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Ivan J. Vera-Marun

Publications and source records attributed to Ivan J. Vera-Marun.

18 recordsLinked to original sources

Asymptotic Invariance of Kelly Allocation Under Power-Law Asset Dynamics: Evidence from Bitcoin

We examine log-optimal portfolio allocation when the long-run price of an asset follows a power-law trajectory, $P(t)=At^α$, and its instantaneous return variance decays as $σ^2(t)=σ_0^2 t^{-2γ}$. Under a zero risk-free-rate benchmark, the continuous-time Kelly fraction scales as $K^\ast(t)=(α/σ_0^2)t^{2γ-1}$. Exact temporal invariance therefore occurs when $γ=1/2$, whereas deviations from this value produce systematic age dependence in the allocation. We propose a scaling hypothesis connecting growth in network participation, effective market liquidity, and declining volatility. Under a specified set of scaling assumptions, this model predicts the benchmark exponent $γ=1/2$. Using historical daily Bitcoin prices, we estimate the power-law price exponent and examine the sensitivity of the volatility exponent to the length of the rolling window. For windows of four to nine years, the estimated volatility exponents have an arithmetic mean of 0.53 and a cross-window standard deviation of approximately 0.03. Because these estimates are obtained from overlapping observations and the same underlying price history, this spread is interpreted as a measure of model sensitivity rather than a formal confidence interval. Finally, we show that a time-dependent multiplicative contribution to return variance generally breaks exact Kelly invariance. We illustrate this result using a scenario in which Bitcoin transaction-fee variability affects the effective variance process. The results identify the conditions under which log-optimal allocation can remain stable under non-stationary power-law asset dynamics and clarify the assumptions required when applying this result to Bitcoin.

physics.soc-ph↗

Effect of pressure on the magnetic properties of (Co$_{0.5}$Fe$_{0.5}$)$_5$GeTe$_2$

Cobalt-doped Fe$_5$GeTe$_2$ possesses a rich magnetic phase diagram as a function of Co concentration. The nature of magnetic order in (Co$_{0.5}$Fe$_{0.5}$)$_5$GeTe$_2$ is especially interesting, as it has been shown to exhibit ferromagnetic order, A-type antiferromagnetic (AFM) order, or potentially both at the same time. Here we present magnetoresistance measurements on antiferromagnetic (Co$_{0.5}$Fe$_{0.5}$)$_5$GeTe$_2$ at a series of pressures and extract the anisotropy and interlayer exchange fields using the two-sublattice model. We show a 50 % increase of the interlayer exchange at 2 GPa, highlighting the sensitivity of magnetic properties to interlayer distance. In addition, we find that the sharp hysteretic transitions observed within the AFM state can be qualitatively described by a linear chain model, which suggests an even-odd effect as a function of layer number instead of a coexisting ferromagnetic phase.

cond-mat.mes-hall↗

Roadmap: 2D Materials for Quantum Technologies

Two-dimensional (2D) materials have emerged as a versatile and powerful platform for quantum technologies, offering atomic-scale control, strong quantum confinement, and seamless integration into heterogeneous device architectures. Their reduced dimensionality enables unique quantum phenomena, including optically addressable spin defects, tunable single-photon emitters, low-dimensional magnetism, gate-controlled superconductivity, and correlated states in Moiré superlattices. This Roadmap provides a comprehensive overview of recent progress and future directions in exploiting 2D materials for quantum sensing, computation, communication, and simulation. We survey advances spanning spin defects and quantum sensing, quantum emitters and nonlinear photonics, computational theory and data-driven discovery of quantum defects, spintronic and magnonic devices, cavity-engineered quantum materials, superconducting and hybrid quantum circuits, quantum dots, Moiré quantum simulators, and quantum communication platforms. Across these themes, we identify common challenges in defect control, coherence preservation, interfacial engineering, and scalable integration, alongside emerging opportunities driven by machine$-$learning$-$assisted design and integrated experiment$-$theory feedback loops. By connecting microscopic quantum states to mesoscopic excitations and macroscopic device architectures, this Roadmap outlines a materials-centric framework for integrating coherent quantum functionalities and positions 2D materials as foundational building blocks for next-generation quantum technologies.

quant-ph↗

Tunneling spectroscopy as a probe of fractionalization in 2D magnetic heterostructures

In this paper we develop the theory for 2D-to-2D tunneling spectroscopy aided by magnetic or quantum-order excitations, and apply it to the description of van-der-Waals heterostructures of graphene/ultrathin $α-{\rm RuCl}_3$. We study the behavior of both the differential conductance and the inelastic electron tunneling spectrum (IETS) of these heterostructures. The IETS in particular exhibits features, such as the gap of continuum spinon excitations and Majorana bound states, whose energies scale {\it cubicly} with the applied magnetic field. Such scaling, which exists for a relatively wide range of fields, is at odds with the linear one exhibited by conventional magnons and can be used to prove the existence of Kitaev quantum spin liquids.

cond-mat.mes-hall↗

Spin polarised quantised transport via one-dimensional nanowire-graphene contacts

Graphene spintronics offers a promising route to achieve low power 2D electronics for next generation classical and quantum computation. As device length scales are reduced to the limit of the electron mean free path, the transport mechanism crosses over to the ballistic regime. However, ballistic transport has yet to be shown in a graphene spintronic device, a necessary step towards realising ballistic spintronics. Here, we report ballistic injection of spin polarised carriers via one-dimensional contacts between magnetic nanowires and a high mobility graphene channel. The nanowire-graphene interface defines an effective constriction that confines charge carriers over a length scale smaller than that of their mean free path. This is evidenced by the observation of quantised conductance through the contacts with no applied magnetic field and a transition into the quantum Hall regime with increasing field strength. These effects occur in the absence of any constriction in the graphene itself and occur across several devices with transmission probability in the range T = 0.08 - 0.30.

cond-mat.mes-hall↗

Oblique spin injection to graphene via geometry controlled magnetic nanowires

We exploit the geometry of magnetic nanowires, which define 1D contacts to an encapsulated graphene channel, to introduce an out-of-plane component in the polarisation of spin carriers. By design, the magnetic nanowires traverse the angled sides of the 2D material heterostructure. Consequently, the easy axis of the nanowires is inclined, and so the local magnetisation is oblique at the injection point. As a result, when performing non-local spin valve measurements we simultaneously observe both switching and spin precession phenomena, implying the spin population possesses both in-plane and out-of-plane polarisation components. By comparing the relative magnitudes of these components, we quantify the angle of the total spin polarisation vector. The extracted angle is consistent with the angle of the nanowire at the graphene interface, evidencing that the effect is a consequence of the device geometry. This simple method of spin-based vector magnetometry provides an alternative technique to define the spin polarisation in 2D spintronic devices.

cond-mat.mes-hall↗

Thermopower in hBN/graphene/hBN superlattices

Thermoelectric effects are highly sensitive to the asymmetry in the density of states around the Fermi energy and can be exploited as probes of the electronic structure. We experimentally study thermopower in high-quality monolayer graphene, within heterostructures consisting of complete hBN encapsulation and 1D edge contacts, where the graphene and hBN lattices are aligned. When graphene is aligned to one of the hBN layers, we demonstrate the presence of additional sign reversals in the thermopower as a function of carrier density, directly evidencing the presence of the moiré superlattice. We show that the temperature dependence of the thermopower enables the assessment of the role of built-in strain variation and van Hove singularities and hints at the presence of Umklapp electron-electron scattering processes. As the thermopower peaks around the neutrality point, this allows to probe the energy spectrum degeneracy. Further, when graphene is double-aligned with the top and bottom hBN crystals, the thermopower exhibits features evidencing multiple cloned Dirac points caused by the differential super-moiré lattice. For both cases we evaluate how well the thermopower agrees with Mott's equation. Finally, we show the same superlattice device can exhibit a temperature-driven thermopower reversal from positive to negative and vice versa, by controlling the carrier density. The study of thermopower provides an alternative approach to study the electronic structure of 2D superlattices, whilst offering opportunities to engineer the thermoelectric response on these heterostructures.

cond-mat.mes-hall↗

Exploring room temperature spin transport under band gap opening in bilayer graphene

We study the room-temperature electrical control of charge and spin transport in high-quality bilayer graphene, fully encapsulated with hBN and contacted via 1D spin injectors. We show that spin transport in this device architecture is measurable at room temperature and its spin transport parameters can be modulated by opening of a band gap via a perpendicular displacement field. The modulation of the spin current is dominated by the control of the spin relaxation time with displacement field, demonstrating the basic operation of a spin-based field-effect transistor.

cond-mat.mes-hall↗

Electronic materials with nanoscale curved geometries

Research into electronic nanomaterials has recently seen a growing focus into the synthesis of structures with unconventional curved geometries including bent wires in planar systems and three-dimensional architectures obtained by rolling up nanomembranes. The inclusion of these geometries has led to the prediction and observation of a series of novel effects that either result from shape-driven modifications of the electronic motion or from an intrinsic change of electronic and magnetic properties due to peculiar confinement effects. Moreover, local strains often generated by curvature also trigger the appearance of new phenomena due to the essential role played by electromechanical coupling in solids. Here we review the recent developments in the discovery of these shape-, confinement- and strain-induced curvature effects at the nanoscale, and discuss their potential use in electronic and spintronic devices.

cond-mat.mes-hall↗

Tuneable spin injection in high-quality graphene with one-dimensional contacts

Spintronics involves the development of low-dimensional electronic systems with potential use in quantum-based computation. In graphene, there has been significant progress in improving spin transport characteristics by encapsulation and reducing impurities, but the influence of standard two-dimensional (2D) tunnel contacts, via pinholes and doping of the graphene channel, remains difficult to eliminate. Here, we report the observation of spin injection and tuneable spin signal in fully-encapsulated graphene, enabled by van der Waals heterostructures with one-dimensional (1D) contacts. This architecture prevents significant doping from the contacts, enabling high-quality graphene channels, currently with mobilities up to 130,000 cm$^2$V$^{-1}$s$^{-1}$ and spin diffusion lengths approaching 20 $μ$m. The nanoscale-wide 1D contacts allow spin injection both at room and at low temperature, with the latter exhibiting efficiency comparable with 2D tunnel contacts. At low temperature, the spin signals can be enhanced by as much as an order of magnitude by electrostatic gating, adding new functionality.

cond-mat.mes-hall↗

Quantum rescaling, domain metastability and hybrid domain-walls in two-dimensional CrI3 magnets

Higher-order exchange interactions and quantum effects are widely known to play an important role in describing the properties of low-dimensional magnetic compounds. Here we identify the recently discovered two-dimensional (2D) van der Waals (vdW) CrI3 as a quantum non-Heisenberg material with properties far beyond an Ising magnet as initially assumed. We find that biquadratic exchange interactions are essential to quantitatively describe the magnetism of CrI3 but requiring quantum rescaling corrections to reproduce its thermal properties. The quantum nature of the heat bath represented by discrete electron-spin and phonon-spin scattering processes induced the formation of spin fluctuations in the low temperature regime. These fluctuations induce the formation of metastable magnetic domains evolving into a single macroscopic magnetization or even a monodomain over surface areas of a few micrometers. Such domains display hybrid characteristics of Neel and Bloch types with a narrow domain wall width in the range of 3-5 nm. Similar behaviour is expected for the majority of 2D vdW magnets where higher-order exchange interactions are appreciable.

cond-mat.mes-hall↗

Independent geometrical control of spin and charge resistances in curved spintronics

Spintronic devices operating with pure spin currents represent a new paradigm in nanoelectronics, with higher energy efficiency and lower dissipation as compared to charge currents. This technology, however, will be viable only if the amount of spin current diffusing in a nanochannel can be tuned on demand while guaranteeing electrical compatibility with other device elements, to which it should be integrated in high-density three-dimensional architectures. Here, we address these two crucial milestones and demonstrate that pure spin currents can effectively propagate in metallic nanochannels with a three-dimensional curved geometry. Remarkably, the geometric design of the nanochannels can be used to reach an independent tuning of spin transport and charge transport characteristics. These results put the foundation for the design of efficient pure spin current based electronics, which can be integrated in complex three-dimensional architectures.

cond-mat.mes-hall↗

Magnetoresistance in Co-hBN-NiFe tunnel junctions enhanced by resonant tunneling through single defects in ultrathin hBN barriers

Hexagonal boron nitride (hBN) is a prototypical high-quality two-dimensional insulator and an ideal material to study tunneling phenomena, as it can be easily integrated in vertical van der Waals devices. For spintronic devices, its potential has been demonstrated both for efficient spin injection in lateral spin valves and as a barrier in magnetic tunnel junctions (MTJs). Here we reveal the effect of point defects inevitably present in mechanically exfoliated hBN on the tunnel magnetoresistance of Co-hBN-NiFe MTJs. We observe a clear enhancement of both the conductance and magnetoresistance of the junction at well-defined bias voltages, indicating resonant tunneling through magnetic (spin-polarized) defect states. The spin polarization of the defect states is attributed to exchange coupling of a paramagnetic impurity in the few-atomic-layer thick hBN to the ferromagnetic electrodes. This is confirmed by excellent agreement with theoretical modelling. Our findings should be taken into account in analyzing tunneling processes in hBN-based magnetic devices. More generally, our study shows the potential of using atomically thin hBN barriers with defects to engineer the magnetoresistance of MTJs and to achieve spin filtering, opening the door towards exploiting the spin degree of freedom in current studies of point defects as quantum emitters.

cond-mat.mes-hall↗

Magnon-assisted tunnelling in van der Waals heterostructures based on CrBr3

The growing family of two-dimensional (2D) materials that are now available can be used to assemble van der Waals heterostructures with a wide range of properties. Of particular interest are tunnelling heterostructures, which have been used to study the electronic states both in the tunnelling barrier and in the emitter and collector contacts. Recently, 2D ferromagnets have been studied theoretically and experimentally. Here we investigate electron tunnelling through a thin (2-6 layers) ferromagnetic CrBr3 barrier. For devices with non-magnetic barriers, conservation of momentum can be relaxed by phonon-assisted tunnelling or by tunnelling through localised states. In the case of our ferromagnetic barrier the dominant tunnelling mechanisms are the emission of magnons at low temperatures or scattering of electrons on localised magnetic excitations above the Curie temperature. Tunnelling with magnon emission offers the possibility of injecting spin into the collector electrode.

cond-mat.mes-hall↗

A two-channel model for Spin-relaxation noise

We develop a two-channel resistor model for simulating spin transport with general applicability. Using this model, for the case of graphene as a prototypical material, we calculate the spin signal consistent with experimental values. Using the same model we also simulate the charge and spin- dependent 1/f noise, both in the local and nonlocal four-probe measurement schemes, and identify the noise from the spin-relaxation resistances as the major source of spin-dependent 1/f noise.

cond-mat.mes-hall↗

Surface sensitivity of the spin Seebeck effect

We have investigated the influence of the interface quality on the spin Seebeck effect (SSE) of the bilayer system yttrium iron garnet (YIG) - platinum (Pt). The magnitude and shape of the SSE is strongly influenced by mechanical treatment of the YIG single crystal surface. We observe that the saturation magnetic field H_{sat} for the SSE signal increases from 55.3 mT to 72.8 mT with mechanical treatment. The change in the magnitude of H_{sat} can be attributed to the presence of a perpendicular magnetic anisotropy due to the treatment induced surface strain or shape anisotropy in the Pt/YIG system. Our results show that the SSE is a powerful tool to investigate magnetic anisotropy at the interface.

cond-mat.mtrl-sci↗

Electrical characterization of fully encapsulated ultra thin black phosphorus-based heterostructures with graphene contacts

The presence of finite bandgap and high mobility in semiconductor few-layer black phosphorus offers an attractive prospect for using this material in future two-dimensional electronic devices. Here we demonstrate for the first time fully encapsulated ultrathin (down to bilayer) black phosphorus field effect transistors in Van der Waals heterostructures to preclude their stability and degradation problems which have limited their potential for applications. Introducing monolayer graphene in our device architecture for one-atom-thick conformal source-drain electrodes enables a chemically inert boron nitride dielectric to tightly seal the black phosphorus surface. This architecture, generally applicable for other sensitive two-dimensional crystals, results in stable transport characteristics which are hysteresis free and identical both under high vacuum and ambient conditions. Remarkably, our graphene electrodes lead to contacts not dominated by thermionic emission, solving the issue of Schottky barrier limited transport in the technologically relevant two-terminal field effect transistor geometry.

cond-mat.mes-hall↗

Relating Hysteresis and Electrochemistry in Graphene Field Effect Transistors

Hysteresis and commonly observed p-doping of graphene based field effect transistors (FET) was already discussed in reports over last few years. However, the interpretation of experimental works differs; and the mechanism behind the appearance of the hysteresis and the role of charge transfer between graphene and its environment are not clarified yet. We analyze the relation between electrochemical and electronic properties of graphene FET in moist environment extracted from the standard back gate dependence of the graphene resistance. We argue that graphene based FET on a regular SiO2 substrate exhibits behavior that corresponds to electrochemically induced hysteresis in ambient conditions, and can be caused by charge trapping mechanism associated with sensitivity of graphene to the local pH.

cond-mat.mes-hall↗