Investor sentiment and the cross-section of stock returns in the French stock market

Dissertação de mestrado em Finanças

On the temperature dependence of the absorption cross section for black holes in string theory

We study the low frequency absorption cross section of spherically symmetric nonextremal d-dimensional black holes. In the presence of α′ corrections, this quantity must have an explicit dependence on the Hawking temperature of the form 1/TH. This property of the low frequency absorption cross section is shared by the D1-D5 system from type IIB superstring theory already at the classical level, without α′ corrections. We apply our formula to the simplest example, the classical d-dimensional Reissner-Nordstr¨om solution, checking that the obtained formula for the cross section has a smooth extremal limit. We also apply it for a d-dimensional Tangherlini-like solution with α′3 corrections.

Observation of top-quark pair production in association with a photon and measurement of the t t ¯ γ production cross section in pp collisions at s =7 TeV using the ATLAS detector

A search is performed for top-quark pairs (tt¯) produced together with a photon (γ) with transverse momentum >20 GeV using a sample of tt¯ candidate events in final states with jets, missing transverse momentum, and one isolated electron or muon. The dataset used corresponds to an integrated luminosity of 4.59 fb−1 of proton--proton collisions at a center-of-mass energy of 7 TeV recorded by the ATLAS detector at the CERN Large Hadron Collider. In total 140 and 222 tt¯γ candidate events are observed in the electron and muon channels, to be compared to the expectation of 79±26 and 120±39 non-tt¯γ background events respectively. The production of tt¯γ events is observed with a significance of 5.3 standard deviations away from the null hypothesis. The tt¯γ production cross section times the branching ratio (BR) of the single-lepton decay channel is measured in a fiducial kinematic region within the ATLAS acceptance. The measured value is σfidtt¯γ=63±8(stat.)+17−13(syst.)±1(lumi.) fb per lepton flavor, in good agreement with the leading-order theoretical calculation normalized to the next-to-leading-order theoretical prediction of 48±10 fb.

Measurement of the tt¯ production cross-section as a function of jet multiplicity and jet transverse momentum in 7 TeV proton--proton collisions with the ATLAS detector

The tt¯ production cross-section dependence on jet multiplicity and jet transverse momentum is reported for proton--proton collisions at a centre-of-mass energy of 7 TeV in the single-lepton channel. The data were collected with the ATLAS detector at the CERN Large Hadron Collider and comprise the full 2011 data sample corresponding to an integrated luminosity of 4.6 fb−1. Differential cross-sections are presented as a function of the jet multiplicity for up to eight jets using jet transverse momentum thresholds of 25, 40, 60, and 80 GeV, and as a function of jet transverse momentum up to the fifth jet. The results are shown after background subtraction and corrections for all detector effects, within a kinematic range closely matched to the experimental acceptance. Several QCD-based Monte Carlo models are compared with the results. Sensitivity to the parton shower modelling is found at the higher jet multiplicities, at high transverse momentum of the leading jet and in the transverse momentum spectrum of the fifth leading jet. The MC@NLO+HERWIG MC is found to predict too few events at higher jet multiplicities.

Measurement of the WW+WZ cross section and limits on anomalous triple gauge couplings using final states with one lepton, missing transverse momentum, and two jets with the ATLAS detector at s√=7 TeV

The production of a W boson decaying to eν or μν in association with a W or Z boson decaying to two jets is studied using 4.6 fb−1 of proton--proton collision data at s√=7 TeV recorded with the ATLAS detector at the LHC. The combined WW+WZ cross section is measured with a significance of 3.4σ and is found to be 68±7 (stat.)±19 (syst.) pb, in agreement with the Standard Model expectation of 61.1±2.2 pb. The distribution of the transverse momentum of the dijet system is used to set limits on anomalous contributions to the triple gauge coupling vertices and on parameters of an effective-field-theory model.

Measurement of the top pair production cross-section in 8 TeV proton-proton collisions using kinematic information in the lepton+jets final state with ATLAS

A measurement is presented of the tt¯ inclusive production cross section in pp collisions at a center-of-mass energy of s√=8  TeV using data collected by the ATLAS detector at the CERN Large Hadron Collider. The measurement was performed in the lepton+jets final state using a data set corresponding to an integrated luminosity of 20.3  fb−1. The cross section was obtained using a likelihood discriminant fit and b-jet identification was used to improve the signal-to-background ratio. The inclusive tt¯ production cross section was measured to be 260±1(stat)+22−23(stat)±8(lumi)±4(beam)  pb assuming a top-quark mass of 172.5 GeV, in good agreement with the theoretical prediction of 253+13−15  pb. The tt¯→(e,μ)+jets production cross section in the fiducial region determined by the detector acceptance is also reported.

Differential top-antitop cross-section measurements as a function of observables constructed from final-state particles using pp collisions at s√=7 TeV in the ATLAS detector

Various differential cross-sections are measured in top-quark pair (tt¯) events produced in proton--proton collisions at a centre-of-mass energy of s√=7 TeV at the LHC with the ATLAS detector. These differential cross-sections are presented in a data set corresponding to an integrated luminosity of 4.6 fb−1. The differential cross-sections are presented in terms of kinematic variables of a top-quark proxy referred to as the pseudo-top-quark whose dependence on theoretical models is minimal. The pseudo-top-quark can be defined in terms of either reconstructed detector objects or stable particles in an analogous way. The measurements are performed on tt¯ events in the lepton+jets channel, requiring exactly one charged lepton and at least four jets with at least two of them tagged as originating from a b-quark. The hadronic and leptonic pseudo-top-quarks are defined via the leptonic or hadronic decay mode of the W boson produced by the top-quark decay in events with a single charged lepton.The cross-section is measured as a function of the transverse momentum and rapidity of both the hadronic and leptonic pseudo-top-quark as well as the transverse momentum, rapidity and invariant mass of the pseudo-top-quark pair system. The measurements are corrected for detector effects and are presented within a kinematic range that closely matches the detector acceptance. Differential cross-section measurements of the pseudo-top-quark variables are compared with several Monte Carlo models that implement next-to-leading order or leading-order multi-leg matrix-element calculations.

Measurement of the inclusive jet cross-section in proton--proton collisions at s√=7 TeV using 4.5 fb−1 of data with the ATLAS detector

The inclusive jet cross-section is measured in proton--proton collisions at a centre-of-mass energy of 7 TeV using a data set corresponding to an integrated luminosity of 4.5 fb−1 collected with the ATLAS detector at the Large Hadron Collider in 2011. Jets are identified using the anti-kt algorithm with radius parameter values of 0.4 and 0.6. The double-differential cross-sections are presented as a function of the jet transverse momentum and the jet rapidity, covering jet transverse momenta from 100 GeV to 2 TeV. Next-to-leading-order QCD calculations corrected for non-perturbative effects and electroweak effects, as well as Monte Carlo simulations with next-to-leading-order matrix elements interfaced to parton showering, are compared to the measured cross-sections. A quantitative comparison of the measured cross-sections to the QCD calculations using several sets of parton distribution functions is performed.

Erratum to: Measurement of the inclusive jet cross-section in proton-proton collisions at s√=7 TeV using 4.5 fb−1 of data with the ATLAS detector

It was found that the non-perturbative corrections calculated using Pythia with the Perugia 2011 tune did not include the effect of the underlying event. The affected correction factors were recomputed using the Pythia 6.427 generator. These corrections are applied as baseline to the NLO pQCD calculations and thus the central values of the theoretical predictions have changed by a few percent with the new corrections. This has a minor impact on the agreement between the data and the theoretical predictions. Figures 2 and 6 to 13, and all the tables have been updated with the new values. A few sentences in the discussion in sections 5.2 and 9 were altered or removed.

Electronic structure and optical signatures of semiconducting transition metal dichalcogenide nanosheets

CONSPECTUS: Two-dimensional (2D) crystals derived from transition metal dichalcogenides (TMDs) are intriguing materials that offer a unique platform to study fundamental physical phenomena as well as to explore development of novel devices. Semiconducting group 6 TMDs such as MoS2 and WSe2 are known for their large optical absorption coefficient and their potential for high efficiency photovoltaics and photodetectors. Monolayer sheets of these compounds are flexible, stretchable, and soft semiconductors with a direct band gap in contrast to their well-known bulk crystals that are rigid and hard indirect gap semiconductors. Recent intense research has been motivated by the distinct electrical, optical, and mechanical properties of these TMD crystals in the ultimate thickness regime. As a semiconductor with a band gap in the visible to near-IR frequencies, these 2D MX2 materials (M = Mo, W; X = S, Se) exhibit distinct excitonic absorption and emission features. In this Account, we discuss how optical spectroscopy of these materials allows investigation of their electronic properties and the relaxation dynamics of excitons. We first discuss the basic electronic structure of 2D TMDs highlighting the key features of the dispersion relation. With the help of theoretical calculations, we further discuss how photoluminescence energy of direct and indirect excitons provide a guide to understanding the evolution of the electronic structure as a function of the number of layers. We also highlight the behavior of the two competing conduction valleys and their role in the optical processes. Intercalation of group 6 TMDs by alkali metals results in the structural phase transformation with corresponding semiconductor-to-metal transition. Monolayer TMDs obtained by intercalation-assisted exfoliation retains the metastable metallic phase. Mild annealing, however, destabilizes the metastable phase and gradually restores the original semiconducting phase. Interestingly, the semiconducting 2H phase, metallic 1T phase, and a charge-density-wave-like 1T' phase can coexist within a single crystalline monolayer sheet. We further discuss the electronic properties of the restacked films of chemically exfoliated MoS2. Finally, we focus on the strong optical absorption and related exciton relaxation in monolayer and bilayer MX2. Monolayer MX2 absorbs as much as 30% of incident photons in the blue region of the visible light despite being atomically thin. This giant absorption is attributed to nesting of the conduction and valence bands, which leads to diversion of optical conductivity. We describe how the relaxation pathway of excitons depends strongly on the excitation energy. Excitation at the band nesting region is of unique significance because it leads to relaxation of electrons and holes with opposite momentum and spontaneous formation of indirect excitons.

Transfer zone of prestressed CFRP reinforcement applied according to NSM technique for strengthening of RC structures

This study presents an experimental program to assess the tensile strain distribution along prestressed carbon fiber reinforced polymer (CFRP) reinforcement flexurally applied on the tensile surface of RC beams according to near surface mounted (NSM) technique. Moreover, the current study aims to propose an analytical formulation, with a design framework, for the prediction of distribution of CFRP tensile strain and bond shear stress and, additionally, the prestress transfer length. After demonstration the good predictive performance of the proposed analytical approach, parametric studies were carried out to analytically evaluate the influence of the main material properties, and CFRP and groove cross section on the distribution of the CFRP tensile strain and bond shear stress, and on the prestress transfer length. The proposed analytical approach can also predict the evolution of the prestress transfer length during the curing time of the adhesive by considering the variation of its elasticity modulus during this period.

Shear strengthening of damaged reinforced concrete beams with hybrid composite plates

This paper aims to evaluate experimentally the potentialities of Hybrid Composite Plates (HCPs) technique for the shear strengthening of reinforced concrete (RC) beams that were previously subjected to intense damage in shear. HCP is a thin plate of Strain Hardening Cementitious Composite (SHCC) reinforced with Carbon Fiber Reinforced Polymer (CFRP) laminates. For this purpose, an experimental program composed of two series of beams (rectangular and T cross section) was executed to assess the strengthening efficiency of this technique. In the first step of this experimental program, the control beams, without steel stirrups, were loaded up to their shear failure, and fully unloaded. Then, these pre-damaged beams were shear strengthened by applying HCPs to their lateral faces by using a combination of epoxy adhesive and mechanical anchors. The bolts were applied with a certain torque in order to increase the concrete confinement. The obtained results showed that the increase of load carrying capacity of the damaged strengthened beams when HCPs were applied with epoxy adhesive and mechanical anchors was 2 and 2.5 times of the load carrying capacity of the corresponding reference beams (without HCPs) for the rectangular and T cross section beam series, respectively. To further explore the potentialities of the HCPs technique for the shear strengthening, the experimental tests were simulated using an advanced numerical model by a FEM-based computer program. After demonstration the good predictive performance of the numerical model, a parametric study was executed to highlight the influence of SHCC as an alternative for mortar, as well as the influence of torque level applied to the mechanical anchors, on the load carrying capacity of beams strengthened with the proposed technique.

Embedded Through-Section shear strengthening technique using steel and CFRP bars in RC beams of different percentage of existing stirrups

The Embedded Through-Section (ETS) technique is a promising technique for the shear strengthening of existing (RC) elements. According to this technique, holes are drilled through the beam section, and bars of steel or FRP material are introduced into these holes and bonded to the concrete with adhesive materials. An experimental program was carried out with RC T-cross section beams strengthened in shear using the ETS steel bars and ETS CFRP rods. The research is focused on the evaluation of the ETS efficiency on beams with different percentage of existing internal transverse reinforcement (ρsw=0.0%, ρsw=0.1% and ρsw=0.17%). The effectiveness of different ETS strengthening configurations was also investigated. The good bond between the strengthening ETS bars and the surrounding concrete allowed the yield initiation of the ETS steel bars and the attainment of high tensile strains in the ETS CFPR rods, leading to significant increase of shear capacity, whose level was strongly influenced by the inclination of the ETS bars and the percentage of internal transverse reinforcement.

Simultaneous measurements of the tt¯, W+W−, and Z/γ∗→ττ production cross-sections in pp collisions at s√=7 TeV with the ATLAS detector

Simultaneous measurements of the tt¯, W+W−, and Z/γ∗→ττ production cross-sections using an integrated luminosity of 4.6 fb−1 of pp collisions at s√=7 TeV collected by the ATLAS detector at the LHC are presented. Events are selected with two high transverse momentum leptons consisting of an oppositely charged electron and muon pair. The three processes are separated using the distributions of the missing transverse momentum of events with zero and greater than zero jet multiplicities. Measurements of the fiducial cross-section are presented along with results that quantify for the first time the underlying correlations in the predicted and measured cross-sections due to proton parton distribution functions. These results indicate that the correlated NLO predictions for tt¯ and Z/γ∗→ττ significantly underestimate the data, while those at NNLO generally describe the data well. The full cross-sections are measured to be σ(tt¯)=181.2±2.8+9.7−9.5±3.3±3.3 pb, σ(W+W−)=53.3±2.7+7.3−8.0±1.0±0.5 pb, and σ(Z/γ∗→ττ)=1174±24+72−87±21±9 pb, where the cited uncertainties are due to statistics, systematic effects, luminosity and the LHC beam energy measurement, respectively.

Measurements of the Total and Differential Higgs Boson Production Cross Sections Combining the H→γγ and H→ZZ∗→4ℓ Decay Channels at s√=8 TeV with the ATLAS Detector

Measurements of the total and differential cross sections of Higgs boson production are performed using 20.3 fb−1 of pp collisions produced by the Large Hadron Collider at a center-of-mass energy of s√=8 TeV and recorded by the ATLAS detector. Cross sections are obtained from measured H→γγ and H→ZZ∗→4ℓ event yields, which are combined accounting for detector efficiencies, fiducial acceptances and branching fractions. Differential cross sections are reported as a function of Higgs boson transverse momentum, Higgs boson rapidity, number of jets in the event, and transverse momentum of the leading jet. The total production cross section is determined to be σpp→H=33.0±5.3(stat)±1.6(sys)pb. The measurements are compared to state-of-the-art predictions.