Patterns in high-frequency FX data: Discovery of 12 empirical scaling laws

We have discovered 12 independent new empirical scaling laws in foreign exchange data-series that hold for close to three orders of magnitude and across 13 currency exchange rates. Our statistical analysis crucially depends on an event-based approach that measures the relationship between different types of events. The scaling laws give an accurate estimation of the length of the price-curve coastline, which turns out to be surprisingly long. The new laws substantially extend the catalogue of stylised facts and sharply constrain the space of possible theoretical explanations of the market mechanisms.Comment: 26 pages, 3 figures, 23 tables,2nd version (text made more concise and readable, algorithm pseudocode, results unchanged), 5-year datasets (USD-JPY, EUR-USD) provided at http://www.olsen.ch/more/datasets

An ASKAP Search for a Radio Counterpart to the First High-significance Neutron Star-Black Hole Merger LIGO/Virgo S190814bv

We present results from a search for a radio transient associated with the LIGO/Virgo source S190814bv, a likely neutron star-black hole (NSBH) merger, with the Australian Square Kilometre Array Pathfinder. We imaged a 30 deg2 field at ΔT = 2, 9, and 33 days post-merger at a frequency of 944 MHz, comparing them to reference images from the Rapid ASKAP Continuum Survey observed 110 days prior to the event. Each epoch of our observations covers 89% of the LIGO/Virgo localization region. We conducted an untargeted search for radio transients in this field, resulting in 21 candidates. For one of these, AT2019osy, we performed multiwavelength follow-up and ultimately ruled out the association with S190814bv. All other candidates are likely unrelated variables, but we cannot conclusively rule them out. We discuss our results in the context of model predictions for radio emission from NSBH mergers and place constrains on the circum-merger density and inclination angle of the merger. This survey is simultaneously the first large-scale radio follow-up of an NSBH merger, and the most sensitive widefield radio transients search to-date

Superluminal motion of a relativistic jet in the neutron star merger GW170817

The binary neutron star merger GW170817 was accompanied by radiation across the electromagnetic spectrum and localized to the galaxy NGC 4993 at a distance of 41+/-3 Mpc. The radio and X-ray afterglows of GW170817 exhibited delayed onset, a gradual rise in the emission with time as t^0.8, a peak at about 150 days post-merger, followed by a relatively rapid decline. To date, various models have been proposed to explain the afterglow emission, including a choked-jet cocoon and a successful-jet cocoon (a.k.a. structured jet). However, the observational data have remained inconclusive as to whether GW170817 launched a successful relativistic jet. Here we show, through Very Long Baseline Interferometry, that the compact radio source associated with GW170817 exhibits superluminal motion between two epochs at 75 and 230 days post-merger. This measurement breaks the degeneracy between the models and indicates that, while the early-time radio emission was powered by a wider-angle outflow (cocoon), the late-time emission was most likely dominated by an energetic and narrowly-collimated jet, with an opening angle of <5 degrees, and observed from a viewing angle of about 20 degrees. The imaging of a collimated relativistic outflow emerging from GW170817 adds substantial weight to the growing evidence linking binary neutron star mergers and short gamma-ray bursts.Comment: 42 pages, 4 figures (main text), 2 figures (supplementary text), 2 tables. Referee and editor comments incorporate

Radio Follow-Up of Gravitational-Wave Triggers During Advanced Ligo O1

The American Astronomical Society. All rights reserved.We present radio follow-up observations carried out with the Karl G. Jansky Very Large Array during the first observing run (O1) of the Advanced Laser Interferometer Gravitational-wave Observatory (LIGO). A total of three gravitational-wave triggers were followed-up during the 4 months of O1, from 2015 September to 2016 January. Two of these triggers, GW150914 and GW151226, are binary black hole (BH) merger events of high significance. A third trigger, G194575, was subsequently declared as an event of no interest (i.e., a false alarm). Our observations targeted selected optical transients identified by the intermediate Palomar Transient Factory in the Advanced LIGO error regions of the three triggers, and a limited region of the gravitational-wave localization area of G194575 not accessible to optical telescopes due to Sun constraints, where a possible high-energy transient was identified. No plausible radio counterparts to GW150914 and GW151226 were found, in agreement with expectations for binary BH mergers. We show that combining optical and radio observations is key to identifying contaminating radio sources that may be found in the follow-up of gravitational-wave triggers, such as emission associated with star formation and active galactic nuclei. We discuss our results in the context of the theoretical predictions for radio counterparts to gravitational-wave transients, and describe our future plans for the radio follow-up of Advanced LIGO (and Virgo) triggers. © 2016

iPTF17cw: An Engine-driven Supernova Candidate Discovered Independent of a Gamma-Ray Trigger

We present the discovery, classification, and radio-to-X-ray follow-up observations of iPTF17cw, a broad-lined (BL) type Ic supernova (SN) discovered by the intermediate Palomar Transient Factory (iPTF). Although it is unrelated to the gravitational wave trigger, this SN was discovered as a happy by-product of the extensive observational campaign dedicated to the follow-up of Advanced LIGO event GW 170104. The spectroscopic properties and inferred peak bolometric luminosity of iPTF17cw are most similar to the gamma-ray-burst (GRB)-associated SN, SN 1998bw, while the shape of the r-band light curve is most similar to that of the relativistic SN, SN 2009bb. Karl G. Jansky Very Large Array (VLA) observations of the iPTF17cw field reveal a radio counterpart ≈10 times less luminous than SN 1998bw, and with a peak radio luminosity comparable to that of SN 2006aj/GRB 060218 and SN 2010bh/GRB 100316D. Our radio observations of iPTF17cw imply a relativistically expanding outflow. However, further late-time observations with the VLA in its most extended configuration are needed to confirm fading of the iPTF17cw radio counterpart at all frequencies. X-ray observations carried out with Chandra reveal the presence of an X-ray counterpart with a luminosity similar to that of SN 2010bh/GRB 100316D. Searching the Fermi catalog for possible γ-rays reveals that GRB 161228B is spatially and temporally compatible with iPTF17cw. The similarity to SN 1998bw and SN 2009bb, the radio and X-ray detections, and the potential association with GRB 161228B all point to iPTF17cw being a new candidate member of the rare sample of optically discovered engine-driven BL-Ic SNe associated with relativistic ejecta

IPTF Search for An Optical Counterpart to Gravitational-Wave TransientT GW150914

The American Astronomical Society. All rights reserved..The intermediate Palomar Transient Factory (iPTF) autonomously responded to and promptly tiled the error region of the first gravitational-wave event GW150914 to search for an optical counterpart. Only a small fraction of the total localized region was immediately visible in the northern night sky, due both to Sun-angle and elevation constraints. Here, we report on the transient candidates identified and rapid follow-up undertaken to determine the nature of each candidate. Even in the small area imaged of 126 deg2, after extensive filtering, eight candidates were deemed worthy of additional follow-up. Within two hours, all eight were spectroscopically classified by the Keck II telescope. Curiously, even though such events are rare, one of our candidates was a superluminous supernova. We obtained radio data with the Jansky Very Large Array and X-ray follow-up with the Swift satellite for this transient. None of our candidates appear to be associated with the gravitational-wave trigger, which is unsurprising given that GW150914 came from the merger of two stellar-mass black holes. This end-to-end discovery and follow-up campaign bodes well for future searches in this post-detection era of gravitational waves

Light curves of hydrogen-poor Superluminous Supernovae from the Palomar Transient Factory

We investigate the light-curve properties of a sample of 26 spectroscopically confirmed hydrogen-poor superluminous supernovae (SLSNe-I) in the Palomar Transient Factory (PTF) survey. These events are brighter than SNe Ib/c and SNe Ic-BL, on average by about 4 and 2 mag, respectively. The SLSNe-I peak absolute magnitudes in rest-frame $g$-band span $-22\lesssim M_g \lesssim-20$ mag, and these peaks are not powered by radioactive $^{56}$Ni, unless strong asymmetries are at play. The rise timescales are longer for SLSNe than for normal SNe Ib/c, by roughly 10 days, for events with similar decay times. Thus, SLSNe-I can be considered as a separate population based on a photometric criterion. After peak, SLSNe-I decay with a wide range of slopes, with no obvious gap between rapidly-declining and slowly-declining events. The latter events show more irregularities (bumps) in the light curves at all times. At late times the SLSN-I light curves slow down and cluster around the $^{56}$Co radioactive decay rate. Powering the late-time light curves with radioactive decay would require between 1 and 10 ${\rm M}_\odot$ of Ni masses. Alternatively, a simple magnetar model can reasonably fit the majority of SLSNe-I light curves, with three exceptions, and can mimic the radioactive decay of $^{56}$Co, up to $\sim400$ days from explosion. The resulting spin values do not correlate with the host-galaxy metallicities. Finally, the analysis of our sample cannot strengthen the case for using SLSNe-I for cosmology

A Wolf-Rayet-like progenitor of SN 2013cu from spectral observations of a stellar wind.

The explosive fate of massive Wolf-Rayet stars (WRSs) is a key open question in stellar physics. An appealing option is that hydrogen-deficient WRSs are the progenitors of some hydrogen-poor supernova explosions of types IIb, Ib and Ic (ref. 2). A blue object, having luminosity and colours consistent with those of some WRSs, has recently been identified in pre-explosion images at the location of a supernova of type Ib (ref. 3), but has not yet been conclusively determined to have been the progenitor. Similar work has so far only resulted in non-detections. Comparison of early photometric observations of type Ic supernovae with theoretical models suggests that the progenitor stars had radii of less than 10(12) centimetres, as expected for some WRSs. The signature of WRSs, their emission line spectra, cannot be probed by such studies. Here we report the detection of strong emission lines in a spectrum of type IIb supernova 2013cu (iPTF13ast) obtained approximately 15.5 hours after explosion (by 'flash spectroscopy', which captures the effects of the supernova explosion shock breakout flash on material surrounding the progenitor star). We identify Wolf-Rayet-like wind signatures, suggesting a progenitor of the WN(h) subclass (those WRSs with winds dominated by helium and nitrogen, with traces of hydrogen). The extent of this dense wind may indicate increased mass loss from the progenitor shortly before its explosion, consistent with recent theoretical predictions

Observational and Physical Classification of Supernovae

This chapter describes the current classification scheme of supernovae (SNe). This scheme has evolved over many decades and now includes numerous SN Types and sub-types. Many of these are universally recognized, while there are controversies regarding the definitions, membership and even the names of some sub-classes; we will try to review here the commonly-used nomenclature, noting the main variants when possible. SN Types are defined according to observational properties; mostly visible-light spectra near maximum light, as well as according to their photometric properties. However, a long-term goal of SN classification is to associate observationally-defined classes with specific physical explosive phenomena. We show here that this aspiration is now finally coming to fruition, and we establish the SN classification scheme upon direct observational evidence connecting SN groups with specific progenitor stars. Observationally, the broad class of Type II SNe contains objects showing strong spectroscopic signatures of hydrogen, while objects lacking such signatures are of Type I, which is further divided to numerous subclasses. Recently a class of super-luminous SNe (SLSNe, typically 10 times more luminous than standard events) has been identified, and it is discussed. We end this chapter by briefly describing a proposed alternative classification scheme that is inspired by the stellar classification system. This system presents our emerging physical understanding of SN explosions, while clearly separating robust observational properties from physical inferences that can be debated. This new system is quantitative, and naturally deals with events distributed along a continuum, rather than being strictly divided into discrete classes. Thus, it may be more suitable to the coming era where SN numbers will quickly expand from a few thousands to millions of events.Comment: Extended final draft of a chapter in the "SN Handbook". Comments most welcom