79 research outputs found

    U.S. stock market interaction network as learned by the Boltzmann Machine

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    We study historical dynamics of joint equilibrium distribution of stock returns in the U.S. stock market using the Boltzmann distribution model being parametrized by external fields and pairwise couplings. Within Boltzmann learning framework for statistical inference, we analyze historical behavior of the parameters inferred using exact and approximate learning algorithms. Since the model and inference methods require use of binary variables, effect of this mapping of continuous returns to the discrete domain is studied. The presented analysis shows that binarization preserves market correlation structure. Properties of distributions of external fields and couplings as well as industry sector clustering structure are studied for different historical dates and moving window sizes. We found that a heavy positive tail in the distribution of couplings is responsible for the sparse market clustering structure. We also show that discrepancies between the model parameters might be used as a precursor of financial instabilities.Comment: 15 pages, 17 figures, 1 tabl

    Noise induced oscillations in non-equilibrium steady state systems

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    We consider effect of stochastic sources upon self-organization process being initiated with creation of the limit cycle. General expressions obtained are applied to the stochastic Lorenz system to show that departure from equilibrium steady state can destroy the limit cycle at certain relation between characteristic scales of temporal variation of principle variables. Noise induced resonance related to the limit cycle is found to appear if the fastest variations displays a principle variable, which is coupled with two different degrees of freedom or more.Comment: 11 pages, 4 figures. Submitted to Physica Script

    Measurement of shower development and its Moli\`ere radius with a four-plane LumiCal test set-up

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    A prototype of a luminometer, designed for a future e+e- collider detector, and consisting at present of a four-plane module, was tested in the CERN PS accelerator T9 beam. The objective of this beam test was to demonstrate a multi-plane tungsten/silicon operation, to study the development of the electromagnetic shower and to compare it with MC simulations. The Moli\`ere radius has been determined to be 24.0 +/- 0.6 (stat.) +/- 1.5 (syst.) mm using a parametrization of the shower shape. Very good agreement was found between data and a detailed Geant4 simulation.Comment: Paper published in Eur. Phys. J., includes 25 figures and 3 Table

    Performance of fully instrumented detector planes of the forward calorimeter of a Linear Collider detector

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    Detector-plane prototypes of the very forward calorimetry of a future detector at an e+e- collider have been built and their performance was measured in an electron beam. The detector plane comprises silicon or GaAs pad sensors, dedicated front-end and ADC ASICs, and an FPGA for data concentration. Measurements of the signal-to-noise ratio and the response as a function of the position of the sensor are presented. A deconvolution method is successfully applied, and a comparison of the measured shower shape as a function of the absorber depth with a Monte-Carlo simulation is given.Comment: 25 pages, 32 figures, revised version following comments from referee

    Top-quark physics at the CLIC electron-positron linear collider

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    ABSTRACT: The Compact Linear Collider (CLIC) is a proposed future high-luminosity linear electron-positron collider operating at three energy stages, with nominal centre-of-mass energies √s = 380 GeV, 1.5 TeV, and 3 TeV. Its aim is to explore the energy frontier, providing sensitivity to physics beyond the Standard Model (BSM) and precision measurements of Standard Model processes with an emphasis on Higgs boson and top-quark physics. The opportunities for top-quark physics at CLIC are discussed in this paper. The initial stage of operation focuses on top-quark pair production measurements, as well as the search for rare flavour-changing neutral current (FCNC) top-quark decays. It also includes a top-quark pair production threshold scan around 350 GeV which provides a precise measurement of the top-quark mass in a well-defined theoretical framework. At the higher-energy stages, studies are made of top-quark pairs produced in association with other particles. A study of t̄tH production including the extraction of the top Yukawa coupling is presented as well as a study of vector boson fusion (VBF) production, which gives direct access to high-energy electroweak interactions. Operation above 1 TeV leads to more highly collimated jet environments where dedicated methods are used to analyse the jet constituents. These techniques enable studies of the top-quark pair production, and hence the sensitivity to BSM physics, to be extended to higher energies. This paper also includes phenomenological interpretations that may be performed using the results from the extensive top-quark physics programme at CLIC.the Spanish Ministry of Economy, Industry and Competitiveness under projects MINEICO/FEDER-UE, FPA2015-65652-C4-3-R, FPA2015-71292-C2-1-Pand FPA2015-71956-REDT; and the MECD grant FPA2016-78645-P, Spai

    Conceptual design report for the LUXE experiment

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    This Conceptual Design Report describes LUXE (Laser Und XFEL Experiment), an experimental campaign that aims to combine the high-quality and high-energy electron beam of the European XFEL with a powerful laser to explore the uncharted terrain of quantum electrodynamics characterised by both high energy and high intensity. We will reach this hitherto inaccessible regime of quantum physics by analysing high-energy electron-photon and photon-photon interactions in the extreme environment provided by an intense laser focus. The physics background and its relevance are presented in the science case which in turn leads to, and justifies, the ensuing plan for all aspects of the experiment: Our choice of experimental parameters allows (i) field strengths to be probed where the coupling to charges becomes non-perturbative and (ii) a precision to be achieved that permits a detailed comparison of the measured data with calculations. In addition, the high photon flux predicted will enable a sensitive search for new physics beyond the Standard Model. The initial phase of the experiment will employ an existing 40 TW laser, whereas the second phase will utilise an upgraded laser power of 350 TW. All expectations regarding the performance of the experimental set-up as well as the expected physics results are based on detailed numerical simulations throughout

    Detector Technologies for CLIC

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    The Compact Linear Collider (CLIC) is a high-energy high-luminosity linear electron-positron collider under development. It is foreseen to be built and operated in three stages, at centre-of-mass energies of 380 GeV, 1.5 TeV and 3 TeV, respectively. It offers a rich physics program including direct searches as well as the probing of new physics through a broad set of precision measurements of Standard Model processes, particularly in the Higgs-boson and top-quark sectors. The precision required for such measurements and the specific conditions imposed by the beam dimensions and time structure put strict requirements on the detector design and technology. This includes low-mass vertexing and tracking systems with small cells, highly granular imaging calorimeters, as well as a precise hit-time resolution and power-pulsed operation for all subsystems. A conceptual design for the CLIC detector system was published in 2012. Since then, ambitious R&D programmes for silicon vertex and tracking detectors, as well as for calorimeters have been pursued within the CLICdp, CALICE and FCAL collaborations, addressing the challenging detector requirements with innovative technologies. This report introduces the experimental environment and detector requirements at CLIC and reviews the current status and future plans for detector technology R&D.Comment: 152 pages, 116 figures; published as CERN Yellow Report Monograph Vol. 1/2019; corresponding editors: Dominik Dannheim, Katja Kr\"uger, Aharon Levy, Andreas N\"urnberg, Eva Sickin
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