SoLid : Search for Oscillations with Lithium-6 Detector at the SCK-CEN BR2 reactor

Sterile neutrinos have been considered as a possible explanation for the recent reactor and Gallium anomalies arising from reanalysis of reactor flux and calibration data of previous neutrino experiments. A way to test this hypothesis is to look for distortions of the anti-neutrino energy caused by oscillation from active to sterile neutrino at close stand-off (similar to 6-8m) of a compact reactor core. Due to the low rate of anti-neutrino interactions the main challenge in such measurement is to control the high level of gamma rays and neutron background. The SoLid experiment is a proposal to search for active-to-sterile anti-neutrino oscillation at very short baseline of the SCK center dot CEN BR2 research reactor. This experiment uses a novel approach to detect anti-neutrino with a highly segmented detector based on Lithium-6. With the combination of high granularity, high neutron-gamma discrimination using 6LiF:ZnS(Ag) and precise localization of the Inverse Beta Decay products, a better experimental sensitivity can be achieved compared to other state-of-the-art technology. This compact system requires minimum passive shielding allowing for very close stand off to the reactor. The experimental set up of the SoLid experiment and the BR2 reactor will be presented. The new principle of neutrino detection and the detector design with expected performance will be described. The expected sensitivity to new oscillations of the SoLid detector as well as the first measurements made with the 8 kg prototype detector deployed at the BR2 reactor in 2013-2014 will be reported

Improving Fission-product Decay Data for Reactor Applications: Part I -- Decay Heat

Effort has been expended to assess the relative merits of undertaking further decay-data measurements of the main fission-product contributors to the decay heat of neutron-irradiated fissile fuel and related actinides by means of Total Absorption Gamma-ray Spectroscopy (TAGS/TAS) and Discrete Gamma-ray Spectroscopy (DGS). This review has been carried out following similar work performed under the auspices of OECD/WPEC-Subgroup 25 (2005-2007) and the International Atomic Energy Agency (2010, 2014), and various highly relevant TAGS measurements completed as a consequence of such assessments. We present our recommendations for new decay-data evaluations, along with possible requirements for total absorption and discrete high-resolution gamma-ray spectroscopy studies that cover approximately 120 fission products and various isomeric states.Comment: Submitted to European Physical Journal

Indication for the disappearance of reactor electron antineutrinos in the Double Chooz experiment

The Double Chooz Experiment presents an indication of reactor electron antineutrino disappearance consistent with neutrino oscillations. A ratio of 0.944 $\pm$ 0.016 (stat) $\pm$ 0.040 (syst) observed to predicted events was obtained in 101 days of running at the Chooz Nuclear Power Plant in France, with two 4.25 GW$_{th}$ reactors. The results were obtained from a single 10 m$^3$ fiducial volume detector located 1050 m from the two reactor cores. The reactor antineutrino flux prediction used the Bugey4 measurement as an anchor point. The deficit can be interpreted as an indication of a non-zero value of the still unmeasured neutrino mixing parameter \sang. Analyzing both the rate of the prompt positrons and their energy spectrum we find \sang = 0.086 $\pm$ 0.041 (stat) $\pm$ 0.030 (syst), or, at 90% CL, 0.015 $<$ \sang $\ <$ 0.16.Comment: 7 pages, 4 figures, (new version after PRL referee's comments

Qualification and characterization of electronics of the fast neutron Hodoscope detectors using neutrons from CABRI core

The study of Reactivity Initiated Accidents (RIA) is important to determine up to which limits nuclear fuels can withstand such accidents without clad failure. The CABRI International Program (CIP), conducted by IRSN under an OECD/NEA agreement, has been launched to perform representative RIA Integral Effect Tests (IET) on real irradiated fuel rods in prototypical Pressurized Water Reactors (PWR) conditions. For this purpose, the CABRI experimental pulse reactor, operated by CEA in Cadarache, France, has been strongly renovated, and equipped with a pressurized water loop. The behavior of the test rod, located in that loop in the center of the driver core, is followed in real time during the power transients thanks to the hodoscope, a unique online fuel motion monitoring system, and one of the major distinctive features of CABRI. The hodoscope measures the fast neutrons emitted by the tested rod during the power pulse with a complete set of 153 Fission Chambers and 153 Proton Recoil Counters. During the CABRI facility renovation, the electronic chain of these detectors has been upgraded. In this paper, the performance of the new system is presented describing gain calibration methodology in order to get maximal Signal/Noise ratio for amplification modules, threshold tuning methodology for the discrimination modules (old and new ones), and linear detectors response limit versus different reactor powers for the whole electronic chain

Forecasting Daily Variability of the S and P 100 Stock Index using Historical, Realised and Implied Volatility Measurements

The increasing availability of financial market data at intraday frequencies has not only led to the development of improved volatility measurements but has also inspired research into their potential value as an information source for volatility forecasting. In this paper we explore the forecasting value of historical volatility (extracted from daily return series), of implied volatility (extracted from option pricing data) and of realised volatility (computed as the sum of squared high frequency returns within a day). First we consider unobserved components and long memory models for realised volatility which is regarded as an accurate estimator of volatility. The predictive abilities of realised volatility models are compared with those of stochastic volatility models and generalised autoregressive conditional heteroskedasticity models for daily return series. These historical volatility models are extended to include realised and implied volatility measures as explanatory variables for volatility. The main focus is on forecasting the daily variability of the Standard and Poor's 100 stock index series for which trading data (tick by tick) of almost seven years is analysed. The forecast assessment is based on the hypothesis of whether a forecast model is outperformed by alternative models. In particular, we will use superior predictive ability tests to investigate the relative forecast performances of some models. Since volatilities are not observed, realised volatility is taken as a proxy for actual volatility and is used for computing the forecast error. A stationary bootstrap procedure is required for computing the test statistic and its $p$-value. The empirical results show convincingly that realised volatility models produce far more accurate volatility forecasts compared to models based on daily returns. Long memory models seem to provide the most accurate forecasts

The CABRI fast neutron Hodoscope: Renovation, qualification program and first results following the experimental reactor restart

The CABRI experimental pulse reactor, located at the Cadarache nuclear research center, southern France, is devoted to the study of Reactivity Initiated Accidents (RIA). For the purpose of the CABRI International Program (CIP), managed and funded by IRSN, in the framework of an OECD/NEA agreement, a huge renovation of the facility has been conducted since 2003. The Cabri Water Loop was then installed to ensure prototypical Pressurized Water Reactor (PWR) conditions for testing irradiated fuel rods. The hodoscope installed in the CABRI reactor is a unique online fuel motion monitoring system, operated by IRSN and dedicated to the measurement of the fast neutrons emitted by the tested rod during the power pulse. It is one of the distinctive features of the CABRI reactor facility, which is operated by CEA. The system is able to determine the fuel motion, if any, with a time resolution of 1 ms and a spatial resolution of 3 mm. The hodoscope equipment has been upgraded as well during the CABRI facility renovation. This paper presents the main outcomes achieved with the hodoscope since October 2015, date of the first criticality of the CABRI reactor in its new Cabri Water Loop configuration. Results obtained during reactor commissioning phase functioning, either in steady-state mode (at low and high power, up to 23 MW) or in transient mode (start-up, possibly beyond 20 GW), are discussed

Time connectedness of fear

This paper examines the interconnection between four implied volatility indices representative of the investors' consensus view of expected stock market volatility at different maturities during the period January 3, 2011-May 4, 2018. To this end, we first perform a static analysis to measure the total volatility connectedness in the entire period using a framework proposed by Diebold and Yilmaz (2014). Second, we apply a dynamic analysis to evaluate both the net directional connectedness for each market using the TVP-VAR connectedness approach developed by Antonakakis and Gabauer (2017). Our results suggest that a 72.27%, of the total variance of the forecast errors is explained by shocks across the examined investor time horizons, indicating that the remainder 27.73% of the variation is due to idiosyncratic shocks. Furthermore, we find that volatility connectedness varies over time, with a surge during periods of increasing economic and financial instability. Finally, we also document a superior performance of the TVP-VAR approach to connectedness respect to the original one proposed by Diebold and Yilmaz (2014