Statistical Properties of Cross-Correlation in the Korean Stock Market

We investigate the statistical properties of the correlation matrix between individual stocks traded in the Korean stock market using the random matrix theory (RMT) and observe how these affect the portfolio weights in the Markowitz portfolio theory. We find that the distribution of the correlation matrix is positively skewed and changes over time. We find that the eigenvalue distribution of original correlation matrix deviates from the eigenvalues predicted by the RMT, and the largest eigenvalue is 52 times larger than the maximum value among the eigenvalues predicted by the RMT. The $\beta_{473}$ coefficient, which reflect the largest eigenvalue property, is 0.8, while one of the eigenvalues in the RMT is approximately zero. Notably, we show that the entropy function $E(\sigma)$ with the portfolio risk $\sigma$ for the original and filtered correlation matrices are consistent with a power-law function, $E(\sigma) \sim \sigma^{-\gamma}$, with the exponent $\gamma \sim 2.92$ and those for Asian currency crisis decreases significantly

Shrinking a large dataset to identify variables associated with increased risk of Plasmodium falciparum infection in Western Kenya

Large datasets are often not amenable to analysis using traditional single-step approaches. Here, our general objective was to apply imputation techniques, principal component analysis (PCA), elastic net and generalized linear models to a large dataset in a systematic approach to extract the most meaningful predictors for a health outcome. We extracted predictors for Plasmodium falciparum infection, from a large covariate dataset while facing limited numbers of observations, using data from the People, Animals, and their Zoonoses (PAZ) project to demonstrate these techniques: data collected from 415 homesteads in western Kenya, contained over 1500 variables that describe the health, environment, and social factors of the humans, livestock, and the homesteads in which they reside. The wide, sparse dataset was simplified to 42 predictors of P. falciparum malaria infection and wealth rankings were produced for all homesteads. The 42 predictors make biological sense and are supported by previous studies. This systematic data-mining approach we used would make many large datasets more manageable and informative for decision-making processes and health policy prioritization

Measurement of the Bottom-Strange Meson Mixing Phase in the Full CDF Data Set

We report a measurement of the bottom-strange meson mixing phase \beta_s using the time evolution of B0_s -> J/\psi (->\mu+\mu-) \phi (-> K+ K-) decays in which the quark-flavor content of the bottom-strange meson is identified at production. This measurement uses the full data set of proton-antiproton collisions at sqrt(s)= 1.96 TeV collected by the Collider Detector experiment at the Fermilab Tevatron, corresponding to 9.6 fb-1 of integrated luminosity. We report confidence regions in the two-dimensional space of \beta_s and the B0_s decay-width difference \Delta\Gamma_s, and measure \beta_s in [-\pi/2, -1.51] U [-0.06, 0.30] U [1.26, \pi/2] at the 68% confidence level, in agreement with the standard model expectation. Assuming the standard model value of \beta_s, we also determine \Delta\Gamma_s = 0.068 +- 0.026 (stat) +- 0.009 (syst) ps-1 and the mean B0_s lifetime, \tau_s = 1.528 +- 0.019 (stat) +- 0.009 (syst) ps, which are consistent and competitive with determinations by other experiments.Comment: 8 pages, 2 figures, Phys. Rev. Lett 109, 171802 (2012

Saethre-Chotzen syndrome : cranofacial anomalies caused by genetic changes in the TWIST gene

In this thesis, one of the most frequently occurring and most variable craniosynostosis syndromes was investigated; Saethre-Chotzen syndrome. Craniosynostosis is the premature obliteration of cranial sutures in the developing embryo. It can also occur in the first few months of life. Saethre-Chotzen syndrome is, besides craniosynostosis, characterized by specific facial and limb abnormalities, of which the most frequently reported are ptosis, prominent crus helicis, cutaneous syndactyly of digit 2 and 3 on both hands and feet, and broad halluces. Saethre-Chotzen syndrome has been linked to the TWIST gene on chromosome 7p21.1. Mutations in and variably sized deletions of this gene can be found in patients with clinical features of Saethre-Chotzen syndrome. The latter, TWIST deletions, often also include part of the surrounding chromosome 7p and are reported to be associated with mental retardation. In Saethre-Chotzen patients, in whom neither a mutation nor a deletion of TWIST had been found, the FGFR3 P250R mutation was in some cases detected. This mutation has specifically been linked to Muenke syndrome that is characterized by unior bicoronal synostosis and slight facial dysmorphology. However, a Saethre-Chotzen like phenotype can also result from this mutation. Because of the possible overlap of Saethre-Chotzen with Muenke syndrome, these syndromes were studied in order to provide clinical criteria that discriminate between the two (chapter 4). Many phenotypic features occur in both syndromes. In addition, although unicoronal synostosis occurs slightly more frequently in Muenke syndrome, unicoronal and bicoronal synostosis are seen in both syndromes. The discrimination between Saethre-Chotzen and Muenke is often not made easily and the associated genes, TWIST and FGFR3, respectively, are simultaneously tested for pathogenic m

W boson polarization measurement in the ttbar dilepton channel using the CDF II Detector

We present a measurement of $W$ boson polarization in top-quark decays in $t\bar{t}$ events with decays to dilepton final states using $5.1 {\rm fb^{-1}}$ of integrated luminosity in $p\bar{p}$ collisions collected by the CDF II detector at the Tevatron. A simultaneous measurement of the fractions of longitudinal ($f_0$) and right-handed ($f_+$) $W$ bosons yields the results $f_0 = 0.71 ^{+0.18}_{-0.17} {\rm (stat)} \pm 0.06 {\rm (syst)}$ and $f_+ = -0.07 \pm 0.09 {\rm (stat)} \pm 0.03 {\rm (syst)}$. Combining this measurement with our previous result based on single lepton final states, we obtain $f_0 = 0.84 \pm 0.09 {\rm (stat)} \pm 0.05 {\rm (syst)}$ and $f_{+} = -0.16 \pm 0.05 {\rm (stat)} \pm 0.04 {\rm (syst)}$. The results are consistent with standard model expectation.Comment: Published in Phys. Lett.