Measurement of the b-hadron production cross section using decays to μ-D0X final states in pp̅ collisions at √s=1.96 TeV

We report a measurement of the production cross section for b hadrons in pp̅ collisions at √s=1.96  TeV. Using a data sample derived from an integrated luminosity of 83  pb-1 collected with the upgraded Collider Detector (CDF II) at the Fermilab Tevatron, we analyze b hadrons, Hb, partially reconstructed in the semileptonic decay mode Hb→μ-D0X. Our measurement of the inclusive production cross section for b hadrons with transverse momentum pT>9  GeV/c and rapidity |y|<0.6 is σ=1.30  μb±0.05  μb(stat)±0.14  μb(syst)±0.07  μb(B), where the uncertainties are statistical, systematic, and from branching fractions, respectively. The differential cross sections dσ/dpT are found to be in good agreement with recent measurements of the Hb cross section and well described by fixed-order next-to-leading logarithm predictions.

Measurement of the tt̅ production cross section in 2 fb-1 of pp̅ collisions at √s=1.96 TeV using lepton plus jets events with soft muon b tagging

We present a measurement of the tt̅ production cross section in pp̅ collisions at √s=1.96  TeV using events containing a high transverse momentum electron or muon, three or more jets, and missing transverse energy. Events consistent with tt̅ decay are found by identifying jets containing candidate heavy-flavor semileptonic decays to muons. The measurement uses a CDF run II data sample corresponding to 2  fb-1 of integrated luminosity. Based on 248 candidate events with three or more jets and an expected background of 79.5±5.3 events, we measure a production cross section of 9.1±1.6  pb.

Top quark mass measurement in the tt̅ all hadronic channel using a matrix element technique in pp̅ collisions at √s=1.96 TeV

We present a measurement of the top quark mass in the all-hadronic channel (\tt $\to$ \bb$q_{1}\bar{q_{2}}q_{3}\bar{q_{4}}$) using 943 pb$^{-1}$ of \ppbar collisions at $\sqrt {s} = 1.96$ TeV collected at the CDF II detector at Fermilab (CDF). We apply the standard model production and decay matrix-element (ME) to $\ttbar$ candidate events. We calculate per-event probability densities according to the ME calculation and construct template models of signal and background. The scale of the jet energy is calibrated using additional templates formed with the invariant mass of pairs of jets. These templates form an overall likelihood function that depends on the top quark mass and on the jet energy scale (JES). We estimate both by maximizing this function. Given 72 observed events, we measure a top quark mass of 171.1 $\pm$ 3.7 (stat.+JES) $\pm$ 2.1 (syst.) GeV/$c^{2}$. The combined uncertainty on the top quark mass is 4.3 GeV/$c^{2}$.

Observation of the Ωb- baryon and measurement of the properties of the Ξb- and Ωb- baryons

We report the observation of the bottom, doubly-strange baryon Omega^-_b through the decay chain Omega^-_b -> J/psi Omega^-, where J/psi -> mu^+ mu^-, Omega^- -> Lambda K^-, and Lambda -> p pi^-, using 4.2 fb^{-1} of data from p\bar p collisions at sqrt{s}=1.96 TeV, and recorded with the Collider Detector at Fermilab. A signal is observed whose probability of arising from a background fluctuation is 4.0 * 10^{-8}, or 5.5 Gaussian standard deviations. The Omega^-_b mass is measured to be 6054.4 +/- 6.8 (stat.) +/- 0.9 (syst.) MeV/c^2. The lifetime of the Omega^-_b baryon is measured to be 1.13^{+0.53}_{-0.40}(stat.) +/- 0.02(syst.)$ ps. In addition, for the \Xi^-_b baryon we measure a mass of 5790.9 +/- 2.6(stat.) +/- 0.8(syst.) MeV/c^2 and a lifetime of 1.56^{+0.27}_{-0.25}(stat.) +/-0.02(syst.) ps. Under the assumption that the \Xi_b^- and \Omega_b^- are produced with similar kinematic distributions to the \Lambda^0_b baryon, we find sigma(Xi_b^-) B(Xi_b^- -> J/psi Xi^-)}/ sigma(Lambda^0_b) B(Lambda^0_b -> J/psi Lambda)} = 0.167^{+0.037}_{-0.025}(stat.) +/-0.012(syst.) and sigma(Omega_b^-) B(Omega_b^- -> J/psi Omega^-)/ sigma(Lambda^0_b) B(Lambda^0_b -> J/psi Lambda)} = 0.045^{+0.017}_{-0.012}(stat.) +/- 0.004(syst.) for baryons produced with transverse momentum in the range of 6-20 GeV/c.

Measurement of the b-hadron production cross section using decays to μ-D0X final states in pp̅ collisions at √s=1.96 TeV

We report a measurement of the production cross section for b hadrons in pp̅ collisions at √s=1.96  TeV. Using a data sample derived from an integrated luminosity of 83  pb-1 collected with the upgraded Collider Detector (CDF II) at the Fermilab Tevatron, we analyze b hadrons, Hb, partially reconstructed in the semileptonic decay mode Hb→μ-D0X. Our measurement of the inclusive production cross section for b hadrons with transverse momentum pT>9  GeV/c and rapidity |y|<0.6 is σ=1.30  μb±0.05  μb(stat)±0.14  μb(syst)±0.07  μb(B), where the uncertainties are statistical, systematic, and from branching fractions, respectively. The differential cross sections dσ/dpT are found to be in good agreement with recent measurements of the Hb cross section and well described by fixed-order next-to-leading logarithm predictions.

Measurement of the tt̅ production cross section in 2 fb-1 of pp̅ collisions at √s=1.96 TeV using lepton plus jets events with soft muon b tagging

We present a measurement of the tt̅ production cross section in pp̅ collisions at √s=1.96  TeV using events containing a high transverse momentum electron or muon, three or more jets, and missing transverse energy. Events consistent with tt̅ decay are found by identifying jets containing candidate heavy-flavor semileptonic decays to muons. The measurement uses a CDF run II data sample corresponding to 2  fb-1 of integrated luminosity. Based on 248 candidate events with three or more jets and an expected background of 79.5±5.3 events, we measure a production cross section of 9.1±1.6  pb.

Measurement of the b-hadron production cross section using decays to μ-D0X final states in pp̅ collisions at √s=1.96 TeV

We report a measurement of the production cross section for b hadrons in p-pbar collisions at sqrt{s}=1.96 TeV. Using a data sample derived from an integrated luminosity of 83 pb^-1 collected with the upgraded Collider Detector (CDF II) at the Fermilab Tevatron, we analyze b hadrons, H_b, partially reconstructed in the semileptonic decay mode H_b -> mu^- D^0 X. Our measurement of the inclusive production cross section for b hadrons with transverse momentum p_T > 9 GeV/c and rapidity |y|

Measurement of the tt̅ production cross section in 2 fb-1 of pp̅ collisions at √s=1.96 TeV using lepton plus jets events with soft muon b tagging

We present a measurement of the $\ttbar$ production cross section in $\ppbar$ collisions at $\sqrt{s}=1.96$ TeV using events containing a high transverse momentum electron or muon, three or more jets, and missing transverse energy. Events consistent with $\ttbar$ decay are found by identifying jets containing candidate heavy-flavor semileptonic decays to muons. The measurement uses a CDF Run II data sample corresponding to $2 \mathrm{fb^{-1}}$ of integrated luminosity. Based on 248 candidate events with three or more jets and an expected background of $79.5\pm5.3$ events, we measure a production cross section of $9.1\pm 1.6 \mathrm{pb}$.

Measurement of the Top-Quark Mass with Dilepton Events Selected Using Neuroevolution at CDF

We report a measurement of the top quark mass $M_t$ in the dilepton decay channel $t\bar{t}\to b\ell'^{+}\nu'_\ell\bar{b}\ell^{-}\bar{\nu}_{\ell}$. Events are selected with a neural network which has been directly optimized for statistical precision in top quark mass using neuroevolution, a technique modeled on biological evolution. The top quark mass is extracted from per-event probability densities that are formed by the convolution of leading order matrix elements and detector resolution functions. The joint probability is the product of the probability densities from 344 candidate events in 2.0 fb$^{-1}$ of $p\bar{p}$ collisions collected with the CDF II detector, yielding a measurement of $M_t= 171.2\pm 2.7(\textrm{stat.})\pm 2.9(\textrm{syst.})\mathrm{GeV}/c^2$.

Essays on the Role of Time in Price Discovery (summary section only)

The purpose of this thesis is to examine the role of trade durations in price discovery. The motivation to use trade durations in the study of price discovery is that durations are robust to many microstructure effects that introduce a bias in the measurement of returns volatility. Another motivation to use trade durations in the study of price discovery is that it is difficult to think of economic variables, which really are useful in the determination of the source of volatility at arbitrarily high frequencies. The dissertation contains three essays. In the first essay, the role of trade durations in price discovery is examined with respect to the volatility pattern of stock returns. The theory on volatility is associated with the theory on the information content of trade, dear to the market microstructure theory. The first essay documents that the volatility per transaction is related to the intensity of trade, and a strong relationship between the stochastic process of trade durations and trading variables. In the second essay, the role of trade durations in price discovery is examined with respect to the quantification of risk due to a trading volume of a certain size. The theory on volume is intrinsically associated with the stock volatility pattern. The essay documents that volatility increases, in general, when traders choose to trade with large transactions. In the third essay, the role of trade durations in price discovery is examined with respect to the information content of a trade. The theory on the information content of a trade is associated with the theory on the rate of price revisions in the market. The essay documents that short durations are associated with information. Thus, traders are compensated for responding quickly to information

Measurement of the ttbar production cross section with an in situ calibration of b-jet identification efficiency

A measurement of the top-quark pair-production cross section in ppbar collisions at sqrt{s}=1.96 TeV using data corresponding to an integrated luminosity of 1.12/fb collected with the Collider Detector at Fermilab is presented. Decays of top-quark pairs into the final states e nu + jets and mu nu + jets are selected, and the cross section and the b-jet identification efficiency are determined using a new measurement technique which requires that the measured cross sections with exactly one and multiple identified b-quarks from the top-quark decays agree. Assuming a top-quark mass of 175 GeV/c^2, a cross section of 8.5+/-0.6(stat.)+/-0.7(syst.) pb is measured.

Dynamic Factor Models and Forecasting Finnish Macroeconomic Variables

In recent years, thanks to developments in information technology, large-dimensional datasets have been increasingly available. Researchers now have access to thousands of economic series and the information contained in them can be used to create accurate forecasts and to test economic theories. To exploit this large amount of information, researchers and policymakers need an appropriate econometric model.Usual time series models, vector autoregression for example, cannot incorporate more than a few variables. There are two ways to solve this problem: use variable selection procedures or gather the information contained in the series to create an index model. This thesis focuses on one of the most widespread index model, the dynamic factor model (the theory behind this model, based on previous literature, is the core of the first part of this study), and its use in forecasting Finnish macroeconomic indicators (which is the focus of the second part of the thesis). In particular, I forecast economic activity indicators (e.g. GDP) and price indicators (e.g. consumer price index), from 3 large Finnish datasets. The first dataset contains a large series of aggregated data obtained from the Statistics Finland database. The second dataset is composed by economic indicators from Bank of Finland. The last dataset is formed by disaggregated data from Statistic Finland, which I call micro dataset. The forecasts are computed following a two steps procedure: in the first step I estimate a set of common factors from the original dataset. The second step consists in formulating forecasting equations including the factors extracted previously. The predictions are evaluated using relative mean squared forecast error, where the benchmark model is a univariate autoregressive model. The results are dataset-dependent. The forecasts based on factor models are very accurate for the first dataset (the Statistics Finland one), while they are considerably worse for the Bank of Finland dataset. The forecasts derived from the micro dataset are still good, but less accurate than the ones obtained in the first case. This work leads to multiple research developments. The results here obtained can be replicated for longer datasets. The non-aggregated data can be represented in an even more disaggregated form (firm level). Finally, the use of the micro data, one of the major contributions of this thesis, can be useful in the imputation of missing values and the creation of flash estimates of macroeconomic indicator (nowcasting).