Comparison of gain-loss asymmetry behavior for stocks and indexes

Investment horizon approach has been used to analyze indexes of Polish stock market.Optimal time horizon for each return value is evaluated by fitting appropriate function form of the distribution. Strong asymmetry of gain-loss curves is observed for WIG index, whereas gain and loss curves look similar for WIG20 and for most of individual companies stocks. The gain-loss asymmetry for these data, measured by the coefficient, that we postulated before \cite{karpio}, has opposite sign to this for WIG index.Comment: To be published in Acta Phys. Pol.

Geometric Phase and Modulo Relations for Probability Amplitudes as Functions on Complex Parameter Spaces

We investigate general differential relations connecting the respective behavior s of the phase and modulo of probability amplitudes of the form \amp{\psi_f}{\psi}, where $\ket{\psi_f}$ is a fixed state in Hilbert space and $\ket{\psi}$ is a section of a holomorphic line bundle over some complex parameter space. Amplitude functions on such bundles, while not strictly holomorphic, nevertheless satisfy generalized Cauchy-Riemann conditions involving the U(1) Berry-Simon connection on the parameter space. These conditions entail invertible relations between the gradients of the phase and modulo, therefore allowing for the reconstruction of the phase from the modulo (or vice-versa) and other conditions on the behavior of either polar component of the amplitude. As a special case, we consider amplitude functions valued on the space of pure states, the ray space ${\cal R} = {\mathbb C}P^n$, where transition probabilities have a geometric interpretation in terms of geodesic distances as measured with the Fubini-Study metric. In conjunction with the generalized Cauchy-Riemann conditions, this geodesic interpretation leads to additional relations, in particular a novel connection between the modulus of the amplitude and the phase gradient, somewhat reminiscent of the WKB formula. Finally, a connection with geometric phases is established.Comment: 11 pages, 1 figure, revtex

Spin-dependent transport in p+-CdBxF2-x - n-CdF2 planar structures

The CV measurements and tunneling spectroscopy are used to study the ballistic transport of the spin-polarized holes by varying the value of the Rashba spin-orbit interaction (SOI) in the p-type quantum well prepared on the surface of the n-CdF2 bulk crystal. The findings of the hole conductance oscillations in the plane of the p-type quantum well that are due to the variations of the Rashba SOI are shown to be evidence of the spin transistor effect, with the amplitude of the oscillations close to e2/h.Comment: 5 pages, 6 figure

Coherent Optical Spectroscopy Of Molecules And Molecular Beams

This paper presents our recent work on coherent optical spectroscopy of molecules and molecular beams. The theory for these nonlinear optical effects is summarized and related to the measurements in the gas phase and in the condensed phase. Finally, we discuss the importance of these methods, which disentangle the inhomogeneous optical resonances, in understanding nonradiative and optical dephasing processes

Compared effects of inhibition and exogenous administration of hydrogen sulphide in ischaemia-reperfusion injury

INTRODUCTION: Haemorrhagic shock is associated with an inflammatory response consecutive to ischaemia-reperfusion (I/R) that leads to cardiovascular failure and organ injury. The role of and the timing of administration of hydrogen sulphide (H2S) remain uncertain. Vascular effects of H2S are mainly mediated through K+ATP-channel activation. Herein, we compared the effects of D,L-propargylglycine (PAG), an inhibitor of H2S production, as well as sodium hydrosulphide (NaHS), an H2S donor, on haemodynamics, vascular reactivity and cellular pathways in a rat model of I/R. We also compared the haemodynamic effects of NaHS administered before and 10 minutes after reperfusion. METHODS: Mechanically ventilated and instrumented rats were bled during 60 minutes in order to maintain mean arterial pressure at 40 +/- 2 mmHg. Ten minutes prior to retransfusion, rats randomly received either an intravenous bolus of NaHS (0.2 mg/kg) or vehicle (0.9% NaCl) or PAG (50 mg/kg). PNU, a pore-forming receptor inhibitor of K+ATP channels, was used to assess the role of K+ATP channels. RESULTS: Shock and I/R induced a decrease in mean arterial pressure, lactic acidosis and ex vivo vascular hyporeactivity, which were attenuated by NaHS administered before reperfusion and PNU but not by PAG and NaHS administered 10 minutes after reperfusion. NaHS also prevented aortic inducible nitric oxide synthase expression and nitric oxide production while increasing Akt and endothelial nitric oxide synthase phosphorylation. NaHS reduced JNK activity and p-P38/P38 activation, suggesting a decrease in endothelial cell activation without variation in ERK phosphorylation. PNU + NaHS increased mean arterial pressure when compared with NaHS or PNU alone, suggesting a dual effect of NaHS on vascular reactivity. CONCLUSION: NaHS when given before reperfusion protects against the effects of haemorrhage-induced I/R by acting primarily through a decrease in both proinflammatory cytokines and inducible nitric oxide synthase expression and an upregulation of the Akt/endothelial nitric oxide synthase pathway

How to determine a quantum state by measurements: The Pauli problem for a particle with arbitrary potential

The problem of reconstructing a pure quantum state ¿¿> from measurable quantities is considered for a particle moving in a one-dimensional potential V(x). Suppose that the position probability distribution ¿¿(x,t)¿2 has been measured at time t, and let it have M nodes. It is shown that after measuring the time evolved distribution at a short-time interval ¿t later, ¿¿(x,t+¿t)¿2, the set of wave functions compatible with these distributions is given by a smooth manifold M in Hilbert space. The manifold M is isomorphic to an M-dimensional torus, TM. Finally, M additional expectation values of appropriately chosen nonlocal operators fix the quantum state uniquely. The method used here is the analog of an approach that has been applied successfully to the corresponding problem for a spin system

Electron and hole states in quantum-dot quantum wells within a spherical 8-band model

In order to study heterostructures composed both of materials with strongly different parameters and of materials with narrow band gaps, we have developed an approach, which combines the spherical 8-band effective-mass Hamiltonian and the Burt's envelope function representation. Using this method, electron and hole states are calculated in CdS/HgS/CdS/H_2O and CdTe/HgTe/CdTe/H_2O quantum-dot quantum-well heterostructures. Radial components of the wave functions of the lowest S and P electron and hole states in typical quantum-dot quantum wells (QDQWs) are presented as a function of radius. The 6-band-hole components of the radial wave functions of an electron in the 8-band model have amplitudes comparable with the amplitude of the corresponding 2-band-electron component. This is a consequence of the coupling between the conduction and valence bands, which gives a strong nonparabolicity of the conduction band. At the same time, the 2-band-electron component of the radial wave functions of a hole in the 8-band model is small compared with the amplitudes of the corresponding 6-band-hole components. It is shown that in the CdS/HgS/CdS/H_2O QDQW holes in the lowest states are strongly localized in the well region (HgS). On the contrary, electrons in this QDQW and both electron and holes in the CdTe/HgTe/CdTe/H_2O QDQW are distributed through the entire dot. The importance of the developed theory for QDQWs is proven by the fact that in contrast to our rigorous 8-band model, there appear spurious states within the commonly used symmetrized 8-band model.Comment: 15 pages, 5 figures, E-mail addresses: [email protected], [email protected]