EPJ B Highlight - Spread-changing orders and deletions affect stock prices

Trade orders strongly influence stock prices. Photo by M. B. M. on ZzOa5G8hSPI.

A new analysis of the bid-ask spread of stock prices reveals that placements and deletions of trade orders can affect stock prices as much as trades themselves

The first rule on the stock market is to buy low and sell high. Economists are well aware of how this behaviour changes the prices of stocks, but in reality, trades alone don’t tell the whole story. Parties like banks and insurance companies rarely trade stocks themselves; instead, they place orders for traders to do so on their behalf, which can be canceled at any time if they are no longer interested. The amount payed by those placing orders is affected by a highly variable quantity called the bid-ask ‘spread’ – the difference between the price initially quoted for a stock, and the final bidding price. In a new study published in EPJ B, Stephan Grimm and Thomas Guhr from Duisburg-Essen University in Germany compare the influences that three price-changing events have on these spread changes. Their work sheds new light on the intricate inner workings of the stock market.


EPJ D Highlight - Simulations fix the cracks in magnetic mirrors

Confining simulated plasma

Computer simulations reveal that magnetic mirrors can be tweaked to confine plasma more effectively, by fine-tuning both the arrangements of their electromagnets, and the initial properties of the plasma itself

When ring-shaped electromagnets are set up in linear arrangements, they can produce magnetic fields resembling a tube with a cone at each end; a structure which repels charged particles entering one cone back along their path of approach. Referred to as ‘magnetic mirrors’, these devices have been known to be a relatively easy way to confine plasma since the 1950s, but they have also proven to be inherently leaky. In a study published in EPJ D, physicists led by Wen-Shan Duan at Northwest Normal University, and Lei Yang at the Chinese Academy of Sciences, both in Lanzhou, China, show that these plasma leaks can be minimised if specific conditions are met. Using computer simulations, the physicists analysed the dynamic properties of a high-energy proton plasma beam within a magnetic mirror and fine-tuned the simulation settings to maximise its confinement.


EPJE Topical Review: Lattice Boltzmann methods and active fluids

Active fluids are living matter or biologically inspired systems, consisting of self-propelled units that burn stored or ambient energy and turn it into work, eventually giving rise to systematic movement. In a new Topical Review paper published in EPJE, authors from groups in Bari (University of Bari, INFN, and the Istituto Applicazioni Calcolo, CNR) and the Center for Life Nano Science, La Sapienza, Rome describe the use of Lattice Boltzmann Methods (LBM) in the study of large scale properties of active fluids.


EPJ B Review Article - Micromagnetics and Spintronics: Models and Numerical Methods

Computational micromagnetics has become an indispensable tool for the theoretical investigation of magnetic structures. Classical micromagnetics has been successfully applied to a wide range of applications including magnetic storage media, magnetic sensors, permanent magnets and more. The recent development of spintronics devices has led to various extensions to the micromagnetic model in order to account for spin-transport effects. Now, Claas Abert of the University of Vienna has prepared a comprehensive Review Article on the subject for EPJ B, aiming to provide an overview of the analytical micromagnetic model as well as its numerical implementation. The main focus is put on the integration of spin-transport effects with classical micromagnetics.


EPJ B Highlight - How to stop diseases and forest fires from spreading

When the population approaches a certain level of heterogeneity, the infection slows.

A new model, published in EPJ B and exploring how epidemics spread, could help prevent infections and forest fires from getting out of hand

Recently, epidemics like measles have been spreading due to the lack of vaccinations, and forest fires have become increasingly frequent due to climate change. Understanding how both these things spread, and how to stop them, is more important than ever. Now, two researchers from the National Scientific and Technical Research Council in Bariloche, Argentina, have studied the way epidemics spread in heterogeneous populations. Their findings were recently published in European Physical Journal B.


EPJ E Highlight - No assumptions needed to simulate petroleum reservoirs

Modelling reservoirs: easier than we thought? File:Contour_map_software_screen_ snapshot_of_isopach_map_for_ 8500ft_deep_OIL_reservoir_with_ a_Fault_line.jpg

Hydrocarbons trapped within porous media are easier to model with computer simulations than researchers previously assumed – a discovery that opens up new possibilities for thermodynamics research.

Hidden deep below our feet, petroleum reservoirs are made up of hydrocarbons like oil and natural gas, stored within porous rock. These systems are particularly interesting to physicists, as they clearly show how temperature gradients between different regions affect the gradients of fluid pressures and compositions. However, because these reservoirs are so hard to access, researchers can only model them using data from a few sparse points, meaning many of their properties can only be guessed at. In a new study published in EPJ E, physicists from France and Vietnam, led by Guillaume Galliero at the University of Pau, have found that this guesswork actually isn’t necessary. They show that if the right choices are made when constructing models, no assumptions are needed in order to calculate the impact of temperature gradients on pressure and composition gradients.


EPJ E Highlight - Dowsing for electric fields in liquid crystals

Following the change in orientation of the molecules in the dowser texture yields a shape that resembles the wooden dowsing rods used in previous centuries to locate groundwater. Left: © Pawel Pieranski, Right: Dowsing#/media/File: 18th_century_dowser.jpg

The orientation of the ordered molecules that make up nematic liquid crystals can change under electric fields, and can be used to detect subtle electrical effects.

You may not know it, but you probably spend several hours a day looking at nematic liquid crystals; they are used in virtually every smartphone, computer and TV screen. They are liquids composed of elongated molecules, which in some situations can be oriented in a curious way termed the 'dowser texture', which is sensitive to external conditions. Physicists Pawel Pieranski of the Universite Paris-Sud, Paris, France and Maria Helena Godinho of Universidade Nova de Lisboa, Lisbon, Portugal have now published a paper in EPJ E that shows that the dowser texture responds to electric fields in different ways in different nematic materials.


EPJ B Highlight - Inhibitory neurons have two types of impact on brain oscillations

The emergence of synchronization with excitatory and inhibitory neurons.

A certain type of neuron, called inhibitory neurons, can have two types of overall effect on oscillations in the brain

Studying the brain involves measuring the activity of billions of individual brain cells called neurons. Consequently, many brain measurement techniques produce data that is averaged to reflect the activity of large populations of these neurons. If all of the neurons are behaving differently, this will average out. But, when the behaviour of individual neurons is synchronized, it produces clearly visible oscillations.

Synchronisation is important to understanding how neurons behave, which is particularly relevant with regard to brain diseases like Alzheimer’s, epilepsy and Parkinson’s. Now, a group of researchers from the Institute of Computational Physics and Complex Systems at Lanzhou University, China, has used a combination of two computer models to study the ways different kinds of neurons can impact synchronisation. The study is published in the European Physical Journal B.


EPJ N Highlight - Calculation of ion irradiation damage using Iradina code

Binary Collision Approximation (BCA) calculation allows for two types of damage calculation: Full Cascade and Quick Calculations. Full Cascade mode describes fully the cascades while in Quick Calculations only the trajectory of the ion is followed, and effective formulas give an estimation of the damage resulting from each collision of the ion. Quick Calculation of damage are implemented in the Iradina code both for elemental and multi-component solids. Good agreement is obtained with SRIM. It is shown that Quick Calculations are unphysical in multi-component systems. The choice between Full Cascade and Quick Calculations is discussed. It is advised in this paper to favour Full Cascade over Quick Calculation because it more grounded physically and applicable to all materials. Quick Calculations remain a good option for comparisons with former studies or for pure solids in the case of actual quantitative comparisons with neutron irradiations simulations in which damage levels are estimated with the NRT (Norgett-Robinson and Torrens) formulas.


EPJ Data Science Highlight - What can we learn from billions of food purchases derived from fidelity cards?

© Map & Visualization: Tobias Kauer

For your health, what you eat is more important than what you earn.

This result comes from our latest project “Poor but Healthy”, which was published in EPJ Data Science, and comes with a @tobi_vierzwo’s stunningly “beautiful map of London” that author Daniele Quercia invites everyone to explore.

By combining 1.6B food item purchases with 1.1B medical prescriptions for the entire city of London for one year, researchers discovered that, to predict health outcomes, socio-economic conditions matter less than what previous research has shown: despite being of lower-income, certain areas are healthy, and that is because of what their residents eat.

Read the full blog post on Medium.

Pere Roca i Cabarrocas and Daniel Lincot
ISSN: 2105-0716 (Electronic Edition)

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