cometadata/datacite-rtg-text-other-reclassification-records huggingface dataset:
Black Hole Uncertainties
Creators: name: Danielsson, Ulf H.
Publisher: name: arXiv
Year: 1992
Subjects: subject: High Energy Physics - Theory (hep-th)
subject: FOS: Physical sciences

description: In this work the quantum theory of two dimensional dilaton black holes is studied using the Wheeler De Witt equation. The solutions correspond to wave functions of the black hole. It is found that for an observer inside the horizon, there are uncertainty relations for the black hole mass and a parameter in the metric determining the Hawking flux. Only for a particular value of this parameter, can both be known with arbitrary accuracy. In the generic case there is instead a relation which is very similar to the so called string uncertainty relation.
description: 22 pages, Changes: Additions to acknowledgements and references
"Massless" spin-2 field in de Sitter space
Creators: name: Pejhan, Hamed
name: Bamba, Kazuharu
name: Rahbardehghan, Surena
name: Enayati, Mohammad
Publisher: name: arXiv
Year: 2018
Subjects: subject: General Relativity and Quantum Cosmology (gr-qc)
subject: FOS: Physical sciences

description: In this paper, admitting a de Sitter (dS)-invariant vacuum in an indefinite inner product space, we present a Gupta-Bleuler type setting for causal and full dS-covariant quantization of free "massless" spin-2 field in dS spacetime. The term "massless" stands for the fact that the field displays gauge and conformal invariance properties. In this construction, the field is defined rigorously as an operator-valued distribution. It is covariant in the usual strong sense: $\underline{U}_g \underline{\cal{K}} (X) \underline{U}_g^{-1} = \underline{\cal{K}} (g.X)$, for any $g$ in the dS group, where $\underline{U}$ is associated with the indecomposable representations of the dS group, $SO_0(1,4)$, on the space of states. The theory, therefore, does not suffer from infrared divergences. Despite the appearance of negative norm states in the theory, the energy operator is positive in all physical states and vanishes in the vacuum.
description: 13 pages, version accepted for publication in Physical Review D
Lettre de Jean-Louis Lamande à Jean-François Séguier, 1752-04-05
Creators: name: Lamande, Jean-Louis
name: Jean-Louis Lamande
Publisher: name: NAKALA - https://nakala.fr (Huma-Num - CNRS)
publisherIdentifier: https://ror.org/04ces3204
publisherIdentifierScheme: ROR
Year: 2021
Subjects: Librairie

description: [transcription] Monsieur,

La lettre que vous m'avez fait l'honneur de m'écrire le 23 mars a retardé fort longtemps et ne m'est parvenue que cette semaine avec celle que vous m'avez envoyée de la part de M. Boudon l'aîné de Nîmes, qui effectivement renferme un ordre en votre faveur et environ trois cents livres argent de France.

Vous m'en demandez, Monsieur, 150 lt et je me presse de vous en faire toucher la valeur au moyen de la petite lettre de change que voici sur Venise payable à vue pour quarante-six ducats courants de 6 livres ½ monnaie de Venise sur Giach. della Man. Ayez la bonté d'en faire procurer le paiement et d'appliquer cet argent à l'acquisition de curiosités naturelles que M. Boudon vous a prié de lui procurer. Si vous avez besoin d'une autre semblable somme, vous n'aurez qu'à me donner vos ordres et si vous êtes dans le cas de m'adresser ici quelque caisse et l'ami [fol. 96 v] de Nîmes, ayez soin, s'il vous plaît, de m'aviser exaactement son contenu à cause des douaanes qui sont extremement rigides dans ce pays-ci. Il sera même à propos que vous fassiez adresser la caisse à ma société sous le nom de M. Guillaume Boissier, Bourgues et compagnie et je vous prie en attendant de m'accuser la réception de ma petite remise.

Sensible à vos offres gracieuses, agréez Monsieur que je vous présente les miennes et les assurances de la parfaite considération avec laquelle j'ai l'honneur d'être,

Monsieur

Votre très humbles et très obéissant serviteur

J. L. Lamande

Livourne, le 5 avril 1752.

[cassetta spedita a di 16 mag. 1752. Consequata al sign. Pomé.]
description: [personnes citées] Guillaume Boissier, Pierre Boudon de Clairac
description: Source: [lieu de Conservation] Nîmes, Bibliothèque Carré d'Art [cote]ms. 311_8, fol. 96
description: Source: ark:/12148/btv1b10015662b
A jigsaw puzzle metamaterial concept
Creators: name: Nežerka, V.
name: Somr, M.
name: Janda, T.
name: Vorel, J.
name: Doškář, M.
name: Antoš, J.
name: Zeman, J.
name: Novák, J.
Publisher: name: arXiv
Year: 2018
Subjects: subject: Materials Science (cond-mat.mtrl-sci)
subject: FOS: Physical sciences

description: A concept of a planar modular mechanical metamaterial inspired by the nature's principle of local adaptivity is proposed. The metamaterial consists of identical pieces similar to jigsaw puzzle tiles. Their rotation within assembly provides a substantial flexibility in terms of structural behavior and mechanical interlocks enable reassembly. The tile design with a diagonal elliptical opening allows us to vary elastic properties--from stiff to compliant, with positive, zero, or negative Poisson's ratio. The outcomes of experimental testing on additively manufactured specimens confirm that the assembly properties can be accurately designed using optimization approaches with finite element analysis at heart.
description: 9 pages, 8 figures
Understanding the physics of oligonucleotide microarrays: the Affymetrix spike-in data reanalysed
Creators: name: Burden, C. J.
Publisher: name: arXiv
Year: 2007
Subjects: subject: Quantitative Methods (q-bio.QM)
subject: Biomolecules (q-bio.BM)
subject: FOS: Biological sciences

description: The Affymetrix U95 and U133 Latin Square spike-in datasets are reanalysed, together with a dataset from a version of the U95 spike-in experiment without a complex non-specific background. The approach uses a physico-chemical model which includes the effects the specific and non-specific hybridisation and probe folding at the microarray surface, target folding and hybridisation in the bulk RNA target solution, and duplex dissociation during the post-hybridisatoin washing phase. The model predicts a three parameter hyperbolic response function that fits well with fluorescence intensity data from all three datasets. The importance of the various hybridisation and washing effects in determining each of the three parameters is examined, and some guidance is given as to how a practical algorithm for determining specific target concentrations might be developed.
description: 32 pages, 13 figures, minor amendments
A (2+1)-dimensional Anisotropic KPZ growth model with a smooth phase
Creators: name: Chhita, Sunil
name: Toninelli, Fabio Lucio
Publisher: name: arXiv
Year: 2018
Subjects: subject: Probability (math.PR)
subject: Mathematical Physics (math-ph)
subject: FOS: Mathematics
subject: FOS: Physical sciences

description: Stochastic growth processes in dimension $(2+1)$ were conjectured by D. Wolf, on the basis of renormalization-group arguments, to fall into two distinct universality classes, according to whether the Hessian $H_ρ$ of the speed of growth $v(ρ)$ as a function of the average slope $ρ$ satisfies $\det H_ρ>0$ ("isotropic KPZ class") or $\det H_ρ\le 0$ ("anisotropic KPZ (AKPZ)" class). The former is characterized by strictly positive growth and roughness exponents, while in the AKPZ class fluctuations are logarithmic in time and space. It is natural to ask (a) if one can exhibit interesting growth models with "smooth" stationary states, i.e., with $O(1)$ fluctuations (instead of logarithmically or power-like growing, as in Wolf's picture) and (b) what new phenomena arise when $v(\cdot)$ is not smooth, so that $H_ρ$ is not defined. The two questions are actually related and here we provide an answer to both, in a specific framework. We define a $(2+1)$-dimensional interface growth process, based on the so-called shuffling algorithm for domino tilings. The stationary, non-reversible measures are translation-invariant Gibbs measures on perfect matchings of $\mathbb Z^2$, with $2$-periodic weights. If $ρ\ne0$, fluctuations are known to grow logarithmically in space and to behave like a two-dimensional GFF. We prove that fluctuations grow at most logarithmically in time and that $\det H_ρ<0$: the model belongs to the AKPZ class. When $ρ=0$, instead, the stationary state is "smooth", with correlations uniformly bounded in space and time; correspondingly, $v(\cdot)$ is not differentiable at $ρ=0$ and we extract the singularity of the eigenvalues of $H_ρ$ for $ρ\sim 0$.
description: 38 pages, 9 figures. Minor changes including replacing "rigid" with "smooth" to fit the statistical mechanics nomenclature
On the Evaluation of Thermal Corrections to False Vacuum Decay Rates
Creators: name: Gleiser, M.
name: Marques, G. C.
name: Ramos, R. O.
Publisher: name: arXiv
Year: 1993
Subjects: subject: High Energy Physics - Phenomenology (hep-ph)
subject: FOS: Physical sciences

description: We examine the computation of the nucleation barrier used in the expression for false vacuum decay rates in finite temperature field theory. By a detailed analysis of the determinantal prefactor, we show that the correct bounce solution used in the computation of the nucleation barrier should not include loop corrections coming from the scalar field undergoing decay. Temperature corrections to the bounce appear from loop contributions from other fields coupled to the scalar field. We compute the nucleation barrier for a model of scalar fields coupled to fermions, and compare our results to the expression commonly used in the literature. We find that, for large enough self-couplings, the inclusion of scalar loops in the expression of the nucleation barrier leads to an underestimate of the decay rate in the neighborhood of the critical temperature.
description: 31 pages, 4 Figures appended as encapsulated PostScript at the end of file (line 2136), used RevTeX Macros, DART-HEP-93/02
Additional file 1 of Cost-effectiveness of collaborative care including PST and an antidepressant treatment algorithm for the treatment of major depressive disorder in primary care; a randomised clinical trial
Creators: name: IJff, Marjoliek A
name: Huijbregts, Klaas ML
name: van Marwijk, Harm WJ
name: Beekman, Aartjan TF
name: Hakkaart-van Roijen, Leona
name: Rutten, Frans F
name: Unützer, Jürgen
name: van der Feltz-Cornelis, Christina M
Publisher: name: figshare
Year: 2021
Subjects: Medicine
Pharmacology
Biotechnology
Cancer
Science Policy
Mental Health

description: Authors’ original file for figure 1
Polish grid infrastructure for science and research
Creators: name: Gokieli, Ryszard
name: Nawrocki, Krzysztof
name: Padee, Adam
name: Stojda, Dorota
name: Wawrzyniak, Karol
name: Wislicki, Wojciech
Publisher: name: arXiv
Year: 2007
Subjects: subject: Distributed, Parallel, and Cluster Computing (cs.DC)
subject: High Energy Physics - Experiment (hep-ex)
subject: FOS: Computer and information sciences
subject: FOS: Physical sciences
subject: C.2.4

description: Structure, functionality, parameters and organization of the computing Grid in Poland is described, mainly from the perspective of high-energy particle physics community, currently its largest consumer and developer. It represents distributed Tier-2 in the worldwide Grid infrastructure. It also provides services and resources for data-intensive applications in other sciences.
description: Proceeedings of IEEE Eurocon 2007, Warsaw, Poland, 9-12 Sep. 2007, p.446
Mass in cosmological perspective
Creators: name: Telkamp, Herman
Publisher: name: arXiv
Year: 2018
Subjects: subject: General Relativity and Quantum Cosmology (gr-qc)
subject: Cosmology and Nongalactic Astrophysics (astro-ph.CO)
subject: FOS: Physical sciences

description: We consider the total nonlocal energy associated with a particle at rest in the Hubble flow, i.e., the relational energy between this particle and all connected particles within the causal horizon. The particle, even while at rest, partakes in relative recessional and peculiar motion of connected particles in 3 dimensions. A geometrical argument due to Berkeley suggests that the nonlocal mass of recessional energy associated with the particle is 3 times its Newtonian mass. It follows that nonlocal recessional and peculiar energy of the Universe are equal, and match Misner-Sharp energy within the apparent horizon. Contributions of recessional and peculiar nonlocal energy are thus shown to generate a 6 times higher level of matter energy than expected from the Newtonian mass. Accordingly, the nonlocal energy density of baryons is expected to be 6 times the standard local energy density of baryons, i.e., $Ω_{\textrm{b,eff}}=6Ω_{\textrm{b}}$. At $Ω_{\textrm{b}}\sim0.0484\pm0.0017$ (Planck 2015 results) this predicts a nonlocal baryon energy density $Ω_{\textrm{b,eff}}\sim0.290\pm0.010$, in agreement with observed matter density $Ω_{\textrm{m}}\sim0.308\pm0.012$. The effect of nonlocal mass on solar system and galactic scales is considered.
description: 5 pages
Self-duality and the Supersymmetric KdV Hierarchy
Creators: name: Das, A.
name: Galvao, C. A. P.
Publisher: name: arXiv
Year: 1992
Subjects: subject: High Energy Physics - Theory (hep-th)
subject: FOS: Physical sciences

description: We show how the supersymmetric KdV equation can be obtained from the self-duality condition on Yang-Mills fields in four dimension associated with the graded Lie algebra OSp(2/1). We also obtain the hierarchy of Susy KdV equations from such a condition. We formulate the Susy KdV hierarchy as a vanishing curvature condition associated with the U(1) group and show how an Abelian self-duality condition in four dimension can also lead to these equations.
description: 10 pages
Light Pseudo-Goldstone Higgs Boson from SO(10) GUT with Realistic Phenomenology
Creators: name: Tavartkiladze, Zurab
Publisher: name: arXiv
Year: 2018
Subjects: subject: High Energy Physics - Phenomenology (hep-ph)
subject: High Energy Physics - Theory (hep-th)
subject: FOS: Physical sciences

description: Within the supersymmetric SO(10) grand unified theory (GUT), a new mechanism, giving the light Higgs doublet as a pseudo-Goldstone mode, is suggested. Realizing this mechanism, we present an explicit model with fully realistic phenomenology. In particular, desirable symmetry breaking and natural all-order hierarchy are achieved. The constructed model allows one to have a realistic fermion pattern, nucleon stability, and successful gauge coupling unification. The suggested mechanism opens prospects in the field for a novel $SO(10)$ GUT model building and for further investigations.
description: Appendix added. Matched to Phys. Rev. D version
Very weak lensing in the CFHTLS Wide: Cosmology from cosmic shear in the linear regime
Creators: name: Fu, L.
name: Semboloni, E.
name: Hoekstra, H.
name: Kilbinger, M.
name: van Waerbeke, L.
name: Tereno, I.
name: Mellier, Y.
name: Heymans, C.
name: Coupon, J.
name: Benabed, K.
name: Benjamin, J.
name: Bertin, E.
name: Doré, O.
name: Hudson, M. J.
name: Ilbert, O.
name: Maoli, R.
name: Marmo, C.
name: McCracken, H. J.
name: Ménard, B.
Publisher: name: arXiv
Year: 2007
Subjects: subject: Astrophysics (astro-ph)
subject: FOS: Physical sciences

description: We present an exploration of weak lensing by large-scale structure in the linear regime, using the third-year (T0003) CFHTLS Wide data release. Our results place tight constraints on the scaling of the amplitude of the matter power spectrum sigma_8 with the matter density Omega_m. Spanning 57 square degrees to i'_AB = 24.5 over three independent fields, the unprecedented contiguous area of this survey permits high signal-to-noise measurements of two-point shear statistics from 1 arcmin to 4 degrees. Understanding systematic errors in our analysis is vital in interpreting the results. We therefore demonstrate the percent-level accuracy of our method using STEP simulations, an E/B-mode decomposition of the data, and the star-galaxy cross correlation function. We also present a thorough analysis of the galaxy redshift distribution using redshift data from the CFHTLS T0003 Deep fields that probe the same spatial regions as the Wide fields. We find sigma_8(Omega_m/0.25)^0.64 = 0.785+-0.043 using the aperture-mass statistic for the full range of angular scales for an assumed flat cosmology, in excellent agreement with WMAP3 constraints. The largest physical scale probed by our analysis is 85 Mpc, assuming a mean redshift of lenses of 0.5 and a LCDM cosmology. This allows for the first time to constrain cosmology using only cosmic shear measurements in the linear regime. Using only angular scales theta> 85 arcmin, we find sigma_8(Omega_m/0.25)_lin^0.53 = 0.837+-0.084, which agree with the results from our full analysis. Combining our results with data from WMAP3, we find Omega_m=0.248+-0.019 and sigma_8 = 0.771+-0.029.
description: 23 pages, 16 figures (A&A accepted)
Lettre de Georg Matthias Bose à Jean-François Séguier, 1750-05-15
Creators: name: Bose, Georg Matthias
name: Bose, Georg Matthias
Publisher: name: NAKALA - https://nakala.fr (Huma-Num - CNRS)
publisherIdentifier: https://ror.org/04ces3204
publisherIdentifierScheme: ROR
Year: 2021
Subjects: Astronomie

description: [reférence bibliographique citée] Acta eruditorum, Leipzig, 1684-1782.
. De La Caille, Nicolas-Louis, Avis aux astronomes à l'occasion des observations qu'il va faire par ordre du Roi dans l'hémisphère austral, Paris, 1751. Raccolta d'opusculi scientifici, e filologici (1728-1754) [Edité par le Père Calogero]
. Bibliothèque impartiale, Leyde (1750-1758) [fondé par Samuel Formey]
description: [transcription] Clarissimo Celeberrimoque

Séguier

S.P.D.

G.M. Bose

Weidlerus meus a me petitum observationum eclipsium ae et ois 1749 et 50, exemplar, Tibi Vir Clarissime dedicandum. Animitus gaudes oblatam mihi occasionem quanti te faciam testandi. Erit jam, ut spero exemplar in manibus Illustissimi Tui Maffei, quem meo nomine millies et fumms candore salutari, cultusque in se mei reddi centiorem obtestor. Curabo vers et tibi aliud tradi. Tu cura valeas. Et hominem amare interque tibi devinctos numerare dignares qui integerrima te profesquitur sinceritate. Celeberrimo Guglienzi me commendari cupio. Denuo vale Vir Celeberrime. Dabam Wittembergae xv Kal. Majas. MDCCL.

[fol. 83 v] [Il P. Gio. Alvarey di Gusman Carmeli]

A Monsieur

Monsieur J. F. Séguier

Mathématicien et astronome

Très rennomée

A Vérone.

Par couv:
description: [personnes citées] Giovanni Paolo Guglienzi, Johann Frederich Weidler, Juan Alvarez de Guzman, Scipione Maffei
description: Source: [lieu de Conservation] Nîmes, Bibliothèque Carré d'Art [cote]ms. 135_8, fol. 83
description: Source: ark:/12148/btv1b10015145z
title: Credit Risk Transfer and Bank Insolvency Risk
Creators: name: van Oordt, Maarten
Publisher: name: Bank of Canada
Year: 2017

description: The present paper shows that, everything else equal, some transactions to transfer portfolio credit risk to third-party investors increase the insolvency risk of banks. This is particularly likely if a bank sells the senior tranche and retains a sufficiently large first-loss position. The results do not rely on banks increasing leverage after the risk transfer, nor on banks taking on new risks, although these could aggravate the effect. High leverage and concentrated business models increase the vulnerability to the mechanism. These results are useful for risk managers and banking regulation. The literature on credit risk transfers and information asymmetries generally tends to advocate the retention of ‘information-sensitive’ first-loss positions. The present study shows that, under certain conditions, such an approach may harm financial stability, and thus calls for further reflection on the structure of securitization transactions and portfolio insurance.
description: La présente étude montre que, toutes choses égales par ailleurs, certaines opérations de transfert, à des tiers investisseurs, du risque de crédit du portefeuille titrisé accroissent le risque d’insolvabilité des banques, ce qui est particulièrement vrai si les banques cèdent la tranche prioritaire et conservent une position de premières pertes suffisamment importante. Les résultats obtenus ne tiennent pas compte du fait que le transfert du risque pourrait être suivi d’une augmentation du levier financier ou d’une prise de risque accrue, bien que ces comportements puissent accentuer le phénomène. Un levier financier élevé et un modèle d’entreprise axé sur la spécialisation augmentent la vulnérabilité inhérente au mécanisme. Ces constats présentent un intérêt certain pour les gestionnaires de risques et les autorités de réglementation bancaire : la littérature sur le transfert du risque de crédit et les asymétries d’information tend à préconiser la conservation des positions de premières pertes « sensibles à l’information ». La présente étude établit que, lorsque certaines conditions sont réunies, cette approche peut avoir des effets néfastes sur la stabilité financière. Ses conclusions invitent à une réflexion plus approfondie sur la structure des opérations de titrisation et sur l’assurance de portefeuille.
Perturbative matching of heavy-light currents at one-loop
Creators: name: El-Khadra, Aida X.
name: Gámiz, Elvira
name: Kronfeld, Andreas S.
name: Nobes, Matthew A.
Publisher: name: arXiv
Year: 2007
Subjects: subject: High Energy Physics - Lattice (hep-lat)
subject: FOS: Physical sciences

description: We present results of a perturbative matching calculation performed at one-loop for heavy-light currents. We use the Fermilab action for the heavy quarks, the Asqtad action for the light quarks, and an improved gluon action. We also present results for heavy-heavy currents with Fermilab heavy quarks and improved glue.
description: proceedings for the XXV International Symposium on Lattice Field Theory, July 30-4 August 2007, Regensburg, Germany, 7 pages, 4 figures
SUSY signals at HERA in the no-scale flipped SU(5) supergravity model
Creators: name: Lopez, J.
name: Nanopoulos, D.
name: Wang, X.
name: Zichichi, A.
Publisher: name: arXiv
Year: 1993
Subjects: subject: High Energy Physics - Phenomenology (hep-ph)
subject: FOS: Physical sciences

description: Sparticle production and detection at HERA are studied within the recently proposed no-scale flipped $SU(5)$ supergravity model. Among the various reaction channels that could lead to sparticle production at HERA, only the following are within its limit of sensitivity in this model: $e^-p\to \tilde e^-_{L,R}χ^0_i+X, \tilde ν_eχ^-_1+X$, where $χ^0_i(i=1,2)$ are the two lightest neutralinos and $χ^-_1$ is the lightest chargino. We study the elastic and deep-inelastic contributions to the cross sections using the Weizsäcker-Williams approximation. We find that the most promising supersymmetric production channel is right-handed selectron ($\tilde e_{R}$) plus first neutralino ($χ^0_1$), with one hard electron and missing energy signature. The $\tildeν_eχ^-_1$ channel leads to comparable rates but also allows jet final states. A right-handedly polarized electron beam at HERA would shut off the latter channel and allow preferentially the former one. With an integrated luminosity of ${\cal L}=100\ipb$, HERA can extend the present LEPI lower bounds on $m_{\tilde e_R}, m_{\tildeν_e},m_{χ^0_1}$ by $\approx25\GeV$, while ${\cal L}=1000\ipb$ will make HERA competitive with LEPII. We also show that the Leading Proton Spectrometer (LPS) at HERA is an excellent supersymmetry detector which can provide indirect information about the sparticle masses by measuring the leading proton longitudinal momentum distribution.
description: 11 pages, 8 figures (available upon request as uuencoded file or separate ps files), tex (harvmac) CTP-TAMU-15/93, CERN/LAA/93-19
Direct Measurement of Coating Thermal Noise in Optical Resonators
Creators: name: Gras, S.
name: Evans, M.
Publisher: name: arXiv
Year: 2018
Subjects: subject: Instrumentation and Detectors (physics.ins-det)
subject: FOS: Physical sciences

description: The best measurements of space and time currently possible (e.g. gravitational wave detectors and optical reference cavities) rely on optical resonators, and are ultimately limited by thermally induced fluctuations in the reflective coatings which form the resonator. We present measurements of coating thermal noise in the audio band and show that for a standard ion beam sputtered coating, the power spectrum of the noise does not have the expected power-law behavior.
Head-on collision of multi-state ultralight BEC dark matter configurations
Creators: name: Guzman, F. S.
name: Avilez-Lopez, Ana
Publisher: name: arXiv
Year: 2018
Subjects: subject: General Relativity and Quantum Cosmology (gr-qc)
subject: FOS: Physical sciences

description: Density profiles of ultralight Bose-Condensate dark matter inferred from numerical simulations of structure formation, ruled by the Gross-Pitaevskii-Poisson (GPP) system of equations, have a core-tail structure. Multi-state equilibrium configurations of the GPP system on the other hand, have a similar core-tail density profile. We now submit these multi-state configurations to highly dynamical scenarios and show their potential as providers of appropriate density profiles of structures. What we do is to present the simulation of head-on collisions between two equilibrium configurations of the GPP system of equations, including the collision of ground state with multi-state configurations. We study the regimes of solitonic and merger behavior, and show generic properties of the dynamics of the system, including the relaxation process and attractor density profiles. We show the merger of multi-state configurations have the potential to produce core-tail density profiles, with the core dominated by the ground state and a halo dominated by an additional states.
description: published in PRD
title: Variance Premium, Downside Risk and Expected Stock Returns
Creators: name: Feunou, Bruno
name: Aliouchkin, Ricardo Lopez
name: Tédongap, Roméo
name: Xi, Lai
Publisher: name: Bank of Canada
Year: 2017

description: We decompose total variance into its bad and good components and measure the premia associated with their fluctuations using stock and option data from a large cross-section of firms. The total variance risk premium (VRP) represents the premium paid to insure against fluctuations in bad variance (called bad VRP), net of the premium received to compensate for fluctuations in good variance (called good VRP). Bad VRP provides a direct assessment of the degree to which asset downside risk may become extreme, while good VRP proxies for the degree to which asset upside potential may shrink. We find that bad VRP is important economically; in the cross-section, a one-standard-deviation increase is associated with an increase of up to 13% in annualized expected excess returns. Simultaneously going long on stocks with high bad VRP and short on stocks with low bad VRP yields an annualized risk-adjusted expected excess return of 18%. This result remains significant in double-sort strategies and cross-sectional regressions controlling for a host of firm characteristics and exposures to regular and downside risk factors.
description: Nous décomposons la variance totale en ses éléments positifs et négatifs et mesurons les primes associées à leurs fluctuations à partir de données sur les actions et les options, données tirées d’un vaste échantillon représentatif d’entreprises. La prime liée au risque de la variance (PRV) totale représente la prime à payer pour s’assurer contre les fluctuations d’une variance négative (appelée mauvaise PRV), après déduction de la prime reçue pour compenser les fluctuations de la variance positive (appelée bonne PRV). La mauvaise PRV fournit une évaluation directe du degré d’exacerbation du risque à la baisse pesant sur les actifs, alors que la bonne PRV donne une indication du degré de réduction de la hausse potentielle des prix d’actifs. Nous constatons que la mauvaise PRV revêt une importance économique; dans l’échantillon représentatif d’entreprises, à une augmentation d’un écart-type correspond une augmentation de l’excédent de rendement attendu pouvant aller jusqu’à 13 % (en taux annualisé). Prendre une position longue sur des titres assortis d’une mauvaise PRV élevée, en concomitance avec une position courte sur des titres assortis d’une mauvaise PRV faible, procure un excédent de rendement attendu (en taux annualisé, ajusté en fonction des risques) de 18 %. Ces résultats demeurent significatifs dans les stratégies dichotomiques et les régressions transversales tenant compte d’une série de caractéristiques des entreprises et d’expositions à des risques habituels ainsi qu’à des risques à la baisse.
Lightest scalar and tensor resonances in $γγ\toππ$ after the Belle experiment
Creators: name: Achasov, N. N.
name: Shestakov, G. N.
Publisher: name: arXiv
Year: 2007
Subjects: subject: High Energy Physics - Phenomenology (hep-ph)
subject: High Energy Physics - Experiment (hep-ex)
subject: Nuclear Theory (nucl-th)
subject: FOS: Physical sciences

description: New high statistics Belle data on the $γγ\toπ^+π^-$ reaction cross section measured in the range of pion-pair invariant masses $\sqrt{s}$ between 0.8 GeV and 1.5 GeV are analyzed to clarify the current situation around the $σ(600)$, $f_0(980)$, and $f_2(1270)$ resonances in $γγ$ collisions. The present analysis shows that the direct coupling constants of the $σ(600)$ and $f_0(980)$ resonances to $γγ$ are small, and the $σ(600)\toγγ$ and $f_0(980)\toγγ$ decays are four-quark transitions caused by the $π^+π^-$ and $K^+K^-$ loop mechanisms, respectively. The chiral shielding of the $σ(600)$ resonance takes place in the reactions $γγ\toππ$ as well as in $ππ$ scattering. Some results of a simultaneous description of the $γγ\toπ^+π^-$ and $γγ\toπ^0π^0$ Belle data are also presented. In particular, the following tentative estimate of the $f_2(1270)\toγγ$ decay width is obtained: $Γ_{f_2\toγγ}(m^2_{f_2})\approx 3.68$ keV.
description: 14 pages, 5 figures. Fitted for the publication in Physical Review D
title: Credit Crunches from Occasionally Binding Bank Borrowing Constraints
Creators: name: Holden, Tom D.
name: Levine, Paul
name: Swarbrick, Jonathan
Publisher: name: Bank of Canada
Year: 2017

description: We present a model in which banks and other financial intermediaries face both occasionally binding borrowing constraints and costs of equity issuance. Near the steady state, these intermediaries can raise equity finance at no cost through retained earnings. However, even moderately large shocks cause their borrowing constraints to bind, leading to contractions in credit offered to firms, and requiring the intermediaries to raise further funds by paying the cost to issue equity. This leads to the occasional sharp increases in interest spreads and the countercyclical, positively skewed equity issuance that are characteristic of the credit crunches observed in the data.
description: Nous présentons un modèle dans lequel les banques et les autres intermédiaires financiers font parfois face à des conditions d’emprunt contraignantes et à des coûts d’émission d’actions. Près de l’état stationnaire, ces intermédiaires peuvent obtenir du financement par émission d’actions à coût nul, au moyen des bénéfices non répartis. Cependant, même des chocs d’ampleur modérée peuvent rendre les conditions d’emprunt de ces intermédiaires contraignantes, ce qui entraîne un resserrement de l’offre de crédit aux entreprises, et les obliger à amasser des fonds supplémentaires en assumant les coûts d’émission d’actions. Il en résulte des hausses occasionnelles marquées des écarts de taux d’intérêt et l’émission d’actions contracyclique présentant une asymétrie positive qui caractérisent les étranglements du crédit observés dans les données.
title: Bitcoin Awareness and Usage in Canada
Creators: name: Henry, Christopher S.
name: Huynh, Kim
name: Nicholls, Gradon
Publisher: name: Bank of Canada
Year: 2017

description: There has been tremendous discussion of Bitcoin, digital currencies and FinTech. However, there is limited empirical evidence of Bitcoin’s adoption and usage. We propose a methodology to collect a nationally representative sample using the Bitcoin Omnibus Survey (BTCOS) to track the ubiquity and usage of Bitcoin in Canada. We find that about 64 percent of Canadians have heard of Bitcoin, but only 2.9 percent own it. We also find that awareness of Bitcoin is strongly associated with men and those with college or university education: additionally, Bitcoin awareness is more concentrated among unemployed individuals. On the other hand, Bitcoin ownership is associated with younger age groups and a high-school education. Furthermore, we construct a test of Bitcoin characteristics to gauge the level of knowledge held by respondents who were aware of Bitcoin, including actual owners. We find that knowledge is positively correlated with Bitcoin adoption. We attempt to reconcile the difference in awareness and ownership by decomposing the transactional and store-of-value motives for holding Bitcoin. Finally, we conclude with some suggestions to improve future surveys on digital currency, in particular, to achieve precise estimates from the hard-to-reach population of digital currency users.
description: Le bitcoin, les monnaies numériques et les technologies financières font l’objet de vastes débats. Toutefois, peu de données empiriques témoignent de l’adoption et de l’utilisation du bitcoin. Nous proposons une méthode visant à composer, par l’entremise de l’enquêteomnibus sur le bitcoin, un échantillon représentatif à l’échelle nationale afin de suivre l’évolution du bitcoin au Canada (sa diffusion et son usage). Nous constatons qu’environ 64 % des Canadiens ont entendu parler des bitcoins, mais que seulement 2,9 % en détiennent. D’une part, nous observons que le bitcoin est surtout connu des hommes et des personnes ayant fréquenté le collège ou l’université, mais aussi des personnes sans emploi. D’autre part, la détention de bitcoins se concentre dans les groupes d’âges les plus jeunes et chez les personnes ayant fait des études secondaires. Nous élaborons également un test sur les caractéristiques du bitcoin pour essayer de mesurer le degré de connaissance des répondants pour qui cette monnaie est familière, y compris les détenteurs eux-mêmes. D’après nos résultats, la connaissance du bitcoin est corrélée iii positivement avec son adoption. Nous tentons d’expliquer l’écart entre connaissance et détention en distinguant deux raisons de détenir des bitcoins : effectuer une transaction ou les utiliser comme réserves de valeur. Enfin, nous concluons par quelques suggestions d’améliorations aux futurs sondages sur les monnaies électroniques, surtout pour obtenir des estimations précises de la population, difficile à atteindre, des utilisateurs de monnaie électronique.
Hard scale uncertainty in collinear factorization: Perspective from $k_t$-factorization
Creators: name: Guiot, Benjamin
Publisher: name: arXiv
Year: 2018
Subjects: subject: High Energy Physics - Phenomenology (hep-ph)
subject: FOS: Physical sciences

description: We analyze two consequences of the relationship between collinear factorization and $k_t$-factorization. First, we show that the $k_t$-factorization gives a fundamental justification for the choice of the hard scale $Q^2$ done in the collinear factorization. Second, we show that in the collinear factorization there is an uncertainty on this choice which will not be reduced by higher orders. This uncertainty is absent within the $k_t$-factorization formalism.
description: Revised version, published in Phys. Rev. D
Entropy and Action of Dilaton Black Holes
Creators: name: Kallosh, Renata
name: Ortin, Tomas
name: Peet, Amanda
Publisher: name: arXiv
Year: 1992
Subjects: subject: High Energy Physics - Theory (hep-th)
subject: FOS: Physical sciences

description: We present a detailed calculation of the entropy and action of $U(1)~2$ dilaton black holes, and show that both quantities coincide with one quarter of the area of the event horizon. Our methods of calculation make it possible to find an explanation of the rule $S = A/4$ for all static, spherically symmetric black holes studied so far. We show that the only contribution to the entropy comes from the extrinsic curvature term at the horizon, which gives $S = A/4$ independently of the charge(s) of the black hole, presence of scalar fields, etc. Previously, this result did not have a general explanation, but was established on a case-by-case basis. The on-shell Lagrangian for maximally supersymmetric extreme dilaton black holes is also calculated and shown to vanish, in agreement with the result obtained by taking the limit of the expression obtained for black holes with regular horizon.The physical meaning of the entropy is discussed in relation to the issue of splitting of extreme black holes.
description: 15 p., SU-ITP-92-29
title: Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models
Creators: name: Feunou, Bruno
name: Okou, Cédric
Publisher: name: Bank of Canada
Year: 2017

description: This paper provides a novel methodology for estimating option pricing models based on risk-neutral moments. We synthesize the distribution extracted from a panel of option prices and exploit linear relationships between risk-neutral cumulants and latent factors within the continuous time affine stochastic volatility framework. We find that fitting the Andersen, Fusari, and Todorov (2015b) option valuation model to risk-neutral moments captures the bulk of the information in option prices. Our estimation strategy is effective, easy to implement, and robust, as it allows for a direct linear filtering of the latent factors and a quasi-maximum likelihood estimation of model parameters. From a practical perspective, employing risk-neutral moments instead of option prices also helps circumvent several sources of numerical errors and substantially lessens the computational burden inherent in working with a large panel of option contracts.
description: Dans cette étude, nous proposons une méthodologie nouvelle pour estimer les modèles d’évaluation d’options, fondée sur les moments neutres à l’égard du risque. Nous synthétisons la distribution extraite de notre échantillon de prix d’options et exploitons les relations linéaires qui existent entre les cumulants neutres à l’égard du risque et les variables latentes dans le cadre d’un modèle affine à volatilité stochastique en temps continu. Nous établissons que l’ajustement du modèle d’évaluation d’options d’Andersen, Fusari et Todorov (2015b) aux moments neutres à l’égard du risque permet de saisir le gros de l’information véhiculée par les prix des options. Nous jugeons notre stratégie d’estimation à la fois efficace, facile à mettre en oeuvre et robuste, puisqu’elle autorise un filtrage linéaire direct des variables latentes et une estimation des paramètres des modèles par la méthode du quasi-maximum de vraisemblance. Du point de vue pratique, le recours aux moments neutres à l’égard du risque, au lieu des prix des options, permet d’éviter plusieurs sources d’erreurs numériques et réduit substantiellement la masse de calculs à effectuer pour traiter un vaste échantillon d’options.
The accuracy of merging approximation in generalized St. Petersburg games
Creators: name: Pap, Gyula
Publisher: name: arXiv
Year: 2007
Subjects: subject: Probability (math.PR)
subject: FOS: Mathematics
subject: 60F05; 60E07; 60G50

description: Merging asymptotic expansions of arbitrary length are established for the distribution functions and for the probabilities of suitably centered and normalized cumulative winnings in a full sequence of generalized St. Petersburg games, extending the short expansions due to Csörgő, S., Merging asymptotic expansions in generalized St. Petersburg games, \textit{Acta Sci. Math. (Szeged)} \textbf{73} 297--331, 2007. These expansions are given in terms of suitably chosen members from the classes of subsequential semistable infinitely divisible asymptotic distribution functions and certain derivatives of these functions. The length of the expansion depends upon the tail parameter. Both uniform and nonuniform bounds are presented.
description: 30 pages long version (to appear in Journal of Theoretical Probability); some corrected typos
title: What Drives Episodes of Settlement Fails in the Government of Canada Bond Market?
Creators: name: Fontaine, Jean-Sébastien
name: Pinnington, James
name: Walton, Adrian
Publisher: name: Bank of Canada
Year: 2017

description: We study settlement fails for trades in the Government of Canada bond market. We find that settlement fails do not occur independently. Using a novel and comprehensive dataset, we examine three drivers of fails. First, we find that fails are more likely following the release of surprise macroeconomic news. Second, settlement fails are more likely for bonds with greater trading activity in the borrowing market. These findings suggest that the recirculation of bonds through long settlement chains is important for understanding fails. Third, fails are more likely when interest rates are low and when the cost for borrowing a bond is high, which is likely because of frictions acting as constraints on the price to borrow a bond. Together, the evidence suggests that improvements to the price mechanism in the borrowing market could improve the recirculation of scarce bonds and may improve the functioning of the bond market.
description: Nous étudions les défauts de règlement sur le marché des obligations du gouvernement du Canada. Nous constatons que ces défauts ne surviennent pas de façon indépendante. À l’aide d’un nouvel ensemble complet de données, nous examinons trois facteurs à l’origine de ces défauts. Premièrement, la probabilité de défaut est plus élevée à la suite de la publication de nouvelles macroéconomiques inattendues. Deuxièmement, les défauts risquent davantage de toucher les obligations qui se négocient intensément sur le marché de l’emprunt. À la lumière de ces constats, la recirculation des obligations le long de longues chaînes de règlement se révèle un élément important pour comprendre les défauts. Troisièmement, les chances qu’un défaut ait lieu sont plus grandes lorsque les taux d’intérêt sont bas et que le coût d’emprunt d’une obligation est élevé, le défaut étant probable en raison de frictions agissant comme contraintes sur le prix d’emprunt. Ensemble, ces constatations donnent à penser que l’amélioration du mécanisme d’établissement des prix sur le marché de l’emprunt pourrait faciliter la recirculation des obligations présentes en quantité limitée et améliorer le fonctionnement du marché obligataire.
Additional file 3 of Circulating vitamin C concentration and risk of cancers: a Mendelian randomization study
Creators: name: Fu, Yuanqing
name: Xu, Fengzhe
name: Jiang, Longda
name: Miao, Zelei
name: Liang, Xinxiu
name: Yang, Jian
name: Larsson, Susanna C.
name: Zheng, Ju-Sheng
Publisher: name: figshare
Year: 2021
Subjects: subject: Medicine
subject: Genetics
subject: FOS: Biological sciences
subject: Biotechnology
subject: Sociology
subject: FOS: Sociology
subject: Mathematical Sciences not elsewhere classified
subject: Cancer

description: Additional file 3: Table S1-S2 & Figure S1-S8. Supplemental methods and results for the systematic review and meta-analysis. TableS1. PubMed search strategy. TableS2. Characteristics of the included prospective studies. FigS1. Flow diagrams of the literature research. FigS2. The association of dietary and supplemental vitamin C intakes with incident lung cancer. FigS3. The association of dietary, supplemental and total vitamin C intakes with incident breast cancer. FigS4. The association of dietary, supplemental and total vitamin C intakes with incident prostate cancer. FigS5. The association of dietary vitamin C intakes with incident colorectal cancer. FigS6. The association of supplemental vitamin C intakes with incident colorectal cancer. FigS7. The association of total vitamin C intakes with incident colorectal cancer. FigS8. Funnel plot for associations of vitamin C intakes with cancers, with Egger’s test adopted to examine the publication bias.
Decoupling in Non-Perturbative Background Fields: the Thermal Sphaleron
Creators: name: Gould, Thomas M.
name: Rothstein, I. Z.
Publisher: name: arXiv
Year: 1993
Subjects: subject: High Energy Physics - Phenomenology (hep-ph)
subject: High Energy Physics - Theory (hep-th)
subject: FOS: Physical sciences

description: Standard decoupling of heavy fermions may fail when there are non-perturbative variations in a scalar field which gives masses to the fermions. One situation of phenomenological relevance is the case of sphalerons in the presence of fermions at finite temperatures. The free energy of a simple model is determined using a non-perturbative technique to study the effect of fermions on the scalar field. The effects of quantum and thermal fermionic fluctuations on the free energy of the thermal sphaleron are calculated, including contributions from the gradients of the scalar field to all orders.
description: 31 pages (2 figures available upon request), UM-93-02, JHU-TIPAC 930001
Towards Mirror Symmetry with Semi-Realistic Intersecting Brane Configurations
Creators: name: Omer, Harun
Publisher: name: arXiv
Year: 2007
Subjects: subject: High Energy Physics - Theory (hep-th)
subject: FOS: Physical sciences

description: A T6 orbifold compactification is discussed from the somewhat unconventional perspective as the large radius limit of a Landau-Ginzburg model. The features of the model are in principle familiar, but the way they enter here is different from the way they enter when using more commonly used methods. It is hoped that the point of view presented here can supplement the understanding of the features used in string compactifications, notably in terms of naturalness and completeness. More precisely, the analyzed T6 / Z_4 x Z_4 features two different kinds of O-planes, branes in the bulk as well as fractional branes, continuous and discrete Wilson lines as well as an orientifold action which can act in different ways on the Wilson lines. The D-branes are desribed by matrix factorizations. This work is also intended to be a showcase for the potentials of matrix factorizations which are for the first time geared to their full level of sophistication in this paper. Throughout the analyis everything is mapped from the B-model side of the LG-model to the A side by mirror symmetry. The work could be extended straightforwardly yet tediously to perform mirror symmetry on a general intersecting brane configuration and to compute Yukawa couplings. The analysis presented here can also be applied to non-toroidal backgrounds with an intersecting brane configuration on it, so I hope that it will be a helpful basis for later applications of mirror symmetry to models exhibiting real world properties.
description: 19 pages
Merger estimates for rotating Kerr black holes in modified gravity
Creators: name: Wei, Shao-Wen
name: Liu, Yu-Xiao
Publisher: name: arXiv
Year: 2018
Subjects: subject: General Relativity and Quantum Cosmology (gr-qc)
subject: High Energy Physics - Theory (hep-th)
subject: FOS: Physical sciences

description: In this paper, we explore the signatures of non-rotating and rotating black hole mergers in the matter-free modified gravity. First, we solve the unstable circular null orbits and the innermost stable circular timelike orbits via the geodesic motion. The characteristic quantities of these orbits are systematically analyzed by varying the black hole spin and the scalar field parameter of the gravity. Then based on it, we study the ringdown modes from the light ring/quasinormal modes correspondence. The final spins of the merged black holes are also estimated with the Buonanno-Kidder-Lehner recipe. Several black hole merging cases are investigated in detail. All these results show that the black hole mergers are closely dependent of the scalar field parameter of the gravity.
description: 13 pages and 11 figures