Inverted and mirror repeats in model nucleotide sequences

We analytically and numerically study the probabilistic properties of inverted and mirror repeats in model sequences of nucleic acids. We consider both perfect and non-perfect repeats, i.e. repeats with mismatches and gaps. The considered sequence models are independent identically distributed (i.i.d.) sequences, Markov processes and long range sequences. We show that the number of repeats in correlated sequences is significantly larger than in i.i.d. sequences and that this discrepancy increases exponentially with the repeat length for long range sequences.Comment: 12 pages, 6 figure

Multifractal clustering of passive tracers on a surface flow

We study the anomalous scaling of the mass density measure of Lagrangian tracers in a compressible flow realized on the free surface on top of a three dimensional flow. The full two dimensional probability distribution of local stretching rates is measured. The intermittency exponents which quantify the fluctuations of the mass measure of tracers at small scales are calculated from the large deviation form of stretching rate fluctuations. The results indicate the existence of a critical exponent $n_c \simeq 0.86$ above which exponents saturate, in agreement with what has been predicted by an analytically solvable model. Direct evaluation of the multi-fractal dimensions by reconstructing the coarse-grained particle density supports the results for low order moments.Comment: 7 pages, 4 figures, submitted to EP

Community characterization of heterogeneous complex systems

We introduce an analytical statistical method to characterize the communities detected in heterogeneous complex systems. By posing a suitable null hypothesis, our method makes use of the hypergeometric distribution to assess the probability that a given property is over-expressed in the elements of a community with respect to all the elements of the investigated set. We apply our method to two specific complex networks, namely a network of world movies and a network of physics preprints. The characterization of the elements and of the communities is done in terms of languages and countries for the movie network and of journals and subject categories for papers. We find that our method is able to characterize clearly the identified communities. Moreover our method works well both for large and for small communities.Comment: 8 pages, 1 figure and 2 table

Edwards-Wilkinson surface over a spherical substrate: 1/f1/f noise in the height fluctuations

We study the steady state fluctuations of an Edwards-Wilkinson type surface with the substrate taken to be a sphere. We show that the height fluctuations on circles at a given latitude has the effective action of a perfect Gaussian $1/f$ noise, just as in the case of fixed radius circles on an infinite planar substrate. The effective surface tension, which is the overall coefficient of the action, does not depend on the latitude angle of the circles.Comment: 6 page

Kepler-539: a young extrasolar system with two giant planets on wide orbits and in gravitational interaction

We confirm the planetary nature of Kepler-539b (aka Kepler object of interest K00372.01), a giant transiting exoplanet orbiting a solar-analogue G2 V star. The mass of Kepler-539b was accurately derived thanks to a series of precise radial velocity measurements obtained with the CAFE spectrograph mounted on the CAHA 2.2m telescope. A simultaneous fit of the radial-velocity data and Kepler photometry revealed that Kepler-539b is a dense Jupiter-like planet with a mass of Mp = 0.97 Mjup and a radius of Rp = 0.747 Rjup, making a complete circular revolution around its parent star in 125.6 days. The semi-major axis of the orbit is roughly 0.5 au, implying that the planet is at roughly 0.45 au from the habitable zone. By analysing the mid-transit times of the 12 transit events of Kepler-539b recorded by the Kepler spacecraft, we found a clear modulated transit time variation (TTV), which is attributable to the presence of a planet c in a wider orbit. The few timings available do not allow us to precisely estimate the properties of Kepler-539c and our analysis suggests that it has a mass between 1.2 and 3.6 Mjup, revolving on a very eccentric orbit (0.4<e<0.6) with a period larger than 1000 days. The high eccentricity of planet c is the probable cause of the TTV modulation of planet b. The analysis of the CAFE spectra revealed a relatively high photospheric lithium content, A(Li)=2.48 dex, which, together with both a gyrochronological and isochronal analysis, suggests that the parent star is relatively young.Comment: 11 pages, 14 figures, accepted for publication in Astronomy & Astrophysic

¿Tritanopía adquirida en los pescadores del sur de España?: una exploración negativa.

Sin resume

Calibration of optimal execution of financial transactions in the presence of transient market impact

Trading large volumes of a financial asset in order driven markets requires the use of algorithmic execution dividing the volume in many transactions in order to minimize costs due to market impact. A proper design of an optimal execution strategy strongly depends on a careful modeling of market impact, i.e. how the price reacts to trades. In this paper we consider a recently introduced market impact model (Bouchaud et al., 2004), which has the property of describing both the volume and the temporal dependence of price change due to trading. We show how this model can be used to describe price impact also in aggregated trade time or in real time. We then solve analytically and calibrate with real data the optimal execution problem both for risk neutral and for risk averse investors and we derive an efficient frontier of optimal execution. When we include spread costs the problem must be solved numerically and we show that the introduction of such costs regularizes the solution.Comment: 31 pages, 8 figure

A hybrid genetic algorithm for resolving closely spaced objects

A hybrid genetic algorithm is described for performing the difficult optimization task of resolving closely spaced objects appearing in space based and ground based surveillance data. This application of genetic algorithms is unusual in that it uses a powerful domain-specific operation as a genetic operator. Results of applying the algorithm to real data from telescopic observations of a star field are presented

Market impact and trading profile of large trading orders in stock markets

We empirically study the market impact of trading orders. We are specifically interested in large trading orders that are executed incrementally, which we call hidden orders. These are reconstructed based on information about market member codes using data from the Spanish Stock Market and the London Stock Exchange. We find that market impact is strongly concave, approximately increasing as the square root of order size. Furthermore, as a given order is executed, the impact grows in time according to a power-law; after the order is finished, it reverts to a level of about 0.5-0.7 of its value at its peak. We observe that hidden orders are executed at a rate that more or less matches trading in the overall market, except for small deviations at the beginning and end of the order.Comment: 9 pages, 7 figure