Quantum noise and its evasion in feedback oscillators
Author
Abstract
Suggested Citation
DOI: 10.1038/s41467-023-42739-9
Download full text from publisher
References listed on IDEAS
- Michael Goldstein & Gregory Laughlin & Anthony Aguirre & Joseph Grundfest, 2014. "Information Transmission between Financial Markets in Chicago and New York," The Financial Review, Eastern Finance Association, vol. 49(2), pages 283-312, May.
- Chenxu Liu & Maria Mucci & Xi Cao & M. V. Gurudev Dutt & Michael Hatridge & David Pekker, 2021. "Proposal for a continuous wave laser with linewidth well below the standard quantum limit," Nature Communications, Nature, vol. 12(1), pages 1-7, December.
- Emily D. Caldwell & Laura C. Sinclair & Nathan R. Newbury & Jean-Daniel Deschenes, 2022. "The time-programmable frequency comb and its use in quantum-limited ranging," Nature, Nature, vol. 610(7933), pages 667-673, October.
- Tobias Wilken & Gaspare Lo Curto & Rafael A. Probst & Tilo Steinmetz & Antonio Manescau & Luca Pasquini & Jonay I. González Hernández & Rafael Rebolo & Theodor W. Hänsch & Thomas Udem & Ronald Holzwar, 2012. "A spectrograph for exoplanet observations calibrated at the centimetre-per-second level," Nature, Nature, vol. 485(7400), pages 611-614, May.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Zura Kakushadze, 2016. "Volatility Smile as Relativistic Effect," Papers 1610.02456, arXiv.org, revised Feb 2017.
- Jørgensen, Kjell & Skjeltorp, Johannes & Ødegaard, Bernt Arne, 2018. "Throttling hyperactive robots – Order-to-trade ratios at the Oslo Stock Exchange," Journal of Financial Markets, Elsevier, vol. 37(C), pages 1-16.
- Zhou, Hao & Kalev, Petko S., 2019. "Algorithmic and high frequency trading in Asia-Pacific, now and the future," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 186-207.
- Mark Marner-Hausen, 2022. "Developing a Framework for Real-Time Trading in a Laboratory Financial Market," ECONtribute Discussion Papers Series 172, University of Bonn and University of Cologne, Germany.
- César Martinelli & Jianxin Wang & Weiwei Zheng, 2023.
"Competition with indivisibilities and few traders,"
Experimental Economics, Springer;Economic Science Association, vol. 26(1), pages 78-106, March.
- Cesar Martinelli & Jianxin Wang & Weiwei Zheng, 2019. "Competition with Indivisibilities and Few Traders," Working Papers 1073, George Mason University, Interdisciplinary Center for Economic Science.
- Aldrich, Eric M. & Heckenbach, Indra & Laughlin, Gregory, 2016. "A compound duration model for high-frequency asset returns," Journal of Empirical Finance, Elsevier, vol. 39(PA), pages 105-128.
- Marlene Haas & Marius Andrei Zoican, 2016. "Beyond the Frequency Wall: Speed and Liquidity on Batch Auction Markets," Post-Print hal-01484805, HAL.
- Irtisam, Rasheek & Sokolov, Konstantin, 2023. "Do stock exchanges specialize? Evidence from the New Jersey transaction tax proposal," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Markus Ludwig & Furkan Ayhan & Tobias M. Schmidt & Thibault Wildi & Thibault Voumard & Roman Blum & Zhichao Ye & Fuchuan Lei & François Wildi & Francesco Pepe & Mahmoud A. Gaafar & Ewelina Obrzud & Da, 2024. "Ultraviolet astronomical spectrograph calibration with laser frequency combs from nanophotonic lithium niobate waveguides," Nature Communications, Nature, vol. 15(1), pages 1-11, December.
- Zhenwei Li & Jing Han & Yuping Song, 2020. "On the forecasting of high‐frequency financial time series based on ARIMA model improved by deep learning," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(7), pages 1081-1097, November.
- Serbera, Jean-Philippe & Paumard, Pascal, 2016. "The fall of high-frequency trading: A survey of competition and profits," Research in International Business and Finance, Elsevier, vol. 36(C), pages 271-287.
- Kakushadze, Zura, 2017. "Volatility smile as relativistic effect," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 475(C), pages 59-76.
- Aldrich, Eric M. & Lee, Seung, 2018. "Relative spread and price discovery," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 81-98.
- Michael Goldstein & James J. Angel, 2014.
"When Finance Meets Physics: The Impact of the Speed of Light on Financial Markets and Their Regulation,"
The Financial Review, Eastern Finance Association, vol. 49(2), pages 271-281, May.
- James J. Angel, 2014. "When Finance Meets Physics: The Impact of the Speed of Light on Financial Markets and their Regulation," Papers 1401.2982, arXiv.org.
- Xu, Feng & Wan, Difang, 2015. "The impacts of institutional and individual investors on the price discovery in stock index futures market: Evidence from China," Finance Research Letters, Elsevier, vol. 15(C), pages 221-231.
- Rzayev, Khaladdin & Ibikunle, Gbenga & Steffen, Tom, 2023. "The market quality implications of speed in cross-platform trading: evidence from Frankfurt-London microwave," LSE Research Online Documents on Economics 119989, London School of Economics and Political Science, LSE Library.
- Vitor H. Carvalho & Raquel M. Gaspar, 2021. "Relativistically into Finance," Working Papers REM 2021/0175, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Ekinci, Cumhur & Ersan, Oğuz, 2022. "High-frequency trading and market quality: The case of a “slightly exposed” market," International Review of Financial Analysis, Elsevier, vol. 79(C).
- Rzayev, Khaladdin & Ibikunle, Gbenga & Steffen, Tom, 2023. "The market quality implications of speed in cross-platform trading: Evidence from Frankfurt-London microwave," Journal of Financial Markets, Elsevier, vol. 66(C).
- Henryk Gurgul & Robert Syrek, 2016. "The logarithmic ACD model: The microstructure of the German and Polish stock markets," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 17(1), pages 77-92.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-42739-9. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.nature.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.