A general class of phase transition models with weighted interface energy

International audienceno abstrac

SiPM and front-end electronics development for Cherenkov light detection

The Italian Institute of Nuclear Physics (INFN) is involved in the development of a demonstrator for a SiPM-based camera for the Cherenkov Telescope Array (CTA) experiment, with a pixel size of 6$\times$6 mm$^2$. The camera houses about two thousands electronics channels and is both light and compact. In this framework, a R&D program for the development of SiPMs suitable for Cherenkov light detection (so called NUV SiPMs) is ongoing. Different photosensors have been produced at Fondazione Bruno Kessler (FBK), with different micro-cell dimensions and fill factors, in different geometrical arrangements. At the same time, INFN is developing front-end electronics based on the waveform sampling technique optimized for the new NUV SiPM. Measurements on 1$\times$1 mm$^2$, 3$\times$3 mm$^2$, and 6$\times$6 mm$^2$ NUV SiPMs coupled to the front-end electronics are presentedComment: In Proceedings of the 34th International Cosmic Ray Conference (ICRC2015), The Hague, The Netherlands. All CTA contributions at arXiv:1508.0589

Stellar evolution through the ages: period variations in galactic RRab stars as derived from the GEOS database and TAROT telescopes

The theory of stellar evolution can be more closely tested if we have the opportunity to measure new quantities. Nowadays, observations of galactic RR Lyr stars are available on a time baseline exceeding 100 years. Therefore, we can exploit the possibility of investigating period changes, continuing the pioneering work started by V. P. Tsesevich in 1969. We collected the available times of maximum brightness of the galactic RR Lyr stars in the GEOS RR Lyr database. Moreover, we also started new observational projects, including surveys with automated telescopes, to characterise the O-C diagrams better. The database we built has proved to be a very powerful tool for tracing the period variations through the ages. We analyzed 123 stars showing a clear O-C pattern (constant, parabolic or erratic) by means of different least-squares methods. Clear evidence of period increases or decreases at constant rates has been found, suggesting evolutionary effects. The median values are beta=+0.14 day/Myr for the 27 stars showing a period increase and beta=-0.20 day/Myr for the 21 stars showing a period decrease. The large number of RR Lyr stars showing a period decrease (i.e., blueward evolution) is a new and intriguing result. There is an excess of RR Lyr stars showing large, positive $\beta$ values. Moreover, the observed beta values are slightly larger than those predicted by theoretical models.Comment: 15 pages, 9 figures; to be published in Astronomy and Astrophysics; full resolution version available at http://dbrr.ast.obs-mip.fr/tarot/publis/publis.htm

Multivariate risks and depth-trimmed regions

We describe a general framework for measuring risks, where the risk measure takes values in an abstract cone. It is shown that this approach naturally includes the classical risk measures and set-valued risk measures and yields a natural definition of vector-valued risk measures. Several main constructions of risk measures are described in this abstract axiomatic framework. It is shown that the concept of depth-trimmed (or central) regions from the multivariate statistics is closely related to the definition of risk measures. In particular, the halfspace trimming corresponds to the Value-at-Risk, while the zonoid trimming yields the expected shortfall. In the abstract framework, it is shown how to establish a both-ways correspondence between risk measures and depth-trimmed regions. It is also demonstrated how the lattice structure of the space of risk values influences this relationship.Comment: 26 pages. Substantially revised version with a number of new results adde

Regularizing Portfolio Optimization

The optimization of large portfolios displays an inherent instability to estimation error. This poses a fundamental problem, because solutions that are not stable under sample fluctuations may look optimal for a given sample, but are, in effect, very far from optimal with respect to the average risk. In this paper, we approach the problem from the point of view of statistical learning theory. The occurrence of the instability is intimately related to over-fitting which can be avoided using known regularization methods. We show how regularized portfolio optimization with the expected shortfall as a risk measure is related to support vector regression. The budget constraint dictates a modification. We present the resulting optimization problem and discuss the solution. The L2 norm of the weight vector is used as a regularizer, which corresponds to a diversification "pressure". This means that diversification, besides counteracting downward fluctuations in some assets by upward fluctuations in others, is also crucial because it improves the stability of the solution. The approach we provide here allows for the simultaneous treatment of optimization and diversification in one framework that enables the investor to trade-off between the two, depending on the size of the available data set

Portfolio selection problems in practice: a comparison between linear and quadratic optimization models

Several portfolio selection models take into account practical limitations on the number of assets to include and on their weights in the portfolio. We present here a study of the Limited Asset Markowitz (LAM), of the Limited Asset Mean Absolute Deviation (LAMAD) and of the Limited Asset Conditional Value-at-Risk (LACVaR) models, where the assets are limited with the introduction of quantity and cardinality constraints. We propose a completely new approach for solving the LAM model, based on reformulation as a Standard Quadratic Program and on some recent theoretical results. With this approach we obtain optimal solutions both for some well-known financial data sets used by several other authors, and for some unsolved large size portfolio problems. We also test our method on five new data sets involving real-world capital market indices from major stock markets. Our computational experience shows that, rather unexpectedly, it is easier to solve the quadratic LAM model with our algorithm, than to solve the linear LACVaR and LAMAD models with CPLEX, one of the best commercial codes for mixed integer linear programming (MILP) problems. Finally, on the new data sets we have also compared, using out-of-sample analysis, the performance of the portfolios obtained by the Limited Asset models with the performance provided by the unconstrained models and with that of the official capital market indices

Boundary Asymptotic Analysis for an Incompressible Viscous Flow: Navier Wall Laws

We consider a new way of establishing Navier wall laws. Considering a bounded domain $\Omega$ of R N , N=2,3, surrounded by a thin layer $\Sigma \epsilon$, along a part $\Gamma$2 of its boundary $\partial \Omega$, we consider a Navier-Stokes flow in $\Omega \cup \partial \Omega \cup \Sigma \epsilon$ with Reynolds' number of order 1/$\epsilon$ in $\Sigma \epsilon$. Using $\Gamma$-convergence arguments, we describe the asymptotic behaviour of the solution of this problem and get a general Navier law involving a matrix of Borel measures having the same support contained in the interface $\Gamma$2. We then consider two special cases where we characterize this matrix of measures. As a further application, we consider an optimal control problem within this context

On the Form Factors of Relevant Operators and their Cluster Property

We compute the Form Factors of the relevant scaling operators in a class of integrable models without internal symmetries by exploiting their cluster properties. Their identification is established by computing the corresponding anomalous dimensions by means of Delfino--Simonetti--Cardy sum--rule and further confirmed by comparing some universal ratios of the nearby non--integrable quantum field theories with their independent numerical determination.Comment: Latex file, 35 pages with 5 Postscript figure