Searcharxiv⌕ Search

arXiv subjects

Michael Romanovsky

Publications and source records attributed to Michael Romanovsky.

3 recordsLinked to original sources

Combinatorial Calculations of the Most Probable Short-term Return of Single Company Stocks on the Stock Market

The combinatorial method is used to calculate the quantity of distribution variants for the number of stockholders of one individual company as well as the quantity of stocks in the stockholder portfolio. These quantities may change as a result of the stocks buy and sale that is taken into account also. The total number of stocks the units at the lower level of the problem is obviously preserved, while the number of portfolios - the structural units at the upper level may change. The most probable distributions of the number of portfolios and stocks in each of them are determined depending on the expense to add a stock to the portfolio (the purchase price). The application of the developed method to determine the most probable short term return on stocks in a combinatorial sense is demonstrated.

physics.soc-ph↗

Most Probable Energy Distributions of Particles with Hierarchial Structures

Similarly to the derivation of the Gibbs-Boltzmann distribution for structureless indistinguishable particles, we consider multi-particle systems some of which are contained (or delimited) inside others (Problem 1), as well as systems of particles delimited within other particles, which, in turn, are delimited yet inside another kind of particles (Problem 2). Under the natural assumptions concerning the conservation laws, such as the conservation of the total number of particles, total energy, etc, the problem of the most probable energy distributions is studied in a combinatorial formulation, with the obtained distributions treated as externally observable. For Problem 1, the particle distributions over maximal and minimal energies are also established and shown to coincide with the ones found in the framework of the original combinatorial treatment. The results for Problems 1 and 2 can be interpreted as a sorting of lower-level particles based on their statistical mechanics behavior observed in various experiments. An effective Pauli principle arises in a non-contradictory manner in one-particle observations for the complete probabilistic Problem 1 in the combinatorial formulation as well as in the problem of distributions over maximal and minimal energies. Several of the calculated distributions describe particles having no negative energy states.

cond-mat.stat-mech↗

Distribution of scientific journals impact factor

We consider distributions of scientific journals impact factor. Analysing 9028 scientific journals with the largest impact factors, we found that the distribution of them is year-to-year stable (at least for analysed 2011-2013 years), and it has the character of the exponential Boltzmann distribution with the power law asymptotic (tail).

cs.DL↗