A Multi Agent Model for the Limit Order Book Dynamics

In the present work we introduce a novel multi-agent model with the aim to reproduce the dynamics of a double auction market at microscopic time scale through a faithful simulation of the matching mechanics in the limit order book. The agents follow a noise decision making process where their actions are related to a stochastic variable, "the market sentiment", which we define as a mixture of public and private information. The model, despite making just few basic assumptions over the trading strategies of the agents, is able to reproduce several empirical features of the high-frequency dynamics of the market microstructure not only related to the price movements but also to the deposition of the orders in the book.Comment: 20 pages, 11 figures, in press European Physical Journal B (EPJB

The effects of graded levels of calorie restriction : II. Impact of short term calorie and protein restriction on circulating hormone levels, glucose homeostasis and oxidative stress in male C57BL/6 mice

This work was supported by BBSRC BB009953/1 awarded to JRS and SEM. PK and CD were funded by the Erasmus exchange programme. JRS, SEM, DD, CG, LC, JJDH, YW, DELP, DL and AD are members of the BBSRC China Partnership Award, BB/J020028/1.Peer reviewedPublisher PD

Fragmentation in Peripheral Heavy-Ion Collisions: from Neck Emission to Spectator Decays

Invariant cross sections of intermediate mass fragments in peripheral collisions of Au on Au at incident energies between 40 and 150 AMeV have been measured with the 4-pi multi-detector INDRA. The maximum of the fragment production is located near mid-rapidity at the lower energies and moves gradually towards the projectile and target rapidities as the energy is increased. Schematic calculations within an extended Goldhaber model suggest that the observed cross-section distributions and their evolution with energy are predominantly the result of the clustering requirement for the emerging fragments and of their Coulomb repulsion from the projectile and target residues. The quantitative comparison with transverse energy spectra and fragment charge distributions emphasizes the role of hard scattered nucleons in the fragmentation process.Comment: 5 pages, 5 eps figures, RevTeX4, submitted to Phys. Lett.

Statistical Multifragmentation of Non-Spherical Expanding Sources in Central Heavy-Ion Collisions

We study the anisotropy effects measured with INDRA at GSI in central collisions of Xe+Sn at 50 A.MeV and Au+Au at 60, 80, 100 A.MeV incident energy. The microcanonical multifragmentation model with non-spherical sources is used to simulate an incomplete shape relaxation of the multifragmenting system. This model is employed to interpret observed anisotropic distributions in the fragment size and mean kinetic energy. The data can be well reproduced if an expanding prolate source aligned along the beam direction is assumed. An either non-Hubblean or non-isotropic radial expansion is required to describe the fragment kinetic energies and their anisotropy. The qualitative similarity of the results for the studied reactions suggests that the concept of a longitudinally elongated freeze-out configuration is generally applicable for central collisions of heavy systems. The deformation decreases slightly with increasing beam energy.Comment: 35 pages, 19 figures, submitted to Nuclear Physics

Study of intermediate velocity products in the Ar+Ni collisions between 52 and 95 A.MeV

Intermediate velocity products in Ar+Ni collisions from 52 to 95 A.MeV are studied in an experiment performed at the GANIL facility with the 4$\pi$ multidetector INDRA. It is shown that these emissions cannot be explained by statistical decays of the quasi-projectile and the quasi-target in complete equilibrium. Three methods are used to isolate and characterize intermediate velocity products. The total mass of these products increases with the violence of the collision and reaches a large fraction of the system mass in mid-central collisions. This mass is found independent of the incident energy, but strongly dependent on the geometry of the collision. Finally it is shown that the kinematical characteristics of intermediate velocity products are weakly dependent on the experimental impact parameter, but strongly dependent on the incident energy. The observed trends are consistent with a participant-spectator like scenario or with neck emissions and/or break-up.Comment: 37 pages, 13 figure

Measurement of the polarisation of W bosons produced with large transverse momentum in pp collisions at sqrt(s) = 7 TeV with the ATLAS experiment

This paper describes an analysis of the angular distribution of W->enu and W->munu decays, using data from pp collisions at sqrt(s) = 7 TeV recorded with the ATLAS detector at the LHC in 2010, corresponding to an integrated luminosity of about 35 pb^-1. Using the decay lepton transverse momentum and the missing transverse energy, the W decay angular distribution projected onto the transverse plane is obtained and analysed in terms of helicity fractions f0, fL and fR over two ranges of W transverse momentum (ptw): 35 < ptw < 50 GeV and ptw > 50 GeV. Good agreement is found with theoretical predictions. For ptw > 50 GeV, the values of f0 and fL-fR, averaged over charge and lepton flavour, are measured to be : f0 = 0.127 +/- 0.030 +/- 0.108 and fL-fR = 0.252 +/- 0.017 +/- 0.030, where the first uncertainties are statistical, and the second include all systematic effects.Comment: 19 pages plus author list (34 pages total), 9 figures, 11 tables, revised author list, matches European Journal of Physics C versio

Observation of a new chi_b state in radiative transitions to Upsilon(1S) and Upsilon(2S) at ATLAS

The chi_b(nP) quarkonium states are produced in proton-proton collisions at the Large Hadron Collider (LHC) at sqrt(s) = 7 TeV and recorded by the ATLAS detector. Using a data sample corresponding to an integrated luminosity of 4.4 fb^-1, these states are reconstructed through their radiative decays to Upsilon(1S,2S) with Upsilon->mu+mu-. In addition to the mass peaks corresponding to the decay modes chi_b(1P,2P)->Upsilon(1S)gamma, a new structure centered at a mass of 10.530+/-0.005 (stat.)+/-0.009 (syst.) GeV is also observed, in both the Upsilon(1S)gamma and Upsilon(2S)gamma decay modes. This is interpreted as the chi_b(3P) system.Comment: 5 pages plus author list (18 pages total), 2 figures, 1 table, corrected author list, matches final version in Physical Review Letter

Search for displaced vertices arising from decays of new heavy particles in 7 TeV pp collisions at ATLAS

We present the results of a search for new, heavy particles that decay at a significant distance from their production point into a final state containing charged hadrons in association with a high-momentum muon. The search is conducted in a pp-collision data sample with a center-of-mass energy of 7 TeV and an integrated luminosity of 33 pb^-1 collected in 2010 by the ATLAS detector operating at the Large Hadron Collider. Production of such particles is expected in various scenarios of physics beyond the standard model. We observe no signal and place limits on the production cross-section of supersymmetric particles in an R-parity-violating scenario as a function of the neutralino lifetime. Limits are presented for different squark and neutralino masses, enabling extension of the limits to a variety of other models.Comment: 8 pages plus author list (20 pages total), 8 figures, 1 table, final version to appear in Physics Letters

Measurement of the inclusive isolated prompt photon cross-section in pp collisions at sqrt(s)= 7 TeV using 35 pb-1 of ATLAS data

A measurement of the differential cross-section for the inclusive production of isolated prompt photons in pp collisions at a center-of-mass energy sqrt(s) = 7 TeV is presented. The measurement covers the pseudorapidity ranges |eta|<1.37 and 1.52<=|eta|<2.37 in the transverse energy range 45<=E_T<400GeV. The results are based on an integrated luminosity of 35 pb-1, collected with the ATLAS detector at the LHC. The yields of the signal photons are measured using a data-driven technique, based on the observed distribution of the hadronic energy in a narrow cone around the photon candidate and the photon selection criteria. The results are compared with next-to-leading order perturbative QCD calculations and found to be in good agreement over four orders of magnitude in cross-section.Comment: 7 pages plus author list (18 pages total), 2 figures, 4 tables, final version published in Physics Letters

Measurement of D*+/- meson production in jets from pp collisions at sqrt(s) = 7 TeV with the ATLAS detector

This paper reports a measurement of D*+/- meson production in jets from proton-proton collisions at a center-of-mass energy of sqrt(s) = 7 TeV at the CERN Large Hadron Collider. The measurement is based on a data sample recorded with the ATLAS detector with an integrated luminosity of 0.30 pb^-1 for jets with transverse momentum between 25 and 70 GeV in the pseudorapidity range |eta| < 2.5. D*+/- mesons found in jets are fully reconstructed in the decay chain: D*+ -> D0pi+, D0 -> K-pi+, and its charge conjugate. The production rate is found to be N(D*+/-)/N(jet) = 0.025 +/- 0.001(stat.) +/- 0.004(syst.) for D*+/- mesons that carry a fraction z of the jet momentum in the range 0.3 < z < 1. Monte Carlo predictions fail to describe the data at small values of z, and this is most marked at low jet transverse momentum.Comment: 10 pages plus author list (22 pages total), 5 figures, 1 table, matches published version in Physical Review