700 research outputs found
Branching Law for the Finite Subgroups of SL₄ℂ and the Related Generalized Poincaré Polynomials
Hochschild Homology and Cohomology of Klein Surfaces
Within the framework of deformation quantization, a first step towards the study of star-products is the calculation of Hochschild cohomology. The aim of this article is precisely to determine the Hochschild homology and cohomology in two cases of algebraic varieties. On the one hand, we consider singular curves of the plane; here we recover, in a different way, a result proved by Fronsdal and make it more precise. On the other hand, we are interested in Klein surfaces. The use of a complex suggested by Kontsevich and the help of Groebner bases allow us to solve the problem
Сила технічних індікаторів без запізнень в алгоритмовій торгівлі
In the framework of technical analysis for algorithmic trading we introduce an original approach to classical technical indicators. For this, we consider technical indicators as bounded operators: this more abstract, but also more algorithmic view enables us to define in a very simple way the no-lag versions of these tools. Delay in response is indeed a major drawback of many classical technical indicators used in algorithmic trading, which often leads to a wrong information. On the contrary, with the no-lag versions of the indicators that we study here, we get better information that is closer to the instantaneous values of the securities, hence a better expected rate of return of the trading system in which they occur. After having recalled the definitions of weighted and exponential averages as bounded operators, we prove that the lag possesses a fundamental property that is very useful to create no-lag versions of technical indicators. This being done, we apply our results to a basic trading system and test it on the S&P 500 index, in order to compare the classical Elder’s impulse system with its no-lag version and the so-called Nyquist-Elder’s impulse system: we observe on this example that the no-lag versions of indicators lead to much more profitable systems. More precisely, the Nyquist-Elder’s impulse system is much better than the Elder’s impulse system without lag, which is itself better than the classical impulse system: the information given by Nyquist-Elder’s impulse system is indeed closer to the instantaneous value of the S&P 500 index since it has less delay than the classical impulse system: Nyquist-Elder’s impulse system is even the closest to the instantaneous value among the three ones. We eventually compare the profit/loss of four portfolios (a portfolio that replicates S&P 500 index, and one for every of the three impulse systems) in order to better understand the time dynamics of our three Elder’s impulse systems. As far as we can see, we also notice a lower draw-down for the portfolio associated to the system using the Nyquist-Elder’s impulse system than for the other ones, and this portfolio seems to be more resistant to bearish periods.У статті при виконанні технічного аналізу для алгоритмічної торгівлі представлено оригінальний підхід до використання класичних технічних індикаторів. Задля цього технічні індикатори були розглянуті як обмежені оператори: це більш абстрактне, але, водночас, більш алгоритмічне представлення дозволяє дуже простим способом визначати версії цих інструментів без запізнення. З’ясовано, що запізнення з відповіддю дійсно є серйозним недоліком багатьох класичних технічних індикаторів, які використовуються в алгоритмічній торгівлі, що часто призводить до невірної інформації. Протилежна ситуація з версіями індикаторів без запізнення, які розглянуто у статті, ми отримуємо більш точну інформацію, яка ближче до миттєвих значень цінних паперів, отже, очікується найкраща рентабельність торговельної системи, в якій вони зустрічаються. Після того, як наведено визначення зважених і експоненційних середніх як обмежених операторів, доведено, що затримка має фундаментальну властивість, яка дуже корисна для створення версій технічних індикаторів без запізнення. Отримані результати застосовані до базової торговельної системи і протестовані на індексі S&P 500, щоб порівняти класичну імпульсну систему Елдера з її версією без запізнення і так званою імпульсною системою Найквіста-Елдера. Цей приклад ілюструє, що версії індикаторів без запізнення призводять до набагато більш прибуткових систем. Точніше, імпульсна система Найквиста-Елдера набагато краще, ніж імпульсна система без запізнення, а також класична імпульсна система: інформація, що надається імпульсною системою Найквіста-Елдера, дійсно ближче до миттєвого значення S&P 500 індексу, оскільки він має меншу затримку, ніж класична імпульсна система: імпульсна система Найквиста-Елдера навіть найбільш близька із трьох до миттєвого значення. Зрештою, було порівняно прибуток/збиток чотирьох портфелів (портфель, який копіює індекс S&P 500, і по одному для кожної із трьох імпульсних систем), щоб краще зрозуміти тимчасову динаміку наших трьох імпульсних систем Елдера. Проведене дослідження дозволяє отримати результат, який ілюструє менше просідання для портфеля, пов’язаного з системою, що використовує імпульсну систему Найквиста-Елдера, ніж для інших, і цей портфель здається більш стійким до ведмежих періодів
ATLAS Infrastructure
This document describes the civil engineering and infrastructure work done on the surface and underground for the ATLAS experiment at point 1 of the LHC ring
Constructing Independently Verifiable Privacy-Compliant Type Systems for Message Passing between Black-Box Components
Privacy by design (PbD) is the principle that privacy should be considered at
every stage of the software engineering process. It is increasingly both viewed
as best practice and required by law. It is therefore desirable to have formal
methods that provide guarantees that certain privacy-relevant properties hold.
We propose an approach that can be used to design a privacy-compliant
architecture without needing to know the source code or internal structure of
any individual component. We model an architecture as a set of agents or
components that pass messages to each other. We present in this paper
algorithms that take as input an architecture and a set of privacy constraints,
and output an extension of the original architecture that satisfies the privacy
constraints
Prospects for at CERN in NA62
The NA62 experiment will begin taking data in 2015. Its primary purpose is a
10% measurement of the branching ratio of the ultrarare kaon decay , using the decay in flight of kaons in an unseparated
beam with momentum 75 GeV/c.The detector and analysis technique are described
here.Comment: 8 pages for proceedings of 50 Years of CP
Lysosome-mediated processing of chromatin in senescence
Cellular senescence is a stable proliferation arrest, a potent tumor suppressor mechanism, and a likely contributor to tissue aging. Cellular senescence involves extensive cellular remodeling, including of chromatin structure. Autophagy and lysosomes are important for recycling of cellular constituents and cell remodeling. Here we show that an autophagy/lysosomal pathway processes chromatin in senescent cells. In senescent cells, lamin A/C–negative, but strongly γ-H2AX–positive and H3K27me3-positive, cytoplasmic chromatin fragments (CCFs) budded off nuclei, and this was associated with lamin B1 down-regulation and the loss of nuclear envelope integrity. In the cytoplasm, CCFs were targeted by the autophagy machinery. Senescent cells exhibited markers of lysosomal-mediated proteolytic processing of histones and were progressively depleted of total histone content in a lysosome-dependent manner. In vivo, depletion of histones correlated with nevus maturation, an established histopathologic parameter associated with proliferation arrest and clinical benignancy. We conclude that senescent cells process their chromatin via an autophagy/lysosomal pathway and that this might contribute to stability of senescence and tumor suppression
Laboratory Studies of Feeding and Oviposition Preference, Developmental Performance, and Survival of the Predatory Beetle, Sasajiscymnus tsugae on Diets of the Woolly Adelgids, Adelges tsugae and Adelges piceae
The suitability of the balsam woolly adelgid, Adelges piceae Ratzeburg (Hemiptera: Adelgidae) as an alternate mass rearing host for the adelgid predator, Sasajiscymnus tsugae Sasaji and McClure (Coleoptera: Coccinellidae) was studied in the laboratory. This predator is native to Japan and has been introduced to eastern hemlock, Tsuga canadensis (L.) Carrière (Pinales: Pinaceae), forests throughout the eastern United States for biological control of the hemlock woolly adelgid, Adelges tsugae Annand (Hemiptera: Adelgidae), also of Japanese origin. Feeding, oviposition, immature development, and adult long-term survival of S. tsugae were tested in a series of no choice (single-prey) and paired-choice experiments between the primary host prey, A. tsugae, and the alternate host prey, A. piceae. In paired-choice feeding tests, the predator did not discriminate between eggs of the two adelgid species, but in the no choice tests the predator did eat significantly more eggs of A. piceae than those of A. tsugae. S. tsugae accepted both test prey for oviposition and preferred to lay eggs on adelgid infested versus noninfested host plants. Overall oviposition rates were very low (< 1 egg per predator female) in the oviposition preference tests. Predator immature development rates did not differ between the two test prey, but only 60% of S. tsugae survived egg to adult development when fed A. piceae compared to 86% when fed A. tsugae. S. tsugae adult long-term survival was significantly influenced (positively and negatively) by prey type and the availability of a supplemental food source (diluted honey) when offered aestivating A. tsugae sistens nymphs or ovipositing aestivosistens A. piceae adults, but not when offered ovipositing A. tsugae sistens adults. These results suggest that the development of S. tsugae laboratory colonies reared on a diet consisting only of A. piceae may be possible, and that the biological control potential of the predator might be expanded to include management of A. piceae in Christmas tree plantations
Measurements of Higgs boson production and couplings in diboson final states with the ATLAS detector at the LHC
Measurements are presented of production properties and couplings of the recently discovered Higgs boson using the decays into boson pairs, H →γ γ, H → Z Z∗ →4l and H →W W∗ →lνlν. The results are based on the complete pp collision data sample recorded by the ATLAS experiment at the CERN Large Hadron Collider at centre-of-mass energies of √s = 7 TeV and √s = 8 TeV, corresponding to an integrated luminosity of about 25 fb−1. Evidence for Higgs boson production through vector-boson fusion is reported. Results of combined fits probing Higgs boson couplings to fermions and bosons, as well as anomalous contributions to loop-induced production and decay modes, are presented. All measurements are consistent with expectations for the Standard Model Higgs boson
Standalone vertex finding in the ATLAS muon spectrometer
A dedicated reconstruction algorithm to find decay vertices in the ATLAS muon spectrometer is presented. The algorithm searches the region just upstream of or inside the muon spectrometer volume for multi-particle vertices that originate from the decay of particles with long decay paths. The performance of the algorithm is evaluated using both a sample of simulated Higgs boson events, in which the Higgs boson decays to long-lived neutral particles that in turn decay to bbar b final states, and pp collision data at √s = 7 TeV collected with the ATLAS detector at the LHC during 2011
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