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In this paper we present a novel investment game, taking a quantitative finance approach to football tournaments, cast as a model of a complete market. We show how the market and securities corresponding to stocks in teams, index funds for leagues, and derivatives on players can be defined and priced using the Elo framework for team strength. This framework allows us to also introduce analytics for both realized performance and predictive modeling, linking it to both the literature on optimal wagers and risk & portfolio management. The game was first developed and run live, for charity, during the 2014 World Cup.

Los modelos epistemológicos tradicionales clasifican el conocimiento en disciplinas separadas con objetos de estudio distintos y técnicas específicas, incluso proponiendo esquemas jerárquicos (por ejemplo, Comte). Según pensadores como John Holland o Teilhard de Chardin, el avance de la ciencia implica una convergencia entre sus disciplinas. Esta convergencia puede estudiarse de maneras distintas, como el impacto de diferentes autores fuera de su equipo (redes de citación) o la manera en la que colaboran (redes de coautoría). Aunque estos estudios están generando ideas interesantes, no son capaces de mostrar la convergencia de los distintos temas que se tratan en un cuerpo de trabajos. Este artículo intenta estudiar esta pregunta desde un punto de vista cuantitativo, buscando evidencias que apoyen la idea de convergencia en el contenido de las ciencias en sí mismas (es decir, si las ciencias se ocupan de temas cada vez más cercanos entre ellos). Empleamos Latent Dirichlet Analysis (LDA), una técnica que analiza textos y estima las contribuciones relativas de los temas que los generan (estos temas se definen como distribuciones de palabras). Aplicamos esta técnica al corpus de artículos publicados por el Instituto de Santa Fe (Santa Fe Institute, SFI), que describe trabajos relacionados con las Ciencias de la Complejidad entre 1989 y 2015. Analizamos la cercanía entre las diferentes áreas, la aparición y desaparición de temas de investigación y, en general, la posible convergencia entre disciplinas. Combinando la estructura obtenida de la historia de las publicaciones de SFI con técnicas de inferencia de jerarquía y clustering, reconstruimos la perspectiva de una comunidad científica dinámica que experimenta tendencias, temas recurrentes y cambios en la cercanía de las diferentes disciplinas. Nuestros resultados muestran que hay evidencias de convergencia y que la aplicación de métodos cuantitativos puede proporcionar nuevos elementos de comprensión que ayuden a los investigadores a estructurar una literatura científica cada vez más amplia y compleja, así como a identificar áreas potenciales para nuevas colaboraciones.

The Ebola virus in West Africa has infected almost 30,000 and killed over 11,000 people. Recent models of Ebola Virus Disease (EVD) have often made assumptions about how the disease spreads, such as uniform transmissibility and homogeneous mixing within a population. In this paper, we test whether these assumptions are necessarily correct, and offer simple solutions that may improve disease model accuracy. First, we use data and models of West African migration to show that EVD does not homogeneously mix, but spreads in a predictable manner. Next, we estimate the initial growth rate of EVD within country administrative divisions and find that it significantly decreases with population density. Finally, we test whether EVD strains have uniform transmissibility through a novel statistical test, and find that certain strains appear more often than expected by chance., 16 pages, 14 figures

We present a novel implementation of the first-principles approach to molecular charge transport using the non-equilibrium Green's function formalism in combination with the ADF/BAND periodic band-structure DFT code, together with results for several example systems. As a proof of concept, we first discuss transport calculations on 1D chains of Li and Al atoms. We then present a detailed study of BDT and archetypal molecular wires from the OPE-family, sandwiched between 3D Au contacts, comparing well with results from the literature. Our implementation further allows us to make a comparison of 3D contacts with and without periodic boundary conditions, the latter being particularly useful for modeling the needle-shaped contacts used in break-junction experiments.

We present a method for incorporating image-charge effects into the description of charge transport through molecular devices. A simple model allows us to calculate the adjustment of the transport levels, due to the polarization of the electrodes as charge is added to and removed from the molecule. For this, we use the charge distributions of the molecule between two metal electrodes in several charge states, rather than in gas phase, as obtained from a density-functional theory-based transport code. This enables us to efficiently model level shifts and gap renormalization caused by image-charge effects, which are essential for understanding molecular transport experiments. We apply the method to benzene di-amine molecules and compare our results with the standard approach based on gas phase charges. Finally, we give a detailed account of the application of our approach to porphyrin-derivative devices recently studied experimentally by Perrin et al. [Nat. Nanotechnol. 8, 282 (2013)], which demonstrates the importance of accounting for image-charge effects when modeling transport through molecular junctions.

Quantum interference (QI) effects in molecular junctions may be used to obtain large thermoelectric responses. We study the electrical conductance G and the thermoelec- tric response of a series of molecules featuring a quinoid core using density functional theory (DFT), as well as a semi-empirical interacting model Hamiltonian describing the {\pi}-system of the molecule which we treat in the GW approximation. Molecules with a quinoid type structure are shown to have two distinct destructive QI features close to the frontier orbital energies. These manifest themselves as two dips in the transmission, that remain separated, even when either electron donating or withdraw- ing side groups are added. We find that the position of the dips in the transmission and the frontier molecular levels can be chemically controlled by varying the electron donating or withdrawing character of the side groups as well as the conjugation length inside the molecule. This feature results in a very high thermoelectric power factor S^2G and figure of merit ZT, where S is the Seebeck coefficient, making quinoid type molecules potential candidates for efficient thermoelectric devices., Comment: 22 pages, 11 figures

Item does not contain fulltext Transport properties of molecular junctions are notoriously expensive to calculate with ab initio methods, primarily due to the semi-infinite electrodes. This has led to the introduction of different approximation schemes for the electrodes. For the most popular metals used in experiments, such as gold, the wide-band limit (WBL) is a particularly efficient choice. In this paper, we investigate the performance of different WBL schemes relative to more sophisticated approaches including the fully self-consistent non-equilibrium Green's function method. We find reasonably good agreement between all schemes for systems in which the molecule (and not the metal-molecule interface) dominates the transport properties. Moreover, our implementation of the WBL requires negligible computational effort compared to the ground-state density-functional theory calculation of a molecular junction. We also present a new approximate but efficient scheme for calculating transport with a finite bias. Provided the voltage drop occurs primarily inside the molecule, this method provides results in reasonable agreement with fully self-consistent calculations.