Search results for "Data analysis."
showing 10 items of 377 documents
Economic Sector Identification in a Set of Stocks Traded at the New York Stock Exchange: A Comparative Analysis
2006
We review some methods recently used in the literature to detect the existence of a certain degree of common behavior of stock returns belonging to the same economic sector. Specifically, we discuss methods based on random matrix theory and hierarchical clustering techniques. We apply these methods to a set of stocks traded at the New York Stock Exchange. The investigated time series are recorded at a daily time horizon. All the considered methods are able to detect economic information and the presence of clusters characterized by the economic sector of stocks. However, different methodologies provide different information about the considered set. Our comparative analysis suggests that th…
Shrinkage and spectral filtering of correlation matrices: A comparison via the Kullback-Leibler distance
2007
The problem of filtering information from large correlation matrices is of great importance in many applications. We have recently proposed the use of the Kullback-Leibler distance to measure the performance of filtering algorithms in recovering the underlying correlation matrix when the variables are described by a multivariate Gaussian distribution. Here we use the Kullback-Leibler distance to investigate the performance of filtering methods based on Random Matrix Theory and on the shrinkage technique. We also present some results on the application of the Kullback-Leibler distance to multivariate data which are non Gaussian distributed.
Correlation based networks of equity returns sampled at different time horizons
2006
We investigate the planar maximally filtered graphs of the portfolio of the 300 most capitalized stocks traded at the New York Stock Exchange during the time period 2001-2003. Topological properties such as the average length of shortest paths, the betweenness and the degree are computed on different planar maximally filtered graphs generated by sampling the returns at different time horizons ranging from 5 min up to one trading day. This analysis confirms that the selected stocks compose a hierarchical system progressively structuring as the sampling time horizon increases. Finally, a cluster formation, associated to economic sectors, is quantitatively investigated.
GW190412: Observation of a binary-black-hole coalescence with asymmetric masses
2020
LIGO Scientific Collaboration and Virgo Collaboration: et al.
Search for Lorentz and CPT violation using sidereal time dependence of neutrino flavor transitions over a short baseline
2017
A class of extensions of the Standard Model allows Lorentz and CPT violations, which can be identified by the observation of sidereal modulations in the neutrino interaction rate. A search for such modulations was performed using the T2K on-axis near detector. Two complementary methods were used in this study, both of which resulted in no evidence of a signal. Limits on associated Lorentz and CPT-violating terms from the Standard Model extension have been derived by taking into account their correlations in this model for the first time. These results imply such symmetry violations are suppressed by a factor of more than 1020 at the GeV scale.
A method for approximating optimal statistical significances with machine-learned likelihoods
2022
The European physical journal / C 82(11), 993 (2022). doi:10.1140/epjc/s10052-022-10944-3
JUNO sensitivity to low energy atmospheric neutrino spectra
2021
Atmospheric neutrinos are one of the most relevant natural neutrino sources that can be exploited to infer properties about cosmic rays and neutrino oscillations. The Jiangmen Underground Neutrino Observatory (JUNO) experiment, a 20 kton liquid scintillator detector with excellent energy resolution is currently under construction in China. JUNO will be able to detect several atmospheric neutrinos per day given the large volume. A study on the JUNO detection and reconstruction capabilities of atmospheric $\nu_e$ and $\nu_\mu$ fluxes is presented in this paper. In this study, a sample of atmospheric neutrino Monte Carlo events has been generated, starting from theoretical models, and then pro…
An iterative method in a probabilistic approach to the spectral inverse problem - Differential emission measure from line spectra and broadband data
2010
Inverse problems are of great importance in astrophysics for deriving information about the physical characteristics of hot optically thin plasma sources from their EUV and X-ray spectra. We describe and test an iterative method developed within the framework of a probabilistic approach to the spectral inverse problem for determining the thermal structures of the emitting plasma. We also demonstrate applications of this method to both high resolution line spectra and broadband imaging data. Our so-called Bayesian iterative method (BIM) is an iterative procedure based on Bayes' theorem and is used to reconstruct differential emission measure (DEM) distributions. To demonstrate the abilities …
On the importance of background subtraction in the analysis of coronal loops observed with TRACE
2010
In the framework of TRACE coronal observations, we compare the analysis and diagnostics of a loop after subtracting the background with two different and independent methods. The dataset includes sequences of images in the 171 A, 195 A filter bands of TRACE. One background subtraction method consists in taking as background values those obtained from interpolation between concentric strips around the analyzed loop. The other method is a pixel-to-pixel subtraction of the final image when the loop had completely faded out, already used by Reale & Ciaravella 2006. We compare the emission distributions along the loop obtained with the two methods and find that they are considerably differen…
A New Look at Spitzer Primary Transit Observations of the Exoplanet HD 189733b
2014
Blind source separation techniques are used to reanalyse two exoplanetary transit lightcurves of the exoplanet HD189733b recorded with the IR camera IRAC on board the Spitzer Space Telescope at 3.6$\mu$m during the "cold" era. These observations, together with observations at other IR wavelengths, are crucial to characterise the atmosphere of the planet HD189733b. Previous analyses of the same datasets reported discrepant results, hence the necessity of the reanalyses. The method we used here is based on the Independent Component Analysis (ICA) statistical technique, which ensures a high degree of objectivity. The use of ICA to detrend single photometric observations in a self-consistent wa…