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Quantifying the Behavior of Stock Correlations Under Market Stress
(2012)Scientific ReportsUnderstanding correlations in complex systems is crucial in the face of turbulence, such as the ongoing financial crisis. However, in complex systems, such as financial systems, correlations are not constant but instead vary in time. Here we address the question of quantifying state-dependent correlations in stock markets. Reliable estimates of correlations are absolutely necessary to protect a portfolio. We analyze 72 years of daily ...Journal Article -
Nanoscale Dynamics of Phase Flipping in Water near its Hypothesized Liquid-Liquid Critical Point
(2012)Scientific ReportsOne hypothesized explanation for water's anomalies imagines the existence of a liquid-liquid (LL) phase transition line separating two liquid phases and terminating at a LL critical point. We simulate the classic ST2 model of water for times up to 1000 ns and system size up to N = 729. We find that for state points near the LL transition line, the entire system flips rapidly between liquid states of high and low density. Our finite-size ...Journal Article -
Quantifying the Advantage of Looking Forward
(2012)Scientific ReportsWe introduce a future orientation index to quantify the degree to which Internet users worldwide seek more information about years in the future than years in the past. We analyse Google logs and find a striking correlation between the country's GDP and the predisposition of its inhabitants to look forward.Journal Article