Allocation of risk capital in a cost cooperative game induced by a modified expected shortfall

The standard theory of coherent risk measures fails to consider individual institutions as part of a system which might itself experience instability and spread new sources of risk to the market participants. This paper fills this gap and proposes a cooperative market game where agents and institutions play the same role. We take into account a multiple institutions framework where some institutions jointly experience distress, and evaluate their individual and collective impact on the remaining institutions in the market. To carry out the analysis, we define a new risk measure (SCoES) which is a generalization of the Expected Shortfall of and we characterize the riskiness profile as the outcome of a cost cooperative game played by institutions in distress. Each institution’s marginal contribution to the spread of riskiness towards the safe institutions in then evaluated by calculating suitable solution concepts of the game such as the Banzhaf–Coleman and the Shapley–Shubik values. This is an Accepted Manuscript of an article published by Taylor & Francis in Journal of the Operational Research Society on 16/12/2019, available online: http://www.tandfonline.com/10.1080/01605682.2019.168695

Evolution of the Normal State of a Strongly Interacting Fermi Gas from a Pseudogap Phase to a Molecular Bose Gas

Wave-vector resolved radio frequency (rf) spectroscopy data for an ultracold trapped Fermi gas are reported for several couplings at Tc, and extensively analyzed in terms of a pairing-fluctuation theory. We map the evolution of a strongly interacting Fermi gas from the pseudogap phase into a fully gapped molecular Bose gas as a function of the interaction strength, which is marked by a rapid disappearance of a remnant Fermi surface in the single-particle dispersion. We also show that our theory of a pseudogap phase is consistent with a recent experimental observation as well as with Quantum Monte Carlo data of thermodynamic quantities of a unitary Fermi gas above Tc.Comment: 9 pages, 9 figures. Substantially revised version (to appear in Phys. Rev. Lett.

Pseudorapidity Distribution of Charged Particles in PbarP Collisions at root(s)= 630GeV

Using a silicon vertex detector, we measure the charged particle pseudorapidity distribution over the range 1.5 to 5.5 using data collected from PbarP collisions at root s = 630 GeV. With a data sample of 3 million events, we deduce a result with an overall normalization uncertainty of 5%, and typical bin to bin errors of a few percent. We compare our result to the measurement of UA5, and the distribution generated by the Lund Monte Carlo with default settings. This is only the second measurement at this level of precision, and only the second measurement for pseudorapidity greater than 3.Comment: 9 pages, 5 figures, LaTeX format. For ps file see http://hep1.physics.wayne.edu/harr/harr.html Submitted to Physics Letters

MACHINE LEARNING AS AN ALTERNATIVE TO 3D PHOTOMODELING EMPLOYED IN ARCHITECTURAL SURVEY AND AUTOMATIC DESIGN MODELLING

This paper presents some experiments on the use of an alternative technique, Nerf, based on artificial intelligence, which can be used in the survey of architectural structures or parts of them. The Nvidia video cards supported by the new RTX architectures are now able to manage an enormous amount of data both in the calculation of lighting and the rendering of digital shaders, and in the management of the number of polygons that can be displayed in real time in the scene. The support of artificial intelligence has further improved the three-dimensional digitization process in order to support the hardware power of algorithms that use neural networks to optimize and reduce calculation times, improving various aspects of the graphics and also of the digital representation, also influencing the representation on “image based” 3D acquisition methods, currently the most used low-cost systems in the photomodeling of objects or three-dimensional scenes. At the current state of the art, many commercial companies and research organizations, first Nvidia with its Instant Nerf, are betting on algorithms based on the Neural Radiance Field. The paper highlights the criticalities of this new system and shows the discrete results and the expandable research scenarios that can involve the impossible survey with photomodeling methodology related to works of art or architecture, due to the intrinsic nature of the materials that they compose them or because it is impossible or very difficult to photograph them

Shape-resonant superconductivity in nanofilms: from weak to strong coupling

Ultrathin superconductors of different materials are becoming a powerful platform to find mechanisms for enhancement of superconductivity, exploiting shape resonances in different superconducting properties. Here we evaluate the superconducting gap and its spatial profile, the multiple gap components, and the chemical potential, of generic superconducting nanofilms, considering the pairing attraction and its energy scale as tunable parameters, from weak to strong coupling, at fixed electron density. Superconducting properties are evaluated at mean field level as a function of the thickness of the nanofilm, in order to characterize the shape resonances in the superconducting gap. We find that the most pronounced shape resonances are generated for weakly coupled superconductors, while approaching the strong coupling regime the shape resonances are rounded by a mixing of the subbands due to the large energy gaps extending over large energy scales. Finally, we find that the spatial profile, transverse to the nanofilm, of the superconducting gap acquires a flat behavior in the shape resonance region, indicating that a robust and uniform multigap superconducting state can arise at resonance.Comment: 7 pages, 4 figures. Submitted to the Proceedings of the Superstripes 2016 conferenc

Space charge in drift chambers operated with the Xe,CO2(15%) mixture

Using prototype modules of the ALICE Transition Radiation Detector we investigate space charge effects and the dependence of the pion rejection performance on the incident angle of the ionizing particle. The average pulse height distributions in the drift chambers operated with the Xe,CO2(15%) mixture provide quantitative information on the gas gain reduction due to space charge accumulating during the drift of the primary ionization. Our results demonstrate that the pion rejection performance of a TRD is better for tracks which are not at normal incidence to the anode wires. We present detailed simulations of detector signals, which reproduce the measurements and lend strong support to our interpretation of the measurements in terms of space charge effects.Comment: 18 pages, 10 figures, accepted for publication in Nucl.Instrum.Meth. A. Data files available at http://www-alice.gsi.de/tr

A new measurement of direct CP violation in two pion decays of the neutral kaon

The NA48 experiment at CERN has performed a new measurement of direct CP violation, based on data taken in 1997 by simultaneously collecting K_L and K_S decays into pi0pi0 and pi+pi-. The result for the CP violating parameter Re(epsilon'/epsilon) is (18.5 +/- 4.5(stat)} +/- 5.8 (syst))x10^{-4}.Comment: 18 pages, 6 figure

Transverse Momentum Distributions for Heavy Quark Pairs

We study the transverse momentum distribution for a $pair$ of heavy quarks produced in hadron-hadron interactions. Predictions for the large transverse momentum region are based on exact order $\alpha_s^3$ QCD perturbation theory. For the small transverse momentum region, we use techniques for all orders resummation of leading logarithmic contributions associated with initial state soft gluon radiation. The combination provides the transverse momentum distribution of heavy quark pairs for all transverse momenta. Explicit results are presented for $b\bar b$ pair production at the Fermilab Tevatron collider and for $c\bar c$ pair production at fixed target energies.Comment: LaTeX (27 pages text, 8 figures not included, but available on request