Measurement of the electroweak production of dijets in association with a Z-boson and distributions sensitive to vector boson fusion in proton-proton collisions at √s= 8 TeV using the ATLAS detector

Measurements of fiducial cross sections for the electroweak production of two jets in association with a Z-boson are presented. The measurements are performed using 20.3 fb−1 of proton-proton collision data collected at a centre-of-mass energy of s√ = 8 TeV by the ATLAS experiment at the Large Hadron Collider. The electroweak component is extracted by a fit to the dijet invariant mass distribution in a fiducial region chosen to enhance the electroweak contribution over the dominant background in which the jets are produced via the strong interaction. The electroweak cross sections measured in two fiducial regions are in good agreement with the Standard Model expectations and the background-only hypothesis is rejected with significance above the 5σ level. The electroweak process includes the vector boson fusion production of a Z-boson and the data are used to place limits on anomalous triple gauge boson couplings. In addition, measurements of cross sections and differential distributions for inclusive Z-boson-plus-dijet production are performed in five fiducial regions, each with different sensitivity to the electroweak contribution. The results are corrected for detector effects and compared to predictions from the Sherpa and Powheg event generators

Search for dark matter in events with a hadronically decaying W or Z boson and missing transverse momentum in pp collisions at √s=8 TeV with the ATLAS detector

A search is presented for dark matter pair production in association with a W or Z boson in pp collisions representing 20.3  fb−1 of integrated luminosity at s√=8  TeV using data recorded with the ATLAS detector at the Large Hadron Collider. Events with a hadronic jet with the jet mass consistent with a W or Z boson, and with large missing transverse momentum are analyzed. The data are consistent with the standard model expectations. Limits are set on the mass scale in effective field theories that describe the interaction of dark matter and standard model particles, and on the cross section of Higgs production and decay to invisible particles. In addition, cross section limits on the anomalous production of W or Z bosons with large missing transverse momentum are set in two fiducial regions

Search for quantum black hole production in high-invariant-mass lepton + jet final states using pp collisions at √s = 8 TeV and the ATLAS detector

A search is reported for a neutral Higgs boson in the decay channel H→Zγ, Z→ℓ +ℓ - (ℓ = e, μ), using 4.5 fb-1 of pp collisions at s=7 TeV and 20.3 fb-1 of pp collisions at s=8 TeV, recorded by the ATLAS detector at the CERN Large Hadron Collider. The observed distribution of the invariant mass of the three final-state particles, mℓℓγ, is consistent with the Standard Model hypothesis in the investigated mass range of 120-150 GeV. For a Higgs boson with a mass of 125.5 GeV, the observed upper limit at the 95% confidence level is 11 times the Standard Model expectation. Upper limits are set on the cross section times branching ratio of a neutral Higgs boson with mass in the range 120-150 GeV between 0.13 and 0.5 pb for s=8 TeV at 95% confidence level

Long Memory Dynamics for Multivariate Dependence under Heavy Tails

We develop a new simultaneous time series model for volatility and dependence with long memory (fractionally integrated) dynamics and heavy-tailed densities. Our new multivariate model accounts for typical empirical features in financial time series while being robust to outliers or jumps in the data. In the empirical study for four Dow Jones equities, we find that the degree of memory in the volatilities of the equity return series is similar, while the degree of memory in correlations between the series varies significantly. The forecasts from our model are compared with high-frequency realised volatility and dependence measures. The forecast accuracy is overall higher compared to those from some well-known competing benchmark models

Search for supersymmetry at √s= 8 TeV in final states with jets and two same-sign leptons or three leptons with the ATLAS detector

A search for strongly produced supersymmetric particles is conducted using signatures involving multiple energetic jets and either two isolated leptons (e or μ) with the same electric charge, or at least three isolated leptons. The search also utilises jets originating from b-quarks, missing transverse momentum and other observables to extend its sensitivity. The analysis uses a data sample corresponding to a total integrated luminosity of 20.3 fb-1 of √s = 8 TeV proton-proton collisions recorded with the ATLAS detector at the Large Hadron Collider in 2012. No deviation from the Standard Model expectation is observed. New or significantly improved exclusion limits are set on a wide variety of supersymmetric models in which the lightest squark can be of the first, second or third generations, and in which R-parity can be conserved or violated

Spot variance path estimation and its application to high frequency jump testing

This paper considers spot variance path estimation from datasets of intraday high frequency asset prices in the presence of diurnal variance patterns, jumps, leverage effects and microstructure noise. We rely on parametric and nonparametric methods. The estimated spot variance path can be used to extend an existing high frequency jump test statistic, to detect arrival times of jumps and to obtain distributional characteristics of detected jumps. The effectiveness of our approach is explored through Monte Carlo simulations. It is shown that sparse sampling for mitigating the impact of microstructure noise has an adverse effect on both spot variance estimation and jump detection. In our approach we can analyze high frequency price observations that are contaminated with microstructure noise without the need for sparse sampling, say at fifteen minute intervals. An empirical illustration is presented for the intraday EUR/USD exchange rates. Our main finding is that fewer jumps are detected when sampling intervals increase

Search for direct pair production of the top squark in all-hadronic final states in proton-proton collisions at √s=8 TeV with the ATLAS detector

The results of a search for direct pair production of the scalar partner to the top quark using an integrated luminosity of 20.1 fb−1 of proton-proton collision data at s√ = 8 TeV recorded with the ATLAS detector at the LHC are reported. The top squark is assumed to decay via t¯ →tχ¯01 or t¯ →bχ¯±1 →bW(∗)χ¯01, where χ¯01 (χ¯±1) denotes the lightest neutralino (chargino) in supersymmetric models. The search targets a fully-hadronic final state in events with four or more jets and large missing transverse momentum. No significant excess over the Standard Model background prediction is observed, and exclusion limits are reported in terms of the top squark and neutralino masses and as a function of the branching fraction of t¯ →tχ¯01. For a branching fraction of 100%, top squark masses in the range 270–645 GeV are excluded for χ¯01 masses below 30 GeV. For a branching fraction of 50% to either t¯ →tχ¯01 or t¯ →bχ¯±1, and assuming the χ¯±1 mass to be twice the χ¯01 mass, top squark masses in the range 250–550 GeV are excluded for χ¯01 masses below 60 GeV