Performance of information criteria for selection of Hawkes process models of financial data

We test three common information criteria (IC) for selecting the order of a Hawkes process with an intensity kernel that can be expressed as a mixture of exponential terms. These processes find application in high-frequency financial data modelling. The information criteria are Akaike's information criterion (AIC), the Bayesian information criterion (BIC) and the Hannan-Quinn criterion (HQ). Since we work with simulated data, we are able to measure the performance of model selection by the success rate of the IC in selecting the model that was used to generate the data. In particular, we are interested in the relation between correct model selection and underlying sample size. The analysis includes realistic sample sizes and parameter sets from recent literature where parameters were estimated using empirical financial intra-day data. We compare our results to theoretical predictions and similar empirical findings on the asymptotic distribution of model selection for consistent and inconsistent IC

A new root-knot nematode, Meloidogyne moensi n. sp. (Nematoda : Meloidogynidae), parasitizing Robusta coffee from Western Highlands, Vietnam

A new root-knot nematode, parasitizing Robusta coffee in Dak Lak Province, Western Highlands of Vietnam, is described as Meloidogyne moensi n. sp. Morphological and molecular analyses demonstrated that this species differs clearly from other previously described root-knot nematodes. Morphologically, the new species is characterized by a swollen body of females with a small posterior protuberance that elongated from ovoid to saccate; perineal patterns with smooth striae, continuous and low dorsal arch; lateral lines marked as a faint space or linear depression at junction of the dorsal and ventral striate; distinct phasmids; perivulval region free of striae; visible and wide tail terminus surrounding by concentric circles of striae; medial lips of females in dumbbell-shaped and slightly raised above lateral lips; female stylet is normally straight with posteriorly sloping stylet knobs; lip region of second stage juvenile (J2) is not annulated; medial lips and labial disc of J2 formed dumbbell shape; lateral lips are large and triangular; tail of J2 is conoid with rounded unstriated tail tip; distinct phasmids and hyaline; dilated rectum. Meloidogyne moensi n. sp. is most similar to M. africana, M. ottersoni by prominent posterior protuberance. Results of molecular analysis of rDNA sequences including the D2-D3 expansion regions of 28S rDNA, COI, and partial COII/16S rRNA of mitochondrial DNA support for the new species status

Calculation of the Hidden Symmetry Operator in PT-Symmetric Quantum Mechanics

In a recent paper it was shown that if a Hamiltonian H has an unbroken PT symmetry, then it also possesses a hidden symmetry represented by the linear operator C. The operator C commutes with both H and PT. The inner product with respect to CPT is associated with a positive norm and the quantum theory built on the associated Hilbert space is unitary. In this paper it is shown how to construct the operator C for the non-Hermitian PT-symmetric Hamiltonian $H={1\over2}p^2+{1\over2}x^2 +i\epsilon x^3$ using perturbative techniques. It is also shown how to construct the operator C for $H={1\over2}p^2+{1\over2}x^2-\epsilon x^4$ using nonperturbative methods

Pseudo-Hermiticity and some consequences of a generalized quantum condition

We exploit the hidden symmetry structure of a recently proposed non-Hermitian Hamiltonian and of its Hermitian equivalent one. This sheds new light on the pseudo-Hermitian character of the former and allows access to a generalized quantum condition. Special cases lead to hyperbolic and Morse-like potentials in the framework of a coordinate-dependent mass model.Comment: 10 pages, no figur

A HST study of the stellar populations in the cometary dwarf irregular galaxy NGC 2366

We present V and I photometry of the resolved stars in the cometary dwarf irregular galaxy NGC 2366, using Wide Field Planetary Camera 2 images obtained with the Hubble Space Telescope. The resulting color-magnitude diagram reaches down to I~26.0 mag. It reveals not only a young population of blue main-sequence stars (age <30 Myr) but also an intermediate-age population of blue and red supergiants (20 Myr<age<100 Myr), and an older evolved populations of asymptotic giant branch (AGB) stars (age >100 Myr) and red giant branch (RGB) stars (age >1 Gyr). The measured magnitude I=23.65+/-0.10 mag of the RGB tip results in a distance modulus m-M=27.67+/-0.10, which corresponds to a distance of 3.42+/-0.15 Mpc, in agreement with previous distance determinations. The youngest stars are associated with the bright complex of HII regions NGC 2363=Mrk 71 in the southwest extremity of the galaxy. As a consequence of the diffusion and relaxation processes of stellar ensembles, the older the stellar population is, the smoother and more extended is its spatial distribution. An underlying population of older stars is found throughout the body of NGC 2366. The most notable feature of this older population is the presence of numerous relatively bright AGB stars. The number ratio of AGB to RGB stars and the average absolute brightness of AGB stars in NGC 2366 are appreciably higher than in the BCD VII Zw 403, indicating a younger age of the AGB stars in NGC 2366. In addition to the present burst of age <100 Myr, there has been strong star formation activity in the past of NGC 2366, from ~100 Myr to <3 Gyr ago.Comment: 32 pages, 15 figures, accepted for publication in the Astrophysical Journa

New Quasi-Exactly Solvable Sextic Polynomial Potentials

A Hamiltonian is said to be quasi-exactly solvable (QES) if some of the energy levels and the corresponding eigenfunctions can be calculated exactly and in closed form. An entirely new class of QES Hamiltonians having sextic polynomial potentials is constructed. These new Hamiltonians are different from the sextic QES Hamiltonians in the literature because their eigenfunctions obey PT-symmetric rather than Hermitian boundary conditions. These new Hamiltonians present a novel problem that is not encountered when the Hamiltonian is Hermitian: It is necessary to distinguish between the parametric region of unbroken PT symmetry, in which all of the eigenvalues are real, and the region of broken PT symmetry, in which some of the eigenvalues are complex. The precise location of the boundary between these two regions is determined numerically using extrapolation techniques and analytically using WKB analysis

Polarized radio emission from extensive air showers measured with LOFAR

We present LOFAR measurements of radio emission from extensive air showers. We find that this emission is strongly polarized, with a median degree of polarization of nearly $99\%$, and that the angle between the polarization direction of the electric field and the Lorentz force acting on the particles, depends on the observer location in the shower plane. This can be understood as a superposition of the radially polarized charge-excess emission mechanism, first proposed by Askaryan and the geomagnetic emission mechanism proposed by Kahn and Lerche. We calculate the relative strengths of both contributions, as quantified by the charge-excess fraction, for $163$ individual air showers. We find that the measured charge-excess fraction is higher for air showers arriving from closer to the zenith. Furthermore, the measured charge-excess fraction also increases with increasing observer distance from the air shower symmetry axis. The measured values range from $(3.3\pm 1.0)\%$ for very inclined air showers at $25\, \mathrm{m}$ to $(20.3\pm 1.3)\%$ for almost vertical showers at $225\, \mathrm{m}$. Both dependencies are in qualitative agreement with theoretical predictions.Comment: 22 pages, 14 figures, accepted for publication in JCA