The sparse method of simulated quantiles: An application to portfolio optimization

The sparse multivariate method of simulated quantiles (S-MMSQ) is applied to solve a portfolio optimization problem under value-at-risk constraints where the joint returns follow a multivariate skew-elliptical stable distribution. The S-MMSQ is a simulation-based method that is particularly useful for making parametric inference in some pathological situations where the maximum likelihood estimator is difficult to compute.

Multisensor monitoring of monuments: measurement of vibration frequencies

This paper presents the results of an experiment aiming to measure the vibrational frequencies of the main structures of the medieval church of San Domenico (Matera, southern Italy) and relate them to the mechanical properties of geological stratigraphy and construction materials. Vibrational frequencies are measured by means of the ground-based radar inteferometry technique using a Ku-band radar. Time series of ground-based radar data are processed to measure displacements and vibration frequencies of the church structures.

A large deviation approach to super-critical bootstrap percolation on the random graph G(n,p)

We consider the Erdös-Rényi random graph G(n,p) and we analyze the simple irreversible epidemic process on the graph, known in the literature as bootstrap percolation. We give a quantitative version of some results by Janson et al. (2012), providing a fine asymptotic analysis of the final size A_n of active nodes, under a suitable super-critical regime. More specifically, we establish large deviation principles for the sequence of random variables n-A_n/f (n) with explicit rate functions and allowing the scaling function f to vary in the widest possible range.

Black hole geodesic parallel transport and the Marck reduction procedure

The Wigner rotations arising from the combination of boosts along two different directions arc rederived from a relative boost point of view and applied to study gyroscope spin precession along timelike geodesics in a Kerr spacetime. First this helps to clarify the geometrical properties of Marck's recipe for reducing the equations of parallel transport along such world lines expressed in terms of the constants of the motion to a single differential equation for the essential planar rotation.

Godel spacetime: Planar geodesics and gyroscope precession

Using standard cylindrical-like coordinates naturally adapted to the cylindrical symmetry of the Godel spacetime, we study elliptic like geodesic motion on hyperplanes orthogonal to the symmetry axis through an eccentricity-semi-latus rectum parametrization which is familiar from the Newtonian description of a two-body system. We compute several quantities which summarize the main features of the motion, namely the coordinate time and proper time periods of the radial motion, the frequency of the azimuthal motion, the full variation of the azimuthal angle over a period, and so on.

Nonlinear-in-spin effects in effective-one-body waveform models of spin-aligned, inspiralling, neutron star binaries

Spinning neutron stars acquire a quadrupole moment due to their own rotation. This quadratic-in-spin, self-spin effect depends on the equation of state (EOS) and affects the orbital motion and rate of inspiral of neutron star binaries. Building upon circularized post-Newtonian results, we incorporate the EOS-dependent self-spin (or monopole-quadrupole) terms in the spin-aligned effective-one-body (EOB) waveform model TEOBResumS at next-to-next-to-leading (NNLO) order, together with other (bilinear, cubic and quartic) nonlinear-in-spin effects (at leading order, LO).

HDAC2-dependent miRNA signature in acute myeloid leukemia

Acute myeloid leukemia (AML) arises from a complex sequence of biological and finely orchestrated events that are still poorly understood. Increasingly, epigenetic studies are providing exciting findings that may be exploited in promising and personalized cutting-edge therapies. A more appropriate and broader screening of possible players in cancer could identify a master molecular mechanism in AML. Here, we build on our previously published study by evaluating a histone deacetylase (HDAC)2-mediated miRNA regulatory network in U937 leukemic cells.

Discrete fluidization of dense monodisperse emulsions in neutral wetting microchannels

The rheology of pressure-driven flows of two-dimensional dense monodisperse emulsions in neutral wetting microchannels is investigated by means of mesoscopic lattice Boltzmann simulations, capable of handling large collections of droplets, in the order of several hundreds. The simulations reveal that the fluidization of the emulsion proceeds through a sequence of discrete steps, characterized by yielding events whereby layers of droplets start rolling over each other, thus leading to sudden drops of the relative effective viscosity.