Speaker
Gábor Fáth
(ELTE TTK)
Description
We map one-dimensional quantum systems to classical time series and explore how strong quantum correlations turn into nontrivial classical time autocorrelations. In particular we show that the Luttinger liquid properties of quantum magnets translate into multifractal time series represented by non-trivial Hurst exponents. These time series have applications in asset price volatility models like "rough volatility".
