35 research outputs found

    Deep learning approach to the Higgs boson CP measurement in H to tau tau decay and associated systematics

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    The H to tau tau decays form the prime channel for the measurement of the Higgs boson state and tests of the CP invariance of Higgs boson couplings. A previous study has shown the viability of deep learning techniques for the measurement. In this paper, the study is expanded. Effects due to the partial modelling of experimental effects are discussed. Furthermore, systematics due to ? decay modelling for complex cascade decays to tau^pm to a_1^pm nu_tau to rho^0 pi^pm nu_tau to 3pi^\pm nu_tau are also addressed. Various parameterisations are considered using low-energy collision data.Comment: 13 pages, 4 figure

    Is there a low-risk anomaly in the UAE stock market?

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    We investigate the low-risk anomaly in the United Arab Emirates stock market. Using a sample of stocks listed on the DFM and ADX, we examine the performance of portfolios from one-way sorts on several prominent measures of risk: total volatility, beta, idiosyncratic risk, and value at risk. We find no significant relationship between these measures of risk and future returns – either positive or negative. In consequence, our results do not support the hypothesis that the low-risk anomaly is present in the UAE stock market. Low-risk stocks do not significantly outperform high-risk securities

    One shape fits all? A comprehensive examination of cryptocurrency return distributions

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    We perform the most comprehensive test of cryptocurrency return distributions to date. We fit 58 hypothetical distributions to 15 major cryptocurrencies to establish which of these best describes cryptocurrency returns. The answer is: ‘It depends.’ A sharp-peaked Cauchy distribution is the most likely distribution for the majority of return series. Specific distributions are definitively identified for only a handful of cryptocurrencies. The best fitting distributions are peaked and thick-tailed, with some possessing variable shape parameters. Our findings have implications for financial modelling and its applications, such as risk measurement and risk management.http://www.tandfonline.com/loi/rael202021-06-03hj2020Financial Managemen

    Confronting theoretical predictions with experimental data; fitting strategy for multi-dimensional distributions

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    After developing a Resonance Chiral Lagrangian (RχL) model to describe hadronic τ lepton decays [18], the model was confronted with experimental data. This was accomplished using a fitting framework which was developed to take into account the complexity of the model and to ensure the numerical stability for the algorithms used in the fitting. Since the model used in the fit contained 15 parameters and there were only three 1-dimensional distributions available, we could expect multiple local minima or even whole regions of equal potential to appear. Our methods had to thoroughly explore the whole parameter space and ensure, as well as possible, that the result is a global minimum. This paper is focused on the technical aspects of the fitting strategy used. The first approach was based on re-weighting algorithm published in [17] and produced results in around two weeks. Later approach, with improved theoretical model and simple parallelization algorithm based on Inter-Process Communication (IPC) methods of UNIX system, reduced computation time down to 2-3 days. Additional approximations were introduced to the model decreasing time to obtain the preliminary results down to 8 hours. This allowed to better validate the results leading to a more robust analysis published in [12]

    Identification of genetic variants associated with Huntington's disease progression: a genome-wide association study

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    Background Huntington's disease is caused by a CAG repeat expansion in the huntingtin gene, HTT. Age at onset has been used as a quantitative phenotype in genetic analysis looking for Huntington's disease modifiers, but is hard to define and not always available. Therefore, we aimed to generate a novel measure of disease progression and to identify genetic markers associated with this progression measure. Methods We generated a progression score on the basis of principal component analysis of prospectively acquired longitudinal changes in motor, cognitive, and imaging measures in the 218 indivduals in the TRACK-HD cohort of Huntington's disease gene mutation carriers (data collected 2008–11). We generated a parallel progression score using data from 1773 previously genotyped participants from the European Huntington's Disease Network REGISTRY study of Huntington's disease mutation carriers (data collected 2003–13). We did a genome-wide association analyses in terms of progression for 216 TRACK-HD participants and 1773 REGISTRY participants, then a meta-analysis of these results was undertaken. Findings Longitudinal motor, cognitive, and imaging scores were correlated with each other in TRACK-HD participants, justifying use of a single, cross-domain measure of disease progression in both studies. The TRACK-HD and REGISTRY progression measures were correlated with each other (r=0·674), and with age at onset (TRACK-HD, r=0·315; REGISTRY, r=0·234). The meta-analysis of progression in TRACK-HD and REGISTRY gave a genome-wide significant signal (p=1·12 × 10−10) on chromosome 5 spanning three genes: MSH3, DHFR, and MTRNR2L2. The genes in this locus were associated with progression in TRACK-HD (MSH3 p=2·94 × 10−8 DHFR p=8·37 × 10−7 MTRNR2L2 p=2·15 × 10−9) and to a lesser extent in REGISTRY (MSH3 p=9·36 × 10−4 DHFR p=8·45 × 10−4 MTRNR2L2 p=1·20 × 10−3). The lead single nucleotide polymorphism (SNP) in TRACK-HD (rs557874766) was genome-wide significant in the meta-analysis (p=1·58 × 10−8), and encodes an aminoacid change (Pro67Ala) in MSH3. In TRACK-HD, each copy of the minor allele at this SNP was associated with a 0·4 units per year (95% CI 0·16–0·66) reduction in the rate of change of the Unified Huntington's Disease Rating Scale (UHDRS) Total Motor Score, and a reduction of 0·12 units per year (95% CI 0·06–0·18) in the rate of change of UHDRS Total Functional Capacity score. These associations remained significant after adjusting for age of onset. Interpretation The multidomain progression measure in TRACK-HD was associated with a functional variant that was genome-wide significant in our meta-analysis. The association in only 216 participants implies that the progression measure is a sensitive reflection of disease burden, that the effect size at this locus is large, or both. Knockout of Msh3 reduces somatic expansion in Huntington's disease mouse models, suggesting this mechanism as an area for future therapeutic investigation

    Study of variants for Monte Carlo generators of

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    Low energy QCD (below 2 GeV) is a region of resonance dynamics, sometimes lacking a satisfactory description as compared to the precision of available experimental data. Hadronic τ\tau decays offer a probe for such an energy regime. In general, the predictions for decays are model dependent, with parameters fitted to experimental results. The parameterizations differ by the amount of assumptions and theoretical requirements taken into account. Both model distributions and acquired data samples used for the fits are the results of a complex effort. In this paper, we investigate the main parameterizations of τ\tau decay matrix elements for the one- and three-prong channels of three-pion τ\tau decays. The differences in analytical forms of the currents and resulting distributions used for comparison with the experimental data are studied. We use invariant mass spectra of all possible pion pairs and the whole three-pion system. Also three-dimensional histograms spanned over all distinct squared invariant masses are used to represent the results of models and experimental data. We present distributions from TAUOLA Monte Carlo generation and a semi-analytical calculation. These are necessary steps in the development for fitting in an as model-independent way as possible, and to explore multi-million event experimental data samples. This includes the response of distributions to model variants, and/or numerical values of the parameters. The interference effects of the currents’ parts are also studied. For technical purposes, weighted events are introduced. Even though we focus on 3πντ3\pi \nu _\tau modes, technical aspects of our study are relevant for all τ\tau decay modes into three hadrons
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