Noise Dressing of Financial Correlation Matrices

We show that results from the theory of random matrices are potentially of great interest to understand the statistical structure of the empirical correlation matrices appearing in the study of price fluctuations. The central result of the present study is the remarkable agreement between the theoretical prediction (based on the assumption that the correlation matrix is random) and empirical data concerning the density of eigenvalues associated to the time series of the different stocks of the S&P500 (or other major markets). In particular the present study raises serious doubts on the blind use of empirical correlation matrices for risk management.Comment: Latex (Revtex) 3 pp + 2 postscript figures (in-text

Gaia GraL: Gaia DR2 Gravitational Lens Systems. VII. XMM-Newton Observations of Lensed Quasars

© 2022. The Author(s). Published by the American Astronomical Society. This is the accepted manuscript version of an article which has been published in final form at https://doi.org/10.3847/1538-4357/ac4476We present XMM-Newton X-ray observations of nine confirmed lensed quasars at 1 ≲ z ≲ 3 identified by the Gaia Gravitational Lens program. Eight systems are strongly detected, with 0.3-8.0 keV fluxes F 0.3-8.0 ≳ 5 ×10-14 erg cm-2 s-1. Modeling the X-ray spectra with an absorbed power law, we derive power-law photon indices and 2-10 keV luminosities for the eight detected quasars. In addition to presenting sample properties for larger quasar population studies and for use in planning for future caustic-crossing events, we also identify three quasars of interest: a quasar that shows evidence of flux variability from previous ROSAT observations, the most closely separated individual lensed sources resolved by XMM-Newton, and one of the X-ray brightest quasars known at z > 3. These sources represent the tip of the discoveries that will be enabled by SRG/eROSITA.Peer reviewe

Gaia GraL: Gaia DR2 gravitational lens systems – VIII. A radio census of lensed systems

© 2024 The Author(s). Published by Oxford University Press on behalf of Royal Astronomical Society. This is an open access article distributed under the terms of the Creative Commons Attribution License (CC BY), https://creativecommons.org/licenses/by/4.0/We present radio observations of 24 confirmed and candidate strongly lensed quasars identified by the Gaia Gravitational Lenses working group. We detect radio emission from eight systems in 5.5 and 9 GHz observations with the Australia Telescope Compact Array (ATCA), and 12 systems in 6 GHz observations with the Karl G. Jansky Very Large Array (VLA). The resolution of our ATCA observations is insufficient to resolve the radio emission into multiple lensed images, but we do detect multiple images from 11 VLA targets. We have analysed these systems using our observations in conjunction with existing optical measurements, including measuring offsets between the radio and optical positions for each image and building updated lens models. These observations significantly expand the existing sample of lensed radio quasars, suggest that most lensed systems are detectable at radio wavelengths with targeted observations, and demonstrate the feasibility of population studies with high-resolution radio imaging.Peer reviewe

Gaia GraL: Gaia DR2 Gravitational Lens Systems. VIII. A radio census of lensed systems

We present radio observations of 24 confirmed and candidate strongly lensed quasars identified by the Gaia Gravitational Lenses (GraL) working group. We detect radio emission from 8 systems in 5.5 and 9 GHz observations with the Australia Telescope Compact Array (ATCA), and 12 systems in 6 GHz observations with the Karl G. Jansky Very Large Array (VLA). The resolution of our ATCA observations is insufficient to resolve the radio emission into multiple lensed images, but we do detect multiple images from 11 VLA targets. We have analysed these systems using our observations in conjunction with existing optical measurements, including measuring offsets between the radio and optical positions, for each image and building updated lens models. These observations significantly expand the existing sample of lensed radio quasars, suggest that most lensed systems are detectable at radio wavelengths with targeted observations, and demonstrate the feasibility of population studies with high resolution radio imaging

Gaia GraL: Gaia DR2 Gravitational Lens Systems. VII. XMM-Newton Observations of Lensed Quasars

Abstract We present XMM-Newton X-ray observations of nine confirmed lensed quasars at 1 ≲ z ≲ 3 identified by the Gaia Gravitational Lens program. Eight systems are strongly detected, with 0.3–8.0 keV fluxes F 0.3−8.0 ≳ 5 ×10−14 erg cm−2 s−1. Modeling the X-ray spectra with an absorbed power law, we derive power-law photon indices and 2–10 keV luminosities for the eight detected quasars. In addition to presenting sample properties for larger quasar population studies and for use in planning for future caustic-crossing events, we also identify three quasars of interest: a quasar that shows evidence of flux variability from previous ROSAT observations, the most closely separated individual lensed sources resolved by XMM-Newton, and one of the X-ray brightest quasars known at z &gt; 3. These sources represent the tip of the discoveries that will be enabled by SRG/eROSITA.</jats:p

Analyse et segmentation de données non supervisées à l'aide de graphe

NICE-BU Sciences (060882101) / SudocSudocFranceF

Arbres de recouvrement minimaux duaux et application a la segmentation non supervisee

National audienceCet article propose de nouvelles approches de segmentation non supervisée. Nous proposons d'exploiter les propriétés d'une nouvelle mesure de distance reposant sur la construction d'arbres de recouvrement minimaux duaux: le Dual Rooted Prim Tree (DRooPi), pour construire une paire de classes candidates. Ces classes correspondent a une partition de l'ensemble des sommets connectes par un Droopi. La partition est obtenue par coupure simple du plus grand segment de l'arbre de recouvrement minimal partiel qu'est Droopi, dont les deux racines sont definies par la paire de sommets choisie au hasard. Des fonctions de consensus sont ensuite calculees sur l'ensemble des classes associees a chaque paire de sommets. Pour obtenir la partition finale, un algorithme de classification spectrale est applique avec comme mesure de distance les fonctions de consensus definies. Des resultats sont obtenus sur divers donnees synthetiques et reelles

Clustering on Manifolds with Dual-Rooted Minimal Spanning Trees

International audienceIn this paper, we introduce a new distance computed from the construction of dual-rooted minimal spanning trees (MSTs). This distance extends Grikschat's approach, exhibits attractive properties and allows to account for both local and global neighborhood information. Furthermore, a function measuring the probability that a point belongs to a detected class is proposed. Some connections with diffusion maps are outlined. The dual-rooted tree-based distance (DRPT) allows us to construct a new affinity matrix for use in a spectral clustering algorithm, or leads to a new data analysis method. Results are presented on benchmark datasets

Dual minimal covering trees and application to non-supervised segmentation

Cet article propose de nouvelles approches pour la classification non supervisée. Nous proposons d'exploiter les propriétés d'une nouvelle mesure de distance exploitant la construction d'arbres de recouvrement minimaux duaux: le «Dual ROOted Prlm Tree (DRooPi)», pour construire une paire de classes candidates. Chacune de ces paires de classe est associée à un couple de sommets initialement tirés au hasard. Ces classes correspondent à une partition de l'ensemble des sommets connectés par un Droopi; la partition est obtenue par coupure simple du plus grand segment de l'arbre de recouvrement minimal partiel qu'est Droopi, dont les 2 racines sont définies par la paire de sommets choisie au hasard. Des fonctions de consensus sont ensuite calculées sur l'ensemble des classes associées à chaque paire de sommets. Pour obtenir la classification finale, un algorithme de classification spectrale est appliqué avec comme mesure de distance les fonctions de consensus définies. Des résultats sont obtenus sur divers données synthétiques et réelles

Unsupervised Clustering on Astrophyics Data : Asteroid reflectance spectra survey and hyperspectral images

International audienc