2 seminars next week

[Cond.Matt. & Stat.Mech.Section]

SEMINAR on     Disorder and strong electron correlations

 

Thursday, 2 May -  11:30 a.m.

 

Luigi Stasi Seminar Room,  Leonardo Building - first floor


 

Giuliano ORSO     (Université Paris Diderot - Paris 7)

 

"Localization of bound states in quasi-periodic optical lattices"

 

Abstract

 

We discuss the formation of bound states made of two interacting atoms moving in a one dimensional (1D) quasi-periodic optical lattice.

The underlying hamiltonian is the Aubry-André model with additional on-site interactions.

We derive the quantum phase diagram for localization of both attractively and repulsively bound pairs. We calculate the pair binding energy and show analytically that its behavior as a function of the interaction strength depends crucially on the nature -extended, multifractal, localized- of the single-particle atomic states. Experimental implications of our results are discussed.

Ref: G. Dufour, G. Orso, Phys. Rev. Lett. 109, 155306 (2012)


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INFORMAL SEMINAR on   Statistical Physics
 


Tuesday, 7 May -  2:30 p.m.

 

Denardo Lecture Hall   Adriatico Guesthouse - lower level


 

László GYÖRFI    ( Budapest University of Technology and Economics )



"Empirical portfolio selection"


Abstract


In this seminar we survey  discrete time, multi period, sequential investment strategies for financial markets.

Under memoryless  assumption on the underlying process generating the asset prices the Best Constantly Rebalanced Portfolio is studied, called log-optimal portfolio, which achieves the maximal asymptotic average growth rate.  For generalized dynamic portfolio selection, when asset prices are generated by a stationary and ergodic process, universally consistent empirical methods are shown, using current principles of nonparametric regression estimation and machine learning algorithms.

The empirical performance of the methods are illustrated for NYSE data.