1,556 research outputs found
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 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: 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
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
¿TritanopÃa 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
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