UV-filtered fermionic Monte Carlo

The short-range modes of the fermionic determinant can be absorbed in the gauge action using the loop expansion. The coefficients of this expansion and the zeroes of the polynomial approximating the remainder can be optimized by a simple, practical method. When the multiboson approach is used, this optimization results in a faster simulation with fewer auxiliary fields.Comment: typo (solid dotted line) corrected; LATTICE98(algorithms

First Passage Time of Filtered Poisson Process with Exponential Shape Function

Solving some integro-differential equation we find the Laplace transformation of the first passage time for Filtered Poisson Process generated by pulses with uniform or exponential distributions. Also, the martingale technique is applied for approximations of expectations accuracy is veryfying with the help of Monte-Carlo simulations.first passage times; laplace transformation; martingales; integro-differential equations; filtered poisson process; ornstein-uhlenbeck process

Jet Reconstruction in Heavy Ion Collisions

We examine the problem of jet reconstruction at heavy-ion colliders using jet-area-based background subtraction tools as provided by FastJet. We use Monte Carlo simulations with and without quenching to study the performance of several jet algorithms, including the option of filtering, under conditions corresponding to RHIC and LHC collisions. We find that most standard algorithms perform well, though the anti-kt and filtered Cambridge/Aachen algorithms have clear advantages in terms of the reconstructed transverse-momentum offset and dispersion.Comment: 31 pages, 17 figure

Using HP Filtered Data for Econometric Analysis : Some Evidence from Monte Carlo Simulations

The Hodrick-Prescott (HP) filter has become a widely used tool for detrending integrated time series in applied econometric analysis. Even though the theoretical time series literature sums up an extensive catalogue of severe criticism against an econometric analysis of HP filtered data, the original Hodrick and Prescott (1980, 1997) suggestion to measure the strength of association between (macro-)economic variables by a regression analysis of corresponding HP filtered time series still appears to be popular. A contradictory situation which might be justified only if HP induced distortions were quantitatively negligible in empirical applications. However, this hypothesis can hardly be maintained as the simulation results presented within this paper indicate that HP filtered series give seriously rise to spurious regression results. --HP filter,spurious regression,detrending

Experimental study of the Ca2 1S+1S asymptote

The filtered laser excitation technique was applied for measuring transition frequencies of the Ca$_2$ B-X system from asymptotic levels of the X$^1\Sigma_{\mathrm g}^{+}$ ground state reaching $v''=38$. That level has an outer classical turning point of about 20~\AA which is only 0.2 \rcm below the molecular $^1$S$+^1$S asymptote. Extensive analysis of the spectroscopic data, involving Monte Carlo simulation, allowed for a purely experimental determination of the long range parameters of the potential energy curve. The possible values of the s-wave scattering length could be limited to be between 250$a_0$ and 1000$a_0$.Comment: 10 pages, 7 figure

Forecasting Financial Volatility Using Nested Monte Carlo Expression Discovery

We are interested in discovering expressions for financial prediction using Nested Monte Carlo Search and Genetic Programming. Both methods are applied to learn from financial time series to generate non linear functions for market volatility prediction. The input data, that is a series of daily prices of European S&P500 index, is filtered and sampled in order to improve the training process. Using some assessment metrics, the best generated models given by both approaches for each training sub sample, are evaluated and compared. Results show that Nested Monte Carlo is able to generate better forecasting models than Genetic Programming for the majority of learning samples