Asymmetric dynamics in the correlations of global equity and bond returns

JEL Classification: F3, G1, C5Correlation, International Finance, Variance Targeting

Prescriptions for Off-Shell Bosonic String Amplitudes

We give, in the framework of the bosonic string theory, simple prescriptions for computing, at tree and one-loop levels, off-shell string amplitudes for open and closed string massless states. In particular we obtain a tree amplitude for three open strings that in the field theory limit coincides with the three-gluon vertex in the usual covariant gauge and two-string one-loop amplitudes satisfying the property of transversality.Comment: 11 pages, LaTeX, to appear in the proceedings of the workshop "Quantum Aspects of Gauge Theories, Supersymmetry and Unification", Corfu (Greece), 20-26 September 1998. Eq. (12) and numerical factors in eqs. (13) and (16) corrected; some minor changes and references adde

Form factor in K+ --> pi+ pi0 gamma: interference versus direct emission

We analyze the effect of a form factor in the magnetic contribution to K+ --> pi+ pi0 gamma. We emphasize how this can show up experimentally: in particular we try to explore the difference between a possible interference contribution and a form factor in the magnetic part. The form factor used for K+ --> pi+ pi0 gamma is analogous to the one for KL --> pi+ pi- gamma, experimentally well established.Comment: 9 pages revtex, 10 eps figures; improved presentation of theoretical and experimental status; refs. adde

Experiments and analysis of quality andEnergy-aware data aggregation approaches inWSNs

A wireless sensor network consists of autonomous devices able to collect various data from the area that surrounds them. However, the resources associated with sensors are limited and, thus, in order to guarantee a longer life of all the network components, it is necessary to adopt energysavings methods. This paper, considering that the transmission phase is the main cause of energy dissipation, presents an approach aimed to save energy by capturing and aggregating signals instead of sending them in raw form. Anyway, aggregation should not imply the loss of useful data. For this reason, information about possible outliers is preserved and the aggregated values have to satisfy data quality (i.e., accuracy, precision, and timeliness) requirements. In order to show the correctness and validity of the proposed method, it has been tested on a real case study and its performance has been compared with two other consolidated approaches

The hadronic light by light contribution to the (g−2)μ(g-2)_{\mu} with holographic models of QCD

We study the anomalous electromagnetic pion form factor $F_{\pi^0\gamma^*\gamma^*}$ with a set of holographic models. By comparing with the measured value of the linear slope, some of these models can be ruled out. From the remaining models we obtain predictions for the low-energy quadratic slope parameters of $F_{\pi^0\gamma^*\gamma^*}$, currently out of experimental reach but testable in the near future. We find it particularly useful to encode this low-energy information in a form factor able to satisfy also QCD short-distance constraints. We choose the form factor introduced by D'Ambrosio, Isidori and Portoles in kaon decays, which has the right short distance for a particular value of the quadratic slope, which is later shown to be compatible with our holographic predictions. We then turn to a determination of the (dominant) pion exchange diagram in the hadronic light by light scattering contribution to the muon anomalous magnetic moment. We quantify the theoretical uncertainty in $(g-2)_{\mu}$ coming from the different input we use: QCD short distances, experimental input and low-energy holographic predictions. We also test the pion-pole approximation. Our final result is $a_{\mu}^{\pi^0}=6.54(25)\cdot 10^{-10}$, where the error is driven by the linear slope of $F_{\pi^0\gamma^*\gamma^*}$, soon to be measured with precision at KLOE-2. Our numerical analysis also indicates that large values of the magnetic susceptibility $\chi_0$ are disfavored, therefore pointing at a mild effect from the pion off-shellness. However, in the absence of stronger bounds on $\chi_0$, an additional $(10-15)$ systematic uncertainty on the previous value for $a_\mu^{\pi^0}$ cannot be excluded.Comment: 20 pages, 5 figures. Substantial improvements throughout the text to match the published version. Enhanced discussion of the analysis in Section IV with the addition of two appendices. Conclusions unchange

Live, Personal Data Integration Through UI-Oriented Computing

This paper proposes a new perspective on the problem of data integration on the Web: the one of the Surface Web. It introduces the concept of UI-oriented computing as a computing paradigm whose core ingredient are the user interfaces that build up the SurfaceWeb, and shows how a sensible mapping of data integration tasks to user interface elements and user interactions is able to cope with data integration scenarios that so far have only be conceived for the Deep Web with its APIs and Web services. The described approach provides a novel conceptual and technological framework for practices, such as the integration of data APIs/services and the extraction of content from Web pages, that are common practice but still not adequately supported. The approach targets both programmers and users alike and comes as an extensible, open-source browser extension

Determinants of insurance companies' enviromental, social, and governance awareness

Environmental, social, and governance (ESG) criteria are increasingly important in all fields of economics. However, despite increasing interest from policy makers and financial regulators, literature relating to the insurance industry is still scarce. This paper aims to fill this gap by exploring the interaction between a set of financial ratios and environmental social governance scores of 107 large, listed US insurance companies for the period 2010–2018 for the purpose of identifying the determinants of ESG awareness. Larger, more profitable, and more solvent insurance companies show the highest level of ESG awareness. Our model contributes to shed light on the unfolding of ESG practices in the insurance industry

Off-shell amplitudes for nonoriented closed strings

In the context of the bosonic closed string theory, by using the operatorial formalism, we give a simple expression of the off-shell amplitude with an arbitrary number of external massless states inserted on the Klein bottle