Miracle-dz/UniFAR-FTUs huggingface dataset:
Long run credit risk diversiﬁcation: empirical decomposition of corporate bond spreads

Following the reduced-form models of Duffee (1999) and Jarrow, Lando and Yu (2003), this study investigates the risk diversification issue of corporate bond portfolios. Considering especially long run market behavior, our empirical decomposition of corporate bond yield spreads indicates that the idiosyncratic component serves as a good vehicle for risk diversification. Moreover, the idiosyncratic spread provides significant inferences about observed conditional corporate bond default rate, while full spread does not. Applying an affine model from Duffie and Singleton (1999), we find that the idiosyncratic credit spreads do not respond empirically to Treasury yields, unlike what is suggested in the structural model of Longstaff and Schwartz (1995) and literatures that follow. Systematic credit spreads are however positively related to Treasury yields in the long-run, but negatively so in the short run, suggesting the validity of both the tax and the option hypotheses. A long-run and optimal decomposition scheme yields an idiosyncratic credit spread measure at a median of 60 b.p. for the Baa index and is specifically compatible with Duffee’s model. It is insensitive to interest rate in the short-run, but would rise slightly with a positive shock in the long run at a rate of one to a hundred. Our findings in the study contribute to the risk practice of bond portfolio diversification.
Synchrotron and inverse-Compton emission from blazar jets – IV. BL Lac type blazars and the physical basis for the blazar sequence

In this paper we investigate the properties of a sample of six BL Lacs by fitting their spectra using our inhomogeneous jet model with an accelerating, magnetically dominated, parabolic base, which transitions to a slowly decelerating conical jet with a geometry based on observations of M87. Our model is able to fit very well to the simultaneous multiwavelength spectra of all the BL Lacs including radio observations. We find that the BL Lacs have lower jet powers and bulk Lorentz factors than the sample of Compton-dominant blazars investigated in Paper III, consistent with the blazar sequence. Excitingly, we find a correlation between the radius at which the jet first comes into equipartition and the jet power, in agreement with our prediction from Paper II. We interpret this result as one of two physical scenarios: a universal jet geometry which scales linearly with black hole mass or a dichotomy in Eddington accretion rates between flat spectrum radio quasars (FSRQs) and BL Lacs. If we assume that the jet geometry of all blazars scales linearly with black hole mass then we find a plausible range of masses (10^7-10^10 solar masses). We find that the quiescent gamma-ray spectrum of Markarian 421 is best fitted by scattering of external CMB photons. We are unable to fit the spectrum using synchrotron self-Compton emission due to strong gamma-ray absorption via pair production even using a compact, rapidly decelerating, jet with a very large bulk Lorentz factor (50), as has been suggested recently. Finally, we fit to the SEDs of the four high power HSP BL Lacs recently found by Padovani et al. 2012. We find that their high peak frequency emission is caused by high maximum electron energies whilst the rest of their jet properties are typical of relatively high power BL Lacs and consistent with our predictions.
The impact of feedback on the low-redshift intergalactic medium

We analyse the evolution of the properties of the low-redshift intergalactic medium (IGM) using high-resolution hydrodynamic simulations that include a detailed chemical evolution model. We focus on the effects that two different forms of energy feedback, strong galactic winds driven by supernova explosion and active galactic nuclei powered by gas accretion on to super-massive black holes (BHs), have on the thermo- and chemodynamical properties of the low-redshift IGM. We find that feedback associated with winds (W) and BHs leaves distinct signatures in both the chemical and thermal history of the baryons, especially at redshift z < 3. BH feedback produces an amount of gas with temperature in the range of 10 5 -10 7 K, the warm-hot intergalactic medium (WHIM), larger than that produced by the wind feedback. At z = 0, the fraction of baryons in the WHIM is about 50 per cent in the runs with BH feedback and about 40 per cent in the runs with wind feedback. The number of warm baryons ( 1 0 4 < T < 10 5 K) is instead at about the same level, ~30 per cent, in the runs with BH and wind feedback. Also, BH feedback provides a stronger and more pristine enrichment of the WHIM. We find that the metal-mass-weighted age of WHIM enrichment at z = 0 is on average a factor of ~ 1.5 smaller in the BH run than for the corresponding runs with galactic winds. We present results for the enrichment in terms of mass and metallicity distributions for the WHIM phase, both as a function of density and as a function of temperature. Finally, we compute the evolution of the relative abundances between different heavy elements, namely oxygen, carbon and iron. While both C/O and O/Fe evolve differently at high redshifts for different feedback models, their values are similar at z = 0. We also find that changing the stellar initial mass function has a smaller effect on the evolution of the above relative abundances than changing the feedback model. The sensitivity of WHIM properties on the implemented feedback scheme could be important both for discriminating between different feedback physics and for detecting the WHIM with future far-UV and X-ray telescopes.
General mechanism and dynamics of the solar wind interaction with lunar magnetic anomalies from 3‐D particle‐in‐cell simulations

We present a general model of the solar wind interaction with a dipolar lunar crustal magnetic anomaly (LMA) using three‐dimensional full‐kinetic and electromagnetic simulations. We confirm that LMAs may indeed be strong enough to stand off the solar wind from directly impacting the lunar surface, forming a so‐called “minimagnetosphere,” as suggested by spacecraft observations and theory. We show that the LMA configuration is driven by electron motion because its scale size is small with respect to the gyroradius of the solar wind ions. We identify a population of back‐streaming ions, the deflection of magnetized electrons via the E × B drift motion, and the subsequent formation of a halo region of elevated density around the dipole source. Finally, it is shown that the presence and efficiency of the processes are heavily impacted by the upstream plasma conditions and, on their turn, influence the overall structure and evolution of the LMA system. Understanding the detailed physics of the solar wind interaction with LMAs, including magnetic shielding, particle dynamics and surface charging is vital to evaluate its implications for lunar exploration.
The Encyclopedic Reference of Critical Points for SO(8)-Gauged N=8 Supergravity. Part 1: Cosmological Constants in the Range -\Lambda/g^2 \in [6:14.7)

This article is part of a collection that strives to collect and provide in an unified form data about all the critical points on the scalar manifold of SO(8)gauged N = 8 supergravity in four dimensions known so far. The vast majority of these were obtained using the enhanced sensitivity backpropagation method introduced by the author in 2008. This part of the collection describes 41 critical points, 7 of which have been known for more than two decades, 8 of which were discovered recently, and 26 are novel. The residual gauge symmetries of these 41 critical points (likely) are SO(8) with N=8 SUSY (1x), SO(7) (2x), SU(4) (1x), G2 with N=1 SUSY (1x), SU(3)xU(1) with N=2 SUSY (1x), SO(3)xSO(3) (2x), SO(3)xU(1)xU(1) (1x), SO(3)xU(1) (3x), SO(3) (3x), U(1)xU(1) with N=1 SUSY (1x), U(1)xU(1) without SUSY (4x), U(1) (11x), and None (10x). Analytic conjectures (not yet proven but overwhelmingly likely correct) are given for the locations and cosmological constants of some critical points.
The D**6 R**4 term in type IIB string theory on T**2 and U-duality

We propose a manifestly U-duality invariant modular form for the ${D}^{6}{\mathcal{R}}^{4}$ interaction in the effective action of type IIB string theory compactified on ${T}^{2}$. It receives perturbative contributions up to genus three, as well as nonperturbative contributions from D-instantons and $(p,q)$ string instantons wrapping ${T}^{2}$. Our construction is based on constraints coming from string perturbation theory, U-duality, the decompactification limit to ten dimensions, and the equality of the perturbative part of the amplitude in type IIA and type IIB string theories. Using duality, parts of the perturbative amplitude are also shown to match exactly the results obtained from 11 dimensional supergravity compactified on ${T}^{3}$ at one loop. We also obtain parts of the genus one and genus $k$ amplitudes for the ${D}^{2k}{\mathcal{R}}^{4}$ interaction for arbitrary $k\ensuremath{\ge}4$. We enhance a part of this amplitude to a U-duality invariant modular form.
ISM gas studies towards the TeV PWN HESS J1825-137 and northern region

HESS J1825-137 is a pulsar wind nebula (PWN) whose TeV emission extends across ~1 deg. Its large asymmetric shape indicates that its progenitor supernova interacted with a molecular cloud located in the north of the PWN as detected by previous CO Galactic survey (e.g Lemiere, Terrier & Djannati-Atai 2006). Here we provide a detailed picture of the ISM towards the region north of HESS J1825-137, with the analysis of the dense molecular gas from our 7mm and 12mm Mopra survey and the more diffuse molecular gas from the Nanten CO(1-0) and GRS $^{13}$CO(1-0) surveys. Our focus is the possible association between HESS J1825-137 and the unidentified TeV source to the north, HESS J1826-130. We report several dense molecular regions whose kinematic distance matched the dispersion measured distance of the pulsar. Among them, the dense molecular gas located at (RA, Dec)=(18.421h,-13.282$^{\circ}$) shows enhanced turbulence and we suggest that the velocity structure in this region may be explained by a cloud-cloud collision scenario. Furthermore, the presence of a H$\alpha$ rim may be the first evidence of the progenitor SNR of the pulsar PSR J1826-1334 as the distance between the H$\alpha$ rim and the TeV source matched with the predicted SNR radius R$_{\text{SNR}}$~120 pc. From our ISM study, we identify a few plausible origins of the HESS J1826-130 emission, including the progenitor SNR of PSR J1826-1334 and the PWN G018.5-0.4 powered by PSR J1826-1256. A deeper TeV study however, is required to fully identify the origin of this mysterious TeV source.
EVIDENCE FOR QUASI-PERIODIC X-RAY DIPS FROM AN ULTRALUMINOUS X-RAY SOURCE: IMPLICATIONS FOR THE BINARY MOTION

We report results from long-term (≈1240 days) X-ray (0.3–8.0 keV) monitoring of the ultraluminous X-ray source NGC 5408 X-1 with the Swift/X-Ray Telescope. Here we expand on earlier work by Strohmayer (2009) who used only a part of the present data set. Our primary results are: (1) the discovery of sharp, quasi-periodic, energy-independent dips in the X-ray intensity that recur on average every 243 days, (2) the detection of an energy dependent (variability amplitude decreases with increasing energy), quasi-sinusoidal X-ray modulation with a period of 112.6 ± 4 days, the amplitude of which weakens during the second half of the light curve, and (3) spectral evidence for an increase in photoelectric absorption during the last continuous segment of the data. We interpret the X-ray modulations within the context of binary motion in analogy to that seen in high-inclination accreting X-ray binaries. If correct, this implies that NGC 5408 X-1 is in a binary with an orbital period of 243 ± 23 days, in contrast to the 115.5 day quasi-sinusoidal period previously reported by Strohmayer (2009). We discuss the overall X-ray modulation within the framework of accretion via Roche-lobe overflow of the donor star. In addition, if the X-ray modulation is caused by vertically structured obscuring material in the accretion disk, this would imply a high value for the inclination of the orbit. A comparison with estimates from accreting X-ray binaries suggests an inclination ≳70°. We note that, in principle, a precessing accretion disk could also produce the observed X-ray modulations.
Wannier-Bloch approach to localization in high harmonics generation in solids

Emission of high-order harmonics from solids provides a new avenue in attosecond science. On one hand, it allows to investigate fundamental processes of the non-linear response of electrons driven by a strong laser pulse in a periodic crystal lattice. On the other hand, it opens new paths toward efficient attosecond pulse generation, novel imaging of electronic wave functions, and enhancement of high-order harmonic generation (HHG) intensity. A key feature of HHG in a solid (as compared to the well-understood phenomena of HHG in an atomic gas) is the delocalization of the process, whereby an electron ionized from one site in the periodic lattice may recombine with any other. Here, we develop an analytic model, based on the localized Wannier wave functions in the valence band and delocalized Bloch functions in the conduction band. This Wannier-Bloch approach assesses the contributions of individual lattice sites to the HHG process, and hence addresses precisely the question of localization of harmonic emission in solids. We apply this model to investigate HHG in a ZnO crystal for two different orientations, corresponding to wider and narrower valence and conduction bands, respectively. Interestingly, for narrower bands, the HHG process shows significant localization, similar to harmonic generation in atoms. For all cases, the delocalized contributions to HHG emission are highest near the band-gap energy. Our results pave the way to controlling localized contributions to HHG in a solid crystal, with hard to overestimate implications for the emerging area of atto-nanoscience.
REST-FRAME OPTICAL PROPERTIES OF LUMINOUS 1.5 < Z < 3.5 QUASARS: THE Hβ-[O iii] REGION

We study the rest-frame optical properties of 74 luminous ( L bol = 10 46.2 − 48.2 erg s − 1 ? > ), 1.5 < z < 3.5 ? > broad-line quasars with near-IR (JHK) slit spectroscopy. Systemic redshifts based on the peak of the [O iii] λ5007 line reveal that redshift estimates from the rest-frame UV broad emission lines (mostly Mg ii) are intrinsically uncertain by ∼ 200 km s − 1 ? > (measurement errors accounted for). The overall full-width-at-half-maximum of the narrow [O iii] line is ∼ 1000 km s − 1 ? > on average. A significant fraction of the total [O iii] flux (∼40%) is in a blueshifted wing component with a median velocity offset of ∼ 700 km s - 1 ? > , indicative of ionized outflows within a few kpc from the nucleus; we do not find evidence of significant [O iii] flux beyond ∼ 10 kpc ? > in our slit spectroscopy. The [O iii] line is noticeably more asymmetric and weaker than that in typical less luminous low-z quasars. However, when matched in quasar continuum luminosity, low-z quasars have similar [O iii] profiles and strengths as these high-z systems. Therefore the exceptionally large width and blueshifted wing, and the relatively weak strength of [O iii] in high-z luminous quasars are mostly a luminosity effect rather than redshift evolution. The Hβ-[O iii] region of these high-z quasars displays a similar spectral diversity and Eigenvector 1 correlations with anti-correlated [O iii] and optical Fe ii strengths, as seen in low-z quasars; but the average broad Hβ width is larger by 25% than typical low-z quasars, indicating more massive black holes in these high-z systems. These results highlight the importance of understanding [O iii] in the general context of quasar parameter space in order to understand quasar feedback in the form of [O iii] outflows. The calibrated one-dimensional near-IR spectra are made publicly available, along with a composite spectrum.
A Case Series of Myocarditis Related to the COVID-19 Vaccine

Perimyocarditis related to the coronavirus disease 2019 (COVID‐19) vaccine is one of the rare adverse events that emerged in April 2021 and then the number of cases commensurably increased as the number of vaccinated people rose. This is a case series of myocarditis/pericarditis related to the messenger RNA (mRNA) COVID‐19 vaccine in which we identified four cases with different presentations and outcomes. A short-term follow-up period of five months revealed a full recovery of three cases within one to 12 weeks and persistent left ventricular systolic dysfunction in the fourth case which will require further follow-up to assess long-term outcomes.
Measurements of Coronal and Chromospheric Magnetic Fields Using Polarization Observations by the Nobeyama Radioheliograph (Special Issue : Twenty Years of Nobeyama Radioheliograph)

Coronal and chromospheric magnetic fields are derived from polarization and spectral observations of the thermal free–free emission using the Nobeyama Radioheliograph (NoRH). In magnetized plasma, the ordinary and extraordinary modes of free–free emission have different optical depths. This creates a circularly polarized component in an atmosphere with a temperature gradient. We observed an active region on 2012 April 13 to derive its coronal and chromospheric magnetic fields. The observed degree of circular polarization was between 0.5% and 1.7%. The radio circular polarization images were compared with ultraviolet images observed by the Atmospheric Imaging Assembly and the photospheric magnetic field observed by the Helioseismic and Magnetic Imager, both on board the Solar Dynamic Observatory. At the edge of the active region, the radio circular polarization was emitted mainly from coronal loops, and the coronal magnetic field was derived to be about 70 G. At the center of the active region, the chromospheric and coronal components cannot be separated. The derived magnetic field is about 20% to 50% of the corresponding photospheric magnetic field, which is an emission-measure-weighted average of the coronal and chromospheric magnetic fields.
On the relativistic Thomas-Fermi treatment of compressed atoms and compressed nuclear matter cores of stellar dimensions

The Feynman-Metropolis-Teller treatment of compressed atoms is extended to the relativistic regimes. Each atomic configuration is confined by a Wigner-Seitz cell and is characterized by a positive electron Fermi energy. The nonrelativistic treatment assumes a pointlike nucleus and infinite values of the electron Fermi energy can be attained. In the relativistic treatment there exists a limiting configuration, reached when the Wigner-Seitz cell radius equals the radius of the nucleus, with a maximum value of the electron Fermi energy (E{sub e}{sup F}){sub max}, here expressed analytically in the ultrarelativistic approximation. The corrections given by the relativistic Thomas-Fermi-Dirac exchange term are also evaluated and shown to be generally small and negligible in the relativistic high-density regime. The dependence of the relativistic electron Fermi energies by compression for selected nuclei are compared and contrasted to the nonrelativistic ones and to the ones obtained in the uniform approximation. The relativistic Feynman-Metropolis-Teller approach here presented overcomes some difficulties in the Salpeter approximation generally adopted for compressed matter in physics and astrophysics. The treatment is then extrapolated to compressed nuclear matter cores of stellar dimensions with A{approx_equal}(m{sub Planck}/m{sub n}){sup 3}{approx}10{sup 57} or M{sub core}{approx}M{sub {circle_dot}}. A new family of equilibrium configurations exists for selected values ofmore » the electron Fermi energy varying in the range 0<E{sub e}{sup F}{<=}(E{sub e}{sup F}){sub max}. Such configurations fulfill global but not local charge neutrality. They have electric fields on the core surface, increasing for decreasing values of the electron Fermi energy reaching values much larger than the critical value E{sub c}=m{sub e}{sup 2}c{sup 3}/(e{Dirac_h}) for E{sub e}{sup F}=0. We compare and contrast our results with the ones of Thomas-Fermi model in strange stars. « less
The GAPS programme with HARPS-N at TNG. V. A comprehensive analysis of the XO-2 stellar and planetary systems

Aims. XO-2 is the first confirmed wide stellar binary system where the almost twin components XO-2N and XO-2S have planets, and it is a peculiar laboratory in which to investigate the diversity of planetary systems. This stimulated a detailed characterization study of the stellar and planetary components based on new observations. Methods. We collected high-resolution spectra with the HARPS-N spectrograph and multi-band light curves. Spectral analysis led to an accurate determination of the stellar atmospheric parameters and characterization of the stellar activity, and high-precision radial velocities of XO-2N were measured. We collected 14 transit light curves of XO-2Nb used to improve the transit parameters. Photometry provided accurate magnitude differences between the stars and a measure of their rotation periods. Results. The iron abundance of XO-2N was found to be +0.054 dex greater, within more than 3σ, than that of XO-2S. The existence of a longterm variation in the radial velocities of XO-2N is confirmed, and we detected a turnover with respect to previous measurements. We suggest the presence of a second massive companion in an outer orbit or the stellar activity cycle as possible causes of the observed acceleration. The latter explanation seems more plausible with the present dataset. We obtained an accurate value of the projected spin-orbit angle for the XO-2N system (λ = 7 ◦ ± 11 ◦ ), and estimated the real 3D spin-orbit angle (ψ = 27 +12 −27 degrees). We measured the XO-2 rotation periods, and found a value of P = 41.6 ± 1.1 days in the case of XO-2N, in excellent agreement with the predictions. The period of XO-2S appears shorter, with an ambiguity between 26 and 34.5 days that we cannot solve with the present dataset alone. The analysis of the stellar activity shows that XO-2N appears to be more active than the companion, perhaps because we sampled different phases of their activity cycle, or because of an interaction between XO-2N and its hot Jupiter that we could not confirm.
CAN A LONG NANOFLARE STORM EXPLAIN THE OBSERVED EMISSION MEASURE DISTRIBUTIONS IN ACTIVE REGION CORES?

All theories that attempt to explain the heating of the high-temperature plasma observed in the solar corona are based on short bursts of energy. The intensities and velocities measured in the cores of quiescent active regions, however, can be steady over many hours of observation. One heating scenario that has been proposed to reconcile such observations with impulsive heating models is the “long nanoflare storm,” where short-duration heating events occur infrequently on many sub-resolution strands; the emission of the strands is then averaged together to explain the observed steady structures. In this Letter, we examine the emission measure distribution predicted for such a long nanoflare storm by modeling an arcade of strands in an active region core. Comparisons of the computed emission measure distributions with recent observations indicate that the long nanoflare storm scenario implies greater than five times more 1 MK emission than is actually observed for all plausible combinations of loop lengths, heating rates, and abundances. We conjecture that if the plasma had “super coronal” abundances, the model may be able to match the observations at low temperatures.