Search results for "Data analysis."
showing 10 items of 377 documents
Information geometric complexity of entropic motion on curved statistical manifolds
2013
Physical systems behave according to their underlying dynamical equations which, in turn, can be identified from experimental data. Explaining data requires selecting mathematical models that best capture the data regularities. Identifying dynamical equations from the available data and statistical model selection are both very difficult tasks. Motivated by these fundamental links among physical systems, dynamical equations, experimental data and statistical modeling, we discuss in this invited Contribution our information geometric measure of complexity of geodesic paths on curved statistical manifolds underlying the entropic dynamics of classical physical systems described by probability …
Grain - A Java Analysis Framework for Total Data Readout
2007
Grain is a data analysis framework developed to be used with the novel Total Data Readout data acquisition system. In Total Data Readout all the electronics channels are read out asynchronously in singles mode and each data item is timestamped. Event building and analysis has to be done entirely in the software post-processing the data stream. A flexible and efficient event parser and the accompanying software framework have been written entirely in Java. The design and implementation of the software are discussed along with experiences gained in running real-life experiments.
The ALICE Transition Radiation Detector: Construction, operation, and performance
2018
The Transition Radiation Detector (TRD) was designed and built to enhance the capabilities of the ALICE detector at the Large Hadron Collider (LHC). While aimed at providing electron identification and triggering, the TRD also contributes significantly to the track reconstruction and calibration in the central barrel of ALICE. In this paper the design, construction, operation, and performance of this detector are discussed. A pion rejection factor of up to 410 is achieved at a momentum of 1 GeV/$c$ in p-Pb collisions and the resolution at high transverse momentum improves by about 40% when including the TRD information in track reconstruction. The triggering capability is demonstrated both …
The cosmic axion spin precession experiment (CASPEr): a dark-matter search with nuclear magnetic resonance
2017
The Cosmic Axion Spin Precession Experiment (CASPEr) is a nuclear magnetic resonance experiment (NMR) seeking to detect axion and axion-like particles which could make up the dark matter present in the universe. We review the predicted couplings of axions and axion-like particles with baryonic matter that enable their detection via NMR. We then describe two measurement schemes being implemented in CASPEr. The first method, presented in the original CASPEr proposal, consists of a resonant search via continuous-wave NMR spectroscopy. This method offers the highest sensitivity for frequencies ranging from a few Hz to hundreds of MHz, corresponding to masses $ m_{\rm a} \sim 10^{-14}$--$10^{-6}…
The Monte Carlo simulation of the Borexino detector
2017
We describe the Monte Carlo (MC) simulation package of the Borexino detector and discuss the agreement of its output with data. The Borexino MC 'ab initio' simulates the energy loss of particles in all detector components and generates the resulting scintillation photons and their propagation within the liquid scintillator volume. The simulation accounts for absorption, reemission, and scattering of the optical photons and tracks them until they either are absorbed or reach the photocathode of one of the photomultiplier tubes. Photon detection is followed by a comprehensive simulation of the readout electronics response. The algorithm proceeds with a detailed simulation of the electronics c…
Search for WIMP Inelastic Scattering off Xenon Nuclei with XENON100
2017
We present the first constraints on the spin-dependent, inelastic scattering cross section of weakly interacting massive particles (WIMPs) on nucleons from XENON100 data with an exposure of 7.64 ×103 kg .days . XENON100 is a dual-phase xenon time projection chamber with 62 kg of active mass, operated at the Laboratori Nazionali del Gran Sasso (LNGS) in Italy and designed to search for nuclear recoils from WIMP-nucleus interactions. Here we explore inelastic scattering, where a transition to a low-lying excited nuclear state of Xe 129 is induced. The experimental signature is a nuclear recoil observed together with the prompt deexcitation photon. We see no evidence for such inelastic WIMP-Xe…
Diffusive behavior and the modeling of characteristic times in limit order executions
2007
We present an empirical study of the first passage time (FPT) of order book prices needed to observe a prescribed price change Delta, the time to fill (TTF) for executed limit orders and the time to cancel (TTC) for canceled ones in a double auction market. We find that the distribution of all three quantities decays asymptotically as a power law, but that of FPT has significantly fatter tails than that of TTF. Thus a simple first passage time model cannot account for the observed TTF of limit orders. We propose that the origin of this difference is the presence of cancellations. We outline a simple model, which assumes that prices are characterized by the empirically observed distribution …
Kullback-Leibler distance as a measure of the information filtered from multivariate data
2007
We show that the Kullback-Leibler distance is a good measure of the statistical uncertainty of correlation matrices estimated by using a finite set of data. For correlation matrices of multivariate Gaussian variables we analytically determine the expected values of the Kullback-Leibler distance of a sample correlation matrix from a reference model and we show that the expected values are known also when the specific model is unknown. We propose to make use of the Kullback-Leibler distance to estimate the information extracted from a correlation matrix by correlation filtering procedures. We also show how to use this distance to measure the stability of filtering procedures with respect to s…
How does the market react to your order flow?
2012
We present an empirical study of the intertwined behaviour of members in a financial market. Exploiting a database where the broker that initiates an order book event can be identified, we decompose the correlation and response functions into contributions coming from different market participants and study how their behaviour is interconnected. We find evidence that (1) brokers are very heterogeneous in liquidity provision -- some are consistently liquidity providers while others are consistently liquidity takers. (2) The behaviour of brokers is strongly conditioned on the actions of {\it other} brokers. In contrast brokers are only weakly influenced by the impact of their own previous ord…
Spanning Trees and bootstrap reliability estimation in correlation based networks
2007
We introduce a new technique to associate a spanning tree to the average linkage cluster analysis. We term this tree as the Average Linkage Minimum Spanning Tree. We also introduce a technique to associate a value of reliability to links of correlation based graphs by using bootstrap replicas of data. Both techniques are applied to the portfolio of the 300 most capitalized stocks traded at New York Stock Exchange during the time period 2001-2003. We show that the Average Linkage Minimum Spanning Tree recognizes economic sectors and sub-sectors as communities in the network slightly better than the Minimum Spanning Tree does. We also show that the average reliability of links in the Minimum …