Papers by ALEXANDROS K KARLIS
Learning Emotional Dialects: A British Population Study of Cross-Cultural Communication
The aim of the current research was to explore whether we can improve the recognition of cross-cu... more The aim of the current research was to explore whether we can improve the recognition of cross-cultural freely expressed emotional faces in British participants. We tested several methods for improving the recognition of freely expressed emotional faces, such as different methods for presenting other-culture expressions of emotion from individuals from Chile, New Zealand and Singapore in two experimental stages. In the first experimental stage, in phase one, participants were asked to identify the emotion of cross-cultural freely-expressed faces. In the second phase, different cohorts were presented with interactive side-by-side, back-to-back and dynamic morphing of cross cultural freely-expressed emotional faces, and control conditions. In the final phase, we repeated phase one using novel stimuli. We found that all non-control conditions led to recognition improvements. Morphing was the most effective condition for improving the recognition of cross cultural emotional faces. In th...
Quantitative Finance, 2021
This paper studies how the degree of heterogeneity among hedge funds' demand orders for a risky a... more This paper studies how the degree of heterogeneity among hedge funds' demand orders for a risky asset affects the possibility of their defaults being clustered. We find that fire-sales caused by margin calls is a necessary, yet not a sufficient condition for defaults to be clustered. We show that when the degree of heterogeneity is sufficiently high, poorly performing HFs are able to obtain a higher than usual market share, which leads to an improvement of their performance. Consequently, their survival time is prolonged, increasing the probability of them remaining in operation until the downturn of the next leverage cycle. This leads to an increase in the probability of poorly and highperforming hedge funds to default in sync at a later time, and thus also in the probability of collective defaults. Our analytical results establish a connection between the nontrivial aggregate statistics and the presence of infinite memory in the process governing the hedge funds' defaults.
Physical Review Letters, 2012
We demonstrate the emergence of criticality due to power-law cross correlations in an ensemble of... more We demonstrate the emergence of criticality due to power-law cross correlations in an ensemble of noninteracting particles propagating in an infinite Lorentz channel. The origin of these interparticle longrange correlations is the intermittent dynamics associated with the ballistic corridors in the single particle phase space. This behavior persists dynamically, even in the presence of external driving, provided that the billiard's horizon becomes infinite at certain times. For the driven system, we show that Fermi acceleration permits the synchronization of the particle motion with the periodic appearance of the ballistic corridors. The particle ensemble then acquires characteristics of self-organization as the weight of the phase space regions leading to critical behavior increases with time.
EPL (Europhysics Letters), 2014
Cross-correlations are thought to emerge through interaction between particles. Here we present a... more Cross-correlations are thought to emerge through interaction between particles. Here we present a universal dynamical mechanism capable of generating power-law cross-correlations between non-interacting particles exposed to an external potential. This phenomenon can occur as an ensemble property when the external potential induces intermittent dynamics of Pomeau-Manneville type, providing laminar and stochastic phases of motion in a system with a large number of particles. In this case, the ensemble of particle-trajectories forms a random fractal in time. The underlying statistical self-similarity is the origin of the observed power-law crosscorrelations. Furthermore, we have strong indications that a sufficient condition for the emergence of these long-range cross-correlations is the divergence of the mean residence time in the laminar phase of the single particle motion (sporadic dynamics). We argue that the proposed mechanism may be relevant for the occurrence of collective behaviour in critical systems.
Chaos: An Interdisciplinary Journal of Nonlinear Science, 2012
The standard description of Fermi acceleration, developing in a class of time-dependent billiards... more The standard description of Fermi acceleration, developing in a class of time-dependent billiards, is given in terms of a diffusion process taking place in momentum space. Within this framework the evolution of the probability density function (PDF) of the magnitude of particle velocities as a function of the number of collisions n is determined by the Fokker-Planck equation (FPE). In the literature the FPE is constructed by identifying the transport coefficients with the ensemble averages of the change of the magnitude of particle velocity and its square in the course of one collision. Although this treatment leads to the correct solution after a sufficiently large number of collisions has been reached, the transient part of the evolution of the PDF is not described. Moreover, in the case of the Fermi-Ulam model (FUM), if a stadanrd simplification is employed, the solution of the FPE is even inconsistent with the values of the transport coefficients used for its derivation. The goal of our work is to provide a self-consistent methodology for the treatment of Fermi acceleration in time-dependent billiards. The proposed approach obviates any assumptions for the continuity of the random process and the existence of the limits formally defining the transport coefficients of the FPE. Specifically, we suggest, instead of the calculation of ensemble averages, the derivation of the one-step transition probability function and the use of the Chapman-Kolmogorov forward equation. This approach is generic and can be applied to any time-dependent billiard for the treatment of Fermi-acceleration. As a first step, we apply this methodology to the FUM, being the archetype of time-dependent billiards to exhibit Fermi acceleration.
This paper focuses on the use of interest rates as a tool for hedging against the default risk of... more This paper focuses on the use of interest rates as a tool for hedging against the default risk of heterogeneous hedge funds (HFs) in a leveraged market. We assume that the banks study the HFs survival statistics in order to compute default risk and hence the correct interest rate. The emergent non-trivial (heavy-tailed) statistics observed on the aggregate level, prevents the accurate estimation of risk in a leveraged market with heterogeneous agents. Moreover, we show that heterogeneity leads to the clustering of default events and constitutes thus a source of systemic risk.
The standard description of Fermi acceleration, developing in a class of time-dependent billiards... more The standard description of Fermi acceleration, developing in a class of time-dependent billiards, is
given in terms of a diffusion process taking place in momentum space. Within this framework, the
evolution of the probability density function (PDF) of the magnitude of particle velocities as a function
of the number of collisions n is determined by the Fokker-Planck equation (FPE). In the literature, the
FPE is constructed by identifying the transport coefficients with the ensemble averages of the change
of the magnitude of particle velocity and its square in the course of one collision. Although this
treatment leads to the correct solution after a sufficiently large number of collisions have been reached,
the transient part of the evolution of the PDF is not described. Moreover, in the case of the Fermi-Ulam
model (FUM), if a standard simplification is employed, the solution of the FPE is even inconsistent
with the values of the transport coefficients used for its derivation. The goal of our work is to provide a
self-consistent methodology for the treatment of Fermi acceleration in time-dependent billiards. The
proposed approach obviates any assumptions for the continuity of the random process and the existence
of the limits formally defining the transport coefficients of the FPE. Specifically, we suggest, instead of
the calculation of ensemble averages, the derivation of the one-step transition probability function and
the use of the Chapman-Kolmogorov forward equation. This approach is generic and can be applied to
any time-dependent billiard for the treatment of Fermi-acceleration. As a first step, we apply this
methodology to the FUM, being the archetype of time-dependent billiards to exhibit Fermi
acceleration.
The water equivalence and stable relative energy response of polymer gel
dosimeters are usually t... more The water equivalence and stable relative energy response of polymer gel
dosimeters are usually taken for granted in the relatively high x-ray energy
range of external beam radiotherapy based on qualitative indices such as mass
and electron density and effective atomic number. However, these favourable
dosimetric characteristics are questionable in the energy range of interest to
brachytherapy especially in the case of lower energy photon sources such as
103
Pd and 125I that are currently utilized. In this work, six representative polymer
gel formulations as well as the most commonly used experimental set-up of
a LiF TLD detector–solid water phantom are discussed on the basis of mass
attenuation and energy absorption coefficients calculated in the energy range
of 10 keV–10 MeV with regard to their water equivalence as a phantom and
detector material. The discussion is also supported by Monte Carlo simulation
results. It is found that water equivalence of polymer gel dosimeters is
sustained for photon energies down to about 60 keV and no corrections are
needed for polymer gel dosimetry of 169Yb or 192Ir sources. For 125I and 103Pd
sources, however, a correction that is source-distance dependent is required.
Appropriate Monte Carlo results show that at the dosimetric reference distance
of 1 cm from a source, these corrections are of the order of 3% for 125I and
2% for 103Pd. These have to be compared with corresponding corrections of
up to 35% for 125I and 103Pd and up to 15% even for the 169Yb energies for the
experimental set-up of the LiF TLD detector–solid water phantom.
Cross-correlations are thought to emerge through interaction between particles. Here
we present a... more Cross-correlations are thought to emerge through interaction between particles. Here
we present a universal dynamical mechanism capable of generating power-law cross-correlations
between non-interacting particles exposed to an external potential. This phenomenon can occur
as an ensemble property when the external potential induces intermittent dynamics of Pomeau-
Manneville type, providing laminar and stochastic phases of motion in a system with a large
number of particles. In this case, the ensemble of particle-trajectories forms a random fractal
in time. The underlying statistical self-similarity is the origin of the observed power-law cross-
correlations. Furthermore, we have strong indications that a sufficient condition for the emergence
of these long-range cross-correlations is the divergence of the mean residence time in the laminar
phase of the single particle motion (sporadic dynamics). We argue that the proposed mechanism
may be relevant for the occurrence of collective behaviour in critical systems.
We demonstrate the emergence of criticality due to power-law cross correlations in an ensemble of... more We demonstrate the emergence of criticality due to power-law cross correlations in an ensemble of
noninteracting particles propagating in an infinite Lorentz channel. The origin of these interparticle long-
range correlations is the intermittent dynamics associated with the ballistic corridors in the single particle
phase space. This behavior persists dynamically, even in the presence of external driving, provided that the
billiard’s horizon becomes infinite at certain times. For the driven system, we show that Fermi acceleration
permits the synchronization of the particle motion with the periodic appearance of the ballistic corridors.
The particle ensemble then acquires characteristics of self-organization as the weight of the phase space
regions leading to critical behavior increases with time.
A simplified version of the stochastic Fermi-Ulam model is investigated in order to elucidate the... more A simplified version of the stochastic Fermi-Ulam model is investigated in order to elucidate the effect of a
class of rare low-velocity events on the velocity diffusion process and consequently Fermi acceleration. The
relative fraction of these events, for sufficiently large times, decreases monotonically with increasing variance
of the magnitude of the particle velocity. However, a treatment of the diffusion problem which totally neglects
these events, gives rise to a glaring inconsistency associated with the mean value of the magnitude of the
velocity in the ensemble. We propose a general scheme for treating the diffusion process in velocity space,
which succeeds in capturing the effect of the low-velocity events on the diffusion, providing a consistent
description of the acceleration process. The present study exemplifies the influence of low-probability events
on the transport properties of time-dependent billiards.
Physical Review Letters, 2006
Fermi acceleration in a Fermi-Ulam model, consisting of an ensemble of particles bouncing between... more Fermi acceleration in a Fermi-Ulam model, consisting of an ensemble of particles bouncing between two, infinitely heavy, stochastically oscillating hard walls, is investigated. It is shown that the widely used approximation, neglecting the displacement of the walls (static wall approximation), leads to a systematic underestimation of particle acceleration. An improved approximative map is introduced, which takes into account the effect of the wall displacement, and in addition allows the analytical estimation of the long term behavior of the particle mean velocity as well as the corresponding probability distribution, in complete agreement with the numerical results of the exact dynamics. This effect accounting for the increased particle acceleration -Fermi hyperacceleration-is also present in higher-dimensional systems, such as the driven Lorentz gas.
Physical Review E, Nov 12, 2008
We investigate classical scattering off a harmonically oscillating target in two spatial dimensio... more We investigate classical scattering off a harmonically oscillating target in two spatial dimensions. The shape of the scatterer is assumed to have a boundary which is locally convex at any point and does not support the presence of any periodic orbits in the corresponding dynamics. As a simple example we consider the scattering of a beam of noninteracting particles off a circular hard scatterer. The performed analysis is focused on experimentally accessible quantities, characterizing the system, like the differential cross sections in the outgoing angle and velocity. Despite the absence of periodic orbits and their manifolds in the dynamics, we show that the cross sections acquire rich and multiple structure when the velocity of the particles in the beam becomes of the same order of magnitude as the maximum velocity of the oscillating target. The underlying dynamical pattern is uniquely determined by the phase of the first collision between the beam particles and the scatterer and possesses a universal profile, dictated by the manifolds of the parabolic orbits, which can be understood both qualitatively as well as quantitatively in terms of scattering off a hard wall. We discuss also the inverse problem concerning the possibility to extract properties of the oscillating target from the differential cross sections.
Physical Review E, 2007
Fermi acceleration of an ensemble of noninteracting particles evolving in a stochastic two-moving... more Fermi acceleration of an ensemble of noninteracting particles evolving in a stochastic two-moving wall variant of the Fermi-Ulam model ͑FUM͒ and the phase randomized harmonically driven periodic Lorentz gas is investigated. As shown in ͓A. K. Karlis, P. K. Papachristou, F. K. Diakonos, V. Constantoudis, and P. Schmelcher, Phys. Rev. Lett. 97, 194102 ͑2006͔͒, the static wall approximation, which ignores scatterer displacement upon collision, leads to a substantial underestimation of the mean energy gain per collision. In this paper, we clarify the mechanism leading to the increased acceleration. Furthermore, the recently introduced hopping wall approximation is generalized for application in the randomized driven Lorentz gas. Utilizing the hopping approximation the asymptotic probability distribution function of the particle velocity is derived. Moreover, it is shown that, for harmonic driving, scatterer displacement upon collision increases the acceleration in both the driven Lorentz gas and the FUM by the same amount. On the other hand, the investigation of a randomized FUM, comprising one fixed and one moving wall driven by a sawtooth force function, reveals that the presence of a particular asymmetry of the driving function leads to an increase of acceleration that is different from that gained when symmetrical force functions are considered, for all finite number of collisions. This fact helps open up the prospect of designing accelerator devices by combining driving laws with specific symmetries to acquire a desired acceleration behavior for the ensemble of particles.
Drafts by ALEXANDROS K KARLIS
Quantifying the Transient Loss of Consciousness During TMS-Induced Absence Epileptic Seizures
According to the permutation entropy/Jansen-Shannon divergence (PE/JSD) metric, our study demonst... more According to the permutation entropy/Jansen-Shannon divergence (PE/JSD) metric, our study demonstrates that the onset of an epileptic discharge (ED) is characterized by a significant reduction in the complexity of electrophysiological brain activity. Conversely, the cessation of ictal discharges is linked to the restoration of complexity values to preictal levels. Additionally, we found a highly statistically significant difference in brain complexity during the immediate prestimulation period between magnetic stimuli that induced absence seizures and those that did not. This indicates that PE/JSD complexity levels can serve as a predictive tool for generating epileptiform discharges in response to transcranial magnetic stimulation (TMS) perturbations. Our findings, interpreted in light of the current body of literature, suggest that PE/JSD is a promising, user-friendly (online) metric for quantifying consciousness in EEG-based paradigms.
The aim of the current research was to explore whether we can improve the recognition of cross-cu... more The aim of the current research was to explore whether we can improve the recognition of cross-cultural freely expressed emotional faces in British participants. We tested several methods for improving the recognition of freely expressed emotional faces, such as different methods for presenting other-culture expressions of emotion from individuals from Chile, New Zealand and Singapore in two experimental stages. In the first experimental stage, in phase one, participants were asked to identify the emotion of cross-cultural freely-expressed faces. In the second phase, different cohorts were presented with interactive side-by-side, back-to-back and dynamic morphing of cross cultural freely-expressed emotional faces, and control conditions. In the final phase, we repeated phase one using novel stimuli. We found that all non-control conditions led to recognition improvements. Morphing was the most effective condition for improving the recognition of cross cultural emotional faces. In the second experimental stage, we presented morphing to different cohorts including own to-other and other-to-own freely-expressed cross-cultural emotional faces and neutral-to-emotional and emotional to-neutral other-culture freely-expressed emotional faces. All conditions led to recognition improvements and the presentation of freely-expressed own-to-other cultural emotional faces provided the most effective learning. These findings suggest that training can improve the recognition of cross-cultural freely-expressed emotional expressions.
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Papers by ALEXANDROS K KARLIS
given in terms of a diffusion process taking place in momentum space. Within this framework, the
evolution of the probability density function (PDF) of the magnitude of particle velocities as a function
of the number of collisions n is determined by the Fokker-Planck equation (FPE). In the literature, the
FPE is constructed by identifying the transport coefficients with the ensemble averages of the change
of the magnitude of particle velocity and its square in the course of one collision. Although this
treatment leads to the correct solution after a sufficiently large number of collisions have been reached,
the transient part of the evolution of the PDF is not described. Moreover, in the case of the Fermi-Ulam
model (FUM), if a standard simplification is employed, the solution of the FPE is even inconsistent
with the values of the transport coefficients used for its derivation. The goal of our work is to provide a
self-consistent methodology for the treatment of Fermi acceleration in time-dependent billiards. The
proposed approach obviates any assumptions for the continuity of the random process and the existence
of the limits formally defining the transport coefficients of the FPE. Specifically, we suggest, instead of
the calculation of ensemble averages, the derivation of the one-step transition probability function and
the use of the Chapman-Kolmogorov forward equation. This approach is generic and can be applied to
any time-dependent billiard for the treatment of Fermi-acceleration. As a first step, we apply this
methodology to the FUM, being the archetype of time-dependent billiards to exhibit Fermi
acceleration.
dosimeters are usually taken for granted in the relatively high x-ray energy
range of external beam radiotherapy based on qualitative indices such as mass
and electron density and effective atomic number. However, these favourable
dosimetric characteristics are questionable in the energy range of interest to
brachytherapy especially in the case of lower energy photon sources such as
103
Pd and 125I that are currently utilized. In this work, six representative polymer
gel formulations as well as the most commonly used experimental set-up of
a LiF TLD detector–solid water phantom are discussed on the basis of mass
attenuation and energy absorption coefficients calculated in the energy range
of 10 keV–10 MeV with regard to their water equivalence as a phantom and
detector material. The discussion is also supported by Monte Carlo simulation
results. It is found that water equivalence of polymer gel dosimeters is
sustained for photon energies down to about 60 keV and no corrections are
needed for polymer gel dosimetry of 169Yb or 192Ir sources. For 125I and 103Pd
sources, however, a correction that is source-distance dependent is required.
Appropriate Monte Carlo results show that at the dosimetric reference distance
of 1 cm from a source, these corrections are of the order of 3% for 125I and
2% for 103Pd. These have to be compared with corresponding corrections of
up to 35% for 125I and 103Pd and up to 15% even for the 169Yb energies for the
experimental set-up of the LiF TLD detector–solid water phantom.
we present a universal dynamical mechanism capable of generating power-law cross-correlations
between non-interacting particles exposed to an external potential. This phenomenon can occur
as an ensemble property when the external potential induces intermittent dynamics of Pomeau-
Manneville type, providing laminar and stochastic phases of motion in a system with a large
number of particles. In this case, the ensemble of particle-trajectories forms a random fractal
in time. The underlying statistical self-similarity is the origin of the observed power-law cross-
correlations. Furthermore, we have strong indications that a sufficient condition for the emergence
of these long-range cross-correlations is the divergence of the mean residence time in the laminar
phase of the single particle motion (sporadic dynamics). We argue that the proposed mechanism
may be relevant for the occurrence of collective behaviour in critical systems.
noninteracting particles propagating in an infinite Lorentz channel. The origin of these interparticle long-
range correlations is the intermittent dynamics associated with the ballistic corridors in the single particle
phase space. This behavior persists dynamically, even in the presence of external driving, provided that the
billiard’s horizon becomes infinite at certain times. For the driven system, we show that Fermi acceleration
permits the synchronization of the particle motion with the periodic appearance of the ballistic corridors.
The particle ensemble then acquires characteristics of self-organization as the weight of the phase space
regions leading to critical behavior increases with time.
class of rare low-velocity events on the velocity diffusion process and consequently Fermi acceleration. The
relative fraction of these events, for sufficiently large times, decreases monotonically with increasing variance
of the magnitude of the particle velocity. However, a treatment of the diffusion problem which totally neglects
these events, gives rise to a glaring inconsistency associated with the mean value of the magnitude of the
velocity in the ensemble. We propose a general scheme for treating the diffusion process in velocity space,
which succeeds in capturing the effect of the low-velocity events on the diffusion, providing a consistent
description of the acceleration process. The present study exemplifies the influence of low-probability events
on the transport properties of time-dependent billiards.
Drafts by ALEXANDROS K KARLIS
given in terms of a diffusion process taking place in momentum space. Within this framework, the
evolution of the probability density function (PDF) of the magnitude of particle velocities as a function
of the number of collisions n is determined by the Fokker-Planck equation (FPE). In the literature, the
FPE is constructed by identifying the transport coefficients with the ensemble averages of the change
of the magnitude of particle velocity and its square in the course of one collision. Although this
treatment leads to the correct solution after a sufficiently large number of collisions have been reached,
the transient part of the evolution of the PDF is not described. Moreover, in the case of the Fermi-Ulam
model (FUM), if a standard simplification is employed, the solution of the FPE is even inconsistent
with the values of the transport coefficients used for its derivation. The goal of our work is to provide a
self-consistent methodology for the treatment of Fermi acceleration in time-dependent billiards. The
proposed approach obviates any assumptions for the continuity of the random process and the existence
of the limits formally defining the transport coefficients of the FPE. Specifically, we suggest, instead of
the calculation of ensemble averages, the derivation of the one-step transition probability function and
the use of the Chapman-Kolmogorov forward equation. This approach is generic and can be applied to
any time-dependent billiard for the treatment of Fermi-acceleration. As a first step, we apply this
methodology to the FUM, being the archetype of time-dependent billiards to exhibit Fermi
acceleration.
dosimeters are usually taken for granted in the relatively high x-ray energy
range of external beam radiotherapy based on qualitative indices such as mass
and electron density and effective atomic number. However, these favourable
dosimetric characteristics are questionable in the energy range of interest to
brachytherapy especially in the case of lower energy photon sources such as
103
Pd and 125I that are currently utilized. In this work, six representative polymer
gel formulations as well as the most commonly used experimental set-up of
a LiF TLD detector–solid water phantom are discussed on the basis of mass
attenuation and energy absorption coefficients calculated in the energy range
of 10 keV–10 MeV with regard to their water equivalence as a phantom and
detector material. The discussion is also supported by Monte Carlo simulation
results. It is found that water equivalence of polymer gel dosimeters is
sustained for photon energies down to about 60 keV and no corrections are
needed for polymer gel dosimetry of 169Yb or 192Ir sources. For 125I and 103Pd
sources, however, a correction that is source-distance dependent is required.
Appropriate Monte Carlo results show that at the dosimetric reference distance
of 1 cm from a source, these corrections are of the order of 3% for 125I and
2% for 103Pd. These have to be compared with corresponding corrections of
up to 35% for 125I and 103Pd and up to 15% even for the 169Yb energies for the
experimental set-up of the LiF TLD detector–solid water phantom.
we present a universal dynamical mechanism capable of generating power-law cross-correlations
between non-interacting particles exposed to an external potential. This phenomenon can occur
as an ensemble property when the external potential induces intermittent dynamics of Pomeau-
Manneville type, providing laminar and stochastic phases of motion in a system with a large
number of particles. In this case, the ensemble of particle-trajectories forms a random fractal
in time. The underlying statistical self-similarity is the origin of the observed power-law cross-
correlations. Furthermore, we have strong indications that a sufficient condition for the emergence
of these long-range cross-correlations is the divergence of the mean residence time in the laminar
phase of the single particle motion (sporadic dynamics). We argue that the proposed mechanism
may be relevant for the occurrence of collective behaviour in critical systems.
noninteracting particles propagating in an infinite Lorentz channel. The origin of these interparticle long-
range correlations is the intermittent dynamics associated with the ballistic corridors in the single particle
phase space. This behavior persists dynamically, even in the presence of external driving, provided that the
billiard’s horizon becomes infinite at certain times. For the driven system, we show that Fermi acceleration
permits the synchronization of the particle motion with the periodic appearance of the ballistic corridors.
The particle ensemble then acquires characteristics of self-organization as the weight of the phase space
regions leading to critical behavior increases with time.
class of rare low-velocity events on the velocity diffusion process and consequently Fermi acceleration. The
relative fraction of these events, for sufficiently large times, decreases monotonically with increasing variance
of the magnitude of the particle velocity. However, a treatment of the diffusion problem which totally neglects
these events, gives rise to a glaring inconsistency associated with the mean value of the magnitude of the
velocity in the ensemble. We propose a general scheme for treating the diffusion process in velocity space,
which succeeds in capturing the effect of the low-velocity events on the diffusion, providing a consistent
description of the acceleration process. The present study exemplifies the influence of low-probability events
on the transport properties of time-dependent billiards.