Signal Power Amplification Research Articles

Multiple stochastic and inverse stochastic resonances with transition phenomena in complex corporate financial systems.

This study examines the role of periodic information, the mechanism of influence, stochastic resonance, and its controllable analysis in complex corporate financial systems. A stochastic predator-prey complex corporate financial system model driven by periodic information is proposed. Additionally, we introduce signal power amplification to quantify the stochastic resonance phenomenon and develop a method for analyzing stochastic resonance in financial predator-prey dynamics within complex corporate financial systems. We optimize a simplified integral calculation method to enhance the proposed model's performance, which demonstrates superiority over benchmark models based on empirical evidence. Based on stochastic simulations and numerical calculations, we can observe multiple stochastic and multiple inverse stochastic resonances. Furthermore, variations in initial financial information, periodic information frequency, and corporate growth capacity induced stochastic resonance and inverse stochastic resonance. These variations also led to state transitions between the two resonance behaviors, indicating transition phenomena. These findings suggest the potential for regulating and controlling stochastic and inverse stochastic resonance in complex corporate finance, enabling controllable stochastic resonance behaviors.

Dynamic risk resonance between crude oil and stock market by econophysics and machine learning

Changes in crude oil prices have a strong impact on global stock markets. As the largest importer of crude oil, China’s international crude oil market and stock market have a strong risk of contagion. It is of great significance to study the stochastic resonance effect between crude oil market and Chinese stock market. This paper proposes the dynamic risk resonance analysis method based on econophysics and machine learning. From the perspective of stochastic resonance in nonequilibrium statistical physics, we set up a new periodic capital asset pricing model based on econophysics and asset pricing theory, and introduce signal power amplification to describe the risk resonance effect of crude oil price and Chinese stock market. Then, we analyze the dynamic risk resonance between crude oil and stock market impacted by systemic risk and investor heterogeneity. The results demonstrate that: (1) Based on machine learning and predictive testing, the in-sample and out-of-sample forecasting results show that the proposed new periodic model has better fitting performance than the benchmark model; (2) There are optimal system parameters and period information to minimize the risk resonance effect between two markets; (3) The existence of optimal investor heterogeneity leads to inverse resonance behavior between the two markets, which greatly reduces the contagion of market risks.

Achieving signal power amplification using energetically passive devices

This article discusses some fundamental properties of electronic amplifiers and the associated implications. When defining the passivity of a multi-port circuit in the sense of net power consumption (rather than the ability to amplify signals), devices such as transistors, which are commonly described as “active”, have to be considered passive, which is referred to as “energetically passive” to avoid confusion with other definitions. It is shown that, when using such energetically passive devices to achieve signal power amplification, the amplifier circuit necessarily has to feature a non-linear transfer function. The article discusses how two common concepts (class A and B amplifiers) to achieve signal power amplification with such devices can be fundamentally related to Poynting’s theorem and that both of these concepts allow the realization of at least piecewise linear transfer functions in spite of the necessary non-linearity.

Magnetic-field-dependent stimulated emission from nitrogen-vacancy centers in diamond.

Negatively charged nitrogen-vacancy (NV) centers in diamond are promising magnetic field quantum sensors. Laser threshold magnetometry theory predicts improved NV center ensemble sensitivity via increased signal strength and magnetic field contrast. Here, we experimentally demonstrate laser threshold magnetometry. We use a macroscopic high-finesse laser cavity containing a highly NV-doped and low absorbing diamond gain medium that is pumped at 532 nm and resonantly seeded at 710 nm. This enables a 64% signal power amplification by stimulated emission. We test the magnetic field dependency of the amplification and thus demonstrate magnetic field–dependent stimulated emission from an NV center ensemble. This emission shows an ultrahigh contrast of 33% and a maximum output power in the milliwatt regime. The coherent readout of NV centers pave the way for novel cavity and laser applications of quantum defects and diamond NV magnetic field sensors with substantially improved sensitivity for the health, research, and mining sectors.

Stochastic resonance of volatility influenced by price periodic information in financial market

General researches show that all kinds of random risk information and periodic information in the financial system are mainly transmitted to the asset price through influencing the volatility, thus impacting the whole market. So can the periodic information and random factors in the price be transmitted to the volatility in reverse and cause volatility changes? Hence, in this paper, we investigate the stochastic resonance of volatility which is influenced by price periodic information in financial market, based on our proposed periodic Brownian Motion model and absolute return volatility. The parameter estimation of the periodic Brownian Motion model is obtained by minimizing the mean square deviation between the theoretical and empirical return distributions for the CSI300 data set. The good agreements of the probability density functions of the price returns, realized volatility (RV) at 5 minutes, RV at 15 minutes and absolute return volatility between theoretical and empirical calculation are found. After simulating the absolute return volatility and signal power amplification (SPA) of volatility via periodic Brownian Motion model, the results indicated that (i) single and double inverse resonance phenomena can be observed in the function of SPA versus random information intensity or economic growth rate; (ii) multiple inverse resonance phenomena can be also observed for SPA versus frequency of periodic information. The results imply that the transmission of stochastic factors and periodic information is not only from the volatility to the price, but also from the price to the volatility.

Transient-doped organic electrochemical transistors working in current-enhancing mode as sensing devices for low concentration of oxygen dissolved in solution

Dissolved oxygen in cell culture media represents an interesting parameter worth monitoring, especially at very low concentrations. Indeed, cells grow faster and live longer in hypoxic conditions, and recent studies relate stronger tumor malignancy, recurrence, and progression with reduced oxygen levels. Standard techniques for dissolved oxygen evaluation rely either on optical investigations or on electrochemical methods. The former requires complex protocols and expensive instrumentations, while for the latter, the presence of a silver/silver chloride electrode hinders the device miniaturization and induces cytotoxic effects. In this work, poly(3,4-ethylenedioxythiophene):poly(styrenesulfonic acid) (Pedot:Pss)-based Organic Electrochemical Transistors (OECTs) are presented as dissolved oxygen sensors. The catalytic activity of the Pedot chains is exploited for the transduction since oxygen reduction reactions, occurring at the polymer/electrolyte interface, induce Pedot:Pss to switch from the less conductive neutral state (off) to the more conductive oxidized one (on). This transient-doping effect enhances OECT current output, which presents a high signal to noise ratio (i.e., >102–103). The transistor architecture allows for high output/input signal power amplification (i.e., >15 dB–22 dB) and excellent sensitivities [328 ± 11 mV/dec and −0.38 ± 0.02 mA/dec for transfer and Ids(t), respectively], together with a low detection limit (0.9 µM, which represents the 0.07% of oxygen partial pressure). Finally, the here reported OECT sensors are demonstrated to work also in a real-life complex biological environment. This work paves the way for reliable, real-time oxygen monitoring in in vitro cell cultures for various relevant applications, such as investigating the influence of hypoxia conditions on cell lines or tumors.

Stochastic resonance of drawdown risk in energy market prices

We investigate the stochastic resonance dynamic behavior characteristics of price drawdown time series driven by internal and external periodic information and discuss the influence of information resonance on price drawdown risk, based on price drawdown, periodic Heston model and signal power amplification. A theoretical model of the periodic price drawdown time series is proposed to describe the energy price drawdown time series with the periodic Heston model. Then the signal power amplification (SPA) is employed to measure the stochastic resonance phenomenon in the internal and external periodic information environment of complex energy dynamics system. Combined with the real data of WTI spot price of NYMEX, the least square method of drawdown time series distribution is used to estimate the parameters of the model. The probability density functions of drawdown between the theoretical model and the real data are compared, and a good agreement can be found between both the simulated data from the proposed model and the real data. After the stochastic simulation of signal power amplification under internal and external periodic information respectively, the results show that: (i) In the functions of SPA versus price volatility parameters (noise correlation strength or periodic information strength), inverse resonance phenomenon can be observed, that is to say, there is the best system price volatility parameter, noise correlation strength and information strength corresponding to the least risk of the price drawdown; (ii) In the SPA versus amplitude of volatility fluctuations, the correlation induce multiple inverse stochastic resonance phenomenon can be observed; (iii) The increase of growth rate strengthens SPA and weakens drawdown risk of energy market prices.

Electronic Amplifier for Modern Acousto-Optical Spectrometers

The paper presents an analysis of electronic amplifiers for modern acousto-optical spectrometers, based on two-crystal sequential diffraction of incident radiation by acoustic waves propagating in each acousto-optical (AO) cell. Such a diffraction scheme has a higher spectral resolution, retaining all the other advantages of traditional AO spectrometers. A description of the functional block diagram of a two-crystal AO spectrometer is given, and the necessary requirements for electronic units are indicated. The results of joint use of the signal power amplification device and a previously developed wideband frequency synthesizer for exciting sound waves in AO cells are presented; output amplitudes of amplified signals are obtained.

Stochastic resonance of periodic volatility in financial markets with stock crashes

We investigate the stochastic resonance of periodic volatility in two financial markets with stock crashes for Dow Jones component stocks and Hang Seng index, based on the modified Heston model with an effective potential to describe the stock crashes. We introduce a cosine term to Heston model and develop a modified Heston model with periodic stochastic volatility for capturing the periodicity of the volatility process or volatility clustering which was observed in historical financial data sets. The proposed model was tested against Dow Jones industrial and Hang Seng index data. The experimental results demonstrate that the proposed model fits the historical data well when compared with the original Heston model. The signal power amplification (SPA) is calculated and studied to investigate the stochastic resonance of the proposed dynamic system. Experimental results suggest that: (i) optimal values of volatility parameters can be identified which maximize the effects of systematic and non-systematic randomness to the market periodicity; (ii) different values of correlation strength between noise sources will cause critical phenomenon and induce single or multiple resonances.

Entropic stochastic resonance of a self-propelled Janus particle

Entropic stochastic resonance is investigated when a self-propelled Janus particle moves in a double-cavity container. Numerical simulation results indicate the entropic stochastic resonance can survive even if there is no symmetry breaking in any direction. This is the essential distinction between the property of a self-propelled Janus particle and that of a passive Brownian particle, for the symmetry breaking is necessary for the entropic stochastic resonance of a passive Brownian particle. With the rotational noise intensity growing at small fixed noise intensity of translational motion, the signal power amplification increases monotonically towards saturation which also can be regarded as a kind of stochastic resonance effect. Besides, the increase in the natural frequency of the periodic driving depresses the degree of the stochastic resonance, whereas the rise in its amplitude enhances and then suppresses the behavior.

Signal power amplification of intracellular calcium dynamics with non-Gaussian noises and time delay

The effect of non-Gaussian noises on stochastic resonance of intracellular Ca2+ concentration in intracellular calcium oscillation(ICO) system with time delay is investigated by means of second-order stochastic Runge–Kutta type algorithm. By simulating the signal power amplification(SPA), the results indicate: there are respectively continuous values and a value of the parameter p(which is used to control the degree of the departure from the non-Gaussian noise and Gaussian noise.) to enhance reverse resonance in the behavior of SPA vs. p in cytosol and calcium store, namely continuous reverse resonance occurs in cytosol and reverse resonance occurs in calcium store. Moreover, SPA monotonically decreases as non-Gaussian noises strengthen, and SPA fast decays to constant as correlation time of non-Gaussian noises increases.

Evaluation of 100G DP-QPSK long-haul transmission performance using second order co-pumped Raman laser based amplification.

We present, for the first time, a detailed investigation of the impact of second order co-propagating Raman pumping on long-haul 100G WDM DP-QPSK coherent transmission of up to 7082 km using Raman fibre laser based configurations. Signal power and noise distributions along the fibre for each pumping scheme were characterised both numerically and experimentally. Based on these pumping schemes, the Q factor penalties versus co-pump power ratios were experimentally measured and quantified. A significant Q factor penalty of up to 4.15 dB was observed after 1666 km using symmetric bidirectional pumping, compared with counter-pumping only. Our results show that whilst using co-pumping minimises the intra-cavity signal power variation and amplification noise, the Q factor penalty with co-pumping was too great for any advantage to be seen. The relative intensity noise (RIN) characteristics of the induced fibre laser and the output signal, and the intra-cavity RF spectra of the fibre laser are also presented. We attribute the Q factor degradation to RIN induced penalty due to RIN being transferred from the first order fibre laser and second order co-pump to the signal. More importantly, there were two different fibre lasing regimes contributing to the amplification. It was random distributed feedback lasing when using counter-pumping only and conventional Fabry-Perot cavity lasing when using all bidirectional pumping schemes. This also results in significantly different performances due to different laser cavity lengths for these two classes of laser.

Stochastic resonance in a tumor–immune system subject to bounded noises and time delay

Immunotherapy is one of the most recent approaches in cancer therapy. A mathematical model of tumor–immune interaction, subject to a periodic immunotherapy treatment (imitated by a periodic signal), correlative and bounded stochastic fluctuations and time delays, is investigated by numerical simulations for its signal power amplification (SPA). Within the tailored parameter regime, the synchronous response of tumor growth to the immunotherapy, stochastic resonance (SR), versus both the noises and delays is obtained. The details are as follows (i) the peak values of SPA versus the noise intensity (A) in the proliferation term of tumor cells decrease as the frequency of periodic signal increases, i.e. an increase of the frequency restrains the SR; (ii) an increase of the amplitude of periodic signal restrains the SR versus A, but boosts up the SR versus the noise intensity B in the immune term; (iii) there is an optimum cross-correlated degree between the two bounded noises, at which the system exhibits the strongest SR versus the delay time τα(the reaction time of tumor cell population to their surrounding environment constraints); (iv) upon increasing the delay time τα, double SR versus the delay time τβ (the time taken by both the tumor antigen identification and tumor-stimulated proliferation of effectors) emerges. These results may be helpful for an immunotherapy treatment for the sufferer.

Effects of time delay on stochastic resonance of the stock prices in financial system

Abstract The effect of time delay on stochastic resonance of the stock prices in finance system was investigated. The time delay is introduced into the Heston model driven by the extrinsic and intrinsic periodic information for stock price. The signal power amplification (SPA) was calculated by numerical simulation. The results indicate that an optimal critical value of delay time maximally enhances the reverse-resonance in the behaviors of SPA as a function of long-run variance of volatility or cross correlation coefficient between noises for both cases of intrinsic and extrinsic periodic information. Moreover, in both cases, being a critical value in the delay time, when the delay time takes value below the critical value, reverse-resonance increases with the delay time increasing, however, when the delay time takes value above the critical value, the reverse-resonance decrease with the delay time increasing.

Reverse resonance in stock prices of financial system with periodic information

We investigate the stochastic resonance of the stock prices in a finance system with the Heston model. The extrinsic and intrinsic periodic information are introduced into the stochastic differential equations of the Heston model for stock price by focusing on the signal power amplification (SPA). We find that for both cases of extrinsic and intrinsic periodic information a phenomenon of reverse resonance emerges in the behaviors of SPA as a function of the system and external driving parameters. Moreover, in both cases, a phenomenon of double reverse resonance is observed in the behavior of SPA versus the amplitude of volatility fluctuations, by increasing the cross correlation between the noise sources in the Heston model.

Stochastic resonance induced by bounded noise and periodic signal in an asymmetric bistable system

Stochastic resonance (SR) induced by the bounded noise in an asymmetric bistable system is investigated. Based on stochastic simulation, the signal power amplification SPA is derived for the case of the additive modulated signal. The simulation results indicate that: (1) the SR phenomenon is weakened by the asymmetry of the system; (2) increasing the frequency ω restricts the SR of the system; (3) there is an optimum value of amplitude A matching the strongest SR phenomenon.

Stochastic resonance in a bistable system with global delay and two noises

The global time delay is introduced into a bistable system driven by two noises and a periodic signal. The signal power amplification factor η is employed to characterise stochastic resonance (SR) of the system. Numerical simulation results indicate the following. (1) For a periodic signal with low frequency (Ω), the typical behaviour of the SR is lowered monotonically by increasing the delay time τ; for moderate Ω, τ enhances the SR behaviour and then weakens it, with a critical value at which the SR is optimum. (2) Multiplicative noise intensity D and additive noise intensity α have different influences on the SR performance, viz D enhances the SR monotonically while α enforces the SR initially and then restrains it; (3) correlation intensity λ between the two noises always weakens the SR behaviour of the system.

Amplification of weak signals via the non-adiabatic regime of stochastic resonance in a bistable dynamical system with time delay

The non-adiabatic regime of stochastic resonance (SR) in a bistable system with time delay, an additive white noise and a periodic signal was investigated. The signal power amplification η was employed to characterize the SR of the system. The simulation results indicate that (i) in the case of intermediate frequency Ω of the periodic signal, the typical behavior of SR is lowered monotonically by increasing the delay time τ; in the case of large Ω, τ weakens the SR behavior and then enhances it, with a non-monotonic behavior as a function of time delay; (ii) time delay induces SR when A is above the threshold, whereas no such resonance exists in the absence of time delay; (iii) time delay induces a transition from bimodal to unimodal configuration of η; (iv) varying the particular form of time delay results in different phenomena.

Stochastic resonance, reverse-resonance and stochastic multi-resonance in an underdamped quartic double-well potential with noise and delay

The stochastic resonance in an underdamped quartic double-well potential with time delayed feedback is studied numerically. The signal power amplification is employed to characterize the stochastic resonance of the system. Simulation results indicate that: (i) for moderate frequency of the periodic driving, the stochastic resonance is decreased monotonically by increasing the delay time, but at high frequency, the reverse-resonance is induced to transform into a stochastic resonance by time delay; (ii) the damping coefficient has a critical value for which the stochastic resonance is optimum; (iii) a stochastic multi-resonance emerges when the signal power amplification is a function of the driving frequency.

Stochastic resonance in a trapping overdamped monostable system

The response of a trapping overdamped monostable system to a harmonic perturbation is analyzed, in the context of stochastic resonance phenomenon. We consider the dynamics of a Brownian particle moving in a piecewise linear potential with a white Gaussian noise source. Based on linear-response theory and Laplace transform technique, analytical expressions of signal-to-noise ratio (SNR) and signal power amplification (SPA) are obtained. We find that the SNR is a nonmonotonic function of the noise intensity, while the SPA is monotonic. Theoretical results are compared with numerical simulations.