Official Title: Assistant Professor

Faculty: Faculty of Business and Law


Short Bio

Ivan Arraut is a PhD graduated from the school of Science (Physics) at Osaka University. The information about his research, can be found in the following sources:

1). Google Scholar: and inside the link

2). Orcid identifier 0000-0002-2509-5048:

His research areas include General and fundamental Physics, Engineering Science, Game Theory, Quantum Finance and Machine Learning. Ivan Arraut likes to combine research in different areas. In fact, some of Ivan's best results came out by mapping some ideas from practical areas toward fundamental sciences and viceversa, namely, by mapping ideas from fundamental sciences into ideas related to practical areas. Ivan Arraut is then a multidisciplinary researcher, teaching Physics and Mathematics at USJ in Macau. His main research characteristic is originality and simplicity, trying to find the simplest explanation for unexplained phenomena. With this style, he has received 12 academic prizes and/or recognitions from different institutions around the world during his career, including grants, scholarships, commendable thesis awards, fellowships, recognitions coming from journals, among others. Ivan Arraut has a long history with 18 years of research experience and more than 7 years of teaching experience in different universities.



1). Ivan Arraut, Alan Au, Alan Tse and Carlos Segovia, “The connection between multiple prices of an Option at a given time with single prices defined at different times: The concept of weak-value in quantum finance”, Physica A, Vol. 526, 121028, (2019).

2). Ivan Arraut, Alan Au and Alan Tse, “Spontaneous symmetry breaking in Quantum Finance”, EPL 131 (2020) 6, 68003.

3). Ivan Arraut, “Black-Hole evaporation from the perspective of neural networks”, 2018 EPL 124 50002.

4). Ivan Arraut and Diana Diaz, “On the loss of learning capability inside an arrangement of neural networks: The bottleneck effect in Black-Holes”, Symmetry 2020, 12, 1484.

5). Ivan Arraut, Alexandre Lobo and Sergio Gomes, “The Probability Flow in the Stock Market and Spontaneous Symmetry Breaking in Quantum Finance”, Mathematics 2021, 9(21), 2777.

6). Ivan Arraut, Alexandre Lobo, Simon James Fong, Gloria Li, Francisco Nauber, Bernardo Gois and José Xavier Neto, “A Quantum Field Formulation for a Pandemic Propagation". In: Marques, J.A.L., Fong, S.J. (eds) Epidemic Analytics for Decision Supports in COVID19 Crisis. Springer, Cham.

7). Ivan Arraut, Alan Au, Alan Tse and Alexandre Lobo, “On the probability flow in the stock market I: The case of the Black-Scholes equation”, arXiv:2001.00516 [q-fin.GN].

8). Ivan Arraut, "A quantum formulation of the market equilibrium". (Submitted for publication).

9). Marques, J.A.L., Fong, S.J., Li, G., Arraut, I., Gois, F.N.B., Neto, J.X. (2022). Research and Technology Development Achievements During the COVID-19 Pandemic—An Overview. In: Marques, J.A.L., Fong, S.J. (eds) Epidemic Analytics for Decision Supports in COVID19 Crisis. Springer, Cham.

10). M. Nowakowski and I. Arraut, “The fate of a gravitational wave in de-Sitter spacetime”. Acta Phys.Polon. B41 (2010) 911-925. 

11). I. Arraut, D. Batic and M. Nowakowski, “Comparing two approaches to Hawking radiation of Schwarzschild-de Sitter Black Holes”. Class.Quant.Grav.26:125006, 2009

12). I. Arraut, D. Batic and M. Nowakowski, “A noncommutative model for a mini Black Hole”. Class.Quant.Grav.26:245006, 2009

13). M. Nowakowski and I. Arraut, “The minimum and maximum temperature of Black Body radiation”. Mod. Phys. Lett. A, Vol. 24, No. 26 (2009) pp. 2133-2137

14). I. Arraut, D. Batic and M. Nowakowski, “Maximal extension of the Schwarzschild spacetime inspired by noncommutative geometry”. J.Math.Phys. 51 (2010) 022503

15). I. Arraut, D. Batic and M. Nowakowski, “Velocity and velocity bounds in static spherically symmetric metrics”. Central Eur.J.Phys. 9 (2011) 926-938

16). Ivan Arraut, “About the propagation of the Gravitational Waves in an asymptotically deSitter space: Comparing 2 points of view”. Mod. Phys. Lett. A 28 (2013), 1350019

17). Ivan Arraut, “The astrophysical scales set by the cosmological constant, black-hole Thermodynamics and non-linear massive gravity”, Universe 3 (2017) no.2, 45

18). Ivan Arraut, “Can a non-local model of gravity reproduce Dark Matter effects in agreement with MOND?” Int. J. Mod. Phys. D 23, No. 1 (2014)

19). I. Arraut, “On the Black Holes in alternative theories of gravity: The case of nonlinear massive gravity”, Int.J.Mod.Phys. D24 (2015) 1550022

20). Hideo Kodama and Ivan Arraut, “Stability of the Schwarzschild-de Sitter black hole in the dRGT massive gravity theory”, Prog. Theor. Exp. Phys. (2014)023E02

21). I. Arraut, “On the apparent loss of predictability inside the de-Rham-Gabadadze-Tolley non-linear formulation of massive gravity: The Hawking radiation effect”. Europhys.Lett. 109 (2015) 0002

22). Ivan Arraut, “Komar energy function in the de-Rham-Gabadadze-Tolley non-linear theory of massive gravity”, Phys.Rev. D90 (2014) 12, 124082

23). Ivan Arraut, “The black-hole radiation in massive gravity”, Universe 4 (2018) no.2, 27

24). Ivan Arraut, “Path-integral derivation of black-hole radiance inside the dRGT formulation of massive gravity”, Eur.Phys.J. C77 (2017) no.8, 501

25). I. Arraut, “The graviton Higgs mechanism”. Europhys.Lett. 111 (2015) 61001

26). Ivan Arraut and Kaddour Chelabi, “Vacuum degeneracy: Multiplicity of fundamental scales”, Mod.Phys.Lett. A32 (2017) no.21, 1750112

27). Ivan Arraut and Kaddour Chelabi, “Non-linear massive gravity as a gravitational sigma model”, Europhys.Lett. 115 (2016) no.3, 31001

28). Ivan Arraut and Carlos Segovia, “A q-deformed Bogoliubov transformations”, Phys.Lett. A382 (2018) 464-466. 

29). Ivan Arraut, “The Nambu-Goldstone theorem in non-relativistic systems”, Int.J.Mod.Phys. A32 (2017) 1750127

30). Ivan Arraut, “The origin of the mass of the Nambu-Goldstone bosons”, Int.J.Mod.Phys. A32 (2018) 1850041

31). Ivan Arraut, “The dynamical origin of the graviton mass”,  Universe 5 (2019) 166.

32). Ivan Arraut, “The counting of Nambu-Goldstone bosons in a non-Hermitian field theory”, Eur.Phys.J.C 80 (2020) 9, 873.

33). Ivan Arraut, “Black-Hole evaporation and Quantum depletion in Bose-Einstein condensates”, Mod.Phys.Lett.A 36 (2021) 02, 2150006

34). Ivan Arraut, “The Tully-Fisher law and dark matter effects derived via modified symmetries”, 2023 EPL 144 29003.

35). Ivan Arraut, "Gauge symmetries and the Higgs mechanism in Quantum Finance",  2023 EPL 143 42001.

36). Wilson Rosado and Ivan Arraut, "Comment on "Generalized James' Effective Hamiltonian Method", Phys. Rev. A (2023) 108, 066201.

37). Ivan Arraut and Ka-I Lei, "The Role of the Volatility in the Option Market", AppliedMath 2023, 3(4), 882-908.


1). M. Nowakowski and I. Arraut, “Local effects of the Cosmological Constant”, in proceeding of the International Conference on “Problems of practical Cosmology”, ST. PETESBURG, RUSSIA, 23-27 JUNE 2008, Published by THE RUSSIAN GEOGRAPHICAL SOCIETY, SL. PETESBURG, 2008, ISBN 978-5-902632-06-1

2). M. Nowakowski and I. Arraut, “LIVING WITH LAMBDA”, BRAZILIAN JOURNAL OF PHYSICS, 38 No. 3B. (2008)

3). I. Arraut, “On the Black Holes in alternative theories of gravity: The case of nonlinear massive gravity”, Springer Proc. Phys. 170 (2016) 63-68

4). J. Arraut, I. Arraut and K-I Le,i, "Machine learning over the free-parameters of the Black-Scholes equation: Stock market and Option market", published as proceeding for the LAtinX in AI journal.  ICML 2023. 


1). Ivan Arraut, “The Planck Scale as a duality of the Cosmological Constant”, arXiv:1205.6905[gr-qc]. (Poster presentation-Nature Prize winner, in the conference Horizons for Quantum Physics, organized in Taipei, October, 2012).

IV). INDEX h: 

a). h=13 in agreement with Inspire hep: te&so=d 

b). h=14 in agreement with Google scholars: 

c). h=13 in Research Gate web page:  IV


1). Special Issue "Game and Decision Theory Applied to Business, Economy and Finance",

2). Special Issue "Topological Aspects of Quantum Gravity and Quantum Information Theory",


1). Mathematics (MDPI).

2). Symmetry (MDPI).

3). Universe (MDPI).

4). Modern Physics Letters A (World Scientific).

5). Modern Physics Letters B (World Scientific).

6). Classical and Quantum Gravity (IOP).

7). Applied Soft Computing (Elsevier).

8). Physica A (Elservier).

9). Sustainability (MDPI).

10). Expert Systems With Applications (Elsevier).


1). LXAI at ICML 2020, online,

2). LXAI at Neurips 2020, online,

3). LXAI at ICML 2023, Honolulu-Hawaii,


Organizer of workshops and conferences in Science in Japan.


Year 1 Master
3 credits
3 credits
Year 1 Bachelor
3 credits
3 credits
2 credits
3 credits
3 credits
Year 2 Bachelor
1.5 credits
Year 3 Bachelor
3 credits
Year 4 Bachelor
2 credits