COVID anomaly in the correlation analysis of S&P 500 market states.

Analyzing market states of the S&P 500 components on a time horizon January 3, 2006 to August 10, 2023, we found the appearance of a new market state not previously seen and we shall discuss its possible implications as an isolated state or as a beginning of a new general market condition. We study this in terms of the Pearson correlation matrix and relative correlation with respect to the S&P 500 index. In both cases the anomaly shows strongly.

An empirical data analysis of "price runs" in daily financial indices: Dynamically assessing market geometric distributional behavior.

In financial time series there are time periods in which market indices values or assets prices increase or decrease monotonically. We call those events "price runs", "elementary uninterrupted trends" or just "uninterrupted trends". In this paper we study the distribution of the duration of uninterrupted trends for the daily indices DJIA, NASDAQ, IPC and Nikkei 225 during the period of time from 10/30/1978 to 08/07/2020 and we compare the simple geometric statistical model with [Formula: see text] consistent with the EMH to the empirical data.

Multivariate analysis of short time series in terms of ensembles of correlation matrices.

When dealing with non-stationary systems, for which many time series are available, it is common to divide time in epochs, i.e. smaller time intervals and deal with short time series in the hope to have some form of approximate stationarity on that time scale.

Rich structure in the correlation matrix spectra in non-equilibrium steady states.

It has been shown that, if a model displays long-range (power-law) spatial correlations, its equal-time correlation matrix will also have a power law tail in the distribution of its high-lying eigenvalues. The purpose of this paper is to show that the converse is generally incorrect: a power-law tail in the high-lying eigenvalues of the correlation matrix may exist even in the absence of equal-time power law correlations in the initial model. We may therefore view the study of the eigenvalue distribution of the correlation matrix as a more powerful tool than the study of spatial Correlations, one which may in fact uncover structure, that would otherwise not be apparent.

A generalized fidelity amplitude for open systems.

We consider a central system which is coupled via dephasing to an open system, i.e. an intermediate system which in turn is coupled to another environment.

First experimental realization of the Dirac oscillator.

We present the first experimental microwave realization of the one-dimensional Dirac oscillator, a paradigm in exactly solvable relativistic systems. The experiment relies on a relation of the Dirac oscillator to a corresponding tight-binding system. This tight-binding system is implemented as a microwave system by a chain of coupled dielectric disks, where the coupling is evanescent and can be adjusted appropriately.

Emerging spectra of singular correlation matrices under small power-map deformations.

Correlation matrices are a standard tool in the analysis of the time evolution of complex systems in general and financial markets in particular. Yet most analysis assume stationarity of the underlying time series. This tends to be an assumption of varying and often dubious validity.

Identifying states of a financial market.

The understanding of complex systems has become a central issue because such systems exist in a wide range of scientific disciplines. We here focus on financial markets as an example of a complex system. In particular we analyze financial data from the S&P 500 stocks in the 19-year period 1992-2010.

Fidelity decay in interacting two-level boson systems: freezing and revivals.

We study the fidelity decay in the k-body embedded ensembles of random matrices for bosons distributed in two single-particle states, considering the reference or unperturbed Hamiltonian as the one-body terms and the diagonal part of the k-body embedded ensemble of random matrices and the perturbation as the residual off-diagonal part of the interaction. We calculate the ensemble-averaged fidelity with respect to an initial random state within linear response theory to second order on the perturbation strength and demonstrate that it displays the freeze of the fidelity. During the freeze, the average fidelity exhibits periodic revivals at integer values of the Heisenberg time t(H).

Microwave fidelity studies by varying antenna coupling.

The fidelity decay in a microwave billiard is considered, where the coupling to an attached antenna is varied. The resulting quantity, coupling fidelity, is experimentally studied for three different terminators of the varied antenna: a hard-wall reflection, an open wall reflection, and a 50 Ω load, corresponding to a totally open channel. The model description in terms of an effective Hamiltonian with a complex coupling constant is given.

Surprising relations between parametric level correlations and fidelity decay.

Relations among fidelity, cross-form-factor (i.e., parametric level correlations), and level velocity correlations are found both by deriving a Ward identity in a two-matrix model and by comparing exact results, using supersymmetry techniques, in the framework of random matrix theory.

Decoherence of an n-qubit quantum memory.

We analyze decoherence of a quantum register in the absence of nonlocal operations, i.e., n noninteracting qubits coupled to an environment.

Nonperiodic echoes from mushroom billiard hats.

Mushroom billiards have the remarkable property to show one or more clear cut integrable islands in one or several chaotic seas, without any fractal boundaries. The islands correspond to orbits confined to the hats of the mushrooms, which they share with the chaotic orbits. It is thus interesting to ask how long a chaotic orbit will remain in the hat before returning to the stem.

Anomalous slow fidelity decay for symmetry-breaking perturbations.

Symmetries as well as other special conditions can cause anomalous slowing down of fidelity decay. These situations will be characterized, and a family of random matrix models to emulate them generically presented. An analytic solution based on exponentiated linear response will be given.

Verification of generic fidelity recovery in a dynamical system.

We study the time evolution of fidelity in a dynamical many-body system, namely, a kicked Ising model, modified to allow for a time-reversal invariance breaking. We find good agreement with the random matrix predictions in the realm of strong perturbations. In particular for the time-reversal symmetry breaking case the predicted revival at the Heisenberg time is clearly seen.

Scattering fidelity in elastodynamics.

The recent introduction of the concept of scattering fidelity causes us to revisit the experiment by Lobkis and Weaver [Phys. Rev. Lett.

Experimental verification of fidelity decay: from perturbative to fermi golden rule regime.

The scattering matrix was measured for a flat microwave cavity with classically chaotic dynamics. The system can be perturbed by small changes of the geometry. We define the "scattering fidelity" in terms of parametric correlation functions of scattering matrix elements.

Slow phase relaxation as a route to quantum computing beyond the quantum chaos border.

We reveal that phase memory can be much longer than energy relaxation in systems with exponentially large dimensions of Hilbert space; this finding is documented by 50 years of nuclear experiments, though the information is somewhat hidden. For quantum computers Hilbert spaces of dimension 2(100) or larger will be typical and therefore this effect may contribute significantly to reduce the problems of scaling of quantum computers to a useful number of qubits.

Symmetry breaking: a heuristic approach to chaotic scattering in many dimensions.

As the theory of chaotic scattering in high-dimensional systems is poorly developed, it is very difficult to determine initial conditions for which interesting scattering events, such as long delay times, occur. We propose to use symmetry breaking as a way to gain the insight necessary to determine low-dimensional subspaces of initial conditions in which we can find such events easily. We study numerically the planar scattering off a disk moving on an elliptic Kepler orbit, as a simplified model of the elliptic restricted three-body problem.

Symmetry properties of periodic orbits extracted from scattering data.

Discrete symmetries of a system are reflected in the properties of the shortest periodic orbits. By applying a recent method to extract these from the scaling of the fractal structure in scattering functions, we show how the symmetries can be extracted from scattering data simultaneously with the periods and the Lyapunov exponents. We pay particular attention to the change of scattering data under a small symmetry breaking.

First experimental evidence for quantum echoes in scattering systems.

A self-pulsing effect termed quantum echoes has been observed in experiments with an open superconducting and a normal conducting microwave billiard whose geometry provides soft chaos, i.e., a mixed phase space portrait with a large stable island.

Wigner-Dyson statistics for a class of integrable models.

We construct an ensemble of second-quantized Hamiltonians with two bosonic degrees of freedom, whose members display with probability one Gaussian orthogonal ensemble (GOE) or Gaussian unitary ensemble (GUE) statistics. Nevertheless, these Hamiltonians have a second integral of motion, namely, the boson number, and thus are integrable. To construct this ensemble we use some "reverse engineering" starting from the fact that n bosons in a two-level system with random interactions have an integrable classical limit by the old Heisenberg association of boson operators to actions and angles.

Phase shift experiments identifying Kramers doublets in a chaotic superconducting microwave billiard of threefold symmetry.

The spectral properties of a two-dimensional microwave billiard showing threefold symmetry have been studied with a new experimental technique. This method is based on the behavior of the eigenmodes under variation of a phase shift between two input channels, which strongly depends on the symmetries of the eigenfunctions. Thereby a complete set of 108 Kramers doublets has been identified by a simple and purely experimental method.

Transition from Gaussian-orthogonal to Gaussian-unitary ensemble in a microwave billiard with threefold symmetry.

Recently it has been shown that time-reversal invariant systems with discrete symmetries may display, in certain irreducible subspaces, spectral statistics corresponding to the Gaussian-unitary ensemble (GUE) rather than to the expected orthogonal one (GOE). A Kramers-type degeneracy is predicted in such situations. We present results for a microwave billiard with a threefold rotational symmetry and with the option to display or break a reflection symmetry.

Semi-Poisson statistics and beyond.

Semi-Poisson statistics are shown to be obtained by removing every other number from a random sequence. Retaining every (r+1)th level we obtain a family of sequences, which we call daisy models. Their statistical properties coincide with those of Bogomolny's nearest-neighbor interaction Coulomb gas if the inverse temperature coincides with the integer r.