Mayer expansion of the Nekrasov pre potential: the subleading ϵ2\epsilon_2-order

The Mayer cluster expansion technique is applied to the Nekrasov instanton partition function of $\mathcal{N}=2$ $SU(N_c)$ super Yang-Mills. The subleading small $\epsilon_2$-correction to the Nekrasov-Shatashvili limiting value of the prepotential is determined by a detailed analysis of all the one-loop diagrams. Indeed, several types of contributions can be distinguished according to their origin: long range interaction or potential expansion, clusters self-energy, internal structure, one-loop cyclic diagrams, etc.. The field theory result derived more efficiently in [1], under some minor technical assumptions, receives here definite confirmation thanks to several remarkable cancellations: in this way, we may infer the validity of these assumptions for further computations in the field theoretical approach.Comment: 29 pages, 9 figure

Correlation, hierarchies, and networks in financial markets

We discuss some methods to quantitatively investigate the properties of correlation matrices. Correlation matrices play an important role in portfolio optimization and in several other quantitative descriptions of asset price dynamics in financial markets. Specifically, we discuss how to define and obtain hierarchical trees, correlation based trees and networks from a correlation matrix. The hierarchical clustering and other procedures performed on the correlation matrix to detect statistically reliable aspects of the correlation matrix are seen as filtering procedures of the correlation matrix. We also discuss a method to associate a hierarchically nested factor model to a hierarchical tree obtained from a correlation matrix. The information retained in filtering procedures and its stability with respect to statistical fluctuations is quantified by using the Kullback-Leibler distance.Comment: 37 pages, 9 figures, 3 table