Different fractal properties of positive and negative returns

We perform an analysis of fractal properties of the positive and the negative changes of the German DAX30 index separately using Multifractal Detrended Fluctuation Analysis (MFDFA). By calculating the singularity spectra $f(\alpha)$ we show that returns of both signs reveal multiscaling. Curiously, these spectra display a significant difference in the scaling properties of returns with opposite sign. The negative price changes are ruled by stronger temporal correlations than the positive ones, what is manifested by larger values of the corresponding H\"{o}lder exponents. As regards the properties of dominant trends, a bear market is more persistent than the bull market irrespective of the sign of fluctuations.Comment: presented at FENS2007 conference, 8 pages, 4 Fig

Jet quenching in relativistic heavy ion collisions

Parton propagation in dense nuclear matter results in elastic, inelastic and coherent multiple soft scattering with the in-medium color charges. Such scattering leads to calculable modifications of the hadron production cross section that is evaluated in the framework of the perturbative QCD factorization approach. Final state medium-induced gluon bremsstrahlung is arguably the most efficient way of suppressing large transverse momentum particle production in nucleus-nucleus collisions. The observed hadronic attenuation, known as jet quenching, can be related to the properties of the medium, such as density and temperature, and carries valuable information about the early stages of heavy ion reactions. Non-Abelian energy loss in the quark-gluon plasma can be studied in much greater detail through the modification of the two particle back-to-back correlations. Perturbative calculations give good description of the redistribution of the lost energy in lower transverse momentum particles and predict significant increase of the correlation width of away-side di-hadrons. In contrast, energy loss in cold nuclear matter was found to be small but for large values of Feynman-x is expected to complement the dynamical higher twist shadowing in experimentally observable forward rapidity hadron suppression.Comment: Invited plenary talk at the V-th international conference on the physics and astrophysics of the quark-gluon plasma. 8 pages, 4 figure

Quantitative features of multifractal subtleties in time series

Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulus Maxima (WTMM) methods we investigate the origin of multifractality in the time series. Series fluctuating according to a qGaussian distribution, both uncorrelated and correlated in time, are used. For the uncorrelated series at the border (q=5/3) between the Gaussian and the Levy basins of attraction asymptotically we find a phase-like transition between monofractal and bifractal characteristics. This indicates that these may solely be the specific nonlinear temporal correlations that organize the series into a genuine multifractal hierarchy. For analyzing various features of multifractality due to such correlations, we use the model series generated from the binomial cascade as well as empirical series. Then, within the temporal ranges of well developed power-law correlations we find a fast convergence in all multifractal measures. Besides of its practical significance this fact may reflect another manifestation of a conjectured q-generalized Central Limit Theorem

Measurement of the Low-Energy Antideuteron Inelastic Cross Section

In this Letter, we report the first measurement of the inelastic cross section for antideuteron-nucleus interactions at low particle momenta, covering a range of 0.3 = 17.4 and 31.8 is obtained. The measured inelastic cross section points to a possible excess with respect to the Glauber model parametrization used in GEANT4 in the lowest momentum interval of 0.3Peer reviewe

Measurement of nuclear effects on ψ(2S) production in p-Pb collisions at sNN−−−√ = 8.16 TeV

Inclusive psi(2S) production is measured in p-Pb collisions at the centre-of-mass energy per nucleon-nucleon pair root s(NN) = 8.16 TeV, using the ALICE detector at the CERN LHC. The production of psi(2S) is studied at forward (2.03<y(cms)Peer reviewe

J/psi production as a function of charged-particle multiplicity in p-Pb collisions at root s(NN)=8.16 TeV

Inclusive J/psi yields and average transverse momenta in p-Pb collisions at a center-of-mass energy per nucleon pairs root s(NN) = 8.16 TeV are measured as a function of the charged-particle pseudorapidity density with ALICE. The J/psi mesons are reconstructed at forward (2.03<y(cms)Peer reviewe

Constraining the Chiral Magnetic Effect with charge-dependent azimuthal correlations in Pb-Pb collisions at root s(NN)=2.76 and 5.02 TeV

Systematic studies of charge-dependent two- and three-particle correlations in Pb-Pb collisions at root s(NN) = 2.76 and 5.02 TeV used to probe the Chiral Magnetic Effect (CME) are presented. These measurements are performed for charged particles in the pseudorapidity (eta) and transverse momentum (p(T)) ranges |eta| and gamma(1, - 3) = . The results are used to estimate the contribution of background effects, associated with local charge conservation coupled to anisotropic flow modulations, to measurements of the CME. A blast-wave parametrisation that incorporates local charge conservation tuned to reproduce the centrality dependent background effects is not able to fully describe the measured gamma(1,1). Finally, the charge and centrality dependence of mixed-harmonics three-particle correlations, of the form gamma(1, 2) = , which are insensitive to the CME signal, verify again that background contributions dominate the measurement of gamma(1,1).Peer reviewe