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Coherent Patterns in Nuclei and in Financial Markets


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  • S. Drozdz
  • J. Kwapien
  • J. Speth
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    In the area of traditional physics the atomic nucleus belongs to the most complex systems. It involves essentially all elements that characterize complexity including the most distinctive one whose essence is a permanent coexistence of coherent patterns and of randomness. From a more interdisciplinary perspective, these are the financial markets that represent an extreme complexity. Here, based on the matrix formalism, we set some parallels between several characteristics of complexity in the above two systems. We, in particular, refer to the concept - historically originating from nuclear physics considerations - of the random matrix theory and demonstrate its utility in quantifying characteristics of the coexistence of chaos and collectivity also for the financial markets. In this later case we show examples that illustrate mapping of the matrix formulation into the concepts originating from the graph theory. Finally, attention is drawn to some novel aspects of the financial coherence which opens room for speculation if analogous effects can be detected in the atomic nuclei or in other strongly interacting Fermi systems.

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    Bibliographic Info

    Paper provided by in its series Papers with number 1009.1105.

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    Date of creation: Sep 2010
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    Publication status: Published in AIP Conf.Proc. 1261:256-264,2010
    Handle: RePEc:arx:papers:1009.1105

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    Cited by:
    1. WiliƄski, M. & Sienkiewicz, A. & Gubiec, T. & Kutner, R. & Struzik, Z.R., 2013. "Structural and topological phase transitions on the German Stock Exchange," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 392(23), pages 5963-5973.
    2. Sandoval, Leonidas, 2014. "To lag or not to lag? How to compare indices of stock markets that operate on different times," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 403(C), pages 227-243.
    3. Sandoval, Leonidas, 2012. "Pruning a minimum spanning tree," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 391(8), pages 2678-2711.


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