Chandra survey in the AKARI North Ecliptic Pole Deep Field. I. X-ray data, point-like source catalog, sensitivity maps, and number counts

We present data products from the 300 ks Chandra survey in the AKARI North Ecliptic Pole (NEP) deep field. This field has a unique set of 9-band infrared photometry covering 2-24 micron from the AKARI Infrared Camera, including mid-infrared (MIR) bands not covered by Spitzer. The survey is one of the deepest ever achieved at ~15 micron, and is by far the widest among those with similar depths in the MIR. This makes this field unique for the MIR-selection of AGN at z~1. We design a source detection procedure, which performs joint Maximum Likelihood PSF fits on all of our 15 mosaicked Chandra pointings covering an area of 0.34 square degree. The procedure has been highly optimized and tested by simulations. We provide a point source catalog with photometry and Bayesian-based 90 per cent confidence upper limits in the 0.5-7, 0.5-2, 2-7, 2-4, and 4-7 keV bands. The catalog contains 457 X-ray sources and the spurious fraction is estimated to be ~1.7 per cent. Sensitivity and 90 per cent confidence upper flux limits maps in all bands are provided as well. We search for optical MIR counterparts in the central 0.25 square degree, where deep Subaru Suprime-Cam multiband images exist. Among the 377 X-ray sources detected there, ~80 per cent have optical counterparts and ~60 per cent also have AKARI mid-IR counterparts. We cross-match our X-ray sources with MIR-selected AGN from Hanami et al. (2012). Around 30 per cent of all AGN that have MID-IR SEDs purely explainable by AGN activity are strong Compton-thick AGN candidates.Comment: 23 pages, 20 figures; catalogs, sensitivity maps, and upper limit flux maps are available from the VizieR Servic

Theory and Applications of Robust Optimization

In this paper we survey the primary research, both theoretical and applied, in the area of Robust Optimization (RO). Our focus is on the computational attractiveness of RO approaches, as well as the modeling power and broad applicability of the methodology. In addition to surveying prominent theoretical results of RO, we also present some recent results linking RO to adaptable models for multi-stage decision-making problems. Finally, we highlight applications of RO across a wide spectrum of domains, including finance, statistics, learning, and various areas of engineering.Comment: 50 page

The Suzaku Observation of NGC 3516: Complex Absorption and the Broad and Narrow Fe K Lines

We present results from a 150 ksec Suzaku observation of the Seyfert 1.5 NGC 3516 in October 2005. The source was in a relatively highly absorbed state. Our best-fit model is consistent with the presence of a low-ionization absorber which has a column density near 5 * 10^{22} cm^{-2} and covers most of the X-ray continuum source (covering fraction 96-100%). A high-ionization absorbing component, which yields a narrow absorption feature consistent with Fe K XXVI, is confirmed. A relativistically broadened Fe K alpha line is required in all fits, even after the complex absorption is taken into account; an additional partial-covering component is an inadequate substitute for the continuum curvature associated with the broad Fe line. A narrow Fe K alpha emission line has a velocity width consistent with the Broad Line Region. The low-ionization absorber may be responsible for producing the narrow Fe K alpha line, though a contribution from additional material out of the line of sight is possible. We include in our model soft band emission lines from He- and H-like ions of N, O, Ne and Mg, consistent with photo-ionization, though a small contribution from collisionally-ionized emission is possible.Comment: Accepted for publication in PASJ (Suzaku second special issue). 36 pages, 10 figure

Adaptive Investment Strategies For Periodic Environments

In this paper, we present an adaptive investment strategy for environments with periodic returns on investment. In our approach, we consider an investment model where the agent decides at every time step the proportion of wealth to invest in a risky asset, keeping the rest of the budget in a risk-free asset. Every investment is evaluated in the market via a stylized return on investment function (RoI), which is modeled by a stochastic process with unknown periodicities and levels of noise. For comparison reasons, we present two reference strategies which represent the case of agents with zero-knowledge and complete-knowledge of the dynamics of the returns. We consider also an investment strategy based on technical analysis to forecast the next return by fitting a trend line to previous received returns. To account for the performance of the different strategies, we perform some computer experiments to calculate the average budget that can be obtained with them over a certain number of time steps. To assure for fair comparisons, we first tune the parameters of each strategy. Afterwards, we compare the performance of these strategies for RoIs with different periodicities and levels of noise.Comment: Paper submitted to Advances in Complex Systems (November, 2007) 22 pages, 9 figure

On the Lifshitz tail in the density of states of a superconductor with magnetic impurities

We argue that any superconductor with magnetic impurities is gapless due to a Lifshitz tail in the density of states extending to zero energy. At low energy the density of states $\nu(E \to 0)$ remains finite. We show that fluctuations in the impurity distribution produce regions of suppressed superconductivity, which are responsible for the low energy density of states.Comment: 4 pages, uuencoded latex file + ps figure file

Random Matrix Theory Analysis of Cross Correlations in Financial Markets

We confirm universal behaviors such as eigenvalue distribution and spacings predicted by Random Matrix Theory (RMT) for the cross correlation matrix of the daily stock prices of Tokyo Stock Exchange from 1993 to 2001, which have been reported for New York Stock Exchange in previous studies. It is shown that the random part of the eigenvalue distribution of the cross correlation matrix is stable even when deterministic correlations are present. Some deviations in the small eigenvalue statistics outside the bounds of the universality class of RMT are not completely explained with the deterministic correlations as proposed in previous studies. We study the effect of randomness on deterministic correlations and find that randomness causes a repulsion between deterministic eigenvalues and the random eigenvalues. This is interpreted as a reminiscent of ``level repulsion'' in RMT and explains some deviations from the previous studies observed in the market data. We also study correlated groups of issues in these markets and propose a refined method to identify correlated groups based on RMT. Some characteristic differences between properties of Tokyo Stock Exchange and New York Stock Exchange are found.Comment: RevTex, 17 pages, 8 figure

Evolutionary multi-stage financial scenario tree generation

Multi-stage financial decision optimization under uncertainty depends on a careful numerical approximation of the underlying stochastic process, which describes the future returns of the selected assets or asset categories. Various approaches towards an optimal generation of discrete-time, discrete-state approximations (represented as scenario trees) have been suggested in the literature. In this paper, a new evolutionary algorithm to create scenario trees for multi-stage financial optimization models will be presented. Numerical results and implementation details conclude the paper

X-Ray Spectral Variability of the Seyfert Galaxy NGC 4051 Observed with Suzaku

We report results from a Suzaku observation of the narrow-line Seyfert 1 NGC 4051. During our observation, large amplitude rapid variability is seen and the averaged 2--10 keV flux is 8.1x10^-12 erg s^-1 cm^-2, which is several times lower than the historical average. The X-ray spectrum hardens when the source flux becomes lower, confirming the trend of spectral variability known for many Seyfert 1 galaxies. The broad-band averaged spectrum and spectra in high and low flux intervals are analyzed. The spectra are first fitted with a model consisting of a power-law component, a reflection continuum originating in cold matter, a blackbody component, two zones of ionized absorber, and several Gaussian emission lines. The amount of reflection is rather large (R ~ 7, where R=1 corresponds to reflection by an infinite slab), while the equivalent width of the Fe-K line at 6.4 keV is modest (140 eV) for the averaged spectrum. We then model the overall spectra by introducing partial covering for the power-law component and reflection continuum independently. The column density for the former is 1x10^23 cm^-2, while it is fixed at 1x10^24 cm-2 for the latter. By comparing the spectra in different flux states, we identify the causes of spectral variability. (abridged)Comment: 19 pages, 18 figures, accepted for publication in PASJ (Suzaku 3rd special issue