I Arraut - Europhysics Letters, 2023 - iopscience.iop.org
By using the Hamiltonian formulation, we demonstrate that the Merton-Garman equation emerges naturally from the Black-Scholes equation after imposing invariance (symmetry) …
The spontaneous symmetry breaking phenomena applied to Quantum Finance considers that the martingale state in the stock market corresponds to a ground (vacuum) state if we …
We demonstrate that black hole evaporation can be modeled as a process where one symmetry of the system is spontaneously broken continuously. We then identify three free …
The Revenue Management (RM) problem in airlines for a fixed capacity, single resource and two classes has been solved before by using a standard formalism. In this paper we …
I Arraut, A Au, AC Tse - Europhysics Letters, 2020 - iopscience.iop.org
We analyze the phenomena of spontaneous symmetry breaking in quantum finance by using as a starting point the Black-Scholes (BS) and the Merton-Garman (MG) equations …
Because Herglotz's variational problem achieves the variational representation of non- conservative dynamic processes, its research has attracted wide attention. The aim of this …
The Ising model describes a many-body interacting spin (or particle) system, which can be utilized to imitate the fundamental forces of nature. Although it is the simplest many-body …
We demonstrate that the evolution of superflows in interacting persistent currents of ultracold gases is strongly affected by symmetry breaking of the quantum vortex dynamics. We study …
Symmetries and their associated conserved quantities are of great importance in the study of dynamic systems. In this paper, we describe nonconservative field theories on time scales …