arXiv subjects
Publications and source records attributed to Yury M. Pis'mak.
A novel formalism for the evaluation of the Casimir-Polder potential in an arbitrary gauge of vector potentials is introduced. The ground state energy of a neutral atom in the presence of an infinite two-dimensional plane with Chern-Simons interaction is derived at zero temperature. The essential feature of the result is its dependence on the antisymmetric part of a dipole moment correlation function.
Financial markets, with their vast range of different investment opportunities, can be seen as a system of many different simultaneous games with diverse and often unknown levels of risk and reward. We introduce generalizations to the classic Kelly investment game [Kelly (1956)] that incorporates these features, and use them to investigate the influence of diversification and limited information on Kelly-optimal portfolios. In particular we present approximate formulas for optimizing diversified portfolios and exact results for optimal investment in unknown games where the only available information is past outcomes.