arXiv subjects

F. Brisbois

Publications and source records attributed to F. Brisbois.

3 recordsLinked to original sources

arXiv2000

Self-organized critical topology of stock markets

We have analyzed the cross-correlations of daily fluctuations for N=6 358 US stock prices during the year 1999. From those $N(N-1)/2$ correlations coefficients, the Minimum Spanning Tree (MST) has been built. We have investigated the topology exhibited by the MST. Eventhough the average topological number is $ \approx 2$, the variance $σ$ of the topological distribution f(n) diverges. More precisely, we have found that $f(n) \sim n^{-2.2}$ holding over two decades. We have studied the topological correlations for neighbouring nodes: an extremely broad set of local configurations exists, confirming the divergence of $σ$.

cond-mat.stat-mech↗

arXiv2000

Domino effect for world market fluctuations

In order to emphasize cross-correlations for fluctuations in major market places, series of up and down spins are built from financial data. Patterns frequencies are measured, and statistical tests performed. Strong cross-correlations are emphasized, proving that market moves are collective behaviors.

cond-mat.stat-mech↗

arXiv2000

Avalanches of popping bubbles in collapsing foams

We report acoustic experiments on foam systems. We have recorded the sound emitted by crackling cells during the collapsing of foams. The sound pattern is then analyzed using classical methods of statistical physics. Fundamental processes at the surface of the collapsing foam are found. In particular, size is not a relevant parameter for exploding bubbles.

cond-mat.stat-mech↗