66 research outputs found
U.S. stock market interaction network as learned by the Boltzmann Machine
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
A Kinematically Complete Measurement of the Proton Structure Function F2 in the Resonance Region and Evaluation of Its Moments
We measured the inclusive electron-proton cross section in the nucleon
resonance region (W < 2.5 GeV) at momentum transfers Q**2 below 4.5 (GeV/c)**2
with the CLAS detector. The large acceptance of CLAS allowed for the first time
the measurement of the cross section in a large, contiguous two-dimensional
range of Q**2 and x, making it possible to perform an integration of the data
at fixed Q**2 over the whole significant x-interval. From these data we
extracted the structure function F2 and, by including other world data, we
studied the Q**2 evolution of its moments, Mn(Q**2), in order to estimate
higher twist contributions. The small statistical and systematic uncertainties
of the CLAS data allow a precise extraction of the higher twists and demand
significant improvements in theoretical predictions for a meaningful comparison
with new experimental results.Comment: revtex4 18 pp., 12 figure
Tensor Polarization of the phi meson Photoproduced at High t
As part of a measurement of the cross section of meson photoproduction
to high momentum transfer, we measured the polar angular decay distribution of
the outgoing in the channel in the
center-of-mass frame (the helicity frame). We find that s-channel helicity
conservation (SCHC) holds in the kinematical range where -channel exchange
dominates (up to GeV for =3.6 GeV). Above this
momentum, -channel production of a meson dominates and induces a
violation of SCHC. The deduced value of the coupling constant lies in
the upper range of previously reported values.Comment: 6 pages; 5 figure
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