It is common for individual stock volatility to exceed index volatility. Diversification naturally dampens aggregate movement. Leadership concentration, sector divergence, and stock-specific catalysts ...

The escalating conflict in the Middle East has jolted a popular hedge fund strategy, threatening a spillover into broader markets if volatility persists. The dispersion trade — which uses options to ...

Simulation and analysis of Kapitsa-like instabilities in electron fluids. Implements hydrodynamic modeling, dispersion relation derivation, and phase diagram mapping for graphene and related materials ...

Wavelength and propagation direction (angle) are two fundamental properties of light. The ability to selectively control both a specific wavelength and a specific angle forms the physical foundation ...

Researchers developed a machine-learning framework that can predict a key property of heat dispersion in materials that is up to 1,000 times faster than other AI methods, and could enable scientists ...

Departamento de Fsica, Facultad de Ciencias, Universidad Nacional Autónoma de México, Ciudad de México, México. The shutter problem implies solving the time-dependent Schrödinger equation with an ...

Abstract: Wave motion lies at the heart of many disciplines in the physical sciences and engineering. For example, problems and applications involving light, sound, heat, or fluid flow are all likely ...

Abstract: In this paper, a dispersion relation of a subgridded TLM mesh is derived by the first time. The obtained dispersion relation permits the analysis of the dispersion characteristics of 3D ...

Code for this project is in FinalProject.ipynb. There is a well-known relation between the mass of the supermassive black holes to the velocity dispersion of stars in the surrounding galactic bulge, ...

To understand the characteristics of ocean internal waves better, we study the dispersion relation of extended-Korteweg-de Vries (EKdV) equation with quadratic and cubic nonlinear terms in a two-layer ...