Topological structures in the equities market network

We present a new method for articulating scale-dependent topological descriptions of the network structure inherent in many complex systems. The technique is based on "Partition Decoupled Null Models,'' a new class of null models that incorporate the interaction of clustered partitions into a random model and generalize the Gaussian ensemble. As an application we analyze a correlation matrix derived from four years of close prices of equities in the NYSE and NASDAQ. In this example we expose (1) a natural structure composed of two interacting partitions of the market that both agrees with and generalizes standard notions of scale (eg., sector and industry) and (2) structure in the first partition that is a topological manifestation of a well-known pattern of capital flow called "sector rotation.'' Our approach gives rise to a natural form of multiresolution analysis of the underlying time series that naturally decomposes the basic data in terms of the effects of the different scales at which it clusters. The equities market is a prototypical complex system and we expect that our approach will be of use in understanding a broad class of complex systems in which correlation structures are resident.Comment: 17 pages, 4 figures, 3 table

Assessing the performance of protective winter covers for outdoor marble statuary: pilot investigation

Outdoor statuary in gardens and parks in temperate climates has a tradition of being covered during the winter, to protect against external conditions. There has been little scientific study of the environmental protection that different types of covers provide. This paper examines environmental conditions provided by a range of covers used to protect marble statuary at three sites in the UK. The protection required depends upon the condition of the marble. Although statues closely wrapped and with a layer of insulation provide good protection, this needs to be considered against the potential physical damage of close wrapping a fragile deteriorated surface

Fragile to strong crossover coupled to liquid-liquid transition in hydrophobic solutions

Using discrete molecular dynamics simulations we study the relation between the thermodynamic and diffusive behaviors of a primitive model of aqueous solutions of hydrophobic solutes consisting of hard spheres in the Jagla particles solvent, close to the liquid-liquid critical point of the solvent. We find that the fragile-to-strong dynamic transition in the diffusive behavior is always coupled to the low-density/high-density liquid transition. Above the liquid-liquid critical pressure, the diffusivity crossover occurs at the Widom line, the line along which the thermodynamic response functions show maxima. Below the liquid-liquid critical pressure, the diffusivity crossover occurs when the limit of mechanical stability lines are crossed, as indicated by the hysteresis observed when going from high to low temperature and vice versa. These findings show that the strong connection between dynamics and thermodynamics found in bulk water persists in hydrophobic solutions for concentrations from low to moderate, indicating that experiments measuring the relaxation time in aqueous solutions represent a viable route for solving the open questions in the field of supercooled water.Comment: 6 pages, 4 figures. Accepted for publication on Physical Review

Ridge Production in High-Multiplicity Hadronic Ultra-Peripheral Proton-Proton Collisions

An unexpected result at the RHIC and the LHC is the observation that high-multiplicity hadronic events in heavy-ion and proton-proton collisions are distributed as two "ridges", approximately flat in rapidity and opposite in azimuthal angle. We propose that the origin of these events is due to the inelastic collisions of aligned gluonic flux tubes that underly the color confinement of the quarks in each proton. We predict that high-multiplicity hadronic ridges will also be produced in the high energy photon-photon collisions accessible at the LHC in ultra-peripheral proton-proton collisions or at a high energy electron-positron collider. We also note the orientation of the flux tubes between the quark and antiquark of each high energy photon will be correlated with the plane of the scattered proton or lepton. Thus hadron production and ridge formation can be controlled in a novel way at the LHC by observing the azimuthal correlations of the scattering planes of the ultra-peripheral protons with the orientation of the produced ridges. Photon-photon collisions can thus illuminate the fundamental physics underlying the ridge effect and the physics of color confinement in QCD.Comment: Presented by SJB at Photon 2017: The International Conference on the Structure and the Interactions of the Photon and the International Workshop on Photon-Photon Collisions. CERN, May 22-26, 2017. References adde

A Landslide Climate Indicator from Machine Learning

In order to create a Landslide Hazard Index, we accessed rain, snow, and a dozen other variables from the National Climate Assessment Land Data Assimilation System. These predictors were converted to probabilities of landslide occurrence with XGBoost, a major machine-learning tool. The model was fitted with thousands of historical landslides from the Pacific Northwest Landslide Inventory (PNLI)

Parking functions, labeled trees and DCJ sorting scenarios

In genome rearrangement theory, one of the elusive questions raised in recent years is the enumeration of rearrangement scenarios between two genomes. This problem is related to the uniform generation of rearrangement scenarios, and the derivation of tests of statistical significance of the properties of these scenarios. Here we give an exact formula for the number of double-cut-and-join (DCJ) rearrangement scenarios of co-tailed genomes. We also construct effective bijections between the set of scenarios that sort a cycle and well studied combinatorial objects such as parking functions and labeled trees.Comment: 12 pages, 3 figure

Collisional and dynamic evolution of dust from the asteroid belt

The size and spatial distribution of collisional debris from main belt asteroids is modeled over a 10 million year period. The model dust and meteoroid particles spiral toward the Sun under the action of Poynting-Robertson drag and grind down as they collide with a static background of field particles