Wrocław University of Technology

About: Wrocław University of Technology is a education organization based out in Wrocław, Poland. It is known for research contribution in the topics: Laser & Computer science. The organization has 13115 authors who have published 31279 publications receiving 338694 citations.

A simple model of price formation

Abstract: A simple Ising spin model, which can describe the mechanism of price formation in financial markets is proposed. In contrast to other agent-based models, the influence does not flow inward from the surrounding neighbors to the center site, but spreads outward from the center to the neighbors. The model thus describes the spread of opinions among traders. It is shown via standard Monte Carlo simulations that very simple rules lead to dynamics that duplicate those of asset prices.

Robust Discrete Optimization Under Discrete and Interval Uncertainty: A Survey

Abstract: In this chapter a review of recent results on robust discrete optimization is presented. The most popular discrete and interval uncertainty representations are discussed. Various robust concepts are presented, namely the traditional minmax (regret) approach with some of its recent extensions, and several two-stage concepts. A special attention is paid to the computational properties of the robust problems considered.

Dispersion effects in elliptical-core highly birefringent fibers

Abstract: Modal birefringence and its sensitivity to temperature and hydrostatic pressure were measured versus wavelength in three elliptical-core fibers and one fiber with stress-induced birefringence. We carried out the measurements in the spectral range from 633 to 843 nm by using interferometric methods. In fibers with elliptical cores all the measured parameters showed high chromatic dependence, whereas in fibers with stress-induced birefringence this dependence was weak. We modeled the dispersion characteristics of two elliptical-core fibers by using the modified perturbation approach first proposed by Kumar. The modification consists of introducing into the expression for the normalized propagation constants an additional perturbation term that contains information about stress-induced birefringence. The results of modeling show that the temperature and pressure sensitivity of elliptical-core fiber are associated primarily with variations in stress induced by these parameters. The agreement between measured and calculated values of sensitivity in the worst case was equal to 20% for modal birefringence and temperature sensitivity and 50% for pressure sensitivity. Lower agreement between measured and calculated values of pressure sensitivity is most probably associated with uncertainties in the material constants used in modeling.