Kavli Affiliate: Vinothan N. Manoharan
| First 5 Authors: Clary Rodriguez-Cruz, Mehdi Molaei, Amruthesh Thirumalaiswamy, Klebert Feitosa, Vinothan N. Manoharan
| Summary:
Many soft and biological materials display so-called ‘soft glassy’ dynamics;
their constituents undergo anomalous random motion and intermittent cooperative
rearrangements. Stock prices show qualitatively similar dynamics, whose origins
also remain poorly understood. Recent simulations of a foam have revealed that
such motion is due to the system evolving in a high-dimensional configuration
space via energy minimization on a slowly changing, fractal energy landscape.
Here we show that the salient geometrical features of such energy landscapes
can be explored and quantified not only in simulation but empirically using
real-world, high-dimensional data. In a mayonnaise-like dense emulsion, the
experimentally observed motion of oil droplets shows that the fractal geometry
of the configuration space paths and energy landscape gives rise to the
anomalous random motion and cooperative rearrangements, confirming
corresponding simulations in detail. Our empirical approach allows the same
analyses to be applied to the component stock prices of the Standard and Poor’s
500 Index. This analysis yields remarkably similar results, revealing that
stock return dynamics also appear due to prices moving on a similar, slowly
evolving, high-dimensional fractal landscape.
| Search Query: ArXiv Query: search_query=au:”Vinothan N. Manoharan”&id_list=&start=0&max_results=10