Data-driven integration of norm-penalized mean-variance portfolios

Mean-variance optimization (MVO) is known to be sensitive to estimation error in its inputs. Norm penalization of MVO programs is a regularization technique that can mitigate the adverse effects of estimation error. We augment the standard MVO program with a convex combination of parameterized $L_1$ and $L_2$-norm penalty functions. The resulting program is a parameterized quadratic program (QP) whose dual is a box-constrained QP. We make use of recent advances in neural network architecture for differentiable QPs and present a data-driven framework for optimizing parameterized norm-penalties to minimize the downstream MVO objective. We present a novel technique for computing the derivative of the optimal primal solution with respect to the parameterized $L_1$-norm penalty by implicit differentiation of the dual program. The primal solution is then recovered from the optimal dual variables. Historical simulations using US stocks and global futures data demonstrate the benefit of the data-driven optimization approach

Asymmetrical domain wall propagation in bifurcated PMA wire structure due to the Dzyaloshinskii-Moriya interaction

Controlling domain wall (DW) motion in complex magnetic network structures is of paramount significance for the development of spin-based devices. Here, we report on the dynamics of a propagating DW in a bifurcated ferromagnetic wire with perpendicular magnetic anisotropy (PMA). The Dzyaloshinskii-Moriya interaction (DMI) in the wire structure induces a tilt angle to the injected DW, which leads to a quasi-selective propagation through the network branch. The DW tilting causes a field interval between DWs to arrive at Hall bars in the individual branches. Micromagnetic results further show that by tailoring the strength of the DMI, the control of DW dynamics in the PMA complex network structures can be achieved

The Final Fate of the Rolling Tachyon

We propose an alternative interpretation of the boundary state for the rolling tachyon, which may depict the time evolution of unstable D-branes in string theory. Splitting the string variable in the temporal direction into the classical part, which we may call "time" and the quantum one, we observe the time dependent behaviour of the boundary. Using the fermion representation of the rolling tachyon boundary state, we show that the boundary state correctly describes the time-dependent decay process of the unstable D-brane into a S-brane at the classical level.Comment: 9 pages, revte

Rumour Veracity Estimation with Deep Learning for Twitter

Part 4: Security, Privacy, Ethics and MisinformationInternational audienceTwitter has become a fertile ground for rumours as information can propagate to too many people in very short time. Rumours can create panic in public and hence timely detection and blocking of rumour information is urgently required. We proposed and compare machine learning classifiers with a deep learning model using Recurrent Neural Networks for classification of tweets into rumour and non-rumour classes. A total thirteen features based on tweet text and user characteristics were given as input to machine learning classifiers. Deep learning model was trained and tested with textual features and five user characteristic features. The findings indicate that our models perform much better than machine learning based models

The Schr\"odinger Wave Functional and S-branes

In this paper we will consider the minisuperspace approach to S-branes dynamics in the Schr\"odinger picture description. Time-evolution of vacuum wave functional for quantum field theory on S-brane is studied. Open string pair production is calculated. The analysis of density matrix for mixed states is also performed.Comment: 27 page

Determination of the Michel Parameters and the tau Neutrino Helicity in tau Decay

Using the CLEO II detector at the $e^+e^-$ storage ring CESR, we have determined the Michel parameters $\rho$, $\xi$, and $\delta$ in $\tau^\mp \to l^\mp\nu\bar{\nu}$ decay as well as the tau neutrino helicity parameter $h_{\nu_\tau}$ in $\tau^\mp \to \pi^\mp\pi^0\nu$ decay. From a data sample of $3.02\times 10^6$ tau pairs produced at $\sqrt{s}=10.6 GeV$, using events of the topology $e^+e^- \to \tau^+\tau^- \to (l^\pm\nu\bar{\nu}) (\pi^\mp\pi^0\nu)$ and $e^+e^- \to \tau^+\tau^- \to (\pi^\pm\pi^0\bar{\nu}) (\pi^\mp\pi^0\nu)$, and the determined sign of $h_{\nu_\tau}$, the combined result of the three samples is: $\rho = 0.747\pm 0.010\pm 0.006$, $\xi = 1.007\pm 0.040\pm 0.015$, $\xi\delta = 0.745\pm 0.026\pm 0.009$, and $h_{\nu_\tau} = -0.995\pm 0.010\pm 0.003$. The results are in agreement with the Standard Model V-A interaction.Comment: 18 page postscript file, postscript file also available through http://w4.lns.cornell.edu/public/CLN

A Measurement of the Decay Asymmetry Parameters in \Xi_{c}^{0}\to \X^{-}\pi^{+}

Using the CLEO II detector at the Cornell Electron Storage Ring we have measured the $\Xi_c^{0}$ decay asymmetry parameter in the decay $\Xi_c^{0} \to \Xi^{-} \pi^+$. We find $\alpha_{\Xi_c^{0}} \alpha_{\Xi} = 0.26 \pm 0.18{(stat)}^{+0.05}_{-0.04}{(syst)}$, using the world average value of $\alpha_{\Xi} = -0.456 \pm 0.014$ we obtain $\alpha_{\Xi_c^{0}} = -0.56 \pm 0.39{(stat)}^{+0.10}_{-0.09}{(syst)}$. The physically allowed range of a decay asymmetry parameter is $-1<\alpha<+1$. Our result prefers a negative value: $\alpha_{\Xi_c^{0}}$ is $<0.1$ at the 90% CL. The central value occupies the middle of the theoretically expected range but is not yet precise enough to choose between models.Comment: 10 pages postscript, also available through http://w4.lns.cornell.edu/public/CLN

First Observation of Υ(1S)→γππ\Upsilon(1S)\to \gamma\pi\pi

We report on a study of exclusive radiative decays of the Upsilon(1S) resonance collected with the CLEO-II detector operating at CESR. We present the first observation of the radiative decays Upsilon(1S)->gamma pi+pi- and Upsilon(1S)->gamma pi0pi0. For the dipion mass regime m(pipi)>1.0 GeV, we obtain Br(Upsilon(1S)->gamma pi+pi-=(6.3+/-1.2+/-1.3) x 10^(-5), and Br(Upsilon(1S)->gamma pi0pi0=(1.7+/-0.6+/-0.3) x 10^(-5). The observed gamma pipi events are consistent with the hypothesis Upsilon(1S)->gamma f2(1270).Comment: 9 pages, postscript file also available through http://w4.lns.cornell.edu/public/CLN

Measurement of Br(D0→K−π+)Br(D^{0}\to K^{-}\pi^{+}) using Partila Reconstruction of Bˉ→D∗+Xℓ−νˉ\bar{B}\to D^{*+}X\ell^{-}\bar{\nu}

We present a measurement of the absolute branching fraction for $D^0 -> K^- pi^+$ using the reconstruction of the decay chain $Bbar -> D^{*+} X l^- nubar$, $D^{*+} -> D^0 pi^+$ where only the lepton and the low-momentum pion from the $D^{*+}$ are detected. With data collected by the CLEO II detector at the Cornell Electron Storage Ring, we have determined $Br(D^0 -> K^- pi^+)= [3.81 +- 0.15(stat.) +- 0.16(syst.)]$.Comment: 10 page postscript file, postscript file also available through http://w4.lns.cornell.edu/public/CLN

Study of Charmless Hadronic B Meson Decays to Pseudoscalar-Vector Final States

We report results of searches for charmless hadronic B meson decays to pseudoscalar(pi^+-,K^+-,Pi^0 or Ks^0)-vector(Rho, K* or Omega) final states. Using 9.7 million BBbar pairs collected with the CLEO detector, we report first observation of B^- --> Pi^-Rho^0, B^0 --> Pi^+-Rho^-+ and B^- --> Pi^-Omega, which are expected to be dominated by hadronic b --> u transitions. The measured branching fractions are (10.4+3.3-3.4+-2.1)x10^-6, (27.6+8.4-7.4+-4.2)x10^-6 and (11.3+3.3-2.9+-1.4)x10^-6, respectively. Branching fraction upper limits are set for all the other decay modes investigated.Comment: 10 pages postscript, also available through http://w4.lns.cornell.edu/public/CLN