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Kahler-Einstein metrics emerging from free fermions and statistical mechanics
Kahler-Einstein metrics free fermions statistical mechanics
2010/12/15
We propose a statistical mechanical derivation of Kähler-Einstein1 metrics, i.e. solutions to Einstein’s vacuum field equations in Euclidean sig-nature (with a cosmological constant) on a compact...
Order flow dynamics around extreme price changes on an emerging stock market
Order flow dynamics price changes emerging stock market
2010/4/27
We study the dynamics of order flows around large intraday price changes using ultra-high-frequency data from the Shenzhen Stock Exchange. We find a significant reversal of price for both intraday pri...