Long Memory Dynamics for Multivariate Dependence under Heavy Tails

We develop a new simultaneous time series model for volatility and dependence with long memory (fractionally integrated) dynamics and heavy-tailed densities. Our new multivariate model accounts for typical empirical features in financial time series while being robust to outliers or jumps in the data. In the empirical study for four Dow Jones equities, we find that the degree of memory in the volatilities of the equity return series is similar, while the degree of memory in correlations between the series varies significantly. The forecasts from our model are compared with high-frequency realised volatility and dependence measures. The forecast accuracy is overall higher compared to those from some well-known competing benchmark models

Search for dark matter in events with a hadronically decaying W or Z boson and missing transverse momentum in pp collisions at √s=8 TeV with the ATLAS detector

A search is presented for dark matter pair production in association with a W or Z boson in pp collisions representing 20.3  fb−1 of integrated luminosity at s√=8  TeV using data recorded with the ATLAS detector at the Large Hadron Collider. Events with a hadronic jet with the jet mass consistent with a W or Z boson, and with large missing transverse momentum are analyzed. The data are consistent with the standard model expectations. Limits are set on the mass scale in effective field theories that describe the interaction of dark matter and standard model particles, and on the cross section of Higgs production and decay to invisible particles. In addition, cross section limits on the anomalous production of W or Z bosons with large missing transverse momentum are set in two fiducial regions

Measurement of the electroweak production of dijets in association with a Z-boson and distributions sensitive to vector boson fusion in proton-proton collisions at √s= 8 TeV using the ATLAS detector

Measurements of fiducial cross sections for the electroweak production of two jets in association with a Z-boson are presented. The measurements are performed using 20.3 fb−1 of proton-proton collision data collected at a centre-of-mass energy of s√ = 8 TeV by the ATLAS experiment at the Large Hadron Collider. The electroweak component is extracted by a fit to the dijet invariant mass distribution in a fiducial region chosen to enhance the electroweak contribution over the dominant background in which the jets are produced via the strong interaction. The electroweak cross sections measured in two fiducial regions are in good agreement with the Standard Model expectations and the background-only hypothesis is rejected with significance above the 5σ level. The electroweak process includes the vector boson fusion production of a Z-boson and the data are used to place limits on anomalous triple gauge boson couplings. In addition, measurements of cross sections and differential distributions for inclusive Z-boson-plus-dijet production are performed in five fiducial regions, each with different sensitivity to the electroweak contribution. The results are corrected for detector effects and compared to predictions from the Sherpa and Powheg event generators

Search for new particles in events with one lepton and missing transverse momentum in pp collisions at s√ = 8 TeV with the ATLAS detector

This paper presents a search for new particles in events with one lepton (electron or muon) and missing transverse momentum using 20.3 fb−1 of proton-proton collision data at s√ = 8 TeV recorded by the ATLAS experiment at the Large Hadron Collider. No significant excess beyond Standard Model expectations is observed. A W ′ with Sequential Standard Model couplings is excluded at the 95% confidence level for masses up to 3.24 TeV. Excited chiral bosons (W *) with equivalent coupling strengths are excluded for masses up to 3.21 TeV. In the framework of an effective field theory limits are also set on the dark matter-nucleon scattering cross-section as well as the mass scale M * of the unknown mediating interaction for dark matter pair production in association with a leptonically decaying W

Search for supersymmetry at √s= 8 TeV in final states with jets and two same-sign leptons or three leptons with the ATLAS detector

A search for strongly produced supersymmetric particles is conducted using signatures involving multiple energetic jets and either two isolated leptons (e or μ) with the same electric charge, or at least three isolated leptons. The search also utilises jets originating from b-quarks, missing transverse momentum and other observables to extend its sensitivity. The analysis uses a data sample corresponding to a total integrated luminosity of 20.3 fb-1 of √s = 8 TeV proton-proton collisions recorded with the ATLAS detector at the Large Hadron Collider in 2012. No deviation from the Standard Model expectation is observed. New or significantly improved exclusion limits are set on a wide variety of supersymmetric models in which the lightest squark can be of the first, second or third generations, and in which R-parity can be conserved or violated

Search for quantum black hole production in high-invariant-mass lepton + jet final states using pp collisions at √s = 8 TeV and the ATLAS detector

A search is reported for a neutral Higgs boson in the decay channel H→Zγ, Z→ℓ +ℓ - (ℓ = e, μ), using 4.5 fb-1 of pp collisions at s=7 TeV and 20.3 fb-1 of pp collisions at s=8 TeV, recorded by the ATLAS detector at the CERN Large Hadron Collider. The observed distribution of the invariant mass of the three final-state particles, mℓℓγ, is consistent with the Standard Model hypothesis in the investigated mass range of 120-150 GeV. For a Higgs boson with a mass of 125.5 GeV, the observed upper limit at the 95% confidence level is 11 times the Standard Model expectation. Upper limits are set on the cross section times branching ratio of a neutral Higgs boson with mass in the range 120-150 GeV between 0.13 and 0.5 pb for s=8 TeV at 95% confidence level

Measurement of the production of a W boson in association with a charm quark in pp collisions at s√ = 7 TeV with the ATLAS detector

The production of a W boson in association with a single charm quark is studied using 4.6 fb−1 of pp collision data at s√ = 7 TeV collected with the ATLAS detector at the Large Hadron Collider. In events in which a W boson decays to an electron or muon, the charm quark is tagged either by its semileptonic decay to a muon or by the presence of a charmed meson. The integrated and differential cross sections as a function of the pseudorapidity of the lepton from the W-boson decay are measured. Results are compared to the predictions of next-to-leading-order QCD calculations obtained from various parton distribution function parameterisations. The ratio of the strange-to-down sea-quark distributions is determined to be 0.96+0.26−0.30 at Q 2 = 1.9 GeV2, which supports the hypothesis of an SU(3)-symmetric composition of the light-quark sea. Additionally, the cross-section ratio σ(W + + c¯)/σ(W − + c) is compared to the predictions obtained using parton distribution function parameterisations with different assumptions about the s−s¯ quark asymmetry

Search for direct pair production of the top squark in all-hadronic final states in proton-proton collisions at √s=8 TeV with the ATLAS detector

The results of a search for direct pair production of the scalar partner to the top quark using an integrated luminosity of 20.1 fb−1 of proton-proton collision data at s√ = 8 TeV recorded with the ATLAS detector at the LHC are reported. The top squark is assumed to decay via t¯ →tχ¯01 or t¯ →bχ¯±1 →bW(∗)χ¯01, where χ¯01 (χ¯±1) denotes the lightest neutralino (chargino) in supersymmetric models. The search targets a fully-hadronic final state in events with four or more jets and large missing transverse momentum. No significant excess over the Standard Model background prediction is observed, and exclusion limits are reported in terms of the top squark and neutralino masses and as a function of the branching fraction of t¯ →tχ¯01. For a branching fraction of 100%, top squark masses in the range 270–645 GeV are excluded for χ¯01 masses below 30 GeV. For a branching fraction of 50% to either t¯ →tχ¯01 or t¯ →bχ¯±1, and assuming the χ¯±1 mass to be twice the χ¯01 mass, top squark masses in the range 250–550 GeV are excluded for χ¯01 masses below 60 GeV

Utility-service provision as an example of a complex system

Utility–service provision is a process in which products are transformed by appropriate devices into services satisfying human needs and wants. Utility products required for these transformations are usually delivered to households via separate infrastructures, i.e., real-world networks such as, e.g., electricity grids and water distribution systems. owever, provision of utility products in appropriate quantities does not itself guarantee hat the required services will be delivered because the needs satisfaction task requires not only utility products but also fully functional devices. Utility infrastructures form complex networks and have been analyzed as such using complex network theory. However, little research has been conducted to date on integration of utilities and associated services within one complex network. This paper attempts to fill this gap in knowledge by modelling utility–service provision within a household with a hypergraph in which products and services are represented with nodes whilst devices are hyperedges spanning between them. Since devices usually connect more than two nodes, a standard graph would not suffice to describe utility–service provision problem and therefore a hypergraph was chosen as a more appropriate representation of the system. This paper first aims to investigate the properties of hypergraphs, such as cardinality of nodes, betweenness, degree distribution, etc. Additionally, it shows how these properties can be used while solving and optimizing utility– service provision problem, i.e., constructing a so-called transformation graph. The transformation graph is a standard graph in which nodes represent the devices, storages for products, and services, while edges represent the product or service carriers. Construction of different transformation graphs to a defined utility– service provision problem is presented in the paper to show how the methodology is applied to generate possible solutions to provision of services to households under given local conditions, requirements and constraints

Search for supersymmetry in events with large missing transverse momentum, jets, and at least one tau lepton in 20 fb−1 of √s = 8 TeV proton-proton collision data with the ATLAS detector

A search for supersymmetry (SUSY) in events with large missing transverse momentum, jets, at least one hadronically decaying tau lepton and zero or one additional light leptons (electron/muon), has been performed using 20.3fb−1 of proton-proton collision data at √s = 8 TeV recorded with the ATLAS detector at the Large Hadron Collider. No excess above the Standard Model background expectation is observed in the various signal regions and 95% confidence level upper limits on the visible cross section for new phenomena are set. The results of the analysis are interpreted in several SUSY scenarios, significantly extending previous limits obtained in the same final states. In the framework of minimal gauge-mediated SUSY breaking models, values of the SUSY breaking scale Λ below 63 TeV are excluded, independently of tan β. Exclusion limits are also derived for an mSUGRA/CMSSM model, in both the R-parity-conserving and R-parity-violating case. A further interpretation is presented in a framework of natural gauge mediation, in which the gluino is assumed to be the only light coloured sparticle and gluino masses below 1090 GeV are excluded