arXiv subjects
Publications and source records attributed to Magnus Boman.
Some roaming users need services to manipulate autonomous processes. Trading agents running on agent trade servers are used as a case in point. We present a solution that provides the agent owners with means to upkeeping their desktop environment, and maintaining their agent trade server processes, via a briefcase service.
On markets with receding prices, artificial noise traders may consider alternatives to buy-and-hold. By simulating variations of the Parrondo strategy, using real data from the Swedish stock market, we produce first indications of a buy-low-sell-random Parrondo variation outperforming buy-and-hold. Subject to our assumptions, buy-low-sell-random also outperforms the traditional value and trend investor strategies. We measure the success of the Parrondo variations not only through their performance compared to other kinds of strategies, but also relative to varying levels of perfect information, received through messages within a multi-agent system of artificial traders.
New services based on the best-effort paradigm could complement the current deterministic services of an electronic financial exchange. Four crucial aspects of such systems would benefit from a hybrid stance: proper use of processing resources, bandwidth management, fault tolerance, and exception handling. We argue that a more refined view on Quality-of-Service control for exchange systems, in which the principal ambition of upholding a fair and orderly marketplace is left uncompromised, would benefit all interested parties.
We investigate convergence of the density matrix renormalization group (DMRG) in the thermodynamic limit for gapless systems. Although the DMRG correlations always decay exponentially in the thermodynamic limit, the correlation length at the DMRG fixed-point scales as $ξ\sim m^{1.3}$, where $m$ is the number of kept states, indicating the existence of algebraic order for the exact system. The single-particle excitation spectrum is calculated, using a Bloch-wave ansatz, and we prove that the Bloch-wave ansatz leads to the symmetry $E(k)=E(π-k)$ for translationally invariant half-integer spin-systems with local interactions. Finally, we provide a method to compute overlaps between ground states obtained from different DMRG calculations.