722 research outputs found
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Detecting the Presence of Informed Price Trading Via Structural Break Tests
The occurrence of abnormal returns before unscheduled announcements is usually identified with informed price movements. Therefore, the detection of these observations beyond the range of returns due to the normal day-to-day activity of financial markets is a concern for regulators monitoring the right functioning of financial markets and for investors concerned about their investment portfolios. In this article we introduce a novel method to detect informed price movements via structural break tests for the intercept of an extended CAPM model describing the risk premium of financial returns. These tests are based on the use of a U-statistic type process that is sensitive to detecting changes in the intercept that occur very early in the evaluation period and that can be used to construct a consistent estimator of the timing of the change. As a byproduct, we show that estimators of the timing of change constructed from standard CUSUM statistics are inconsistent and therefore fail to provide useful information about the presence of informed price movements
A Systematic Approach to Confinement in N=1 Supersymmetric Gauge Theories
We give necessary criteria for N=1 supersymmetric theories to be in a
smoothly confining phase without chiral symmetry breaking and with a
dynamically generated superpotential. Using our general arguments we find all
such confining SU and Sp theories with a single gauge group and no tree level
superpotential.Comment: 8 pages, LaTe
More on Chiral-Nonchiral Dual Pairs
Expanding upon earlier work of Pouliot and Strassler, we construct chiral
magnetic duals to nonchiral supersymmetric electric theories based upon SO(7),
SO(8) and SO(9) gauge groups with various numbers of vector and spinor matter
superfields. Anomalies are matched and gauge invariant operators are mapped
within each dual pair. Renormalization group flows along flat directions are
also examined. We find that confining phase quantum constraints in the electric
theories are recovered from semiclassical equations of motion in their magnetic
counterparts when the dual gauge groups are completely Higgsed.Comment: 25 pages, harvmac and tables macros, 1 figur
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Feasibility of MV CBCT-based treatment planning for urgent radiation therapy: dosimetric accuracy of MV CBCT-based dose calculations.
Unlike scheduled radiotherapy treatments, treatment planning time and resources are limited for emergency treatments. Consequently, plans are often simple 2D image-based treatments that lag behind technical capabilities available for nonurgent radiotherapy. We have developed a novel integrated urgent workflow that uses onboard MV CBCT imaging for patient simulation to improve planning accuracy and reduce the total time for urgent treatments. This study evaluates both MV CBCT dose planning accuracy and novel urgent workflow feasibility for a variety of anatomic sites. We sought to limit local mean dose differences to less than 5% compared to conventional CT simulation. To improve dose calculation accuracy, we created separate Hounsfield unit-to-density calibration curves for regular and extended field-of-view (FOV) MV CBCTs. We evaluated dose calculation accuracy on phantoms and four clinical anatomical sites (brain, thorax/spine, pelvis, and extremities). Plans were created for each case and dose was calculated on both the CT and MV CBCT. All steps (simulation, planning, setup verification, QA, and dose delivery) were performed in one 30 min session using phantoms. The monitor units (MU) for each plan were compared and dose distribution agreement was evaluated using mean dose difference over the entire volume and gamma index on the central 2D axial plane. All whole-brain dose distributions gave gamma passing rates higher than 95% for 2%/2 mm criteria, and pelvic sites ranged between 90% and 98% for 3%/3 mm criteria. However, thoracic spine treatments produced gamma passing rates as low as 47% for 3%/3 mm criteria. Our novel MV CBCT-based dose planning and delivery approach was feasible and time-efficient for the majority of cases. Limited MV CBCT FOV precluded workflow use for pelvic sites of larger patients and resulted in image clearance issues when tumor position was far off midline. The agreement of calculated MU on CT and MV CBCT was acceptable for all treatment sites
Systematic Study of Theories with Quantum Modified Moduli
We begin the process of classifying all supersymmetric theories with quantum
modified moduli. We determine all theories based on a single SU or Sp gauge
group with quantum modified moduli. By flowing among theories we have
calculated the precise modifications to the algebraic constraints that
determine the moduli at the quantum level. We find a class of theories, those
with a classical constraint that is covariant but not invariant under global
symmetries, that have a singular modification to the moduli, which consists of
a new branch.Comment: 21 pages, ReVTeX (or Latex, etc), corrected typos and cQMM discusio
On the Z_2 Monopole of Spin(10) Gauge Theories
An "expanded" description is introduced to examine the spinor-monopole
identification proposed by Strassler for four-dimensional = 1
supersymmetric Spin(10) gauge theories with matter in F vector and N spinor
representations. It is shown that a Z_2 monopole in the "expanded" theory is
associated with massive spinors of the Spin(10) theory. For N=2, two spinor
case, we confirm this identification by matching the transformation properties
of the two theories under SU(2) flavor symmetry. However, for N 3, the
transformation properties are not matched between the spinors and the monopole.
This disagreement might be due to the fact that the SU(N) flavor symmetry of
the Spin(10) theory is partially realized as an SU(2) symmetry in the
"expanded" theory.Comment: 16 pages, LaTex, no figur
Duality between simple-group gauge theories and some applications
In this paper we investigate N=1 supersymmetric gauge theories with a product
gauge group. By using smoothly confining dynamics, we can find new dualities
which include higher-rank tensor fields, and in which the dual gauge group is
simple, not a product. Some of them are dualities between chiral and non-chiral
gauge theories. We also discuss some applications to dynamical supersymmetry
breaking phenomena and new confining theories with a tree-level superpotential.Comment: 33 pages, LaTeX, references added, version to appear in PR
A Comment on Zero-brane Quantum Mechanics
We consider low energy, non-relativistic scattering of two Dirichlet
zero-branes as an exercise in quantum mechanics. For weak string coupling and
sufficiently small velocity, the dynamics is governed by an effective U(2)
gauge theory in 0+1 dimensions. At low energies, D-brane scattering can
reliably probe distances much shorter than the string scale. The only length
scale in the quantum mechanics problem is the eleven dimensional Planck length.
This provides evidence for the role of scales shorter than the string length in
the weakly coupled dynamics of type IIA strings.Comment: 9 pages, harvmac, improved treatment of 2+1 proble
A Sequence of Duals for Sp(2N) Supersymmetric Gauge Theories with Adjoint Matter
We consider supersymmetric Sp(2N) gauge theories with F matter fields in the
defining representation, one matter field in the adjoint representation, and no
superpotential. We construct a sequence of dual descriptions of this theory
using the dualities of Seiberg combined with the ``deconfinement'' method
introduced by Berkooz. Our duals hint at a new non-perturbative phenomenon that
seems to be taking place at asymptotically low energies in these theories: for
small F some of the degrees of freedom form massless, non-interacting bound
states while the theory remains in an interacting non-Abelian Coulomb phase.
This phenomenon is the result of strong coupling gauge dynamics in the original
description, but has a simple classical origin in the dual descriptions. The
methods used for constructing these duals can be generalized to any model
involving arbitrary 2-index tensor representations of Sp(2N), SO(N), or SU(N)
groups.Comment: version (with additional references) to appear in Phys. Rev. D, 20
pages, LaTeX, one embedded eps figur
Dual Descriptions of SO(10) SUSY Gauge Theories with Arbitrary Numbers of Spinors and Vectors
We examine the low energy structure of N=1 supersymmetric SO(10) gauge theory
with matter chiral superfields in N_Q spinor and N_f vector representations. We
construct a dual to this model based upon an SU(N_f+2N_Q-7) x Sp(2N_Q-2) gauge
group without utilizing deconfinement methods. This product theory generalizes
all previously known Pouliot-type duals to SO(N_c) models with spinor and
vector matter. It also yields large numbers of new dual pairs along various
flat directions. The dual description of the SO(10) theory satisfies multiple
consistency checks including an intricate renormalization group flow analysis
which links it with Seiberg's duality transformations. We discuss its
implications for building grand unified theories that contain all Standard
Model fields as composite degrees of freedom.Comment: 36 pages, harvmac and tables macros, 1 figur
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