Publications associées à Régime de change

Phase diagram of the J-Jd Heisenberg model on the maple leaf lattice: Neural networks and density matrix renormalization group

We microscopically analyze the nearest-neighbor Heisenberg model on the maple leaf lattice through neural quantum state (NQS) and infinite density matrix renormalization group (iDMRG) methods. Embarking to parameter regimes beyond the exact dimer singlet g ...

Amer Physical Soc2024

Long-Distance Coherent Propagation of High-Velocity Antiferromagnetic Spin Waves

Jean-Philippe Ansermet, Haiming Yu, Jilei Chen, Yao Zhang, Song Liu, Rundong Yuan, Cheng Song

We report on coherent propagation of antiferromagnetic (AFM) spin waves over a long distance (similar to 10 mu m) at room temperature in a canted AFM alpha-Fe2O3 owing to the Dzyaloshinskii-Moriya interaction (DMI). Unprecedented high group velocities (up ...

AMER PHYSICAL SOC2023

Multiplicative chaos of the Brownian loop soup

Antoine Pierre François Jego, Titus Lupu

We construct a measure on the thick points of a Brownian loop soup in a bounded domain D

D

of the plane with given intensity theta>0

\theta >0

, which is formally obtained by exponentiating the square root of its occupation field. The measure is construct ...

WILEY2023

LDP and CLT for SPDEs with transport noise

Lucio Galeati

In this work we consider solutions to stochastic partial differential equations with transport noise, which are known to converge, in a suitable scaling limit, to solution of the corresponding deterministic PDE with an additional viscosity term. Large devi ...

SPRINGER2023

Optimal Combination Policies For Adaptive Social Learning

Virginia Bordignon, Ping Hu, Stefan Vlaski

This paper investigates the effect of combination policies on the performance of adaptive social learning in non-stationary environments. By analyzing the relation between the error probability and the underlying graph topology, we prove that in the slow a ...

IEEE2022

Essays on Mortgage Supply in a Low Rate Environment and Gender Effects of Covid-19

After the financial crisis, policy rates in the major advanced economies have moved downwards to near/below zero. Some countries have experienced an increase in house prices and an expansion of mortgages. Also, there have been considerable changes in the m ...

EPFL2021

Regional Effects of Exchange Rate Fluctuations

Christian Pröbsting

We exploit differences across U.S. states' exposure to trade to study the effects of changes in the exchange rate on economic activity. Across states, trade-weighted exchange rate depreciations are associated with increased state exports, reduced state une ...

2020

Exchange Rate Analysis by Nonlinear Time Series Method

Maria-Alexandra Paun

A financial data analysis using the time series method has been performed. At the same time a correct interpretation of daily exchange rates fluctuations, for Eur foreign currencies is presented. The fractal dimension evaluation has been performed using th ...

AMER INST PHYSICS2020

Watertable fluctuation-induced variability in the water retention curve: Sand column experiments

David Andrew Barry, Zhaoyang Luo

The soil water retention curve (WRC), describing the relation between the soil water content and its corresponding capillary pressure, relies not only on whether drying or wetting occurs but also on the pore scale water flow velocity. Here, we investigated ...

2020

Mortgage Supply and Capital Regulation in a Low Interest Rate Environment

Luisa Lambertini

Low-for-long nominal interest rates have resulted in strong growth in mort- gage lending and real house prices in Switzerland. Domestically-oriented, small banks have mostly contributed to this expansion in mortgage lending while the two big, global system ...

2020