Quantum corrections for the MSSM Higgs couplings to SM fermions

Higgs Yukawa couplings to down-type fermions receive, in the MSSM, supersymmetric quantum corrections that can be of order 1 for large values of tan\beta, provided \mu \sim MSUSY. Therefore, a sensitive prediction for observables driven by any of these couplings can only be obtained after an all-order resummation of the large corrections. We perform this necessary step and show, as an example, the effect of the resummation on the computation of the p\bar{p},pp \to t\bar{b}H^{-} + X cross-section and on the branching ratio BR(b\to s\gamma) at the next-to-leading order.Comment: 12 pp, econf, 6 eps figs. Talk presented at RADCOR 2000, Carmel, CA, Sept. 200

Social signals and algorithmic trading of Bitcoin

The availability of data on digital traces is growing to unprecedented sizes, but inferring actionable knowledge from large-scale data is far from being trivial. This is especially important for computational finance, where digital traces of human behavior offer a great potential to drive trading strategies. We contribute to this by providing a consistent approach that integrates various datasources in the design of algorithmic traders. This allows us to derive insights into the principles behind the profitability of our trading strategies. We illustrate our approach through the analysis of Bitcoin, a cryptocurrency known for its large price fluctuations. In our analysis, we include economic signals of volume and price of exchange for USD, adoption of the Bitcoin technology, and transaction volume of Bitcoin. We add social signals related to information search, word of mouth volume, emotional valence, and opinion polarization as expressed in tweets related to Bitcoin for more than 3 years. Our analysis reveals that increases in opinion polarization and exchange volume precede rising Bitcoin prices, and that emotional valence precedes opinion polarization and rising exchange volumes. We apply these insights to design algorithmic trading strategies for Bitcoin, reaching very high profits in less than a year. We verify this high profitability with robust statistical methods that take into account risk and trading costs, confirming the long-standing hypothesis that trading based social media sentiment has the potential to yield positive returns on investment.Comment: http://rsos.royalsocietypublishing.org/content/2/9/15028

Multivariate statistical analysis for damage and delamination in composite structures

The article is devoted to the analysis of the vibration response of composite laminates .Our aim is to develop a method for analysis of the vibration response of structures made of composites which will also be used to develop a vibration-based health monitoring procedure for such structures. Composite materials and composite laminates in particular, exhibit complex dynamic behaviour which on most occasions cannot be modelled linearly. Delamination introduces additional nonlinearities in the vibration behaviour of the structure as a result of the interrupted contact between the layers or the opening and closing of the delamination. Thus conventional linear structural dynamics methods like modal analysis cannot be applied. In this study, the vibration response signals are recorded from damaged and non-damaged (healthy) laminated composite beams. The frequency domain signals are subjected to a special type of Principal Component Analysis, known as Multichannel Singular Spectrum Analysis (MSSA). This type of analysis is known to uncover oscillation patterns and was suggested in the investigation in place of modal analysis. The idea is to establish a new feature based state-space for the vibration response signal. The response of the healthy structure is used as a baseline to which all the responses are compared. MSSA decomposes the signal into new components which are lineal combinations of the original frequency series components. The first several components are responsible for most of the variance of the original signal. The new space is with a much smaller dimension as compared to the original data and creates new variables which can be used as damage features. The results demonstrate strong potential for using MSSA for the purpose of structural health monitoring

Electromechanical behavior of BaTiO3 from first principles

Using an effective Hamiltonian parametrized from first principles, Monte Carlo simulations are performed in order to study the piezoelectric response of BaTiO3 in the ferroelectric tetragonal phase as a function of temperature. The effect of an electric field on the phase behavior is also illustrated by a simulation of the transformation of a rhombohedral domain into a tetragonal one under a strong field.Comment: 3 pages, two-column style with 3 postscript figures embedded. Uses REVTEX and epsf macros. Also available at http://www.physics.rutgers.edu/~dhv/preprints/index.html#ag_pie