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Mainstream option valuation theory relies implicitly on the assumption that latent states (such as stochastic volatility) and parameters are perfectly known, an assumption that is dubious in many ways. Computing the value of options under the assumption of perfect knowledge will typically introduce bias. Correcting for the bias is straightforward but can be computationally expensive. Fourier-base
The magnitude of variation in the gaze position signals recorded by an eye tracker, also known as its precision, is an important aspect of an eye tracker’s data quality. However, data quality of eye-tracking signals is still poorly understood. In this paper, we therefore investigate the following: (1) How do the various available measures characterizing eye-tracking data during fixation relate to
We present a software package, Modes, offering h-adaptive and p-adaptive linear multistep methods for first order initial value problems in ordinary differential equations. The implementation is based on a new parametric, grid-independent representation of multistep methods [Arévalo and Söderlind 2017]. Parameters are supplied for over 60 methods. For nonstiff problems, all maximal order methods (
We apply spectral stability theory to investigate nonlinear gravity waves in the atmosphere. These waves are determined by modulation equations that result from Wentzel-Kramers-Brillouin theory. First, we establish that plane waves, which represent exact solutions to the inviscid Boussinesq equations, are spectrally stable with respect to their nonlinear modulation equations under the same conditi
The Rivet library is an important toolkit in particle physics, and serves as a repository for analysis data and code. It allows for comparisons between data and theoretical calculations of the final state of collision events. This paper outlines several recent additions and improvements to the framework to include support for analysis of heavy ion collision simulated data. The paper also presents
Anisotropic flow coefficients, vn, non-linear flow mode coefficients, χn,mk, and correlations among different symmetry planes, ρn,mk are measured in Pb-Pb collisions at sNN = 5.02 TeV. Results obtained with multi-particle correlations are reported for the transverse momentum interval 0.2 < pT< 5.0 GeV/c within the pseudorapidity interval 0.4 < |η| < 0.8 as a function of collision centrality. The v
Several models of physics beyond the Standard Model predict the existence of dark photons, light neutral particles decaying into collimated leptons or light hadrons. This paper presents a search for long-lived dark photons produced from the decay of a Higgs boson or a heavy scalar boson and decaying into displaced collimated Standard Model fermions. The search uses data corresponding to an integra
PURPOSE: Graft failure in heart transplant recipients is still the leading cumulative cause of death, rejection related injuries likely being an important contributor. In this study we used a genome-wide association approach using whole-genome data from chromosome 6 to analyze genetic associations with survival after heart transplantation. METHODS: The study included recipient samples from patient
The global polarization of the Λ and Λ hyperons is measured for Pb-Pb collisions at sNN=2.76 and 5.02 TeV recorded with the ALICE at the Large Hadron Collider (LHC). The results are reported differentially as a function of collision centrality and hyperon's transverse momentum (pT) for the range of centrality 5-50%, 0.5
The ATLAS detector at the Large Hadron Collider reads out particle collision data from over 100 million electronic channels at a rate of approximately 100 kHz, with a recording rate for physics events of approximately 1 kHz. Before being certified for physics analysis at computer centres worldwide, the data must be scrutinised to ensure they are clean from any hardware or software related issues t
The rejection of forward jets originating from additional proton–proton interactions (pile-up) is crucial for a variety of physics analyses at the LHC, including Standard Model measurements and searches for physics beyond the Standard Model. The identification of such jets is challenging due to the lack of track and vertex information in the pseudorapidity range | η| > 2.5. This paper presents a n
ATLAS measurements of two-particle correlations are presented for s=5.02 and 13 TeV pp collisions and for sNN=5.02 TeV p+Pb collisions at the LHC. The correlation functions are measured as a function of relative azimuthal angle Δφ, and pseudorapidity separation Δη, using charged particles detected within the pseudorapidity interval |η|2, is studied using a template fitting procedure to remove a "b
Inclusive jet production cross-sections are measured in proton-proton collisions at a centre-of-mass energy of s=8 TeV recorded by the ATLAS experiment at the Large Hadron Collider at CERN. The total integrated luminosity of the analysed data set amounts to 20.2 fb−1. Double-differential cross-sections are measured for jets defined by the anti-kt jet clustering algorithm with radius parameters of
In this work, we generalize the recent sparse iterative covariance-based estimator (SPICE) by extending the problem formulation to allow for different norm constraints on the signal and noise parameters in the covariance model. The resulting extended SPICE algorithm offers the same benefits as the regular SPICE algorithm, including being hyper-parameter free, but the choice of norms allows further
This work analyzes the effects on support recovery for different choices of the hyper- or regularization parameter in LASSO-like sparse and group-sparse regression problems. The hyperparameter implicitly selects the model order of the solution, and is typically set using cross-validation (CV). This may be computationally prohibitive for large-scale problems, and also often overestimates the model
A search for strongly produced supersymmetric particles using signatures involving multiple energetic jets and either two isolated same-sign leptons (e or μ), or at least three isolated leptons, is presented. The analysis relies on the identification of b-jets and high missing transverse momentum to achieve good sensitivity. A data sample of proton-proton collisions at s=13 TeV recorded with the A
This paper presents a study of WWγ and WZγ triboson production using events from proton–proton collisions at a centre-of-mass energy of s=8TeV recorded with the ATLAS detector at the LHC and corresponding to an integrated luminosity of 20.2 fb- 1. The WWγ production cross-section is determined using a final state containing an electron, a muon, a photon, and neutrinos (e). Upper limits on the prod
A search for new phenomena in final states characterized by high jet multiplicity, an isolated lepton (electron or muon) and either zero or at least three b-tagged jets is presented. The search uses 36.1 fb−1 of s=13 TeV proton-proton collision data collected by the ATLAS experiment at the Large Hadron Collider in 2015 and 2016. The dominant sources of background are estimated using parameterized
The top-quark mass is measured in the all-hadronic top-antitop quark decay channel using proton-proton collisions at a centre-of-mass energy of s=8 TeV with the ATLAS detector at the CERN Large Hadron Collider. The data set used in the analysis corresponds to an integrated luminosity of 20.2 fb−1. The large multi-jet background is modelled using a data-driven method. The top-quark mass is obtained
