on the junction switching current distributions at realistic bias current sweeprates.

cond-mat.supr-con↗

An Alternative Estimation of Market Volatility based on Fuzzy Transform

Realization of uncertainty of prices is captured by volatility, that is the tendency of prices to vary along a period of time. This is generally measured as standard deviation of daily returns. In this paper we propose and investigate the application of fuzzy transform and its inverse as an alternative measure of volatility. The measure obtained is compatible with the definition of risk measure given by Luce. A comparison with standard definition is performed by considering the NIFTY 50 stock market index within the period Sept. 2000 - Feb. 2017.

q-fin.CP↗