Semi-parametric Expected Shortfall Forecasting

Intra-day sources of data have proven effective for dynamic volatility and tail risk estimation. Expected shortfall is a tail risk measure, that is now recommended by the Basel Committee, involving a conditional expectation that can be semi-parametrically estimated via an asymmetric sum of squares function. The conditional autoregressive expectile class of model, used to indirectly model expected shortfall, is generalised to incorporate information on the intra-day range. An asymmetric Gaussian density model error formulation allows a likelihood to be developed that leads to semiparametric estimation and forecasts of expectiles, and subsequently of expected shortfall. Adaptive Markov chain Monte Carlo sampling schemes are employed for estimation, while their performance is assessed via a simulation study. The proposed models compare favourably with a large range of competitors in an empirical study forecasting seven financial return series over a ten year period

Efficiency of stress-adaptive traits chlorophyll fluorescence and membrane thermo- stability in wheat under high temperature

Despite developments in targeted gene sequencing and whole-genome analysis techniques, the robust detection of all genetic variation, including structural variants, in and around genes of interest and in an allele-specific manner remains a challenge. Here we present targeted locus amplification (TLA), a strategy to selectively amplify and sequence entire genes on the basis of the crosslinking of physically proximal sequences. We show that, unlike other targeted re-sequencing methods, TLA works without detailed prior locus information, as one or a few primer pairs are sufficient for sequencing tens to hundreds of kilobases of surrounding DNA. This enables robust detection of single nucleotide variants, structural variants and gene fusions in clinically relevant genes, including BRCA1 and BRCA2, and enables haplotyping. We show that TLA can also be used to uncover insertion sites and sequences of integrated transgenes and viruses. TLA therefore promises to be a useful method in genetic research and diagnostics when comprehensive or allele-specific genetic information is needed

Measurement of the polarisation of W bosons produced with large transverse momentum in pp collisions at sqrt(s) = 7 TeV with the ATLAS experiment

This paper describes an analysis of the angular distribution of W->enu and W->munu decays, using data from pp collisions at sqrt(s) = 7 TeV recorded with the ATLAS detector at the LHC in 2010, corresponding to an integrated luminosity of about 35 pb^-1. Using the decay lepton transverse momentum and the missing transverse energy, the W decay angular distribution projected onto the transverse plane is obtained and analysed in terms of helicity fractions f0, fL and fR over two ranges of W transverse momentum (ptw): 35 < ptw < 50 GeV and ptw > 50 GeV. Good agreement is found with theoretical predictions. For ptw > 50 GeV, the values of f0 and fL-fR, averaged over charge and lepton flavour, are measured to be : f0 = 0.127 +/- 0.030 +/- 0.108 and fL-fR = 0.252 +/- 0.017 +/- 0.030, where the first uncertainties are statistical, and the second include all systematic effects.Comment: 19 pages plus author list (34 pages total), 9 figures, 11 tables, revised author list, matches European Journal of Physics C versio

Observation of a new chi_b state in radiative transitions to Upsilon(1S) and Upsilon(2S) at ATLAS

The chi_b(nP) quarkonium states are produced in proton-proton collisions at the Large Hadron Collider (LHC) at sqrt(s) = 7 TeV and recorded by the ATLAS detector. Using a data sample corresponding to an integrated luminosity of 4.4 fb^-1, these states are reconstructed through their radiative decays to Upsilon(1S,2S) with Upsilon->mu+mu-. In addition to the mass peaks corresponding to the decay modes chi_b(1P,2P)->Upsilon(1S)gamma, a new structure centered at a mass of 10.530+/-0.005 (stat.)+/-0.009 (syst.) GeV is also observed, in both the Upsilon(1S)gamma and Upsilon(2S)gamma decay modes. This is interpreted as the chi_b(3P) system.Comment: 5 pages plus author list (18 pages total), 2 figures, 1 table, corrected author list, matches final version in Physical Review Letter

Search for displaced vertices arising from decays of new heavy particles in 7 TeV pp collisions at ATLAS

We present the results of a search for new, heavy particles that decay at a significant distance from their production point into a final state containing charged hadrons in association with a high-momentum muon. The search is conducted in a pp-collision data sample with a center-of-mass energy of 7 TeV and an integrated luminosity of 33 pb^-1 collected in 2010 by the ATLAS detector operating at the Large Hadron Collider. Production of such particles is expected in various scenarios of physics beyond the standard model. We observe no signal and place limits on the production cross-section of supersymmetric particles in an R-parity-violating scenario as a function of the neutralino lifetime. Limits are presented for different squark and neutralino masses, enabling extension of the limits to a variety of other models.Comment: 8 pages plus author list (20 pages total), 8 figures, 1 table, final version to appear in Physics Letters

Measurement of the inclusive isolated prompt photon cross-section in pp collisions at sqrt(s)= 7 TeV using 35 pb-1 of ATLAS data

A measurement of the differential cross-section for the inclusive production of isolated prompt photons in pp collisions at a center-of-mass energy sqrt(s) = 7 TeV is presented. The measurement covers the pseudorapidity ranges |eta|<1.37 and 1.52<=|eta|<2.37 in the transverse energy range 45<=E_T<400GeV. The results are based on an integrated luminosity of 35 pb-1, collected with the ATLAS detector at the LHC. The yields of the signal photons are measured using a data-driven technique, based on the observed distribution of the hadronic energy in a narrow cone around the photon candidate and the photon selection criteria. The results are compared with next-to-leading order perturbative QCD calculations and found to be in good agreement over four orders of magnitude in cross-section.Comment: 7 pages plus author list (18 pages total), 2 figures, 4 tables, final version published in Physics Letters

Measurement of D*+/- meson production in jets from pp collisions at sqrt(s) = 7 TeV with the ATLAS detector

This paper reports a measurement of D*+/- meson production in jets from proton-proton collisions at a center-of-mass energy of sqrt(s) = 7 TeV at the CERN Large Hadron Collider. The measurement is based on a data sample recorded with the ATLAS detector with an integrated luminosity of 0.30 pb^-1 for jets with transverse momentum between 25 and 70 GeV in the pseudorapidity range |eta| < 2.5. D*+/- mesons found in jets are fully reconstructed in the decay chain: D*+ -> D0pi+, D0 -> K-pi+, and its charge conjugate. The production rate is found to be N(D*+/-)/N(jet) = 0.025 +/- 0.001(stat.) +/- 0.004(syst.) for D*+/- mesons that carry a fraction z of the jet momentum in the range 0.3 < z < 1. Monte Carlo predictions fail to describe the data at small values of z, and this is most marked at low jet transverse momentum.Comment: 10 pages plus author list (22 pages total), 5 figures, 1 table, matches published version in Physical Review

Search for scalar top quark pair production in natural gauge mediated supersymmetry models with the ATLAS detector in pp collisions at sqrt(s) = 7 TeV

The results of a search for pair production of the lighter scalar partners of top quarks in 2.05 fb-1 of pp collisions at sqrt(s) =7 TeV using the ATLAS experiment at the LHC are reported. Scalar top quarks are searched for in events with two same flavour opposite-sign leptons (electrons or muons) with invariant mass consistent with the Z boson mass, large missing transverse momentum and jets in the final state. At least one of the jets is identified as originating from a b-quark. No excess over Standard Model expectations is found. The results are interpreted in the framework of R-parity conserving, gauge mediated Supersymmetry breaking `natural' scenarios, where the neutralino is the next-to-lightest supersymmetric particle. Scalar top quark masses up to 310 GeV are excluded for the lightest neutralino mass between 115 GeV and 230 GeV at 95% confidence level, reaching an exclusion of the scalar top quark mass of 330 GeV for the lightest neutralino mass of 190 GeV. Scalar top quark masses below 240 GeV are excluded for all values of the lightest neutralino mass above the Z boson mass.Comment: 7 pages plus author list (20 pages total), 4 figures, 1 table, matches published PLB versio

Measurement of the production cross section of prompt j/psi mesons in association with a W (+/-) boson in pp collisions root s=7 TeV with the ATLAS detector

The process pp → W±J/ψ provides a powerful probe of the production mechanism of charmonium in hadronic collisions, and is also sensitive to multiple parton interactions in the colliding protons. Using the 2011 ATLAS dataset of 4.5 fb-1 of p s = 7TeV pp collisions at the LHC, the first observation is made of the production of W± + prompt J/ events in hadronic collisions, using W± → μ and J/ψ → μ+μ-. A yield of 27.4±7.5 -6.5 W± + prompt J/ψ events is observed, with a statistical significance of 5.1. The production rate as a ratio to the inclusive W± boson production rate is measured, and the double parton scattering contribution to the cross section is estimated. Copyright CERN, for the benefit of the ATLAS Collaboration

Search for supersymmetry in final states with jets, missing transverse momentum and one isolated lepton in sqrt{s} = 7 TeV pp collisions using 1 fb-1 of ATLAS data

We present an update of a search for supersymmetry in final states containing jets, missing transverse momentum, and one isolated electron or muon, using 1.04 fb^-1 of proton-proton collision data at sqrt{s} = 7 TeV recorded by the ATLAS experiment at the LHC in the first half of 2011. The analysis is carried out in four distinct signal regions with either three or four jets and variations on the (missing) transverse momentum cuts, resulting in optimized limits for various supersymmetry models. No excess above the standard model background expectation is observed. Limits are set on the visible cross-section of new physics within the kinematic requirements of the search. The results are interpreted as limits on the parameters of the minimal supergravity framework, limits on cross-sections of simplified models with specific squark and gluino decay modes, and limits on parameters of a model with bilinear R-parity violation.Comment: 18 pages plus author list (30 pages total), 9 figures, 4 tables, final version to appear in Physical Review