V. Vampa | Searcharxiv

arXiv2019

Relativistic treatment of Verlinde's emergent force in Tsallis' statistics

Following Chakrabarti,Chandrasekhar, and Naina [Physica A {\bf 389} (2010) 1571], we attempt a classical relativistic treatment of Verlinde's emergent entropic force conjecture by appealing to a relativistic Hamiltonian in the context of Tsalli's statistics. The ensuing partition function becomes the classical one for small velocities. We show that Tsallis' relativistic (classical) free particle distribution at temperature $T$ can generate Newton's gravitational force's $r^{-2}$ {\it distance's dependence}. If we want to repeat the concomitant argument by appealing to Renyi's distribution, the attempt fails and one needs to modify the conjecture.

cond-mat.stat-mech↗

arXiv2015

LIBOR troubles: anomalous movements detection based on Maximum Entropy

According to the definition of the London Interbank Offered Rate (LIBOR), contributing banks should give fair estimates of their own borrowing costs in the interbank market. Between 2007 and 2009, several banks made inappropriate submissions of LIBOR, sometimes motivated by profit-seeking from their trading positions. In 2012, several newspapers' articles began to cast doubt on LIBOR integrity, leading surveillance authorities to conduct investigations on banks' behavior. Such procedures resulted in severe fines imposed to involved banks, who recognized their financial inappropriate conduct. In this paper, we uncover such unfair behavior by using a forecasting method based on the Maximum Entropy principle. Our results are robust against changes in parameter settings and could be of great help for market surveillance.

q-fin.ST↗