Search results for "DDE"
showing 10 items of 1858 documents
Statistical identification with hidden Markov models of large order splitting strategies in an equity market
2010
Large trades in a financial market are usually split into smaller parts and traded incrementally over extended periods of time. We address these large trades as hidden orders. In order to identify and characterize hidden orders we fit hidden Markov models to the time series of the sign of the tick by tick inventory variation of market members of the Spanish Stock Exchange. Our methodology probabilistically detects trading sequences, which are characterized by a net majority of buy or sell transactions. We interpret these patches of sequential buying or selling transactions as proxies of the traded hidden orders. We find that the time, volume and number of transactions size distributions of …
Matrix Computations for the Dynamics of Fermionic Systems
2013
In a series of recent papers we have shown how the dynamical behavior of certain classical systems can be analyzed using operators evolving according to Heisenberg-like equations of motions. In particular, we have shown that raising and lowering operators play a relevant role in this analysis. The technical problem of our approach stands in the difficulty of solving the equations of motion, which are, first of all, {\em operator-valued} and, secondly, quite often nonlinear. In this paper we construct a general procedure which significantly simplifies the treatment for those systems which can be described in terms of fermionic operators. The proposed procedure allows to get an analytic solut…
Cosmic implications of a low-scale solution to the axion domain wall problem
2019
The post-inflationary breaking of Peccei-Quinn (PQ) symmetry can lead to the cosmic domain wall catastrophe. In this Letter we show how to avoid domain walls implementing the Instanton Interference Effect (IIE) with a new interaction which itself breaks PQ symmetry and confines at an energy scale smaller than $\Lambda_{QCD}$. We give a general description of the mechanism and consider its cosmological implications and constraints within a minimal model. Contrary to other mechanisms we do not require an inverse phase transition neither fine-tuned bias terms. Incidentally, the mechanism leads to the introduction of new self-interacting dark matter candidates and the possibility of producing g…
Nucleon Form Factors at high q2 within constituent quark models
2000
The nucleon form factors are calculated using a non-relativistic description in terms of constituent quarks. The emphasis is put on the reliability of present numerical methods used to solve the three-body problem in order to correctly reproduce the expected asymptotic behavior of form factors. Nucleon wave functions obtained in the hyperspherical formalism or employing Faddeev equations have been considered. While a q**(-8) behavior is expected at high q for a quark-quark force behaving like 1/r at short distances, it is found that the hypercentral approximation in the hyperspherical formalism (K=0) leads to a q**(-7) behavior. An infinite set of waves is required to get the correct behavi…
The $Z$ boson in the Framed Standard Model
2018
The framed standard model (FSM), constructed initially for explaining the existence of three fermion generations and the hierarchical mass and mixing patterns of quarks and leptons, suggests also a "hidden sector" of particles including some dark matter candidates. It predicts in addition a new vector boson $G$, with mass of order TeV, which mixes with the $\gamma$ and $Z$ of the standard model yielding deviations from the standard mixing scheme, all calculable in terms of a single unknown parameter $m_G$. Given that standard mixing has been tested already to great accuracy by experiment, this could lead to contradictions, but it is shown here that for the three crucial and testable cases s…
Charmed and Bottom Baryons: a Variational Approach based on Heavy Quark Symmetry
2003
The use of Heavy Quark Symmetry to study bottom and charmed baryons leads to important simplifications of the non-relativistic three body problem, which turns out to be easily solved by a simple variational ansatz. Our simple scheme reproduces previous results (baryon masses, charge and mass radii, $...$) obtained by solving the Faddeev equations with simple non-relativistic quark--quark potentials, adjusted to the light and heavy--light meson spectra. Wave functions, parameterized in a simple manner, are also given and thus they can be easily used to compute further observables. Our method has been also used to find the predictions for strangeness-less baryons of the SU(2) chirally inspire…
Accommodating three low-scale anomalies (g-2, Lamb shift, and Atomki) in the framed standard model
2019
The framed Standard Model (FSM) predicts a [Formula: see text] boson with mass around 20 MeV in the “hidden sector,” which mixes at tree level with the standard Higgs [Formula: see text] and hence acquires small couplings to quarks and leptons which can be calculated in the FSM apart from the mixing parameter [Formula: see text]. The exchange of this mixed state [Formula: see text] will contribute to [Formula: see text] and to the Lamb shift. By adjusting [Formula: see text] alone, it is found that the FSM can satisfy all present experimental bounds on the [Formula: see text] and Lamb shift anomalies for [Formula: see text] and [Formula: see text], and for the latter for both hydrogen and …
Radiative neutrino mass in 331 scheme
2014
We propose a new radiative mechanism for neutrino mass generation based on the 3-3-1 electroweak gauge group. Lepton number is a symmetry of the Yukawa sector but spontaneously broken in the gauge sector. As a result light Majorana masses arise from neutral gauge boson exchange at the one-loop level. In addition to the isosinglet neutrinos which may be produced at the LHC through the extended gauge boson "portals", the model contains new isosinglet quarks which can also lie at the TeV scale and provide a plethora of collider phenomena.
Pilot Prototype of Autonomous Pallets and Employing Little’s Law for Routing
2015
Application of autonomous control for shop-floor scheduling by considering real-time control of material flows is advantageous to those assembly lines with dynamic and uncertain circumstances. Among several potential processors with computing and communication capabilities—for representing autonomous material carriers—wireless sensor nodes seem as promising objects to be applied in practice. For realizing autonomy in making scheduling and routing-control decisions some methodologies need to be embedded in the nodes. Among several experimented methodologies, e.g., artificial intelligence, genetic algorithm, etc., in the context of a doctoral research, in this current special case of assembly…
NIGHT-Care: A Passive RFID System for Remote Monitoring and Control of Overnight Living Environment
2014
AbstractAn Ambient Intelligence platform, NIGHTCare, for remote monitoring and control of overnight living environment is here proposed. The platform, entirely based on RFID passive technology is able to recognize nocturnal behaviors and activities, generates automatic alarms in case of anomalous or pathological events and support diagnostics. The results of a complete test in real scenario are presented, together with a numerical assessment of electromagnetic safety issues.