The concept of entropy is not uniquely relevant to the statistical mechanics but, among others, it can play pivotal role in the analysis of a time series, particularly the stock market data. In this area, sudden events are especially interesting as they describe abrupt data changes with potentially long-lasting effects. Here, we investigate the impact of such events on the entropy of financial time series. As a case study, we assume data of the Polish stock market, in the context of its main cumulative index, and discuss it for the finite time periods before and after outbreak of the 2022 Russian invasion of Ukraine. This analysis allows us to validate the entropy-based methodology in assessing changes in the market volatility, as driven by the extreme external factors. We show that some qualitative features of such market variations can be well captured in terms of the entropy. In particular, the discussed measure appears to highlight differences between data of the two considered timeframes in agreement with the character of their empirical distributions, which is not always the case in terms of the conventional standard deviation. Moreover, the entropy of cumulative index averages, qualitatively, the entropies of composing assets, suggesting capability for describing interdependencies between them. The entropy is also found to exhibit signatures of the upcoming extreme events. To this end, the role of recent war in shaping the current economic situation is briefly discussed.
The thermodynamic parameters of the superconducting state in CaC6 have been determined in the framework of the isotropic and anisotropic Eliashberg formalism. The obtained results determine the anisotropy effect on the values of the thermodynamic functions. In particular, it has been found that the anisotropy of the electron-phonon coupling constant and the Coulomb pseudopotential significantly affects the order parameter and the wave function renormalization factor, which determines the electron effective mass. These results mean that anisotropy should be also visible in the total normalized density of states. In the case of the thermodynamic critical field, anisotropy lowers its value in the low-temperature area. On the other hand, it does not affect the specific heat jump at the critical temperature.
25 August 2017 in Journal of Superconductivity and Novel Magnetism
The superconducting state in vanadium characterizes with the critical temperature (Tc) equal to 5.3 K. The Coulomb pseudopotential, calculated with the help of the Eliashberg equations, possesses anomalously high value μ⋆(3Ωmax) = 0.259 or μ⋆(10Ωmax) = 0.368 (Ωmax denotes the maximum phonon frequency). Despite the relatively large electron-phonon coupling constant (λ = 0.91), the quantities such as the order parameter (Δ), the specific heat (C), and the thermodynamic critical field (Hc) determine the values of the dimensionless ratios not deviating much from the predictions of the BCS theory: RΔ = 2Δ(0)/kBTc = 3.68, RC = ΔC(Tc) /CN(Tc) = 1.69, and \(R_{H}=T_{c}C^{N}\left (T_{c}\right )\slash {H^{2}_{c}}\left (0\right )=0.171\). This result is associated with the reduction of the strong-coupling and the retardation effects by the high value of the Coulomb pseudopotential. It has been shown that the results of the Eliashberg formalism can be relatively precisely reproduced with the help of the semi-analytical formulas, if the value of μ⋆ is determined on the basis of the Tc-Allen-Dynes expression (μAD⋆ = 0.198). The attention should be paid to the fact that in the numerical and in the semi-analytical approach the comparable values of the thermodynamic parameters for the same μ⋆ have been obtained only in the vicinity of the point μ⋆ = 0.1.