Basis invariant conditions for supersymmetry in the two-Higgs-doublet model

The minimal supersymmetric standard model involves a rather restrictive Higgs potential with two Higgs fields. Recently, the full set of classes of symmetries allowed in the most general two-Higgs-doublet model was identified; these classes do not include the supersymmetric limit as a particular class. Thus, a physically meaningful definition of the supersymmetric limit must involve the interaction of the Higgs sector with other sectors of the theory. Here we show how one can construct basis invariant probes of supersymmetry involving both the Higgs sector and the gaugino-Higgsino-Higgs interactions.

Model risk in the pricing of exotic options

The growth experimented in recent years in both the variety and volume of structured products implies that banks and other financial institutions have become increasingly exposed to model risk. In this article we focus on the model risk associated with the local volatility (LV) model and with the Variance Gamma (VG) model. The results show that the LV model performs better than the VG model in terms of its ability to match the market prices of European options. Nevertheless, both models are subject to significant pricing errors when compared with the stochastic volatility framework.

Two-Higgs-doublet model in light of the standard model H -> tau(+)tau(-) search at the LHC

We study the implications of the searches based on H -> tau(+)tau-by the ATLAS and CMS collaborations on the parameter space of the two-Higgs-doublet model (2HDM). In the 2HDM, the scalars can decay into a tau pair with a branching ratio larger than the SM one, leading to constraints on the 2HDM parameter space. We show that in model II, values of tan beta > 1.8 are definitively excluded if the pseudoscalar is in the mass range 110 GeV < m(A) < 145 GeV. We have also discussed the implications for the 2HDM of the recent dimuon search by the ATLAS collaboration for a CP-odd scalar in the mass range 4-12 GeV.

Abelian symmetries in the two-Higgs-doublet model with fermions

We classify all possible implementations of an Abelian symmetry in the two-Higgs-doublet model with fermions. We identify those symmetries which are consistent with nonvanishing quark masses and a Cabibbo-Kobayashi-Maskawa quark-mixing matrix (CKM), which is not block-diagonal. Our analysis takes us from a plethora of possibilities down to 246 relevant cases, requiring only 34 distinct matrix forms. We show that applying Z(n) with n >= 4 to the scalar sector leads to a continuous U(1) symmetry in the whole Lagrangian. Finally, we address the possibilities of spontaneous CP violation and of natural suppression of the flavor-changing neutral currents. We explain why our work is relevant even for non-Abelian symmetries.

Geometric picture of generalized-CP and Higgs-family transformations in the two-Higgs-doublet model

In the two-Higgs-doublet model (THDM), generalized-CP transformations (phi(i) -> X-ij phi(*)(j) where X is unitary) and unitary Higgs-family transformations (phi(i) -> U-ij phi(j)) have recently been examined in a series of papers. In terms of gauge-invariant bilinear functions of the Higgs fields phi(i), the Higgs-family transformations and the generalized-CP transformations possess a simple geometric description. Namely, these transformations correspond in the space of scalar-field bilinears to proper and improper rotations, respectively. In this formalism, recent results relating generalized CP transformations with Higgs-family transformations have a clear geometric interpretation. We will review what is known regarding THDM symmetries, as well as derive new results concerning those symmetries, namely how they can be interpreted geometrically as applications of several CP transformations.

Tsunamigenic earthquakes in the Gulf of Cadiz: fault model and recurrence

The Gulf of Cadiz, as part of the Azores-Gibraltar plate boundary, is recognized as a potential source of big earthquakes and tsunamis that may affect the bordering countries, as occurred on 1 November 1755. Preparing for the future, Portugal is establishing a national tsunami warning system in which the threat caused by any large-magnitude earthquake in the area is estimated from a comprehensive database of scenarios. In this paper we summarize the knowledge about the active tectonics in the Gulf of Cadiz and integrate the available seismological information in order to propose the generation model of destructive tsunamis to be applied in tsunami warnings. The fault model derived is then used to estimate the recurrence of large earthquakes using the fault slip rates obtained by Cunha et al. (2012) from thin-sheet neotectonic modelling. Finally we evaluate the consistency of seismicity rates derived from historical and instrumental catalogues with the convergence rates between Eurasia and Nubia given by plate kinematic models.

Mass-degenerate Higgs bosons at 125 GeV in the two-Higgs-doublet model

The analysis of the Higgs boson data by the ATLAS and CMS Collaborations appears to exhibit an excess of h -> gamma gamma events above the Standard Model (SM) expectations, whereas no significant excess is observed in h -> ZZ* -> four lepton events, albeit with large statistical uncertainty due to the small data sample. These results (assuming they persist with further data) could be explained by a pair of nearly mass-degenerate scalars, one of which is an SM-like Higgs boson and the other is a scalar with suppressed couplings to W+W- and ZZ. In the two-Higgs-doublet model, the observed gamma gamma and ZZ* -> four lepton data can be reproduced by an approximately degenerate CP-even (h) and CP-odd (A) Higgs boson for values of sin (beta - alpha) near unity and 0: 70 less than or similar to tan beta less than or similar to 1. An enhanced gamma gamma signal can also arise in cases where m(h) similar or equal to m(H), m(H) similar or equal to m(A), or m(h) similar or equal to m(H) similar or equal to m(A). Since the ZZ* -> 4 leptons signal derives primarily from an SM-like Higgs boson whereas the gamma gamma signal receives contributions from two (or more) nearly mass-degenerate states, one would expect a slightly different invariant mass peak in the ZZ* -> four lepton and gamma gamma channels. The phenomenological consequences of such models can be tested with additional Higgs data that will be collected at the LHC in the near future. DOI: 10.1103/PhysRevD.87.055009.

Topological Complexity and Predictability in the Dynamics of a Tumor Growth Model with Shilnikov's Chaos

Dynamical systems modeling tumor growth have been investigated to determine the dynamics between tumor and healthy cells. Recent theoretical investigations indicate that these interactions may lead to different dynamical outcomes, in particular to homoclinic chaos. In the present study, we analyze both topological and dynamical properties of a recently characterized chaotic attractor governing the dynamics of tumor cells interacting with healthy tissue cells and effector cells of the immune system. By using the theory of symbolic dynamics, we first characterize the topological entropy and the parameter space ordering of kneading sequences from one-dimensional iterated maps identified in the dynamics, focusing on the effects of inactivation interactions between both effector and tumor cells. The previous analyses are complemented with the computation of the spectrum of Lyapunov exponents, the fractal dimension and the predictability of the chaotic attractors. Our results show that the inactivation rate of effector cells by the tumor cells has an important effect on the dynamics of the system. The increase of effector cells inactivation involves an inverse Feigenbaum (i.e. period-halving bifurcation) scenario, which results in the stabilization of the dynamics and in an increase of dynamics predictability. Our analyses also reveal that, at low inactivation rates of effector cells, tumor cells undergo strong, chaotic fluctuations, with the dynamics being highly unpredictable. Our findings are discussed in the context of tumor cells potential viability.

Market power analysis in the Iberian electricity market using a conjectural variations model

In the last years the electricity industry has faced a restructuring process. Among the aims of this process was the increase in competition, especially in the generation activity where firms would have an incentive to become more efficient. However, the competitive behavior of generating firms might jeopardize the expected benefits of the electricity industry liberalization. The present paper proposes a conjectural variations model to study the competitive behavior of generating firms acting in liberalized electricity markets. The model computes a parameter that represents the degree of competition of each generating firm in each trading period. In this regard, the proposed model provides a powerful methodology for regulatory and competition authorities to monitor the competitive behavior of generating firms. As an application of the model, a study of the day-ahead Iberian electricity market (MIBEL) was conducted to analyze the impact of the integration of the Portuguese and Spanish electricity markets on the behavior of generating firms taking into account the hourly results of the months of June and July of 2007. The advantages of the proposed methodology over other methodologies used to address market power, namely Residual Supply index and Lerner index are highlighted. (C) 2014 Elsevier Ltd. All rights reserved.

H → Zr in the complex two Higgs doublet model

The latest LHC data confirmed the existence of a Higgs-like particle and made interesting measurements on its decays into gamma gamma, ZZ*, WW*, tau(+)tau(-), and b (b) over bar. It is expected that a decay into Z gamma might be measured at the next LHC round, for which there already exists an upper bound. The Higgs-like particle could be a mixture of scalar with a relatively large component of pseudoscalar. We compute the decay of such a mixed state into Z gamma, and we study its properties in the context of the complex two Higgs doublet model, analysing the effect of the current measurements on the four versions of this model. We show that a measurement of the h -> Z gamma rate at a level consistent with the SM can be used to place interesting constraints on the pseudoscalar component. We also comment on the issue of a wrong sign Yukawa coupling for the bottom in Type II models.

Price forecasting in the day-ahead Iberian electricity market using a conjectural variations Arima model

Price forecast is a matter of concern for all participants in electricity markets, from suppliers to consumers through policy makers, which are interested in the accurate forecast of day-ahead electricity prices either for better decisions making or for an improved evaluation of the effectiveness of market rules and structure. This paper describes a methodology to forecast market prices in an electricity market using an ARIMA model applied to the conjectural variations of the firms acting in an electricity market. This methodology is applied to the Iberian electricity market to forecast market prices in the 24 hours of a working day. The methodology was then compared with two other methodologies, one called naive and the other a direct forecast of market prices using also an ARIMA model. Results show that the conjectural variations price forecast performs better than the naive and that it performs slightly better than the direct price forecast.