Search results for "Minimum"

showing 10 items of 327 documents

New Algorithms for Computing Phylogenetic Biodiversity

2014

A common problem that appears in many case studies in ecology is the following: given a rooted phylogenetic tree \(\mathcal{T}\) and a subset R of its leaf nodes, we want to compute the distance between the elements in R. A very popular distance measure that can be used for this reason is the Phylogenetic Diversity (PD), which is defined as the cost of the minimum weight Steiner tree in \(\mathcal{T}\) that spans the nodes in R. To analyse the value of the PD for a given set R it is important also to calculate the variance of this measure. However, the best algorithm known so far for computing the variance of the PD is inefficient; for any input tree \(\mathcal{T}\) that consists of n nodes…

Phylogenetic diversitysymbols.namesakeTree (descriptive set theory)Phylogenetic treeOpen problemsymbolsMinimum weightOrder (ring theory)Steiner tree problemMeasure (mathematics)AlgorithmMathematics
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A tool for filtering information in complex systems

2005

We introduce a technique to filter out complex data-sets by extracting a subgraph of representative links. Such a filtering can be tuned up to any desired level by controlling the genus of the resulting graph. We show that this technique is especially suitable for correlation based graphs giving filtered graphs which preserve the hierarchical organization of the minimum spanning tree but containing a larger amount of information in their internal structure. In particular in the case of planar filtered graphs (genus equal to 0) triangular loops and 4 element cliques are formed. The application of this filtering procedure to 100 stocks in the USA equity markets shows that such loops and cliqu…

Physics - Physics and SocietyComputer scienceComplex systemFOS: Physical sciencesPhysics and Society (physics.soc-ph)Minimum spanning treecomputer.software_genrePlanarHierarchical organizationINTERNETCondensed Matter - Statistical MechanicsComplex data typeMultidisciplinarySmall-world networkStatistical Mechanics (cond-mat.stat-mech)SMALL-WORLD NETWORKSFilter (signal processing)Disordered Systems and Neural Networks (cond-mat.dis-nn)Condensed Matter - Disordered Systems and Neural NetworksComplex networkWEBDYNAMIC ASSET TREESPhysical SciencesGRAPHData miningAlgorithmcomputerMathematicsofComputing_DISCRETEMATHEMATICS
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Evolution of correlation structure of industrial indices of U.S. equity markets

2013

We investigate the dynamics of correlations present between pairs of industry indices of US stocks traded in US markets by studying correlation based networks and spectral properties of the correlation matrix. The study is performed by using 49 industry index time series computed by K. French and E. Fama during the time period from July 1969 to December 2011 that is spanning more than 40 years. We show that the correlation between industry indices presents both a fast and a slow dynamics. The slow dynamics has a time scale longer than five years showing that a different degree of diversification of the investment is possible in different periods of time. On top to this slow dynamics, we als…

Physics - Physics and SocietyIndex (economics)Scale (ratio)Operations researchSettore SECS-P/05Diversification (finance)FOS: Physical sciencesPhysics and Society (physics.soc-ph)01 natural sciences010305 fluids & plasmasFOS: Economics and businessCorrelationRandom matrix theoryMINIMUM SPANNING-TREES0103 physical sciencesEconometricsPCA Random matrix theory010306 general physicsCORRELATION-BASED NETWORKSMathematicsPCAStatistical Finance (q-fin.ST)Settore SECS-S/03CROSS-CORRELATIONSCovariance matrixSpectral propertiesSettore SECS-S/06Equity (finance)Quantitative Finance - Statistical FinanceFINANCIAL-MARKETSSubprime crisisInvestment (macroeconomics)Degree (music)Settore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)DYNAMIC ASSET TREESMATRICES
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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 …

Physics - Physics and SocietySpanning treecorrelation analysiApplied MathematicsReliability (computer networking)FOS: Physical sciencesPhysics and Society (physics.soc-ph)Minimum spanning treeTerm (time)CorrelationTree (data structure)complex networkStock exchangeModeling and SimulationPhysics - Data Analysis Statistics and ProbabilityStatisticsAverage Linkage Cluster AnalysisbootstrapEngineering (miscellaneous)Data Analysis Statistics and Probability (physics.data-an)Mathematicscluster analysis
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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…

Physics - Physics and SocietyStatistical Finance (q-fin.ST)Correlation coefficientEconomic sectorEconophysicsFOS: Physical sciencesQuantitative Finance - Statistical FinanceTime horizonPhysics and Society (physics.soc-ph)minimum spanning treeSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)Hierarchical clusteringFOS: Economics and businessEconomic informationStock exchangePhysics - Data Analysis Statistics and ProbabilityEconomicsEconometricsfinancial marketRandom matrixData Analysis Statistics and Probability (physics.data-an)Stock (geology)
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Maximum Principle and Application to Nuclear Magnetic Resonance and Magnetic Resonance Imaging

2018

In this section we state the Pontryagin maximum principle and we outline the proof. We adopt the presentation from Lee and Markus [64] where the result is presented into two theorems.

PhysicsMaximum principlemedicine.diagnostic_testSection (archaeology)Quantum electrodynamicsmedicineMagnetic resonance imagingState (functional analysis)Pontryagin's minimum principle
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Prolate yrast cascade in183Tl

2000

The yrast sequence in ${}^{183}\mathrm{Tl}$ has been studied for the first time in recoil-mass selected \ensuremath{\gamma}-ray spectroscopic measurements. A rotational-like cascade of seven transitions is established down to the band head with probable spin and parity ${(13/2}^{+}).$ Unlike in the adjacent odd-mass Tl nuclei, prompt \ensuremath{\gamma} decay from the yrast band to a lower lying weakly deformed (oblate) structure is not observed. These features are consistent with the predicted drop of the prolate band head in ${}^{183}\mathrm{Tl}$ compared to ${}^{185}\mathrm{Tl}.$ The implications for the prolate energy minimum in odd-mass Tl nuclei at the neutron ${i}_{13/2}$ midshell $(…

PhysicsNuclear and High Energy PhysicsEnergy minimumCascadeYrastNuclear TheoryOblate spheroidGamma rayNeutronParity (physics)Prolate spheroidAtomic physicsNuclear ExperimentPhysical Review C
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Charged-particle multiplicities in pp interactions at s=900 GeV measured with the ATLAS detector at the LHC

2010

The first measurements from proton-proton collisions recorded with the ATLAS detector at the LHC are presented. Data were collected in December 2009 using a minimum-bias trigger during collisions at a centre-of-mass energy of 900 GeV. The charged-particle multiplicity, its dependence on transverse momentum and pseudorapidity, and the relationship between mean transverse momentum and charged-particle multiplicity are measured for events with at least one charged particle in the kinematic range vertical bar eta vertical bar 500 MeV. The measurements are compared to Monte Carlo models of proton-proton collisions and to results from other experiments at the same centre-of-mass energy. The charg…

PhysicsNuclear and High Energy PhysicsParticle physicsLarge Hadron Collider010308 nuclear & particles physicsAtlas detectorMonte Carlo methodMultiplicity (mathematics)01 natural sciences7. Clean energyCharged particleNuclear physicsMinimum biasPseudorapidity0103 physical sciencesTransverse momentumHigh Energy Physics::ExperimentNuclear Experiment010306 general physicsPhysics Letters B
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Impact of Energy and Luminosity upgrades at LHC on the Physics program of ATLAS

2002

The impact on the physics capabilities of the ATLAS detector of possible LHC upgrades is discussed. As a benchmark, an increase in the luminosity by a factor of ten is considered. For comparison, a doubling of the LHC energy is also explored. Both upgrades significantly enhance the physics capabilities of ATLAS. As measured in terms of the mass reach for new particles, the energy upgrade is more powerful. However, in cases where the effect of an upgrade is to increase the precision of measurements as a result of the larger data samples, the luminosity upgrade can be at least as powerful. The pile-up of minimum bias events at higher luminosity could limit the physics performance of ATLAS in …

PhysicsNuclear and High Energy PhysicsParticle physicsLuminosity (scattering theory)Large Hadron ColliderAtlas detectorPhysics::Instrumentation and DetectorsFOS: Physical sciencesHigh Energy Physics - ExperimentHigh Energy Physics - Experiment (hep-ex)Minimum biasUpgrademedicine.anatomical_structureAtlas (anatomy)Benchmark (computing)medicinePhysics::Accelerator PhysicsHigh Energy Physics::ExperimentEnergy (signal processing)
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Constraining nPDFs with inclusive pions and direct photons at forward rapidities in p+Pb collisions at the LHC

2014

Abstract In this talk, we present NLO pQCD predictions for inclusive pion and direct photon nuclear modifications in p + Pb collisions at mid- and forward rapidities at the LHC. In addition to the minimum bias predictions, we also address the centrality dependence with spatially dependent nuclear PDFs. To understand which regions of the nuclear momentum fraction x 2 these observables predominantly probe, we present also the underlying x 2 distributions at different rapidities. We are led to conclude that the isolated photons at forward rapidities are more sensitive to the small- x 2 dynamics than the inclusive pions.

PhysicsNuclear and High Energy PhysicsParticle physicsPhotonLarge Hadron Collider010308 nuclear & particles physicsNuclear TheoryObservable01 natural sciencesNuclear physicsMomentumPionMinimum bias0103 physical sciencesNuclear Experiment010306 general physicsNuclear Physics A
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