A Bayesian Networks Approach to Operational Risk

A system for Operational Risk management based on the computational paradigm of Bayesian Networks is presented. The algorithm allows the construction of a Bayesian Network targeted for each bank using only internal loss data, and takes into account in a simple and realistic way the correlations among different processes of the bank. The internal losses are averaged over a variable time horizon, so that the correlations at different times are removed, while the correlations at the same time are kept: the averaged losses are thus suitable to perform the learning of the network topology and parameters. The algorithm has been validated on synthetic time series. It should be stressed that the practical implementation of the proposed algorithm has a small impact on the organizational structure of a bank and requires an investment in human resources limited to the computational area

Search for spontaneous muon emission from lead nuclei

We describe a possible search for muonic radioactivity from lead nuclei using the base elements ("bricks" composed by lead and nuclear emulsion sheets) of the long-baseline OPERA neutrino experiment. We present the results of a Monte Carlo simulation concerning the expected event topologies and estimates of the background events. Using few bricks, we could reach a good sensitivity level.Comment: 12 pages, 4 figure

Quantum critical point in a periodic Anderson model

We investigate the symmetric Periodic Anderson Model (PAM) on a three-dimensional cubic lattice with nearest-neighbor hopping and hybridization matrix elements. Using Gutzwiller's variational method and the Hubbard-III approximation (which corresponds to the exact solution of an appropriate Falicov-Kimball model in infinite dimensions) we demonstrate the existence of a quantum critical point at zero temperature. Below a critical value $V_c$ of the hybridization (or above a critical interaction $U_c$) the system is an {\em insulator} in Gutzwiller's and a {\em semi-metal} in Hubbard's approach, whereas above $V_c$ (below $U_c$) it behaves like a metal in both approximations. These predictions are compared with the density of states of the $d$- and $f$-bands calculated from Quantum Monte Carlo and NRG calculations. Our conclusion is that the half-filled symmetric PAM contains a {\em metal-semimetal transition}, not a metal-insulator transition as has been suggested previously.Comment: ReVteX, 10 pages, 2 EPS figures. Minor corrections made in the text and in the figure captions from the first version. More references added. Accepted for publication in Physical Review

Electron/pion separation with an Emulsion Cloud Chamber by using a Neural Network

We have studied the performance of a new algorithm for electron/pion separation in an Emulsion Cloud Chamber (ECC) made of lead and nuclear emulsion films. The software for separation consists of two parts: a shower reconstruction algorithm and a Neural Network that assigns to each reconstructed shower the probability to be an electron or a pion. The performance has been studied for the ECC of the OPERA experiment [1]. The $e/\pi$ separation algorithm has been optimized by using a detailed Monte Carlo simulation of the ECC and tested on real data taken at CERN (pion beams) and at DESY (electron beams). The algorithm allows to achieve a 90% electron identification efficiency with a pion misidentification smaller than 1% for energies higher than 2 GeV

The cosmic-ray electron flux measured by the PAMELA experiment between 1 and 625 GeV

Precision measurements of the electron component in the cosmic radiation provide important information about the origin and propagation of cosmic rays in the Galaxy. Here we present new results regarding negatively charged electrons between 1 and 625 GeV performed by the satellite-borne experiment PAMELA. This is the first time that cosmic-ray electrons have been identified above 50 GeV. The electron spectrum can be described with a single power law energy dependence with spectral index -3.18 +- 0.05 above the energy region influenced by the solar wind (> 30 GeV). No significant spectral features are observed and the data can be interpreted in terms of conventional diffusive propagation models. However, the data are also consistent with models including new cosmic-ray sources that could explain the rise in the positron fraction.Comment: 11 pages, 3 figures, accepted for publication in PR

PAMELA results on the cosmic-ray antiproton flux from 60 MeV to 180 GeV in kinetic energy

The satellite-borne experiment PAMELA has been used to make a new measurement of the cosmic-ray antiproton flux and the antiproton-to-proton flux ratio which extends previously published measurements down to 60 MeV and up to 180 GeV in kinetic energy. During 850 days of data acquisition approximately 1500 antiprotons were observed. The measurements are consistent with purely secondary production of antiprotons in the galaxy. More precise secondary production models are required for a complete interpretation of the results.Comment: 11 pages, 3 figures, 1 table. Accepted for publication in Physical Review Letter

Scaling relation for determining the critical threshold for continuum percolation of overlapping discs of two sizes

We study continuum percolation of overlapping circular discs of two sizes. We propose a phenomenological scaling equation for the increase in the effective size of the larger discs due to the presence of the smaller discs. The critical percolation threshold as a function of the ratio of sizes of discs, for different values of the relative areal densities of two discs, can be described in terms of a scaling function of only one variable. The recent accurate Monte Carlo estimates of critical threshold by Quintanilla and Ziff [Phys. Rev. E, 76 051115 (2007)] are in very good agreement with the proposed scaling relation.Comment: 4 pages, 3 figure

The periodic Anderson model from the atomic limit and FeSi

The exact Green's functions of the periodic Anderson model for $U\to \infty$ are formally expressed within the cumulant expansion in terms of an effective cumulant. Here we resort to a calculation in which this quantity is approximated by the value it takes for the exactly soluble atomic limit of the same model. In the Kondo region a spectral density is obtained that shows near the Fermi surface a structure with the properties of the Kondo peak. Approximate expressions are obtained for the static conductivity $$ and magnetic susceptibility $\chi (T)$ of the PAM, and they are employed to fit the experimental values of FeSi, a compound that behaves like a Kondo insulator with both quantities vanishing rapidly for $T\to 0$. Assuming that the system is in the intermediate valence region, it was possible to find good agreement between theory and experiment for these two properties by employing the same set of parameters. It is shown that in the present model the hybridization is responsible for the relaxation mechanism of the conduction electrons.Comment: 26 pages and 8 figure