nils-herrmann/clean_scirepeval huggingface dataset:
Homogeneously Saturated Model for Development in Time of the Price of an Asset

The time development of the price of a financial asset is considered by constructing and solving Langevin equations for a homogeneously saturated model, and for comparison, for a standard model and for a logistic model. The homogeneously saturated model uses coupled rate equations for the money supply and for the price of the asset, similar to the coupled rate equations for population inversion and power density in a simple model of a homogeneously broadened laser. Predictions of the models are compared for random numbers drawn from a Student's t-distribution. It is known that daily returns of the DJIA and S&P 500 indices are fat tailed and are described well by Student's t-distributions over the range of observed values. The homogeneously saturated model shows returns that are consistent with daily returns for the indices (in the range of -30% to +30%) whereas the standard model and the logistic model show returns that are far from consistent with observed daily returns for the indices.
‘Quantum hairs’ and entropy of the quantum isolated horizon from Chern–Simons theory

We articulate the fact that the loop quantum gravity (LQG) description of the quantum macrostates of black hole horizons, modeled as quantum isolated horizons (QIHs), is completely characterized in terms of two independent integer-valued ‘quantum hairs’, viz, the coupling constant ( k ) ?> of the quantum SU ( 2 ) ?> Chern–Simons (CS) theory describing QIH dynamics, and the number of punctures ( N ) ?> produced by the bulk spin network edges piercing the isolated horizon (which act as pointlike sources for the CS fields). We demonstrate that the microcanonical entropy of macroscopic (both parameters assuming very large values) QIHs can be obtained directly from the microstates of this CS theory using standard statistical mechanical methods, without having to additionally postulate the horizon as an ideal gas of punctures, or incorporate any additional classical or semiclassical input from general relativity vis-a-vis the functional dependence of the isolated horizon mass on its area, or indeed, without having to restrict to any special class of spins. Requiring the validity of the Bekenstein–Hawking area law relates these two parameters (as an equilibrium ‘equation of state’), and consequently allows the Barbero–Immirzi parameter to take any real and positive value depending on the value of k / N ?> . The logarithmic correction to the area law obtained a decade ago by R Kaul and one of us (PM), ensues straightforwardly, with precisely the coefficient − 3 / 2 ?> , making it a signature of the LQG approach to black hole entropy.
A Fully Quantum Model of Big Bang

In the paper the closed Friedmann-Robertson-Walker model with quantization in the presence of the positive cosmological constant and radiation is studied. For analysis of tunneling probability for birth of an asymptotically deSitter, inflationary Universe as a function of the radiation energy a new definition of a "free" wave propagating inside strong fields is proposed. On such a basis, tunneling boundary condition is corrected, penetrability and reflection concerning to the barrier are calculated in fully quantum stationary approach. For the first time non-zero interference between the incident and reflected waves has been taken into account which turns out to play important role inside cosmological potentials and could be explained by non-locality of barriers in quantum mechanics. Inside whole region of energy of radiation the tunneling probability for the birth of the inflationary Universe is found to be close to its value obtained in semiclassical approach. The reflection from the barrier is determined for the first time (which is essentially differs on 1 at the energy of radiation close to the barrier height). The proposed method could be easily generalized on the cosmological models with the barriers of arbitrary shape, that has been demonstrated for the FRW-model with included Chaplygin gas. Result is stable for variations of the studied barriers, accuracy are found to be 11--18 digits for all coefficients and energies below the barrier height.
Ambiguous Volatility and Asset Pricing in Continuous Time

We formulate a model of utility for a continuous-time framework that captures aversion to ambiguity about both volatility and drift. Corresponding extensions of some basic results in asset pricing theory are presented. First, we derive arbitrage-free pricing rules based on hedging arguments. Because ambiguous volatility implies market incompleteness, hedging arguments determine prices only up to intervals. In order to obtain sharper predictions, we apply the model of utility to a representative agent endowment economy and study equilibrium asset returns. A version of the consumption capital asset pricing model is derived, and the effects of ambiguous volatility are described.
Bounds on List Decoding of Rank-Metric Codes

So far, there is no polynomial-time list decoding algorithm (beyond half the minimum distance) for Gabidulin codes. These codes can be seen as the rank-metric equivalent of Reed-Solomon codes. In this paper, we provide bounds on the list size of rank-metric codes in order to understand whether polynomial-time list decoding is possible or whether it works only with exponential time complexity. Three bounds on the list size are proven. The first one is a lower exponential bound for Gabidulin codes and shows that for these codes no polynomial-time list decoding beyond the Johnson radius exists. Second, an exponential upper bound is derived, which holds for any rank-metric code of length n and minimum rank distance d. The third bound proves that there exists a rank-metric code over \BBFqm of length n ≤ m such that the list size is exponential in the length for any radius greater than half the minimum rank distance. This implies that there cannot exist a polynomial upper bound depending only on n and d similar to the Johnson bound in Hamming metric. All three rank-metric bounds reveal significant differences to bounds for codes in Hamming metric.
A Model of Two-Way Selection System for Human Behavior

Two-way selection is a common phenomenon in nature and society. It appears in the processes like choosing a mate between men and women, making contracts between job hunters and recruiters, and trading between buyers and sellers. In this paper, we propose a model of two-way selection system, and present its analytical solution for the expectation of successful matching total and the regular pattern that the matching rate trends toward an inverse proportion to either the ratio between the two sides or the ratio of the state total to the smaller group's people number. The proposed model is verified by empirical data of the matchmaking fairs. Results indicate that the model well predicts this typical real-world two-way selection behavior to the bounded error extent, thus it is helpful for understanding the dynamics mechanism of the real-world two-way selection system.
On the origin and evolution of icicle ripples

Natural icicles often exhibit ripples about their circumference which are due to a morphological instability. We present an experimental study that explores the origin of the instability, using laboratory-grown icicles. Contrary to theoretical expectations, icicles grown from pure water do not exhibit growing ripples. The addition of a non-ionic surfactant, which reduces the surface tension, does not produce ripples. Instead, ripples emerge on icicles grown from water with dissolved ionic impurities. We find that even very small levels of impurity are sufficient to trigger ripples, and that the growth speed of the ripples increases very weakly with ionic concentration.
Measuring Model Risk

We propose to interpret distribution model risk as sensitivity of expected loss to changes in the risk factor distribution, and to measure the distribution model risk of a portfolio by the maximum expected loss over a set of plausible distributions defined in terms of some divergence from an estimated distribution. The divergence may be relative entropy, a Bregman distance, or an $f$-divergence. We give formulas for the calculation of distribution model risk and explicitly determine the worst case distribution from the set of plausible distributions. We also give formulas for the evaluation of divergence preferences describing ambiguity averse decision makers.
Elliptic Ding–Iohara Algebra and the Free Field Realization of the Elliptic Macdonald Operator

gp(x) := Θp(qx)Θp(t −1x)Θp(q−1tx) Θp(q−1x)Θp(tx)Θp(qt−1x) . Here we have used the notation above and assume |q| < 1, |p| < 1. We define the elliptic Ding-Iohara algebra U(q, t, p) to be the associative C-algebra generated by {xn (p)}n∈Z, {ψ± n (p)}n∈Z and γ subject to the following relation : we set γ as the central, invertible element and currents to be x±(p; z) := ∑ n∈Z x ± n (p)z −n, ψ±(p; z) := ∑ n∈Z ψ ± n (p)z −n. ] = 0, ψ(p; z)ψ−(p;w) = gp(γz/w) gp(γ−1z/w) ψ−(p;w)ψ+(p; z), ψ±(p; z)x(p;w) = gp ( γ± 1 2 z w ) x+(p;w)ψ±(p; z), ψ±(p; z)x−(p;w) = gp ( γ∓ 1 2 z w )−1 x−(p;w)ψ±(p; z), x±(p; z)x±(p;w) = gp ( z w )±1 x±(p;w)x±(p; z), [x(p; z), x−(p;w)]
Detecting biomarkers in habitable-zone earths transiting white dwarfs

The characterization of the atmospheres of habitable-zone Earth-mass exoplanets that transit across main-sequence stars, let alone the detection of bio-markers in their atmospheres, will be challenging even with future facilities. It has been noted that white dwarfs (WDs) have long-lived habitable zones and that a large fraction of WDs may host planets. We point out that during a transit of an Earth-mass planet across a WD, the planet’s atmospheric transmission spectrum obtains a much higher contrast over the stellar background compared to a main-sequence host, because of the small surface area of the WD. The most prominent bio-marker in the present-day terrestrial atmosphere, molecular oxygen, is readily detectable in a WD transit via its A-band absorption at � 0.76µm. A potentially life-sustaining Earth-like planet transiting a WD can be found by assembling a suitable sample of � 500 WDs and then surveying them for transits using small telescopes. If and when a transiting case is found, the O2 absorption in the planetary atmospheric transmission spectrum would be detectable with the James Webb Space Telescope (JWST) in about 5 hours of total exposure time, integrated over 160 2-minute transits. Characterization of the planet atmosphere using other tracers such as water vapour and CO2 will be considerably easier. We demonstrate this future discovery space by simulating a possible transmission spectrum that would be obtained with JWST.
The sub-stellar birth rate from UKIDSS

We present a new sample of mid L to mid T dwarfs with effective temperatures of 1100 to 1700 K selected from the UKIDSS Large Area Survey and confirmed with infrared spectra from X-Shooter/VLT. This effective temperature range is especially sensitive to the formation history of Galactic brown dwarfs and allows us to constrain the form of the sub-stellar birth rate, with sensitivity to differentiate between a flat (stellar like) birth rate, and an exponentially declining form. We present the discovery of 63 new L and T dwarfs from the UKIDSS LAS DR7, including the identification of 12 likely unresolved binaries, which form the first complete sub-set from our program, covering 495 sq degrees of sky, complete to J=18.1. We compare our results for this sub-sample with simulations of differing birth rates for objects of mass 0.10-0.03M⊙ and ages 1-10Gyrs. We find that the more extreme birth rates (e.g. a halo type form) can likely be excluded as the true form of the birth rate. In addition we find that although there is substantial scatter we find a preference for a mass function, with a power-law index, α in the range 1 < α < 0 that is consistent (within the errors) with the studies of late T dwarfs.
Measurement of the Σπ photoproduction line shapes near the Λ(1405)

The reaction {gamma} + p -> K{sup +} + {Sigma} + {p}i was used to determine the invariant mass distributions or "line shapes" of the {Sigma}{sup +} ,  and {Sigma}{sup 0} {pi}{sup 0} final states, from threshold at 1328 MeV/c^2 through the mass range of the {Lambda}(1405) and the {Lambda}(1520). The measurements were made with the CLAS system at Jefferson Lab using tagged real photons, for center-of-mass energies 1.95 < W < 2.85 GeV. The three mass distributions differ strongly in the vicinity of the I=0 {Lambda}(1405), indicating the presence of substantial I=1 strength in the reaction. Background contributions to the data from the {Sigma}{sup 0}(1385) and from K* {Sigma} production were studied and shown to have negligible influence. To separate the isospin amplitudes, Breit-Wigner model fits were made that included channel-coupling distortions due to the Nkbar threshold. A best fit to all the data was obtained after including a phenomenological I=1, J{sup P} = 1/2{sup -} amplitude with a centroid at 1394\pm20 MeV/c^2 and a second I=1 amplitude at 1413\pm10 MeV/c^2. The centroid of the I=0 {Lambda}(1405) strength was found at the {Sigma} {pi} threshold, with the observed shape determined largely by channel-coupling, leadingmore » to an apparent overall peak near 1405 MeV/c^2.« less
Massive gravity, the elasticity of space-time and perturbations in the dark sector

We consider a class of phenomenological modified gravity models where the terms added to the standard Einstein-Hilbert Lagrangian are just a function of the metric only. For linearized perturbations around an isotropic space-time, this class of models is entirely specified by a rank-4 tensor that encodes possibly time-dependent masses for the gravitons. This tensor has the same symmetries as an elasticity tensor, suggesting an interpretation of massive gravity as an effective rigidity of space-time. If we choose a form for this tensor that is compatible with the symmetries of Friedmann-Robertson-Walker and enforce full reparametrization invariance, then the only theory possible is a cosmological constant. However, in the case where the theory is only time translation invariant, the ghost-free massive gravity theory is equivalent to the elastic dark energy scenario with the extra Lorentz violating vector giving rise to 2 transverse and 1 longitudinal degrees of freedom, whereas when one demands spatial translation invariance one is left with a theory where the entropy perturbation is not gauge invariant.
Crossover from growing to stationary interfaces in the Kardar-Parisi-Zhang class.

This Letter reports on how the interfaces in the (1+1)-dimensional Kardar-Parisi-Zhang (KPZ) class undergo, in the course of time, a transition from the flat, growing regime to the stationary one. Simulations of the polynuclear growth model and experiments on turbulent liquid crystal reveal universal functions of the KPZ class governing this transition, which connect the distribution and correlation functions for the growing and stationary regimes. This in particular shows how interfaces realized in experiments and simulations actually approach the stationary regime, which is never attained unless a stationary interface is artificially given as an initial condition.
Which is faster: bowtie2GP bowtie > bowtie2 > BWA

We have recently used genetic programming to automatically generate an improved version of Langmead's DNA read alignment tool Bowtie2 []. We find it runs more than four times faster than the Bioinformatics sequencing tool (BWA) currently used with short next generation paired end DNA sequences by the Cancer Institute, takes less memory and yet finds similar matches in the human genome.
A Supersonic Ping Pong Gun

The Ping Pong gun or Ping Pong bazooka has been a popular and compelling tool for physics education. However, the design necessarily means the ball emerges at subsonic speed. The design has been modified to include a pressure chamber and a convergent-divergent nozzle, similar to the design of some supersonic wind tunnels. This modification results in supersonic speeds. The current design has achieved a launch speed of 406 m/sec, about Mach 1.23.
Unproceedings of the Fourth .Astronomy Conference (.Astronomy 4), Heidelberg, Germany, July 9-11 2012

The goal of the .Astronomy conference series is to bring together astronomers, educators, developers and others interested in using the Internet as a medium for astronomy. Attendance at the event is limited to approximately 50 participants, and days are split into mornings of scheduled talks, followed by 'unconference' afternoons, where sessions are defined by participants during the course of the event. Participants in unconference sessions are discouraged from formal presentations, with discussion, workshop-style formats or informal practical tutorials encouraged. The conference also designates one day as a 'hack day', in which attendees collaborate in groups on day-long projects for presentation the following morning. These hacks are often a way of concentrating effort, learning new skills, and exploring ideas in a practical fashion. The emphasis on informal, focused interaction makes recording proceedings more difficult than for a normal meeting. While the first .Astronomy conference is preserved formally in a book, more recent iterations are not documented. We therefore, in the spirit of .Astronomy, report 'unproceedings' from .Astronomy 4, which was held in Heidelberg in July 2012.
Incorporating Space-Time Within Medium-Modified Jet Event Generators

We outline a novel approach to develop an in-medium shower Monte-Carlo event generator based on the higher-twist formalism of jet modification. By undoing one of the light-cone integrals which sets the corresponding light-cone momentum to be equal in the amplitude and the complex conjugate, we introduce an uncertainty in the smaller light-cone momentum component. This allows for the generalization of the standard analytic formalism to a Wigner transform like formalism, where the non-conjugate large light-cone momentum and position are retained for each parton. Jets are generated event-by-event by simulating this Wigner transform kernel. Simple results for longitudinal distributions of partons and hadrons from jets propagating through a hot brick of strongly interacting matter are presented. Values of the transport coefficient $\hat{q}$ are dialed to match phenomenologically relevant cases.
Natural selection. VI. Partitioning the information in fitness and characters by path analysis

Three steps aid in the analysis of selection. First, describe phenotypes by their component causes. Components include genes, maternal effects, symbionts and any other predictors of phenotype that are of interest. Second, describe fitness by its component causes, such as an individual's phenotype, its neighbours’ phenotypes, resource availability and so on. Third, put the predictors of phenotype and fitness into an exact equation for evolutionary change, providing a complete expression of selection and other evolutionary processes. The complete expression separates the distinct causal roles of the various hypothesized components of phenotypes and fitness. Traditionally, those components are given by the covariance, variance and regression terms of evolutionary models. I show how to interpret those statistical expressions with respect to information theory. The resulting interpretation allows one to read the fundamental equations of selection and evolution as sentences that express how various causes lead to the accumulation of information by selection and the decay of information by other evolutionary processes. The interpretation in terms of information leads to a deeper understanding of selection and heritability, and a clearer sense of how to formulate causal hypotheses about evolutionary process. Kin selection appears as a particular type of causal analysis that partitions social effects into meaningful components.
Existence of ground states for negative ions at the binding threshold

As the nuclear charge Z is continuously decreased an N-electron atom undergoes a binding-unbinding transition at some critical Z_c. We investigate whether the electrons remain bound when Z=Z_c and whether the radius of the system stays finite as Z_c is approached. Existence of a ground state at Z_c is shown under the condition Z_c<N-K, where K is the maximal number of electrons that can be removed at Z_c without changing the ground state energy.
Quantum view on contextual logic of composite intelligent devices

B. Verkin Institute for Low Temperature Physics and Engineering of the NationalAcademy of Sciences of Ukraine 47, Lenin Ave., Kharkov 61103, Ukraine.(Dated: December 11, 2013)Based on the ideas of quantumtheory of open systems (QTOS) we propose the consistent approachto study probabilistic many-valued propositional logic of intelligent devices that are composed fromseparate but interconnected logical units.In this preliminary communication we consider only thesimplest example of such systems,namely, four- valued probabilistic logical device composed of twological subsystems.We demonstrate that similar devices can generate two classes of probabilisticpropositions :1) decomposable propositions , which in fact are equivalent to certain ordered pairof propositions in device subsystems and 2) indecomposable propositions which are connected withinherent logical interaction between device units.The indecomposable propositions are undoubtedlyof greatest interest since they , as shown in the paper, provide powerful additional logical resourcecompared to standard parallel processing in composite intelligent systems. The contextual logicof composite devices proposed in this paper, as we believe, can be also used for analysis of highlyorganized systems in cognitive sciences speciﬁcally in neuropsychology and linguistics.
DVA for Assets

The effect of self-default on the valuation of liabilities and derivatives (DVA) has been widely discussed but the effect on assets has not received similar attention. Any asset whose value depends on the status, or existence, of the firm will have a DVA. We extend (Burgard and Kjaer 2011) to provide a hedging strategy for such assets and provide an in-depth example from the balance sheet (Goodwill). We calibrate our model to seven US banks over the crisis period of mid-2007 to 2011. This suggests that their reported profits would have changed significantly if DVA on assets, as well as liabilities, was included - unless the DVA was hedged.
Suitability of Capital Allocations for Performance Measurement

Capital allocation principles are used in various contexts in which a risk capital or a cost of an aggregate position has to be allocated among its constituent parts. We study capital allocation principles in a performance measurement framework. We introduce the notation of suitability of allocations for performance measurement and show under different assumptions on the involved reward and risk measures that there exist suitable allocation methods. The existence of certain suitable allocation principles generally is given under rather strict assumptions on the underlying risk measure. Therefore we show, with a reformulated definition of suitability and in a slightly modified setting, that there is a known suitable allocation principle that does not require any properties of the underlying risk measure. Additionally we extend a previous characterization result from the literature from a mean-risk to a reward-risk setting. Formulations of this theory are also possible in a game theoretic setting.