TY - JOUR TI - The Tully-Fisher law and dark matter effects derived via modified symmetries AU - Arraut, Ivan T2 - Europhysics Letters AB - In any physical system, when we move from short to large scales, new spacetime symmetries emerge which help us to simplify the dynamics of the system. In this letter we demonstrate that certain variations on the symmetries of general relativity at large scales generate the effects equivalent to dark matter ones. In particular, we reproduce the Tully-Fisher law, consistent with the predictions proposed by MOND. Additionally, we demonstrate that the dark matter effects derived in this way are consistent with the predictions suggested by MOND, without modifying gravity. DA - 2023/11// PY - 2023 DO - 10.1209/0295-5075/ad05f7 DP - Institute of Physics VL - 144 IS - 2 SP - 29003 J2 - EPL LA - en SN - 0295-5075 UR - https://dx.doi.org/10.1209/0295-5075/ad05f7 Y2 - 2023/11/08/12:44:59 ER - TY - JOUR TI - Gauge symmetries and the Higgs mechanism in Quantum Finance AU - Arraut, Ivan T2 - Europhysics Letters AB - By using the Hamiltonian formulation, we demonstrate that the Merton-Garman equation emerges naturally from the Black-Scholes equation after imposing invariance (symmetry) under local (gauge) transformations over changes in the stock price. This is the case because imposing gauge symmetry implies the appearance of an additional field, which corresponds to the stochastic volatility. The gauge symmetry then imposes some constraints over the free parameters of the Merton-Garman Hamiltonian. Finally, we analyze how the stochastic volatility gets massive dynamically via Higgs mechanism. DA - 2023/08// PY - 2023 DO - 10.1209/0295-5075/acedce DP - Institute of Physics VL - 143 IS - 4 SP - 42001 J2 - EPL LA - en SN - 0295-5075 UR - https://dx.doi.org/10.1209/0295-5075/acedce Y2 - 2023/08/18/09:17:30 ER - TY - JOUR TI - Comment on ''Generalized James' effective Hamiltonian method'' AU - Rosado, W. AU - Arraut, Ivan T2 - Physical Review A AB - In the paper carried out by Wenjun et al. [Phys. Rev. A 95, 032124 (2017)], a generalization of the James effective dynamics theory based on a first version of the James method was presented. However, we contend that this is not a very rigorous way of deriving the effective third-order expansion for an interaction Hamiltonian with harmonic time-dependence. In fact, here we show that the third-order Hamiltonian obtained by Wenjun et al. is not Hermitian for general situations when we consider time dependence. Its non-Hermitian nature arises from the foundation of the theory itself. In this comment paper, the most general expression of the effective Hamiltonian expanded up to third order is obtained. Our derived effective Hamiltonian is Hermitian even in situations where we have time dependence. DA - 2023/12/04/ PY - 2023 DO - 10.1103/PhysRevA.108.066201 DP - APS VL - 108 IS - 6 SP - 066201 J2 - Phys. Rev. A UR - https://link.aps.org/doi/10.1103/PhysRevA.108.066201 Y2 - 2023/12/18/04:25:37 ER - TY - JOUR TI - The Role of the Volatility in the Option Market AU - Arraut, Ivan AU - Lei, Ka-I. T2 - AppliedMath AB - We review some general aspects about the Black–Scholes equation, which is used for predicting the fair price of an option inside the stock market. Our analysis includes the symmetry properties of the equation and its solutions. We use the Hamiltonian formulation for this purpose. Taking into account that the volatility inside the Black–Scholes equation is a parameter, we then introduce the Merton–Garman equation, where the volatility is stochastic, and then it can be perceived as a field. We then show how the Black–Scholes equation and the Merton–Garman one are locally equivalent by imposing a gauge symmetry under changes in the prices over the Black–Scholes equation. This demonstrates that the stochastic volatility emerges naturally from symmetry arguments. Finally, we analyze the role of the volatility on the decisions taken by the holders of the options when they use the solution of the Black–Scholes equation as a tool for making investment decisions. DA - 2023/12// PY - 2023 DO - 10.3390/appliedmath3040047 DP - www.mdpi.com VL - 3 IS - 4 SP - 882 EP - 908 LA - en SN - 2673-9909 UR - https://www.mdpi.com/2673-9909/3/4/47 Y2 - 2023/12/18/04:26:48 KW - Black–Scholes equation KW - Merton–Garman equation KW - decision theory KW - option price KW - stock market KW - volatility ER - TY - JOUR TI - The Hawking Radiation in Massive Gravity: Path Integral and the Bogoliubov Method AU - Arraut, Ivan AU - Segovia, Carlos AU - Rosado, Wilson T2 - Universe AB - We prove the consistency of the different approaches for deriving the black hole radiation for the spherically symmetric case inside the theory of Massive Gravity. By comparing the results obtained by using the Bogoliubov transformations with those obtained by using the Path Integral formulation, we find that in both cases, the presence of the extra-degrees of freedom creates the effect of extra-particles creation due to the distortions on the definitions of time defined by the different observers at large scales. This, however, does not mean extra-particle creation at the horizon level. Instead, the apparent additional particles perceived at large scales emerge from how distant observers define their time coordinate, which is distorted due to the existence of extra-degrees of freedom. DA - 2023/05// PY - 2023 DO - 10.3390/universe9050228 DP - www.mdpi.com VL - 9 IS - 5 SP - 228 LA - en SN - 2218-1997 ST - The Hawking Radiation in Massive Gravity UR - https://www.mdpi.com/2218-1997/9/5/228 Y2 - 2023/06/02/04:19:41 KW - Bogoliubov transformation method KW - Hawking radiation KW - Massive Gravity KW - Path Integral method KW - extra-degrees of freedom ER - TY - JOUR TI - Revenue Management in Airlines and External Factors Affecting Decisions: The Harmonic Oscillator Model AU - Arraut, Ivan AU - Rosado, Wilson AU - Leong, Victor T2 - Mathematics AB - The Revenue Management (RM) problem in airlines for a fixed capacity, single resource and two classes has been solved before by using a standard formalism. In this paper we propose a model for RM by using the semi-classical approach of the Quantum Harmonic Oscillator. We then extend the model to include external factors affecting the people’s decisions, particularly those where collective decisions emerge. DA - 2024/01// PY - 2024 DO - 10.3390/math12060847 DP - www.mdpi.com VL - 12 IS - 6 SP - 847 LA - en SN - 2227-7390 ST - Revenue Management in Airlines and External Factors Affecting Decisions UR - https://www.mdpi.com/2227-7390/12/6/847 Y2 - 2024/03/18/06:36:42 KW - collective decisions KW - harmonic oscillator KW - revenue management KW - spontaneous symmetry breaking ER - TY - JOUR TI - The Probability Flow in the Stock Market and Spontaneous Symmetry Breaking in Quantum Finance AU - Arraut, Ivan AU - Lobo Marques, João Alexandre AU - Gomes, Sergio T2 - Mathematics AB - The spontaneous symmetry breaking phenomena applied to Quantum Finance considers that the martingale state in the stock market corresponds to a ground (vacuum) state if we express the financial equations in the Hamiltonian form. The original analysis for this phenomena completely ignores the kinetic terms in the neighborhood of the minimal of the potential terms. This is correct in most of the cases. However, when we deal with the martingale condition, it comes out that the kinetic terms can also behave as potential terms and then reproduce a shift on the effective location of the vacuum (martingale). In this paper, we analyze the effective symmetry breaking patterns and the connected vacuum degeneracy for these special circumstances. Within the same scenario, we analyze the connection between the flow of information and the multiplicity of martingale states, providing in this way powerful tools for analyzing the dynamic of the stock markets. DA - 2021/01// PY - 2021 DO - 10.3390/math9212777 DP - www.mdpi.com VL - 9 IS - 21 SP - 2777 LA - en SN - 2227-7390 UR - https://www.mdpi.com/2227-7390/9/21/2777 Y2 - 2023/04/11/14:03:37 KW - Hermiticity KW - conservation of the information KW - degenerate vacuum KW - flow of information KW - martingale condition KW - random fluctuations KW - spontaneous symmetry breaking KW - vacuum condition ER - TY - JOUR TI - LatinX in AI research AU - Banda, Juan M. AU - Ruiz-Garcia, Ariel AU - Montoya, Laura N. AU - Arraut, Ivan T2 - Neural Computing and Applications AB - We are delighted to present this special issue editorial for Neural Computing and Applications special issue on LatinX in AI research. This special issue brings together a collection of articles that explore machine learning and artificial intelligence research from various perspectives, aiming to provide a comprehensive and in-depth understanding of what LatinX researchers are working on in the field. In this editorial, we will introduce the overarching theme of the special issue, highlight the significance of the selected papers, and offer insights into the contributions made by the authors. The LatinX in AI organization was launched in 2018, with leaders from organizations in Artificial Intelligence, Education, Research, Engineering, and Social Impact with a purpose to together create a group that would be focused on “Creating Opportunity for LatinX in AI.” The main goal is to increase the representation of LatinX professionals in the AI industry. LatinX in AI Org and programs are volunteer-run and fiscally sponsored by the Accel AI Institute, 501(c)3 Non-Profit. DA - 2023/07/20/ PY - 2023 DO - 10.1007/s00521-023-08790-9 DP - Springer Link VL - 35 SP - 18097 EP - 18098 J2 - Neural Comput & Applic LA - en SN - 1433-3058 UR - https://doi.org/10.1007/s00521-023-08790-9 Y2 - 2023/08/01/12:47:17 ER - TY - JOUR TI - On the probability flow in the Stock market I: The Black-Scholes case AU - Arraut, Ivan AU - Au, Alan AU - Tse, Alan Ching-biu AU - Marques, Joao Alexandre Lobo T2 - arXiv.org AB - It is known that the probability is not a conserved quantity in the stock market, given the fact that it corresponds to an open system. In this paper we analyze the flow of probability in this system by expressing the ideal Black-Scholes equation in the Hamiltonian form. We then analyze how the non-conservation of probability affects the stability of the prices of the Stocks. Finally, we find the conditions under which the probability might be conserved in the market, challenging in this way the non-Hermitian nature of the Black-Scholes Hamiltonian. DA - 2020/// PY - 2020 DP - ProQuest VL - 1 SP - 1 EP - 10 LA - English ST - On the probability flow in the Stock market I UR - https://search.proquest.com/docview/2332255379?pq-origsite=primo Y2 - 2021/02/03/07:58:09 KW - General Finance ER -