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Norikazu Todoroki

Publications and source records attributed to Norikazu Todoroki.

12 recordsLinked to original sources
arXiv2022

Stationarity analysis of the stock market data and its application to mechanical trading

This study proposes a scheme for stationarity analysis of stock price fluctuations based on KM$_2$O-Langevin theory. Using this scheme, we classify the time-series data of stock price fluctuations into three periods: stationary, non-stationary, and intermediate. We then suggest an example of a low-risk stock trading strategy to demonstrate the usefulness of our scheme by using actual stock index data. Our strategy uses a trend-based indicator, moving averages, for stationary periods and an oscillator-based indicator, psychological lines, for non-stationary periods to make trading decisions. Finally, we confirm that our strategy is a safe trading strategy with small maximum drawdown by back testing on the Nikkei Stock Average. Our study, the first to apply the stationarity analysis of KM$_2$O-Langevin theory to actual mechanical trading, opens up new avenues for stock price prediction.

q-fin.ST↗
arXiv2021

Generalized Cubic Model for BaTiO$_3$-like Ferroelectric Substance

We propose an order-disorder type microscopic model for BaTiO$_3$-like Ferroelectric Substance. Our model has three phase transitions and four phases. The symmetry and directions of the polarizations of the ordered phases agree with the experimental results of BaTiO$_3$. The intermediate phases in our model are known as an incompletely ordered phase, which appears in a generalized clock model.

cond-mat.stat-mech↗
arXiv2021

Magnetization process of the S=1/2 Heisenberg antiferromagnet on the floret pentagonal lattice

We study the S=1/2 Heisenberg antiferromagnet on the floret pentagonal lattice by numerical diagonalization method. This system shows various behaviours that are different from that of the Cairo-pentagonal-lattice antiferromagnet. The ground-state energy without magnetic field and the magnetization process of this system are reported. Magnetization plateaux appear at one-ninth height of the saturation magnetization, at one-third height, and at seven-ninth height. The magnetization plateaux at one-third and seven-ninth heights come from interactions linking the sixfold-coordinated spin sites. A magnetization jump appears from the plateau at one-ninth height to the plateau at one-third height. Another magnetization jump is observed between the heights corresponding to the one-third and seven-ninth plateaux; however the jump is away from the two plateaux, namely, the jump is not accompanied with any magnetization plateaux. The jump is a peculiar phenomenon that has not been reported.

cond-mat.str-el↗
arXiv2021

Shape-constrained reconstruction in diffuse optical tomography by simulated annealing

When the inverse problem of diffuse optical tomography (DOT) is solved with the Born or Rytov approximation, the size of the matrix of the linear inverse problem becomes large if the volume (or area) of the domain in biological tissue used for reconstruction is large. The number of unknown parameters in DOT is reduced when constraints about the shape of a target are imposed for the inverse problem. Due to such constraints, the inverse problem becomes nonlinear even when the (first) Born or Rytov approximation is employed. We solve this nonlinear inverse problem by the simulated annealing, which is not trapped by local minima of the cost function.

physics.med-ph↗
arXiv2021

Diffuse optical tomography by simulated annealing via a spin Hamiltonian

Diffuse optical tomography (DOT) is an imaging modality which uses near-infrared light. Although iterative numerical schemes are commonly used for its inverse problem, correct solutions are not obtained unless good initial guesses are chosen. We propose a numerical scheme of DOT which works even when good initial guesses of optical parameters are not available. We use simulated annealing (SA) which is a method of the Markov-chain Monte Carlo. To implement SA for DOT, a spin Hamiltonian is introduced in the cost function, and the Metropolis algorithm or single-component Metropolis-Hastings algorithm is used. By numerical experiments, it is shown that an initial random spin configuration is brought to a converged configuration by SA and targets in the medium are reconstructed. The proposed numerical method solves the inverse problem for DOT by finding the ground state of a spin Hamiltonian with SA.

math.NA↗
arXiv2019

Haldane Gaps of Large-S Heisenberg Antiferromagnetic Chains and Asymptotic Behavior

The one-dimensional Heisenberg antiferromagnets of large-integer-$S$ spins are studied; their Haldane gaps are estimated by the numerical diagonalization method for $S=5$ and $6$. We successfully obtain a monotonically increasing sequence of finite-size energy difference data corresponding to the Haldane gaps from the huge-scale parallel calculations of diagonalization under the twisted boundary condition and create a monotonically decreasing sequence within the range of system sizes treated in this study from the monotonically increasing sequence. Consequently, the gaps for $S=5$ and $6$ are estimated to be $0.000050 \pm 0.000005$ and $0.0000030 \pm 0.0000005$, respectively. The asymptotic formula of the Haldane gap for $S\rightarrow\infty$ is examined from the new estimates to determine the coefficient in the formula more precisely.

cond-mat.str-el↗
arXiv2005

Phase Diagram of Lattice-Spin System RbCoBr$_3$

We study the lattice-spin model of RbCoBr$_3$ which is proposed by Shirahata and Nakamura, by mean field approximation. This model is an Ising spin system on a distorted triangular lattice. There are two kinds of frustrated variables, that is, the lattice and spin. We obtain a phase diagram of which phase boundary is drawn continuously in a whole region. Intermediate phases that include a partial disordered state appear. The model has the first-order phase transitions in addition to the second-order phase transitions. We find a three-sublattice ferrimagnetic state in the phase diagram. The three-sublattice ferrimagnetic state does not appear when the lattice is not distorted.

cond-mat.other↗
arXiv2004

Quantum fluctuation induced ordered phase in the Blume-Capel model

We consider the Blume-Capel model with the quantum tunneling between the excited states. We find a magnetically ordered phase transition induced by quantum fluctuation in a model. The model has no phase transition in the corresponding classical case. Usually, quantum fluctuation breaks ordered phase as in the case of the transverse field Ising model. However, in present case, an ordered phase is induced by quantum fluctuation. Moreover, we find a phase transition between a quantum paramagnetic phase and a classical diamagnetic phase at zero temperature. We study the properties of the phase transition by using a mean field approximation (MFA), and then, by a quantum Monte Carlo method to confirm the result of the MFA.

cond-mat.stat-mech↗
arXiv2003

A Theory of Ferroelectric Phase Transition in SrTiO$_3$ induced by Isotope Replacement

A theory to describe the dielectric anomalies and the ferroelectric phase transition induced by oxygen isotope replacement in SrTiO$_3$ is developed. The proposed model gives consistent explanation between apparently contradictory experimental results on macroscopic dielectric measurements versus microscopic lattice dynamical measurements by neutron scattering studies. The essential feature is described by a 3-state quantum order-disorder system characterizing the degenerated excited states in addition to the ground state of TiO$_6$ cluster. The effect of isotope replacement is taken into account through the tunneling frequency between the excited states. The dielectric properties are analyzed by the mean field approximation (MFA), which gives qualitative agreements with experimental results throughout full range of the isotope concentration.The phase diagram in the temperature-tunneling frequencycoordinate is studied by a QMC method to confirm the qualitative validity of the MFA analysis.

cond-mat.stat-mech↗
arXiv2003

Ordered Phases and Phase Transitions in The Stacked Triangular Ising Antiferromagnet CsCoCl$_{3}$ and CsCoBr$_{3}$

We study the ordered phases and the phase transitions in the stacked triangular antiferromagnetic Ising (STAFI) model with strong interplane coupling modeling CsCoCl$_3$ and CsCoBr$_3$. We find that there exists an intermediate phase which consists of a single phase of so-called partial disordered (PD) type, and confirm the stability of this phase. The low temperature phase of this model is so-called two-sublattice ferri magnetic phase. The phase transition between the PD phase and two-sublattice ferri magnetic phase is of the first order. This sequence of the phases is homomorphic as that in the three-dimensional generalized six-state clock model which have the same symmetry of the STAFI model. By studying distributions of domain walls in one dimensional chains connecting layered triangular lattices, we clarify the nature of the phase transition and give an interpretation of little anomaly of the specific heat.

cond-mat.stat-mech↗
arXiv2002

Ordered phase and phase transitions in the three-dimensional generalized six-state clock model

We study the three-dimensional generalized six-state clock model at values of the energy parameters, at which the system is considered to have the same behavior as the stacked triangular antiferromagnetic Ising model and the three-state antiferromagnetic Potts model. First, we investigate ordered phases by using the Monte Carlo twist method (MCTM). We confirmed the existence of an incompletely ordered phase (IOP1) at intermediate temperature, besides the completely ordered phase (COP) at low-temperature. In this intermediate phase, two neighboring states of the six-state model mix, while one of them is selected in the low temperature phase. We examine the fluctuation the mixing rate of the two states in IOP1 and clarify that the mixing rate is very stable around 1:1. The high temperature phase transition is investigated by using non-equilibrium relaxation method (NERM). We estimate the critical exponents beta=0.34(1) and nu=0.66(4). These values are consistent with the 3D-XY universality class. The low temperature phase transition is found to be of first-order by using MCTM and the finite-size-scaling analysis.

cond-mat.stat-mech↗