Measuring and Modeling Risk Using High-Frequency Data

Measuring and modeling financial volatility is the key to derivative pricing, asset allocation and risk management. The recent availability of high-frequency data allows for refined methods in this field. In particular, more precise measures for the daily or lower frequency volatility can be obtained by summing over squared high-frequency returns. In turn, this so-called realized volatility can be used for more accurate model evaluation and description of the dynamic and distributional structure of volatility. Moreover, non-parametric measures of systematic risk are attainable, that can straightforwardly be used to model the commonly observed time-variation in the betas. The discussion of these new measures and methods is accompanied by an empirical illustration using high-frequency data of the IBM incorporation and of the DJIA index

Magnetic resonance imaging indicators of blood-brain barrier and brain water changes in young rats with kaolin-induced hydrocephalus

<p>Abstract</p> <p>Background</p> <p>Hydrocephalus is associated with enlargement of cerebral ventricles. We hypothesized that magnetic resonance (MR) imaging parameters known to be influenced by tissue water content would change in parallel with ventricle size in young rats and that changes in blood-brain barrier (BBB) permeability would be detected.</p> <p>Methods</p> <p>Hydrocephalus was induced by injection of kaolin into the cisterna magna of 4-week-old rats, which were studied 1 or 3 weeks later. MR was used to measure longitudinal and transverse relaxation times (T1 and T2) and apparent diffusion coefficients in several regions. Brain tissue water content was measured by the wet-dry weight method, and tissue density was measured in Percoll gradient columns. BBB permeability was measured by quantitative imaging of changes on T1-weighted images following injection of gadolinium diethylenetriamine penta-acetate (Gd-DTPA) tracer and microscopically by detection of fluorescent dextran conjugates.</p> <p>Results</p> <p>In nonhydrocephalic rats, water content decreased progressively from age 3 to 7 weeks. T1 and T2 and apparent diffusion coefficients did not exhibit parallel changes and there was no evidence of BBB permeability to tracers. The cerebral ventricles enlarged progressively in the weeks following kaolin injection. In hydrocephalic rats, the dorsal cortex was more dense and the white matter less so, indicating that the increased water content was largely confined to white matter. Hydrocephalus was associated with transient elevation of T1 in gray and white matter and persistent elevation of T2 in white matter. Changes in the apparent diffusion coefficients were significant only in white matter. Ventricle size correlated significantly with dorsal water content, T1, T2, and apparent diffusion coefficients. MR imaging showed evidence of Gd-DTPA leakage in periventricular tissue foci but not diffusely. These correlated with microscopic leak of larger dextran tracers.</p> <p>Conclusions</p> <p>MR characteristics cannot be used as direct surrogates for water content in the immature rat model of hydrocephalus, probably because they are also influenced by other changes in tissue composition that occur during brain maturation. There is no evidence for widespread persistent opening of BBB as a consequence of hydrocephalus in young rats. However, increase in focal BBB permeability suggests that periventricular blood vessels may be disrupted.</p

Volume III. DUNE far detector technical coordination

open966siAcknowledgments This document was prepared by the DUNE collaboration using the resources of the Fermi National Accelerator Laboratory (Fermilab), a U.S. Department of Energy, Office of Science, HEP User Facility. Fermilab is managed by Fermi Research Alliance, LLC (FRA), acting under Contract No. DE-AC02-07CH11359. The DUNE collaboration also acknowledges the international, national, and regional funding agencies supporting the institutions who have contributed to completing this Technical Design Report.The preponderance of matter over antimatter in the early universe, the dynamics of the supernovae that produced the heavy elements necessary for life, and whether protons eventually decay-these mysteries at the forefront of particle physics and astrophysics are key to understanding the early evolution of our universe, its current state, and its eventual fate. The Deep Underground Neutrino Experiment (DUNE) is an international world-class experiment dedicated to addressing these questions as it searches for leptonic charge-parity symmetry violation, stands ready to capture supernova neutrino bursts, and seeks to observe nucleon decay as a signature of a grand unified theory underlying the standard model. The DUNE far detector technical design report (TDR) describes the DUNE physics program and the technical designs of the single- A nd dual-phase DUNE liquid argon TPC far detector modules. Volume III of this TDR describes how the activities required to design, construct, fabricate, install, and commission the DUNE far detector modules are organized and managed. This volume details the organizational structures that will carry out and/or oversee the planned far detector activities safely, successfully, on time, and on budget. It presents overviews of the facilities, supporting infrastructure, and detectors for context, and it outlines the project-related functions and methodologies used by the DUNE technical coordination organization, focusing on the areas of integration engineering, technical reviews, quality assurance and control, and safety oversight. Because of its more advanced stage of development, functional examples presented in this volume focus primarily on the single-phase (SP) detector module.openAbi B.; Acciarri R.; Acero M.A.; Adamov G.; Adams D.; Adinolfi M.; Ahmad Z.; Ahmed J.; Alion T.; Monsalve S.A.; Alt C.; Anderson J.; Andreopoulos C.; Andrews M.; Andrianala F.; Andringa S.; Ankowski A.; Antonova M.; Antusch S.; Aranda-Fernandez A.; Ariga A.; Arnold L.O.; Arroyave M.A.; Asaadi J.; Aurisano A.; Aushev V.; Autiero D.; Azfar F.; Back H.; Back J.J.; Backhouse C.; Baesso P.; Bagby L.; Bajou R.; Balasubramanian S.; Baldi P.; Bambah B.; Barao F.; Barenboim G.; Barker G.; Barkhouse W.; Barnes C.; Barr G.; Monarca J.B.; Barros N.; Barrow J.L.; Bashyal A.; Basque V.; Bay F.; Alba J.B.; Beacom J.F.; Bechetoille E.; Behera B.; Bellantoni L.; Bellettini G.; Bellini V.; Beltramello O.; Belver D.; Benekos N.; Neves F.B.; Berger J.; Berkman S.; Bernardini P.; Berner R.M.; Berns H.; Bertolucci S.; Betancourt M.; Bezawada Y.; Bhattacharjee M.; Bhuyan B.; Biagi S.; Bian J.; Biassoni M.; Biery K.; Bilki B.; Bishai M.; Bitadze A.; Blake A.; Siffert B.B.; Blaszczyk F.; Blazey G.; Blucher E.; Boissevain J.; Bolognesi S.; Bolton T.; Bonesini M.; Bongrand M.; Bonini F.; Booth A.; Booth C.; Bordoni S.; Borkum A.; Boschi T.; Bostan N.; Bour P.; Boyd S.; Boyden D.; Bracinik J.; Braga D.; Brailsford D.; Brandt A.; Bremer J.; Brew C.; Brianne E.; Brice S.J.; Brizzolari C.; Bromberg C.; Brooijmans G.; Brooke J.; Bross A.; Brunetti G.; Buchanan N.; Budd H.; Caiulo D.; Calafiura P.; Calcutt J.; Calin M.; Calvez S.; Calvo E.; Camilleri L.; Caminata A.; Campanelli M.; Caratelli D.; Carini G.; Carlus B.; Carniti P.; Terrazas I.C.; Carranza H.; Castillo A.; Castromonte C.; Cattadori C.; Cavalier F.; Cavanna F.; Centro S.; Cerati G.; Cervelli A.; Villanueva A.C.; Chalifour M.; Chang C.; Chardonnet E.; Chatterjee A.; Chattopadhyay S.; Chaves J.; Chen H.; Chen M.; Chen Y.; Cherdack D.; Chi C.; Childress S.; Chiriacescu A.; Cho K.; Choubey S.; Christensen A.; Christian D.; Christodoulou G.; Church E.; Clarke P.; Coan T.E.; Cocco A.G.; Coelho J.; Conley E.; Conrad J.; Convery M.; Corwin L.; Cotte P.; Cremaldi L.; Cremonesi L.; Crespo-Anadon J.I.; Cristaldo E.; Cross R.; Cuesta C.; Cui Y.; Cussans D.; Dabrowski M.; Motta H.D.; Peres L.D.S.; David Q.; Davies G.S.; Davini S.; Dawson J.; De K.; Almeida R.M.D.; Debbins P.; Bonis I.D.; Decowski M.; Gouvea A.D.; Holanda P.C.D.; Astiz I.L.D.I.; Deisting A.; Jong P.D.; Delbart A.; Delepine D.; Delgado M.; Dell'acqua A.; Lurgio P.D.; Neto J.R.D.M.; Demuth D.M.; Dennis S.; Densham C.; Deptuch G.; Roeck A.D.; Romeri V.D.; Vries J.D.; Dharmapalan R.; Dias M.; Diaz F.; Diaz J.; Domizio S.D.; Giulio L.D.; Ding P.; Noto L.D.; Distefano C.; Diurba R.; Diwan M.; Djurcic Z.; Dokania N.; Dolinski M.; Domine L.; Douglas D.; Drielsma F.; Duchesneau D.; Duffy K.; Dunne P.; Durkin T.; Duyang H.; Dvornikov O.; Dwyer D.; Dyshkant A.; Eads M.; Edmunds D.; Eisch J.; Emery S.; Ereditato A.; Escobar C.; Sanchez L.E.; Evans J.J.; Ewart E.; Ezeribe A.C.; Fahey K.; Falcone A.; Farnese C.; Farzan Y.; Felix J.; Fernandez-Martinez E.; Menendez P.F.; Ferraro F.; Fields L.; Filkins A.; Filthaut F.; Fitzpatrick R.S.; Flanagan W.; Fleming B.; Flight R.; Fowler J.; Fox W.; Franc J.; Francis K.; Franco D.; Freeman J.; Freestone J.; Fried J.; Friedland A.; Fuess S.; Furic I.; Furmanski A.P.; Gago A.; Gallagher H.; Gallego-Ros A.; Gallice N.; Galymov V.; Gamberini E.; Gamble T.; Gandhi R.; Gandrajula R.; Gao S.; Garcia-Gamez D.; Garcia-Peris M.A.; Gardiner S.; Gastler D.; Ge G.; Gelli B.; Gendotti A.; Gent S.; Ghorbani-Moghaddam Z.; Gibin D.; Gil-Botella I.; Girerd C.; Giri A.; Gnani D.; Gogota O.; Gold M.; Gollapinni S.; Gollwitzer K.; Gomes R.A.; Bermeo L.G.; Fajardo L.S.G.; Gonnella F.; Gonzalez-Cuevas J.; Goodman M.C.; Goodwin O.; Goswami S.; Gotti C.; Goudzovski E.; Grace C.; Graham M.; Gramellini E.; Gran R.; Granados E.; Grant A.; Grant C.; Gratieri D.; Green P.; Green S.; Greenler L.; Greenwood M.; Greer J.; Griffith C.; Groh M.; Grudzinski J.; Grzelak K.; Gu W.; Guarino V.; Guenette R.; Guglielmi A.; Guo B.; Guthikonda K.; Gutierrez R.; Guzowski P.; Guzzo M.M.; Gwon S.; Habig A.; Hackenburg A.; Hadavand H.; Haenni R.; Hahn A.; Haigh J.; Haiston J.; Hamernik T.; Hamilton P.; Han J.; Harder K.; Harris D.A.; Hartnell J.; Hasegawa T.; Hatcher R.; Hazen E.; Heavey A.; Heeger K.M.; Hennessy K.; Henry S.; Morquecho M.H.; Herner K.; Hertel L.; Hesam A.S.; Hewes J.; Pichardo A.H.; Hill T.; Hillier S.J.; Himmel A.; Hoff J.; Hohl C.; Holin A.; Hoppe E.; Horton-Smith G.A.; Hostert M.; Hourlier A.; Howard B.; Howell R.; Huang J.; Huang J.; Hugon J.; Iles G.; Iliescu A.M.; Illingworth R.; Ioannisian A.; Itay R.; Izmaylov A.; James E.; Jargowsky B.; Jediny F.; Jesus-Valls C.; Ji X.; Jiang L.; Jimenez S.; Jipa A.; Joglekar A.; Johnson C.; Johnson R.; Jones B.; Jones S.; Jung C.; Junk T.; Jwa Y.; Kabirnezhad M.; Kaboth A.; Kadenko I.; Kamiya F.; Karagiorgi G.; Karcher A.; Karolak M.; Karyotakis Y.; Kasai S.; Kasetti S.P.; Kashur L.; Kazaryan N.; Kearns E.; Keener P.; Kelly K.J.; Kemp E.; Ketchum W.; Kettell S.; Khabibullin M.; Khotjantsev A.; Khvedelidze A.; Kim D.; King B.; Kirby B.; Kirby M.; Klein J.; Koehler K.; Koerner L.W.; Kohn S.; Koller P.P.; Kordosky M.; Kosc T.; Kose U.; Kostelecky V.; Kothekar K.; Krennrich F.; Kreslo I.; Kudenko Y.; Kudryavtsev V.; Kulagin S.; Kumar J.; Kumar R.; Kuruppu C.; Kus V.; Kutter T.; Lambert A.; Lande K.; Lane C.E.; Lang K.; Langford T.; Lasorak P.; Last D.; Lastoria C.; Laundrie A.; Lawrence A.; Lazanu I.; Lazur R.; Le T.; Learned J.; Lebrun P.; Miotto G.L.; Lehnert R.; De Oliveira M.L.; Leitner M.; Leyton M.; Li L.; Li S.; Li S.; Li T.; Li Y.; Liao H.; Lin C.; Lin S.; Lister A.; Littlejohn B.R.; Liu J.; Lockwitz S.; Loew T.; Lokajicek M.; Lomidze I.; Long K.; Loo K.; Lorca D.; Lord T.; Losecco J.; Louis W.C.; Luk K.; Luo X.; Lurkin N.; Lux T.; Luzio V.P.; MacFarland D.; MacHado A.; MacHado P.; MacIas C.; MacIer J.; Maddalena A.; Madigan P.; Magill S.; Mahn K.; Maio A.; Maloney J.A.; Mandrioli G.; Maneira J.C.; Manenti L.; Manly S.; Mann A.; Manolopoulos K.; Plata M.M.; Marchionni A.; Marciano W.; Marfatia D.; Mariani C.; Maricic J.; Marinho F.; Marino A.D.; Marshak M.; Marshall C.; Marshall J.; Marteau J.; Martin-Albo J.; Martinez N.; Caicedo D.A.M.; Martynenko S.; Mason K.; Mastbaum A.; Masud M.; Matsuno S.; Matthews J.; Mauger C.; Mauri N.; Mavrokoridis K.; Mazza R.; Mazzacane A.; Mazzucato E.; McCluskey E.; McConkey N.; McFarland K.S.; McGrew C.; McNab A.; Mefodiev A.; Mehta P.; Melas P.; Mellinato M.; Mena O.; Menary S.; Mendez H.; Menegolli A.; Meng G.; Messier M.; Metcalf W.; Mewes M.; Meyer H.; Miao T.; Michna G.; Miedema T.; Migenda J.; Milincic R.; Miller W.; Mills J.; Milne C.; Mineev O.; Miranda O.G.; Miryala S.; Mishra C.; Mishra S.; Mislivec A.; Mladenov D.; Mocioiu I.; Moffat K.; Moggi N.; Mohanta R.; Mohayai T.A.; Mokhov N.; Molina J.A.; Bueno L.M.; Montanari A.; Montanari C.; Montanari D.; Zetina L.M.M.; Moon J.; Mooney M.; Moor A.; Moreno D.; Morgan B.; Morris C.; Mossey C.; Motuk E.; Moura C.A.; Mousseau J.; Mu W.; Mualem L.; Mueller J.; Muether M.; Mufson S.; Muheim F.; Muir A.; Mulhearn M.; Muramatsu H.; Murphy S.; Musser J.; Nachtman J.; Nagu S.; Nalbandyan M.; Nandakumar R.; Naples D.; Narita S.; Navas-Nicolas D.; Nayak N.; Nebot-Guinot M.; Necib L.; Negishi K.; Nelson J.K.; Nesbit J.; Nessi M.; Newbold D.; Newcomer M.; Newhart D.; Nichol R.; Niner E.; Nishimura K.; Norman A.; Northrop R.; Novella P.; Nowak J.A.; Oberling M.; Campo A.O.D.; Olivier A.; Onel Y.; Onishchuk Y.; Ott J.; Pagani L.; Pakvasa S.; Palamara O.; Palestini S.; Paley J.M.; Pallavicini M.; Palomares C.; Pantic E.; Paolone V.; Papadimitriou V.; Papaleo R.; Papanestis A.; Paramesvaran S.; Parke S.; Parsa Z.; Parvu M.; Pascoli S.; Pasqualini L.; Pasternak J.; Pater J.; Patrick C.; Patrizii L.; Patterson R.B.; Patton S.; Patzak T.; Paudel A.; Paulos B.; Paulucci L.; Pavlovic Z.; Pawloski G.; Payne D.; Pec V.; Peeters S.J.; Penichot Y.; Pennacchio E.; Penzo A.; Peres O.L.; Perry J.; Pershey D.; Pessina G.; Petrillo G.; Petta C.; Petti R.; Piastra F.; Pickering L.; Pietropaolo F.; Pillow J.; Plunkett R.; Poling R.; Pons X.; Poonthottathil N.; Pordes S.; Potekhin M.; Potenza R.; Potukuchi B.V.; Pozimski J.; Pozzato M.; Prakash S.; Prakash T.; Prince S.; Prior G.; Pugnere D.; Qi K.; Qian X.; Raaf J.; Raboanary R.; Radeka V.; Rademacker J.; Radics B.; Rafique A.; Raguzin E.; Rai M.; Rajaoalisoa M.; Rakhno I.; Rakotondramanana H.; Rakotondravohitra L.; Ramachers Y.; Rameika R.; Delgado M.R.; Ramson B.; Rappoldi A.; Raselli G.; Ratoff P.; Ravat S.; Razafinime H.; Real J.; Rebel B.; Redondo D.; Reggiani-Guzzo M.; Rehak T.; Reichenbacher J.; Reitzner S.D.; Renshaw A.; Rescia S.; Resnati F.; Reynolds A.; Riccobene G.; Rice L.C.; Rielage K.; Rigaut Y.; Rivera D.; Rochester L.; Roda M.; Rodrigues P.; Alonso M.R.; Rondon J.R.; Roeth A.; Rogers H.; Rosauro-Alcaraz S.; Rossella M.; Rout J.; Roy S.; Rubbia A.; Rubbia C.; Russell B.; Russell J.; Ruterbories D.; Saakyan R.; Sacerdoti S.; Safford T.; Sahu N.; Sala P.; Samios N.; Sanchez M.; Sanders D.A.; Sankey D.; Santana S.; Santos-Maldonado M.; Saoulidou N.; Sapienza P.; Sarasty C.; Sarcevic I.; Savage G.; Savinov V.; Scaramelli A.; Scarff A.; Scarpelli A.; Schaffer T.; Schellman H.; Schlabach P.; Schmitz D.; Scholberg K.; Schukraft A.; Segreto E.; Sensenig J.; Seong I.; Sergi A.; Sergiampietri F.; Sgalaberna D.; Shaevitz M.; Shafaq S.; Shamma M.; Sharma H.R.; Sharma R.; Shaw T.; Shepherd-Themistocleous C.; Shin S.; Shooltz D.; Shrock R.; Simard L.; Simos N.; Sinclair J.; Sinev G.; Singh J.; Singh V.; Sipos R.; Sippach F.; Sirri G.; Sitraka A.; Siyeon K.; Smargianaki D.; Smith A.; Smith A.; Smith E.; Smith P.; Smolik J.; Smy M.; Snopok P.; Nunes M.S.; Sobel H.; Soderberg M.; Salinas C.J.S.; Soldner-Rembold S.; Solomey N.; Solovov V.; Sondheim W.E.; Sorel M.; Soto-Oton J.; Sousa A.; Soustruznik K.; Spagliardi F.; Spanu M.; Spitz J.; Spooner N.J.; Spurgeon K.; Staley R.; Stancari M.; Stanco L.; Steiner H.; Stewart J.; Stillwell B.; Stock J.; Stocker F.; Stokes T.; Strait M.; Strauss T.; Striganov S.; Stuart A.; Summers D.; Surdo A.; Susic V.; Suter L.; Sutera C.; Svoboda R.; Szczerbinska B.; Szelc A.; Talaga R.; Tanaka H.; Oregui B.T.; Tapper A.; Tariq S.; Tatar E.; Tayloe R.; Teklu A.; Tenti M.; Terao K.; Ternes C.A.; Terranova F.; Testera G.; Thea A.; Thompson J.L.; Thorn C.; Timm S.; Tonazzo A.; Torti M.; Tortola M.; Tortorici F.; Totani D.; Toups M.; Touramanis C.; Trevor J.; Trzaska W.H.; Tsai Y.T.; Tsamalaidze Z.; Tsang K.; Tsverava N.; Tufanli S.; Tull C.; Tyley E.; Tzanov M.; Uchida M.A.; Urheim J.; Usher T.; Vagins M.; Vahle P.; Valdiviesso G.; Valencia E.; Vallari Z.; Valle J.W.; Vallecorsa S.; Berg R.V.; De Water R.G.V.; Forero D.V.; Varanini F.; Vargas D.; Varner G.; Vasel J.; Vasseur G.; Vaziri K.; Ventura S.; Verdugo A.; Vergani S.; Vermeulen M.A.; Verzocchi M.; De Souza H.V.; Vignoli C.; Vilela C.; Viren B.; Vrba T.; Wachala T.; Waldron A.V.; Wallbank M.; Wang H.; Wang J.; Wang Y.; Wang Y.; Warburton K.; Warner D.; Wascko M.; Waters D.; Watson A.; Weatherly P.; Weber A.; Weber M.; Wei H.; Weinstein A.; Wenman D.; Wetstein M.; While M.R.; White A.; Whitehead L.H.; Whittington D.; Wilking M.J.; Wilkinson C.; Williams Z.; Wilson F.; Wilson R.J.; Wolcott J.; Wongjirad T.; Wood K.; Wood L.; Worcester E.; Worcester M.; Wret C.; Wu W.; Wu W.; Xiao Y.; Yang G.; Yang T.; Yershov N.; Yonehara K.; Young T.; Yu B.; Yu J.; Zalesak J.; Zambelli L.; Zamorano B.; Zani A.; Zazueta L.; Zeller G.; Zennamo J.; Zeug K.; Zhang C.; Zhao M.; Zhivun E.; Zhu G.; Zimmerman E.D.; Zito M.; Zucchelli S.; Zuklin J.; Zutshi V.; Zwaska R.Abi B.; Acciarri R.; Acero M.A.; Adamov G.; Adams D.; Adinolfi M.; Ahmad Z.; Ahmed J.; Alion T.; Monsalve S.A.; Alt C.; Anderson J.; Andreopoulos C.; Andrews M.; Andrianala F.; Andringa S.; Ankowski A.; Antonova M.; Antusch S.; Aranda-Fernandez A.; Ariga A.; Arnold L.O.; Arroyave M.A.; Asaadi J.; Aurisano A.; Aushev V.; Autiero D.; Azfar F.; Back H.; Back J.J.; Backhouse C.; Baesso P.; Bagby L.; Bajou R.; Balasubramanian S.; Baldi P.; Bambah B.; Barao F.; Barenboim G.; Barker G.; Barkhouse W.; Barnes C.; Barr G.; Monarca J.B.; Barros N.; Barrow J.L.; Bashyal A.; Basque V.; Bay F.; Alba J.B.; Beacom J.F.; Bechetoille E.; Behera B.; Bellantoni L.; Bellettini G.; Bellini V.; Beltramello O.; Belver D.; Benekos N.; Neves F.B.; Berger J.; Berkman S.; Bernardini P.; Berner R.M.; Berns H.; Bertolucci S.; Betancourt M.; Bezawada Y.; Bhattacharjee M.; Bhuyan B.; Biagi S.; Bian J.; Biassoni M.; Biery K.; Bilki B.; Bishai M.; Bitadze A.; Blake A.; Siffert B.B.; Blaszczyk F.; Blazey G.; Blucher E.; Boissevain J.; Bolognesi S.; Bolton T.; Bonesini M.; Bongrand M.; Bonini F.; Booth A.; Booth C.; Bordoni S.; Borkum A.; Boschi T.; Bostan N.; Bour P.; Boyd S.; Boyden D.; Bracinik J.; Braga D.; Brailsford D.; Brandt A.; Bremer J.; Brew C.; Brianne E.; Brice S.J.; Brizzolari C.; Bromberg C.; Brooijmans G.; Brooke J.; Bross A.; Brunetti G.; Buchanan N.; Budd H.; Caiulo D.; Calafiura P.; Calcutt J.; Calin M.; Calvez S.; Calvo E.; Camilleri L.; Caminata A.; Campanelli M.; Caratelli D.; Carini G.; Carlus B.; Carniti P.; Terrazas I.C.; Carranza H.; Castillo A.; Castromonte C.; Cattadori C.; Cavalier F.; Cavanna F.; Centro S.; Cerati G.; Cervelli A.; Villanueva A.C.; Chalifour M.; Chang C.; Chardonnet E.; Chatterjee A.; Chattopadhyay S.; Chaves J.; Chen H.; Chen M.; Chen Y.; Cherdack D.; Chi C.; Childress S.; Chiriacescu A.; Cho K.; Choubey S.; Christensen A.; Christian D.; Christodoulou G.; Church E.; Clarke P.; Coan T.E.; Cocco A.G.; Coelho J.; Conley E.; Conrad J.; Convery M.; Corwin L.; Cotte P.; Cremaldi L.; Cremonesi L.; Crespo-Anadon J.I.; Cristaldo E.; Cross R.; Cuesta C.; Cui Y.; Cussans D.; Dabrowski M.; Motta H.D.; Peres L.D.S.; David Q.; Davies G.S.; Davini S.; Dawson J.; De K.; Almeida R.M.D.; Debbins P.; Bonis I.D.; Decowski M.; Gouvea A.D.; Holanda P.C.D.; Astiz I.L.D.I.; Deisting A.; Jong P.D.; Delbart A.; Delepine D.; Delgado M.; Dell'acqua A.; Lurgio P.D.; Neto J.R.D.M.; Demuth D.M.; Dennis S.; Densham C.; Deptuch G.; Roeck A.D.; Romeri V.D.; Vries J.D.; Dharmapalan R.; Dias M.; Diaz F.; Diaz J.; Domizio S.D.; Giulio L.D.; Ding P.; Noto L.D.; Distefano C.; Diurba R.; Diwan M.; Djurcic Z.; Dokania N.; Dolinski M.; Domine L.; Douglas D.; Drielsma F.; Duchesneau D.; Duffy K.; Dunne P.; Durkin T.; Duyang H.; Dvornikov O.; Dwyer D.; Dyshkant A.; Eads M.; Edmunds D.; Eisch J.; Emery S.; Ereditato A.; Escobar C.; Sanchez L.E.; Evans J.J.; Ewart E.; Ezeribe A.C.; Fahey K.; Falcone A.; Farnese C.; Farzan Y.; Felix J.; Fernandez-Martinez E.; Menendez P.F.; Ferraro F.; Fields L.; Filkins A.; Filthaut F.; Fitzpatrick R.S.; Flanagan W.; Fleming B.; Flight R.; Fowler J.; Fox W.; Franc J.; Francis K.; Franco D.; Freeman J.; Freestone J.; Fried J.; Friedland A.; Fuess S.; Furic I.; Furmanski A.P.; Gago A.; Gallagher H.; Gallego-Ros A.; Gallice N.; Galymov V.; Gamberini E.; Gamble T.; Gandhi R.; Gandrajula R.; Gao S.; Garcia-Gamez D.; Garcia-Peris M.A.; Gardiner S.; Gastler D.; Ge G.; Gelli B.; Gendotti A.; Gent S.; Ghorbani-Moghaddam Z.; Gibin D.; Gil-Botella I.; Girerd C.; Giri A.; Gnani D.; Gogota O.; Gold M.; Gollapinni S.; Gollwitzer K.; Gomes R.A.; Bermeo L.G.; Fajardo L.S.G.; Gonnella F.; Gonzalez-Cuevas J.; Goodman M.C.; Goodwin O.; Goswami S.; Gotti C.; Goudzovski E.; Grace C.; Graham M.; Gramellini E.; Gran R.; Granados E.; Grant A.; Grant C.; Gratieri D.; Green P.; Green S.; Greenler L.; Greenwood M.; Greer J.; Griffith C.; Groh M.; Grudzinski J.; Grzelak K.; Gu W.; Guarino V.; Guenette R.; Guglielmi A.; Guo B.; Guthikonda K.; Gutierrez R.; Guzowski P.; Guzzo M.M.; Gwon S.; Habig A.; Hackenburg A.; Hadavand H.; Haenni R.; Hahn A.; Haigh J.; Haiston J.; Hamernik T.; Hamilton P.; Han J.; Harder K.; Harris D.A.; Hartnell J.; Hasegawa T.; Hatcher R.; Hazen E.; Heavey A.; Heeger K.M.; Hennessy K.; Henry S.; Morquecho M.H.; Herner K.; Hertel L.; Hesam A.S.; Hewes J.; Pichardo A.H.; Hill T.; Hillier S.J.; Himmel A.; Hoff J.; Hohl C.; Holin A.; Hoppe E.; Horton-Smith G.A.; Hostert M.; Hourlier A.; Howard B.; Howell R.; Huang J.; Huang J.; Hugon J.; Iles G.; Iliescu A.M.; Illingworth R.; Ioannisian A.; Itay R.; Izmaylov A.; James E.; Jargowsky B.; Jediny F.; Jesus-Valls C.; Ji X.; Jiang L.; Jimenez S.; Jipa A.; Joglekar A.; Johnson C.; Johnson R.; Jones B.; Jones S.; Jung C.; Junk T.; Jwa Y.; Kabirnezhad M.; Kaboth A.; Kadenko I.; Kamiya F.; Karagiorgi G.; Karcher A.; Karolak M.; Karyotakis Y.; Kasai S.; Kasetti S.P.; Kashur L.; Kazaryan N.; Kearns E.; Keener P.; Kelly K.J.; Kemp E.; Ketchum W.; Kettell S.; Khabibullin M.; Khotjantsev A.; Khvedelidze A.; Kim D.; King B.; Kirby B.; Kirby M.; Klein J.; Koehler K.; Koerner L.W.; Kohn S.; Koller P.P.; Kordosky M.; Kosc T.; Kose U.; Kostelecky V.; Kothekar K.; Krennrich F.; Kreslo I.; Kudenko Y.; Kudryavtsev V.; Kulagin S.; Kumar J.; Kumar R.; Kuruppu C.; Kus V.; Kutter T.; Lambert A.; Lande K.; Lane C.E.; Lang K.; Langford T.; Lasorak P.; Last D.; Lastoria C.; Laundrie A.; Lawrence A.; Lazanu I.; Lazur R.; Le T.; Learned J.; Lebrun P.; Miotto G.L.; Lehnert R.; De Oliveira M.L.; Leitner M.; Leyton M.; Li L.; Li S.; Li S.; Li T.; Li Y.; Liao H.; Lin C.; Lin S.; Lister A.; Littlejohn B.R.; Liu J.; Lockwitz S.; Loew T.; Lokajicek M.; Lomidze I.; Long K.; Loo K.; Lorca D.; Lord T.; Losecco J.; Louis W.C.; Luk K.; Luo X.; Lurkin N.; Lux T.; Luzio V.P.; MacFarland D.; MacHado A.; MacHado P.; MacIas C.; MacIer J.; Maddalena A.; Madigan P.; Magill S.; Mahn K.; Maio A.; Maloney J.A.; Mandrioli G.; Maneira J.C.; Manenti L.; Manly S.; Mann A.; Manolopoulos K.; Plata M.M.; Marchionni A.; Marciano W.; Marfatia D.; Mariani C.; Maricic J.; Marinho F.; Marino A.D.; Marshak M.; Marshall C.; Marshall J.; Marteau J.; Martin-Albo J.; Martinez N.; Caicedo D.A.M.; Martynenko S.; Mason K.; Mastbaum A.; Masud M.; Matsuno S.; Matthews J.; Mauger C.; Mauri N.; Mavrokoridis K.; Mazza R.; Mazzacane A.; Mazzucato E.; McCluskey E.; McConkey N.; McFarland K.S.; McGrew C.; McNab A.; Mefodiev A.; Mehta P.; Melas P.; Mellinato M.; Mena O.; Menary S.; Mendez H.; Menegolli A.; Meng G.; Messier M.; Metcalf W.; Mewes M.; Meyer H.; Miao T.; Michna G.; Miedema T.; Migenda J.; Milincic R.; Miller W.; Mills J.; Milne C.; Mineev O.; Miranda O.G.; Miryala S.; Mishra C.; Mishra S.; Mislivec A.; Mladenov D.; Mocioiu I.; Moffat K.; Moggi N.; Mohanta R.; Mohayai T.A.; Mokhov N.; Molina J.A.; Bueno L.M.; Montanari A.; Montanari C.; Montanari D.; Zetina L.M.M.; Moon J.; Mooney M.; Moor A.; Moreno D.; Morgan B.; Morris C.; Mossey C.; Motuk E.; Moura C.A.; Mousseau J.; Mu W.; Mualem L.; Mueller J.; Muether M.; Mufson S.; Muheim F.; Muir A.; Mulhearn M.; Muramatsu H.; Murphy S.; Musser J.; Nachtman J.; Nagu S.; Nalbandyan M.; Nandakumar R.; Naples D.; Narita S.; Navas-Nicolas D.; Nayak N.; Nebot-Guinot M.; Necib L.; Negishi K.; Nelson J.K.; Nesbit J.; Nessi M.; Newbold D.; Newcomer M.; Newhart D.; Nichol R.; Niner E.; Nishimura K.; Norman A.; Northrop R.; Novella P.; Nowak J.A.; Oberling M.; Campo A.O.D.; Olivier A.; Onel Y.; Onishchuk Y.; Ott J.; Pagani L.; Pakvasa S.; Palamara O.; Palestini S.; Paley J.M.; Pallavicini M.; Palomares C.; Pantic E.; Paolone V.; Papadimitriou V.; Papaleo R.; Papanestis A.; Paramesvaran S.; Parke S.; Parsa Z.; Parvu M.; Pascoli S.; Pasqualini L.; Pasternak J.; Pater J.; Patrick C.; Patrizii L.; Patterson R.B.; Patton S.; Patzak T.; Paudel A.; Paulos B.; Paulucci L.; Pavlovic Z.; Pawloski G.; Payne D.; Pec V.; Peeters S.J.; Penichot Y.; Pennacchio E.; Penzo A.; Peres O.L.; Perry J.; Pershey D.; Pessina G.; Petrillo G.; Petta C.; Petti R.; Piastra F.; Pickering

Supernova neutrino burst detection with the Deep Underground Neutrino Experiment

The Deep Underground Neutrino Experiment (DUNE), a 40-kton underground liquid argon time projection chamber experiment, will be sensitive to the electron-neutrino flavor component of the burst of neutrinos expected from the next Galactic core-collapse supernova. Such an observation will bring unique insight into the astrophysics of core collapse as well as into the properties of neutrinos. The general capabilities of DUNE for neutrino detection in the relevant few- to few-tens-of-MeV neutrino energy range will be described. As an example, DUNE's ability to constrain the νe spectral parameters of the neutrino burst will be considered

Experiment Simulation Configurations Approximating DUNE TDR

The Deep Underground Neutrino Experiment (DUNE) is a next-generation long-baseline neutrino oscillation experiment consisting of a high-power, broadband neutrino beam, a highly capable near detector located on site at Fermilab, in Batavia, Illinois, and a massive liquid argon time projection chamber (LArTPC) far detector located at the 4850L of Sanford Underground Research Facility in Lead, South Dakota. The long-baseline physics sensitivity calculations presented in the DUNE Physics TDR, and in a related physics paper, rely upon simulation of the neutrino beam line, simulation of neutrino interactions in the near and far detectors, fully automated event reconstruction and neutrino classification, and detailed implementation of systematic uncertainties. The purpose of this posting is to provide a simplified summary of the simulations that went into this analysis to the community, in order to facilitate phenomenological studies of long-baseline oscillation at DUNE. Simulated neutrino flux files and a GLoBES configuration describing the far detector reconstruction and selection performance are included as ancillary files to this posting. A simple analysis using these configurations in GLoBES produces sensitivity that is similar, but not identical, to the official DUNE sensitivity. DUNE welcomes those interested in performing phenomenological work as members of the collaboration, but also recognizes the benefit of making these configurations readily available to the wider community

Volume III DUNE far detector technical coordination

The preponderance of matter over antimatter in the early universe, the dynamics of the supernovae that produced the heavy elements necessary for life, and whether protons eventually decay—these mysteries at the forefront of particle physics and astrophysics are key to understanding the early evolution of our universe, its current state, and its eventual fate. The Deep Underground Neutrino Experiment (DUNE) is an international world-class experiment dedicated to addressing these questions as it searches for leptonic charge-parity symmetry violation, stands ready to capture supernova neutrino bursts, and seeks to observe nucleon decay as a signature of a grand unified theory underlying the standard model. The DUNE far detector technical design report (TDR) describes the DUNE physics program and the technical designs of the single- and dual-phase DUNE liquid argon TPC far detector modules. Volume III of this TDR describes how the activities required to design, construct, fabricate, install, and commission the DUNE far detector modules are organized and managed. This volume details the organizational structures that will carry out and/or oversee the planned far detector activities safely, successfully, on time, and on budget. It presents overviews of the facilities, supporting infrastructure, and detectors for context, and it outlines the project-related functions and methodologies used by the DUNE technical coordination organization, focusing on the areas of integration engineering, technical reviews, quality assurance and control, and safety oversight. Because of its more advanced stage of development, functional examples presented in this volume focus primarily on the single-phase (SP) detector module

Deep Underground Neutrino Experiment (DUNE), Far Detector Technical Design Report, Volume I: Introduction to DUNE

The preponderance of matter over antimatter in the early universe, the dynamics of the supernovae that produced the heavy elements necessary for life, and whether protons eventually decay -- these mysteries at the forefront of particle physics and astrophysics are key to understanding the early evolution of our universe, its current state, and its eventual fate. The Deep Underground Neutrino Experiment (DUNE) is an international world-class experiment dedicated to addressing these questions as it searches for leptonic charge-parity symmetry violation, stands ready to capture supernova neutrino bursts, and seeks to observe nucleon decay as a signature of a grand unified theory underlying the standard model. The DUNE far detector technical design report (TDR) describes the DUNE physics program and the technical designs of the single- and dual-phase DUNE liquid argon TPC far detector modules. This TDR is intended to justify the technical choices for the far detector that flow down from the high-level physics goals through requirements at all levels of the Project. Volume I contains an executive summary that introduces the DUNE science program, the far detector and the strategy for its modular designs, and the organization and management of the Project. The remainder of Volume I provides more detail on the science program that drives the choice of detector technologies and on the technologies themselves. It also introduces the designs for the DUNE near detector and the DUNE computing model, for which DUNE is planning design reports. Volume II of this TDR describes DUNE's physics program in detail. Volume III describes the technical coordination required for the far detector design, construction, installation, and integration, and its organizational structure. Volume IV describes the single-phase far detector technology. A planned Volume V will describe the dual-phase technology

Deep Underground Neutrino Experiment (DUNE), Far Detector Technical Design Report, Volume II: DUNE Physics

The preponderance of matter over antimatter in the early universe, the dynamics of the supernovae that produced the heavy elements necessary for life, and whether protons eventually decay -- these mysteries at the forefront of particle physics and astrophysics are key to understanding the early evolution of our universe, its current state, and its eventual fate. DUNE is an international world-class experiment dedicated to addressing these questions as it searches for leptonic charge-parity symmetry violation, stands ready to capture supernova neutrino bursts, and seeks to observe nucleon decay as a signature of a grand unified theory underlying the standard model. The DUNE far detector technical design report (TDR) describes the DUNE physics program and the technical designs of the single- and dual-phase DUNE liquid argon TPC far detector modules. Volume II of this TDR, DUNE Physics, describes the array of identified scientific opportunities and key goals. Crucially, we also report our best current understanding of the capability of DUNE to realize these goals, along with the detailed arguments and investigations on which this understanding is based. This TDR volume documents the scientific basis underlying the conception and design of the LBNF/DUNE experimental configurations. As a result, the description of DUNE's experimental capabilities constitutes the bulk of the document. Key linkages between requirements for successful execution of the physics program and primary specifications of the experimental configurations are drawn and summarized. This document also serves a wider purpose as a statement on the scientific potential of DUNE as a central component within a global program of frontier theoretical and experimental particle physics research. Thus, the presentation also aims to serve as a resource for the particle physics community at large

Neutrino interaction classification with a convolutional neural network in the DUNE far detector

The Deep Underground Neutrino Experiment is a next-generation neutrino oscillation experiment that aims to measure CP-violation in the neutrino sector as part of a wider physics program. A deep learning approach based on a convolutional neural network has been developed to provide highly efficient and pure selections of electron neutrino and muon neutrino charged-current interactions. The electron neutrino (antineutrino) selection efficiency peaks at 90% (94%) and exceeds 85% (90%) for reconstructed neutrino energies between 2–5 GeV. The muon neutrino (antineutrino) event selection is found to have a maximum efficiency of 96% (97%) and exceeds 90% (95%) efficiency for reconstructed neutrino energies above 2 GeV. When considering all electron neutrino and antineutrino interactions as signal, a selection purity of 90% is achieved. These event selections are critical to maximize the sensitivity of the experiment to CP-violating effects