34 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

    Measurement of prompt D0^{0} and D‟\overline{D}0^{0} meson azimuthal anisotropy and search for strong electric fields in PbPb collisions at root SNN\sqrt{S_{NN}} = 5.02 TeV

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    The strong Coulomb field created in ultrarelativistic heavy ion collisions is expected to produce a rapiditydependent difference (Av2) in the second Fourier coefficient of the azimuthal distribution (elliptic flow, v2) between D0 (uc) and D0 (uc) mesons. Motivated by the search for evidence of this field, the CMS detector at the LHC is used to perform the first measurement of Av2. The rapidity-averaged value is found to be (Av2) = 0.001 ? 0.001 (stat)? 0.003 (syst) in PbPb collisions at ?sNN = 5.02 TeV. In addition, the influence of the collision geometry is explored by measuring the D0 and D0mesons v2 and triangular flow coefficient (v3) as functions of rapidity, transverse momentum (pT), and event centrality (a measure of the overlap of the two Pb nuclei). A clear centrality dependence of prompt D0 meson v2 values is observed, while the v3 is largely independent of centrality. These trends are consistent with expectations of flow driven by the initial-state geometry. ? 2021 The Author. Published by Elsevier B.V. This is an open access article under the CC BY licens

    Measurement of the CP-violating phase ϕs_{s} in the B0^{0}s_{s}→J/ψ φ(1020) →ΌâșΌ⁻KâșK⁻ channel in proton-proton collisions at √s = 13 TeV

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    Observation of electroweak production of Wγ with two jets in proton-proton collisions at √s = 13 TeV

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    A first observation is presented for the electroweak production of a W boson, a photon, and two jets in proton-proton collisions. The W boson decays are selected by requiring one identified electron or muon and an imbalance in transverse momentum. The two jets are required to have a high dijet mass and a large separation in pseudorapidity. The measurement is based on data collected with the CMS detector at a center-of-mass energy of 13 TeV, corresponding to an integrated luminosity of 35.9 fb−1^{-1}. The observed (expected) significance for this process is 4.9 (4.6) standard deviations. After combining with previously reported CMS results at 8 TeV, the observed (expected) significance is 5.3 (4.8) standard deviations. The cross section for the electroweak Wγjj_{γjj} production in a restricted fiducial region is measured as 20.4 +/- 4.5 fb and the total cross section for Wγ_{γ} production in association with 2 jets in the same fiducial region is 108 +/- 16 fb. All results are in good agreement with recent theoretical predictions. Constraints are placed on anomalous quartic gauge couplings in terms of dimension-8 effective field theory operators

    Measurements of production cross sections of polarized same-sign W boson pairs in association with two jets in proton-proton collisions at s=13 TeV

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    The first measurements of production cross sections of polarized same-sign W±W±boson pairs in proton-proton collisions are reported. The measurements are based on a data sample collected with the CMS detector at the LHC at a center-of-mass energy of 13TeV, corresponding to an integrated luminosity of 137fb−1. Events are selected by requiring exactly two same-sign leptons, electrons or muons, moderate missing transverse momentum, and two jets with a large rapidity separation and a large dijet mass to enhance the contribution of same-sign W±W±scattering events. An observed (expected) 95% confidence level upper limit of 1.17 (0.88)fbis set on the production cross section for longitudinally polarized same-sign W±W±boson pairs. The electroweak production of same-sign W±W±boson pairs with at least one of the Wbosons longitudinally polarized is measured with an observed (expected) significance of 2.3 (3.1) standard deviations.SCOAP
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