1,086 research outputs found

    Improved Bounds in Stochastic Matching and Optimization

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    We consider two fundamental problems in stochastic optimization: approximation algorithms for stochastic matching, and sampling bounds in the black-box model. For the former, we improve the current-best bound of 3.709 due to Adamczyk et al. (2015), to 3.224; we also present improvements on Bansal et al. (2012) for hypergraph matching and for relaxed versions of the problem. In the context of stochastic optimization, we improve upon the sampling bounds of Charikar et al. (2005)

    Three essays on stock market liquidity and earnings seasons

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    Title from PDF of title page (University of Missouri--Columbia, viewed on Feb 26, 2010).The entire thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file; a non-technical public abstract appears in the public.pdf file.Dissertation advisor: Dr. Paul Brockman.Vita.Ph.D. University of Missouri--Columbia 2009 .In these essays, I identify the effects of earnings seasons (i.e., the clustering of earnings releases), on stock market liquidity and asset pricing. In the first essay, I document strong seasonal regularities associated with aggregate earnings announcements. Applying the large body of literature linking earnings announcements to liquidity effects, I argue that these earnings seasons create market-wide liquidity shocks and I show that both liquidity betas and liquidity risk change during earnings seasons In the second essay, I test the impact of earnings seasons on commonality in liquidity as measured by both spreads and depths. I find that commonality significantly decreases during the four weeks of each calendar quarter when most companies release their earnings. These findings contribute to the literature by identifying and examining the clustering effect of firm-specific information on commonality in liquidity. In the third essay, I extend the study of the liquidity effects of earnings seasons to a sample of 20 countries. I find that the international data corroborate both hypotheses. I also find that the aggregate quality of accounting information, and the duration and frequency of interim reporting periods are important determinants of the liquidity effects (both liquidity betas and commonality in liquidity) during earnings seasons.Includes bibliographical references

    Extending the near infrared emission range of indium phosphide quantum dots for multiplexed 'In Vivo' imaging

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    This report of the reddest emitting indium phosphide quantum dots (InP QDs) to date demonstrates tunable, near infrared (NIR) photoluminescence and fluorescence multiplexing in the first optical tissue window with a material that avoids toxic constituents. This synthesis overcomes the InP synthesis “growth bottleneck” and extends the emission peak of InP QDs deeper into the first optical tissue window using an inverted QD heterostructure. The ZnSe/InP/ZnS core/shell/shell structure is designed to produce emission from excitons with heavy holes confined in InP shells wrapped around larger-bandgap ZnSe cores and protected by a second shell of ZnS. The InP QDs exhibit InP shell thickness-dependent tunable emission with peaks ranging from 515 – 845 nm. The high absorptivity of InP leads to effective absorbance and photoexcitation of the QDs with UV, visible, and NIR wavelengths in particles with diameters of eight nanometers or less. These nanoparticles extend the range of tunable direct-bandgap emission from InP-based nanostructures, effectively overcoming a synthetic barrier that has prevented InP-based QDs from reaching their full potential as NIR imaging agents. Multiplexed lymph node imaging in a mouse model shows the potential of the NIR-emitting InP particles for in vivo imaging.First author draf

    Temperature spectra of conductance of Ge/Si p-i-n structures with Ge quantum dots

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    Abstract This work presents results of investigation of Ge/Si p-i-n structures with Ge quantum dots in the i-region by the method of admittance spectroscopy. The structures contain multiple layers with Ge quantum dots separated by thin 5 nm layers of Si in the intrinsic region. Two peaks are observed on the temperature dependences of conductance of the investigated heterostructures. It is revealed that the second peak is broadened and corresponds to a system of closely lying energy levels

    Jet energy measurement with the ATLAS detector in proton-proton collisions at root s=7 TeV

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    The jet energy scale and its systematic uncertainty are determined for jets measured with the ATLAS detector at the LHC in proton-proton collision data at a centre-of-mass energy of √s = 7TeV corresponding to an integrated luminosity of 38 pb-1. Jets are reconstructed with the anti-kt algorithm with distance parameters R=0. 4 or R=0. 6. Jet energy and angle corrections are determined from Monte Carlo simulations to calibrate jets with transverse momenta pT≥20 GeV and pseudorapidities {pipe}η{pipe}<4. 5. The jet energy systematic uncertainty is estimated using the single isolated hadron response measured in situ and in test-beams, exploiting the transverse momentum balance between central and forward jets in events with dijet topologies and studying systematic variations in Monte Carlo simulations. The jet energy uncertainty is less than 2. 5 % in the central calorimeter region ({pipe}η{pipe}<0. 8) for jets with 60≤pT<800 GeV, and is maximally 14 % for pT<30 GeV in the most forward region 3. 2≤{pipe}η{pipe}<4. 5. The jet energy is validated for jet transverse momenta up to 1 TeV to the level of a few percent using several in situ techniques by comparing a well-known reference such as the recoiling photon pT, the sum of the transverse momenta of tracks associated to the jet, or a system of low-pT jets recoiling against a high-pT jet. More sophisticated jet calibration schemes are presented based on calorimeter cell energy density weighting or hadronic properties of jets, aiming for an improved jet energy resolution and a reduced flavour dependence of the jet response. The systematic uncertainty of the jet energy determined from a combination of in situ techniques is consistent with the one derived from single hadron response measurements over a wide kinematic range. The nominal corrections and uncertainties are derived for isolated jets in an inclusive sample of high-pT jets. Special cases such as event topologies with close-by jets, or selections of samples with an enhanced content of jets originating from light quarks, heavy quarks or gluons are also discussed and the corresponding uncertainties are determined. © 2013 CERN for the benefit of the ATLAS collaboration

    Measurement of the inclusive and dijet cross-sections of b-jets in pp collisions at sqrt(s) = 7 TeV with the ATLAS detector

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    The inclusive and dijet production cross-sections have been measured for jets containing b-hadrons (b-jets) in proton-proton collisions at a centre-of-mass energy of sqrt(s) = 7 TeV, using the ATLAS detector at the LHC. The measurements use data corresponding to an integrated luminosity of 34 pb^-1. The b-jets are identified using either a lifetime-based method, where secondary decay vertices of b-hadrons in jets are reconstructed using information from the tracking detectors, or a muon-based method where the presence of a muon is used to identify semileptonic decays of b-hadrons inside jets. The inclusive b-jet cross-section is measured as a function of transverse momentum in the range 20 < pT < 400 GeV and rapidity in the range |y| < 2.1. The bbbar-dijet cross-section is measured as a function of the dijet invariant mass in the range 110 < m_jj < 760 GeV, the azimuthal angle difference between the two jets and the angular variable chi in two dijet mass regions. The results are compared with next-to-leading-order QCD predictions. Good agreement is observed between the measured cross-sections and the predictions obtained using POWHEG + Pythia. MC@NLO + Herwig shows good agreement with the measured bbbar-dijet cross-section. However, it does not reproduce the measured inclusive cross-section well, particularly for central b-jets with large transverse momenta.Comment: 10 pages plus author list (21 pages total), 8 figures, 1 table, final version published in European Physical Journal

    Observation of associated near-side and away-side long-range correlations in √sNN=5.02  TeV proton-lead collisions with the ATLAS detector

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    Two-particle correlations in relative azimuthal angle (Δϕ) and pseudorapidity (Δη) are measured in √sNN=5.02  TeV p+Pb collisions using the ATLAS detector at the LHC. The measurements are performed using approximately 1  μb-1 of data as a function of transverse momentum (pT) and the transverse energy (ΣETPb) summed over 3.1<η<4.9 in the direction of the Pb beam. The correlation function, constructed from charged particles, exhibits a long-range (2<|Δη|<5) “near-side” (Δϕ∼0) correlation that grows rapidly with increasing ΣETPb. A long-range “away-side” (Δϕ∼π) correlation, obtained by subtracting the expected contributions from recoiling dijets and other sources estimated using events with small ΣETPb, is found to match the near-side correlation in magnitude, shape (in Δη and Δϕ) and ΣETPb dependence. The resultant Δϕ correlation is approximately symmetric about π/2, and is consistent with a dominant cos⁡2Δϕ modulation for all ΣETPb ranges and particle pT

    Search for direct production of charginos and neutralinos in events with three leptons and missing transverse momentum in √s = 7 TeV pp collisions with the ATLAS detector

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    A search for the direct production of charginos and neutralinos in final states with three electrons or muons and missing transverse momentum is presented. The analysis is based on 4.7 fb−1 of proton–proton collision data delivered by the Large Hadron Collider and recorded with the ATLAS detector. Observations are consistent with Standard Model expectations in three signal regions that are either depleted or enriched in Z-boson decays. Upper limits at 95% confidence level are set in R-parity conserving phenomenological minimal supersymmetric models and in simplified models, significantly extending previous results
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