34,202 research outputs found
Supersymmetric QCD flavor changing top quark decay
We present a detailed and complete calculation of the gluino and scalar
quarks contribution to the flavour-changing top quark decay into a charm quark
and a photon, gluon, or a Z boson within the minimal supersymmetric standard
model including flavour changing gluino-quarks-scalar quarks couplings in the
right-handed sector. We compare the results with the ones presented in an
earlier paper where we considered flavour changing couplings only in the
left-handed sector. We show that these new couplings have important
consequences leading to a large enhancement when the mixing of the scalar
partners of the left- and right-handed top quark is included. Furthermore CP
violation in the flavour changing top quark decay will occur when a SUSY phase
is taken into account.Comment: 14 pages, latex, 3 figure
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series
This paper proposes the cross-quantilogram to measure the quantile dependence between two time series. We apply it to test the hypothesis that one time series has no directional predictability to another time series. We establish the asymptotic distribution of the cross quantilogram and the corresponding test statistic. The limiting distributions depend on nuisance parameters. To construct consistent confidence intervals we employ the stationary bootstrap procedure; we show the consistency of this bootstrap. Also, we consider the self-normalized approach, which is shown to be asymptotically pivotal under the null hypothesis of no predictability. We provide simulation studies and two empirical applications. First, we use the cross-quantilogram to detect predictability from stock variance to excess stock return. Compared to existing tools used in the literature of stock return predictability, our method provides a more complete relationship between a predictor and stock return. Second, we investigate the systemic risk of individual financial institutions, such as JP Morgan Chase, Goldman Sachs and AIG. This article has supplementary materials online
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The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series
This paper proposes the cross-quantilogram to measure the quantile dependence between two time series. We apply it to test the hypothesis that one time series has no directional predictability to another time series. We establish the asymptotic distribution of the cross-quantilogram and the corresponding test statistic. The limiting distributions depend on nuisance parameters. To construct consistent confidence intervals we employ a stationary bootstrap procedure; we establish consistency of this bootstrap. Also, we consider a self-normalized approach, which yields an asymptotically pivotal statistic under the null hypothesis of no predictability. We provide simulation studies and two empirical applications. First, we use the cross-quantilogram to detect predictability from stock variance to excess stock return. Compared to existing tools used in the literature of stock return predictability, our method provides a more complete relationship between a predictor and stock return. Second, we investigate the systemic risk of individual financial institutions, such as JP Morgan Chase, Morgan Stanley and AIG.Cambridge INETThis is the author accepted manuscript. The final version is available from Elsevier via http://dx.doi.org/10.1016/j.jeconom.2016.03.00
A Tractable Method to Measure Utility and Loss Aversion under Prospect Theory
This paper provides an efficient method to measure utility under prospect theory, the most
important descriptive theory of decision under uncertainty today. Our method is based on the
elicitation of certainty equivalents for two-outcome prospects, a common way to measure
utility. We applied our method in an experiment and found that most subjects were risk
averse for gains and risk seeking for losses but had concave utility both for gains and for
losses. This finding illustrates empirically that risk seeking and concave utility can coincide
under prospect theory, a result that was derived theoretically by Chateauneuf and Cohen
(1994). Utility was steeper for losses than for gains, which is consistent with loss aversion.
Utility did not depend on the probability used in the elicitation, which offers support for
prospect theory
Metal-insulator transitions: Influence of lattice structure, Jahn-Teller effect, and Hund's rule coupling
We study the influence of the lattice structure, the Jahn-Teller effect and
the Hund's rule coupling on a metal-insulator transition in AnC60 (A= K, Rb).
The difference in lattice structure favors A3C60 (fcc) being a metal and A4C60
(bct) being an insulator, and the coupling to Hg Jahn-Teller phonons favors
A4C60 being nonmagnetic. The coupling to Hg (Ag) phonons decreases (increases)
the value Uc of the Coulomb integral at which the metal-insulator transition
occurs. There is an important partial cancellation between the Jahn-Teller
effect and the Hund's rule coupling.Comment: 4 pages, RevTeX, 3 eps figure, additional material available at
http://www.mpi-stuttgart.mpg.de/docs/ANDERSEN/fullerene
The Herbertsmithite Hamiltonian: SR measurements on single crystals
We present transverse field muon spin rotation/relaxation measurements on
single crystals of the spin-1/2 kagome antiferromagnet Herbertsmithite. We find
that the spins are more easily polarized when the field is perpendicular to the
kagome plane. We demonstrate that the difference in magnetization between the
different directions cannot be accounted for by Dzyaloshinksii-Moriya type
interactions alone, and that anisotropic axial interaction is present.Comment: 8 pages, 3 figures, accepted to JPCM special issue on geometrically
frustrated magnetis
The Text-mining based PubChem Bioassay neighboring analysis
<p>Abstract</p> <p>Background</p> <p>In recent years, the number of High Throughput Screening (HTS) assays deposited in PubChem has grown quickly. As a result, the volume of both the structured information (i.e. molecular structure, bioactivities) and the unstructured information (such as descriptions of bioassay experiments), has been increasing exponentially. As a result, it has become even more demanding and challenging to efficiently assemble the bioactivity data by mining the huge amount of information to identify and interpret the relationships among the diversified bioassay experiments. In this work, we propose a text-mining based approach for bioassay neighboring analysis from the unstructured text descriptions contained in the PubChem BioAssay database.</p> <p>Results</p> <p>The neighboring analysis is achieved by evaluating the cosine scores of each bioassay pair and fraction of overlaps among the human-curated neighbors. Our results from the cosine score distribution analysis and assay neighbor clustering analysis on all PubChem bioassays suggest that strong correlations among the bioassays can be identified from their conceptual relevance. A comparison with other existing assay neighboring methods suggests that the text-mining based bioassay neighboring approach provides meaningful linkages among the PubChem bioassays, and complements the existing methods by identifying additional relationships among the bioassay entries.</p> <p>Conclusions</p> <p>The text-mining based bioassay neighboring analysis is efficient for correlating bioassays and studying different aspects of a biological process, which are otherwise difficult to achieve by existing neighboring procedures due to the lack of specific annotations and structured information. It is suggested that the text-mining based bioassay neighboring analysis can be used as a standalone or as a complementary tool for the PubChem bioassay neighboring process to enable efficient integration of assay results and generate hypotheses for the discovery of bioactivities of the tested reagents.</p
Signatures of Strong Correlations in One-Dimensional Ultra-Cold Atomic Fermi Gases
Recent success in manipulating ultra-cold atomic systems allows to probe
different strongly correlated regimes in one-dimension. Regimes such as the
(spin-coherent) Luttinger liquid and the spin-incoherent Luttinger liquid can
be realized by tuning the inter-atomic interaction strength and trap
parameters. We identify the noise correlations of density fluctuations as a
robust observable (uniquely suitable in the context of trapped atomic gases) to
discriminate between these two regimes. Finally, we address the prospects to
realize and probe these phenomena experimentally using optical lattices.Comment: 4 pages, 2 figure
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