197 research outputs found
A new online-test for changes in correlations between assets
Abstract We apply a new test to determine whether correlations between assets are constant over time. The test statistic is a suitably standardized maximum of cumulative empirical correlation coefficients. An empirical application to various assets suggests that the test performs well in applications. We also propose a portfolio strategy based on our test which hedges against potential financial crises and show that it works in practice
Multiple Interactions and the Structure of Beam Remnants
Recent experimental data have established some of the basic features of
multiple interactions in hadron-hadron collisions. The emphasis is therefore
now shifting, to one of exploring more detailed aspects. Starting from a brief
review of the current situation, a next-generation model is developed, wherein
a detailed account is given of correlated flavour, colour, longitudinal and
transverse momentum distributions, encompassing both the partons initiating
perturbative interactions and the partons left in the beam remnants. Some of
the main features are illustrated for the Tevatron and the LHC.Comment: 69pp, 33 figure
Measurement of ϒ production in pp collisions at √s = 2.76 TeV
The production of Ï’(1S), Ï’(2S) and Ï’(3S)
mesons decaying into the dimuon final state is studied with
the LHCb detector using a data sample corresponding to an
integrated luminosity of 3.3 pb−1 collected in proton–proton
collisions at a centre-of-mass energy of √s = 2.76 TeV. The
differential production cross-sections times dimuon branching
fractions are measured as functions of the Ï’ transverse
momentum and rapidity, over the ranges pT < 15 GeV/c
and 2.0 < y < 4.5. The total cross-sections in this kinematic
region, assuming unpolarised production, are measured to be
σ (pp → ϒ(1S)X) × B
ϒ(1S)→μ+μ−
= 1.111 ± 0.043 ± 0.044 nb,
σ (pp → ϒ(2S)X) × B
ϒ(2S)→μ+μ−
= 0.264 ± 0.023 ± 0.011 nb,
σ (pp → ϒ(3S)X) × B
ϒ(3S)→μ+μ−
= 0.159 ± 0.020 ± 0.007 nb,
where the first uncertainty is statistical and the second systematic
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