Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance

Published in Handbook of financial time series, 2008, https://doi.org/10.1007/978-3-540-71297-8_22</p

Maximum likelihood and Gaussian estimation of continuous time models in finance

Ministry of Education, Singapore under its Academic Research Funding Tier

The present and future of QCD

This White Paper presents an overview of the current status and future perspective of QCD research, based on the community inputs and scientific conclusions from the 2022 Hot and Cold QCD Town Meeting. We present the progress made in the last decade toward a deep understanding of both the fundamental structure of the sub-atomic matter of nucleon and nucleus in cold QCD, and the hot QCD matter in heavy ion collisions. We identify key questions of QCD research and plausible paths to obtaining answers to those questions in the near future, hence defining priorities of our research over the coming decades

ATHENA detector proposal — a totally hermetic electron nucleus apparatus proposed for IP6 at the Electron-Ion Collider

ATHENA has been designed as a general purpose detector capable of delivering the full scientific scope of the Electron-Ion Collider. Careful technology choices provide fine tracking and momentum resolution, high performance electromagnetic and hadronic calorimetry, hadron identification over a wide kinematic range, and near-complete hermeticity. This article describes the detector design and its expected performance in the most relevant physics channels. It includes an evaluation of detector technology choices, the technical challenges to realizing the detector and the R&amp;D required to meet those challenges

Study of the lineshape of the chi(c1) (3872) state

A study of the lineshape of the chi(c1) (3872) state is made using a data sample corresponding to an integrated luminosity of 3 fb(-1) collected in pp collisions at center-of-mass energies of 7 and 8 TeV with the LHCb detector. Candidate chi(c1)(3872) and psi(2S) mesons from b-hadron decays are selected in the J/psi pi(+)pi(-) decay mode. Describing the lineshape with a Breit-Wigner function, the mass splitting between the chi(c1 )(3872) and psi(2S) states, Delta m, and the width of the chi(c1 )(3872) state, Gamma(Bw), are determined to be (Delta m=185.598 +/- 0.067 +/- 0.068 Mev,)(Gamma BW=1.39 +/- 0.24 +/- 0.10 Mev,) where the first uncertainty is statistical and the second systematic. Using a Flatte-inspired model, the mode and full width at half maximum of the lineshape are determined to be (mode=3871.69+0.00+0.05 MeV.)(FWHM=0.22-0.04+0.13+0.07+0.11-0.06-0.13 MeV, ) An investigation of the analytic structure of the Flatte amplitude reveals a pole structure, which is compatible with a quasibound D-0(D) over bar*(0) state but a quasivirtual state is still allowed at the level of 2 standard deviations

Measurement of the CKM angle γγ in B±→DK±B^\pm\to D K^\pm and B±→Dπ±B^\pm \to D π^\pm decays with D→KS0h+h−D \to K_\mathrm S^0 h^+ h^-

A measurement of $CP$-violating observables is performed using the decays $B^\pm\to D K^\pm$ and $B^\pm\to D \pi^\pm$, where the $D$ meson is reconstructed in one of the self-conjugate three-body final states $K_{\mathrm S}\pi^+\pi^-$ and $K_{\mathrm S}K^+K^-$ (commonly denoted $K_{\mathrm S} h^+h^-$). The decays are analysed in bins of the $D$-decay phase space, leading to a measurement that is independent of the modelling of the $D$-decay amplitude. The observables are interpreted in terms of the CKM angle $\gamma$. Using a data sample corresponding to an integrated luminosity of $9\,\text{fb}^{-1}$ collected in proton-proton collisions at centre-of-mass energies of $7$, $8$, and $13\,\text{TeV}$ with the LHCb experiment, $\gamma$ is measured to be $\left(68.7^{+5.2}_{-5.1}\right)^\circ$. The hadronic parameters $r_B^{DK}$, $r_B^{D\pi}$, $\delta_B^{DK}$, and $\delta_B^{D\pi}$, which are the ratios and strong-phase differences of the suppressed and favoured $B^\pm$ decays, are also reported

Study of the doubly charmed tetraquark T+cc

Quantum chromodynamics, the theory of the strong force, describes interactions of coloured quarks and gluons and the formation of hadronic matter. Conventional hadronic matter consists of baryons and mesons made of three quarks and quark-antiquark pairs, respectively. Particles with an alternative quark content are known as exotic states. Here a study is reported of an exotic narrow state in the D0D0π+ mass spectrum just below the D*+D0 mass threshold produced in proton-proton collisions collected with the LHCb detector at the Large Hadron Collider. The state is consistent with the ground isoscalar T+cc tetraquark with a quark content of ccu⎯⎯⎯d⎯⎯⎯ and spin-parity quantum numbers JP = 1+. Study of the DD mass spectra disfavours interpretation of the resonance as the isovector state. The decay structure via intermediate off-shell D*+ mesons is consistent with the observed D0π+ mass distribution. To analyse the mass of the resonance and its coupling to the D*D system, a dedicated model is developed under the assumption of an isoscalar axial-vector T+cc state decaying to the D*D channel. Using this model, resonance parameters including the pole position, scattering length, effective range and compositeness are determined to reveal important information about the nature of the T+cc state. In addition, an unexpected dependence of the production rate on track multiplicity is observed

Helium identification with LHCb

The identification of helium nuclei at LHCb is achieved using a method based on measurements of ionisation losses in the silicon sensors and timing measurements in the Outer Tracker drift tubes. The background from photon conversions is reduced using the RICH detectors and an isolation requirement. The method is developed using pp collision data at √(s) = 13 TeV recorded by the LHCb experiment in the years 2016 to 2018, corresponding to an integrated luminosity of 5.5 fb-1. A total of around 105 helium and antihelium candidates are identified with negligible background contamination. The helium identification efficiency is estimated to be approximately 50% with a corresponding background rejection rate of up to O(10^12). These results demonstrate the feasibility of a rich programme of measurements of QCD and astrophysics interest involving light nuclei

Measurement of forward charged hadron flow harmonics in peripheral PbPb collisions at √sNN = 5.02 TeV with the LHCb detector

Flow harmonic coefficients, v n , which are the key to studying the hydrodynamics of the quark-gluon plasma (QGP) created in heavy-ion collisions, have been measured in various collision systems and kinematic regions and using various particle species. The study of flow harmonics in a wide pseudorapidity range is particularly valuable to understand the temperature dependence of the shear viscosity to entropy density ratio of the QGP. This paper presents the first LHCb results of the second- and the third-order flow harmonic coefficients of charged hadrons as a function of transverse momentum in the forward region, corresponding to pseudorapidities between 2.0 and 4.9, using the data collected from PbPb collisions in 2018 at a center-of-mass energy of 5.02 TeV . The coefficients measured using the two-particle angular correlation analysis method are smaller than the central-pseudorapidity measurements at ALICE and ATLAS from the same collision system but share similar features