135 research outputs found
State of the art POWHEG generators for top mass measurements at the LHC
We study the theoretical uncertainties in the determination of the top-quark
mass using next-to-leading-order (NLO) generators, that describe the top-quark
decay at different levels of accuracy, interfaced to parton showers (PS).
Specifically we consider one generator that implements NLO corrections only in
the production dynamics, one that also takes them into account in the top-quark
decay in the narrow width approximation (NWA) and one that implements them
exactly, including finite-width and interference effects. We aim at assessing
the errors in top-mass determinations of purely theoretical origin. We do so by
measuring relative peak position shifts of -jet mass distributions. Besides
the theoretical errors due to the use of less accurate NLO+PS generators, we
also explore uncertainties related to shower and modelling of non-perturbative
effects by comparing the results obtained by interfacing our generators to both
Pythia and Herwig shower Monte Carlos (SMCs).Comment: Proceedings of the XXVI International Workshop on Deep-Inelastic
Scattering and Related Subjects (DIS2018), 16-20 April 2018, Kobe, Japa
Hadroproduction of four top quarks in the POWHEG BOX
We present a new Monte Carlo event generator for the hadronic production of
four top quarks in the POWHEG BOX framework. Besides the dominant
next-to-leading order QCD corrections at we also
include all subleading electroweak productions channels at leading-order
accuracy. We validate our theoretical predictions by comparing to parton-shower
matched predictions obtained within the MC@NLO framework for stable top quarks.
Furthermore, we investigate in detail the various sources of theoretical
uncertainties. Finally, we investigate a single lepton plus jets signature to
study for the first time the impact of the electroweak production modes as well
as spin-correlation effects at the fiducial level.Comment: 14 pages, 8 figures, 1 table, matches published versio
NLO+NLL limits on and gauge boson masses
QCD resummation predictions for the production of new charged () and
neutral () heavy gauge bosons decaying leptonically are presented. These
results are obtained with our resummation code at next-to-leading order and
next-to-leading logarithmic (NLO+NLL) accuracy. Our predictions are compared to
PYTHIA at leading order (LO) supplemented with parton showers (PS) and FEWZ at
NLO and next-to-next-to-leading order (NNLO) for the -differential and
total cross sections in the Sequential Standard Model (SSM) and general
SU(2)SU(2)U(1) models. We show that the importance of
resummation for total cross sections increases with the gauge boson mass.
Finally, the latest ATLAS and CMS results are reinterpreted to derive new
limits at NLO+NLL on and boson masses in general extensions of the
Standard Model.Comment: Proceeding of the XXIII International Workshop on Deep Inelastic
Scattering and Related Subjects, April 27 - May 1, 2015, Southern Methodist
University, Dallas, Texa
Can new heavy gauge bosons be observed in ultra-high energy cosmic neutrino events?
A wide range of models beyond the Standard Model predict charged and neutral
resonances, generically called - and -bosons, respectively. In this
paper we study the impact of such resonances on the deep inelastic scattering
of ultra-high energy neutrinos as well as on the resonant charged current
scattering (Glashow resonance). We find that the effects of
such resonances can not be observed with the Pierre Auger Observatory or any
foreseeable upgrade of it.Comment: 5 pages, 2 figure
Vliv krytých call opcí na výkonnost portfolia
This thesis aims to evaluate the performance of a covered call strategy writ- ten on Exchange-traded funds compared to a buy-and-hold strategy of the Exchange-traded fund on the US stock market. The strategy is constructed us- ing at-the-money, two-percent and five-percent out-of-the-money call options. The premium for the former is taken from historical market data and for the latter two calculated using the Black-Scholes-Merton formula adjusted for div- idends. The results further provide a two-period distinction to better account for di erent market periods, namely Covid-19 and the geopolitical conflict in Ukraine. The results fail to show evidence of a significant di erence between a covered call strategy and the buy-and-hold strategy. However, we provide possible applications of the strategy in certain market settings. The perfor- mance is evaluated on the basis of annualized returns and standard deviation, as ratios based on the mean-variance framework are omitted due to possible bias of negatively skewed distribution of returns of the covered call strategy. JEL Classification G10, G11, G12, G13, C02 Keywords Covered calls, ETF, Black-Scholes model, Op- tions pricing, Portfolio performance Title E ect of covered calls on portfolio performanceCie om tejto práce je zhodnoti v˝konnos stratégie kryt˝ch call opcií vypísan˝ch na fondy obchodované na burze v porovnaní so stratégiou nákupu a drûa- nia dan˝ch fondov na americkom akciovom trhu. Stratégia je zostavená s pouûitím kúpnych opcií at-the-money, dvojpercentn˝ch a pä percentn˝ch out- of-the-money. Prémia pre prvú z nich je prevzatá z historick˝ch trhov˝ch údajov a pre druhé dve je vypo ítaná pomocou Black-Scholesovho-Mertonovho vzorca upraveného o dividendy. V˝sledky alej poskytujú rozlíöenie na dve ob- dobia, aby sa lepöie zoh adnili fluktuácie na trhu, konkrétne Covid-19 a geopol- itick˝ konflikt na Ukrajine. V˝sledky nepreukazujú v˝znamn˝ rozdiel medzi stratégiou kryt˝ch kúpnych opcií a stratégiou nákupu a drûania. Uvádzame vöak, ûe stratégiu je moûné vyuûi v ur it˝ch trhov˝ch podmienkach. V˝kon- nos sa hodnotí na základe anualizovan˝ch v˝nosov a ötandardnej odch˝lky. Metriky zaloûené na rámci strednej odch˝lky sa vynechávajú z dôvodu moûného skreslenia kvôli tomu, ûe v˝nosy stratégie kryt˝ch call opcií majú negatívne zoöikmenie. Klasifikace JEL G10, G11, G12, G13, C02 Klí ová slova Kryté call opcie, ETF, Blackov-Scholesov model, Oce ovanie opcií, V˝konnos port- fólia Název práce Vliv kryt˝ch call opcí na v˝konnost portfo- liaInstitute of Economic StudiesInstitut ekonomických studiíFaculty of Social SciencesFakulta sociálních vě
Extracting the Top-Quark Width from Non-Resonant Production
In the context of the Standard Model (SM) of particle physics, the
relationship between the top-quark mass and width () has been
precisely calculated. However, the uncertainty from current direct measurements
of the width is nearly 50%. A new approach for directly measuring the top-quark
width using events away from the resonance peak is presented. By using an
orthogonal dataset to traditional top-quark width extractions, this new method
may enable significant improvements in the experimental sensitivity in a method
combination. Recasting a recent ATLAS differential cross section measurement,
we find = 1.28 0.30 GeV (1.33 0.29 GeV expected),
providing the most precise direct measurement of the width.Comment: 7 pages, 2 figure
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