arXiv subjects

F. Ren

Publications and source records attributed to F. Ren.

4 recordsLinked to original sources

arXiv2020

Opportunities and Challenges in MOCVD of \beta-Ga2O3 for Power Electronic Devices

Recent breakthroughs in bulk crystal growth of beta-Ga2O3 by the edge-defined film-fed technique has led to the commercialization of large-area beta-Ga2O3 substrates. Standard epitaxy approaches are being utilized to develop various thin-film beta-Ga2O3 based devices including lateral transistors. This article will discuss the challenges for metal organic chemical vapor deposition (MOCVD) of beta-Ga2O3 and the design criteria for use of this material system in power electronic device structures.

physics.app-ph↗

arXiv2009

Modeling interaction of trading volume in financial dynamics

A dynamic herding model with interactions of trading volumes is introduced. At time $t$, an agent trades with a probability, which depends on the ratio of the total trading volume at time $t-1$ to its own trading volume at its last trade. The price return is determined by the volume imbalance and number of trades. The model successfully reproduces the power-law distributions of the trading volume, number of trades and price return, and their relations. Moreover, the generated time series are long-range correlated. We demonstrate that the results are rather robust, and do not depend on the particular form of the trading probability.

q-fin.TR↗

arXiv2008

Trading Model with Pair Pattern Strategies

A simple trading model based on pair pattern strategy space with holding periods is proposed. Power-law behaviors are observed for the return variance $σ^2$, the price impact $H$ and the predictability $K$ for both models with linear and square root impact functions. The sum of the traders' wealth displays a positive value for the model with square root price impact function, and a qualitative explanation is given based on the observation of the conditional excess demand $ $. An evolutionary trading model is further proposed, and the elimination mechanism effectively changes the behavior of the traders highly performed in the model without evolution. The trading model with other types of traders, e.g., traders with the MG's strategies and producers, are also carefully studied.

q-fin.PM↗

arXiv2005

Persistence Probabilities of the German DAX and Shanghai Index

We present a relatively detailed analysis of the persistence probability distributions in financial dynamics. Compared with the auto-correlation function, the persistence probability distributions describe dynamic correlations non-local in time. Universal and non-universal behaviors of the German DAX and Shanghai Index are analyzed, and numerical simulations of some microscopic models are also performed. Around the fixed point $z_0=0$, the interacting herding model produces the scaling behavior of the real markets.

nlin.AO↗