PubMed Health⌕ Search

Biomedical subjects

I Giardina

Publications and source records attributed to I Giardina.

3 recordsLinked to original sources
PubMed2004

Generalized minority games with adaptive trend-followers and contrarians.

We introduce a simple extension of the minority game in which the market rewards contrarian (respectively, trend-following) strategies when it is far from (respectively, close to) efficiency. The model displays a smooth crossover from a regime where contrarians dominate to one where trend-followers dominate. In the intermediate phase, the stationary state is characterized by non-Gaussian features as well as by the formation of sustained trends and bubbles.

Journal Article↗
PubMed2000

Energy landscape of a lennard-jones liquid: statistics of stationary points.

Molecular dynamics simulations are used to generate an ensemble of saddles of the potential energy of a Lennard-Jones liquid. Classifying all extrema by their potential energy u and number of unstable directions k, a well-defined relation k(u) is revealed. The degree of instability of typical stationary points vanishes at a threshold potential energy u(th), which lies above the energy of the lowest glassy minima of the system. The energies of the inherent states, as obtained by the Stillinger-Weber method, approach u(th) at a temperature close to the mode-coupling transition temperature T(c).

Journal Article↗