Optimal Execution Trajectories. Linear Market Impact with Exponential Decay

Optimal execution of portfolio transactions is the essential part of algorithmic trading. In this paper we present in simple analytical form the optimal trajectory for risk-averse trader with the assumption of exponential market recovery and short-time investment horizon

Separation of quark and gluon jets in the direct photon production processes at the LHC using the neural network approach

A neural network technique is used to discriminate between quark and gluon jets produced in the qg->q+photon and q q->g+photon processes at the LHC. Considering the network as a trigger and using the PYTHIA event generator and the full event fast simulation package for the CMS detector CMSJET we obtain signal-to-background ratios.Comment: 22 pages, uses cernrep.cls style fil

Double parton interactions as a background to associated HW production at the Tevatron

In this paper we study events with W+jets final state, produced in double parton (DP) interactions, as a background to the associated Higgs boson (H) and W production, with H->bbar decay, at the Tevatron. We have found that the event yield from the DP background can be quite sizable, which necessitates a choice of selection criteria to separate the HW and DP production processes. We suggest a set of variables sensitive to the kinematics of DP and HW events. We show that these variables, being used as an input to the artificial neural network, allow one to significantly improve a sensitivity to the Higgs boson production.Comment: 13 pages, 11 figure

photon+jet event rate estimation for the gluon distribution determination at the Tevatron Run II

Since a lot of theoretical predictions on the production of new particles (Higgs, SUSY) at the Tevatron are based on model estimations of the proton gluon density behavior at low $x$ and high values of a transfered momentum Q^2, the study of a possibility of a measurement of the gluon density in this kinematic region directly in Tevatron experiments is obviously of a big interest [1]. Basing on the selection criteria proposed ealier in [1,2], the background events suppression factors and corresponding signal events selection efficiencies are determined here. The estimation of the number of photon+jet events suitable for measurement of gluon distribution in different x and Q^2 intervals at Tevatron Run II is also done. It is shown that with integrated luminosity L_{int}=3 fb^-1 it would be possible to collect about one million of these events. This number would allow to cover a new kinematical region, 10^-3 < x < 1.0 with 1.6*10^3 < Q^2 < 2*10^4 (GeV/c)^2, not studied in any previous experiment. This area includes the values of Q^2 that are, on the average, by about one order of magnitude higher than those reached at HERA now. The rates of g c-> photon + jet events are also obtained.Comment: 10 page