Tradução e análise do humor em “Jeeves Takes Charge” de P.G. Wodehouse

Dissertação apresentada para cumprimento dos requisitos necessários à obtenção do grau de Mestre em Tradução

Market risk charge of the trading book: a comparison of the Basel II and Basel III

This paper aims to investigate if the market capital charge of the trading book increased in Basel III compared to Basel II. I showed that the capital charge rises by 232% and 182% under the standardized and internal model, respectively. The varying liquidity horizons, the calibration to a stress period, the introduction of credit spread risk, the restrictions on correlations across risk categories and the incremental default charge boost Basel III requirements. Nevertheless, the impact of Expected shortfall at 97.5% is low and long term shocks decrease the charge. The standardized approach presents advantages and disadvantages relative to internal models.

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.

Measurements of Higgs boson production and couplings in the four-lepton channel in pp collisions at center-of-mass energies of 7 and 8 TeV with the ATLAS detector

The final ATLAS Run 1 measurements of Higgs boson production and couplings in the decay channel H→ZZ∗→ℓ+ℓ−ℓ′+ℓ′−, where ℓ,ℓ′=e or μ, are presented. These measurements were performed using pp collision data corresponding to integrated luminosities of 4.5 fb−1 and 20.3 fb−1 at center-of-mass energies of 7 TeV and 8 TeV, respectively, recorded with the ATLAS detector at the LHC. The H→ZZ∗→4ℓ signal is observed with a significance of 8.1 standard deviations at 125.36 GeV, the combined ATLAS measurement of the Higgs boson mass from the H→γγ and H→ZZ∗→4ℓ channels. The production rate relative to the Standard Model expectation, the signal strength, is measured in four different production categories in the H→ZZ∗→4ℓ channel. The measured signal strength, at this mass, and with all categories combined, is 1.44 +0.40−0.33. The signal strength for Higgs boson production in gluon fusion or in association with tt¯ or bb¯ pairs is found to be 1.7 +0.5−0.4, while the signal strength for vector-boson fusion combined with WH/ZH associated production is found to be 0.3 +1.6−0.9.

Search for W'→tb- in the lepton plus jets final state in proton-proton collisions at a centre-of-mass energy of s=8 TeV with the ATLAS detector

A search for new charged massive gauge bosons, called W′, is performed with the ATLAS detector at the LHC, in proton--proton collisions at a centre-of-mass energy of s√ = 8 TeV, using a dataset corresponding to an integrated luminosity of 20.3 fb−1. This analysis searches for W′ bosons in the W′→tb¯ decay channel in final states with electrons or muons, using a multivariate method based on boosted decision trees. The search covers masses between 0.5 and 3.0 TeV, for right-handed or left-handed W′ bosons. No significant deviation from the Standard Model expectation is observed and limits are set on the W′→tb¯ cross-section times branching ratio and on the W′-boson effective couplings as a function of the W′-boson mass using the CLs procedure. For a left-handed (right-handed) W′ boson, masses below 1.70 (1.92) TeV are excluded at 95% confidence level.

Search for heavy lepton resonances decaying to a Z boson and a lepton in pp collisions at s√=8 TeV with the ATLAS detector

A search for heavy leptons decaying to a Z boson and an electron or a muon is presented. The search is based on pp collision data taken at s√=8 TeV by the ATLAS experiment at the CERN Large Hadron Collider, corresponding to an integrated luminosity of 20.3 fb−1. Three high-transverse-momentum electrons or muons are selected, with two of them required to be consistent with originating from a Z boson decay. No significant excess above Standard Model background predictions is observed, and 95% confidence level limits on the production cross section of high-mass trilepton resonances are derived. The results are interpreted in the context of vector-like lepton and type-III seesaw models. For the vector-like lepton model, most heavy lepton mass values in the range 114-176 GeV are excluded. For the type-III seesaw model, most mass values in the range 100-468 GeV are excluded.

Search for production of vector-like quark pairs and of four top quarks in the lepton-plus-jets final state in pp collisions at root 8=8 TeV with the ATLAS detector

A search for pair production of vector-like quarks, both up-type (T) and down-type (B), as well as for four-top-quark production, is presented. The search is based on pp collisions at s√=8 TeV recorded in 2012 with the ATLAS detector at the CERN Large Hadron Collider and corresponding to an integrated luminosity of 20.3 fb−1. Data are analysed in the lepton-plus-jets final state, characterised by an isolated electron or muon with high transverse momentum, large missing transverse momentum and multiple jets. Dedicated analyses are performed targeting three cases: a T quark with significant branching ratio to a W boson and a b-quark (TT¯→Wb+X), and both a T quark and a B quark with significant branching ratio to a Higgs boson and a third-generation quark (TT¯→Ht+X and BB¯→Hb+X respectively). No significant excess of events above the Standard Model expectation is observed, and 95% CL lower limits are derived on the masses of the vector-like T and B quarks under several branching ratio hypotheses assuming contributions from T→Wb, Zt, Ht and B→Wt, Zb, Hb decays. The 95% CL observed lower limits on the T quark mass range between 715 GeV and 950 GeV for all possible values of the branching ratios into the three decay modes, and are the most stringent constraints to date. Additionally, the most restrictive upper bounds on four-top-quark production are set in a number of new physics scenarios.

Measurement of the charge asymmetry in dileptonic decays of top quark pairs in pp collisions at s√=7 TeV using the ATLAS detector

A measurement of the top--antitop (tt¯) charge asymmetry is presented using data corresponding to an integrated luminosity of 4.6 fb−1 of LHC pp collisions at a centre-of-mass energy of 7 TeV collected by the ATLAS detector. Events with two charged leptons, at least two jets and large missing transverse momentum are selected. Two observables are studied: AℓℓC based on the identified charged leptons, and Att¯C, based on the reconstructed tt¯ final state. The asymmetries are measured to be AℓℓC=0.024±0.015 (stat.)±0.009 (syst.), Att¯C=0.021±0.025 (stat.)±0.017 (syst.). The measured values are in agreement with the Standard Model predictions.

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.

Search for production of WW/WZ resonances decaying to a lepton, neutrino and jets in pp collisions at s√ = 8 TeV with the ATLAS detector

A search is presented for a narrow diboson resonances decaying to WW or WZ in the final state where one W boson decays leptonically (to an electron or a muon plus a neutrino) and the other W/Z boson decays hadronically. The analysis is performed using an integrated luminosity of 20.3 fb−1 of pp collisions at s√ = 8 TeV collected by the ATLAS detector at the LHC. No evidence for resonant diboson production is observed, and resonance masses below 700 GeV and 1490 GeV are excluded at 95% confidence level for the spin-2 Randall-Sundrum bulk graviton G∗ with coupling constant of 1.0 and the extended gauge model W′ boson respectively.

A search for t(t)over-bar resonances using lepton-plus-jets events in proton-proton collisions at root s=8 TeV with the ATLAS detector

A search for new particles that decay into top quark pairs is reported. The search is performed with the ATLAS experiment at the LHC using an integrated luminosity of 20.3 fb−1 of proton-proton collision data collected at a centre-of-mass energy of s√=8 TeV. The lepton-plus-jets final state is used, where the top pair decays to W+bW−b¯¯, with one W boson decaying leptonically and the other hadronically. The invariant mass spectrum of top quark pairs is examined for local excesses or deficits that are inconsistent with the Standard Model predictions. No evidence for a top quark pair resonance is found, and 95% confidence-level limits on the production rate are determined for massive states in benchmark models. The upper limits on the cross-section times branching ratio of a narrow Z′ boson decaying to top pairs range from 4.2 pb to 0.03 pb for resonance masses from 0.4 TeV to 3.0 TeV. A narrow leptophobic topcolour Z′ boson with mass below 1.8 TeV is excluded. Upper limits are set on the cross-section times branching ratio for a broad colour-octet resonance with Γ/m = 15% decaying to tt¯. These range from 4.8 pb to 0.03 pb for masses from 0.4 TeV to 3.0 TeV. A Kaluza-Klein excitation of the gluon in a Randall-Sundrum model is excluded for masses below 2.2 TeV.

Search for the associated production of the Higgs boson with a top quark pair in multilepton final states with the ATLAS detector

A search for the associated production of the Higgs boson with a top quark pair is performed in multilepton final states using 20.3 fb−1 of proton-proton collision data recorded by the ATLAS experiment at s√=8 TeV at the Large Hadron Collider. Five final states, targeting the decays H→WW∗, ττ, and ZZ∗, are examined for the presence of the Standard Model (SM) Higgs boson: two same-charge light leptons (e or μ) without a hadronically decaying τ lepton; three light leptons; two same-charge light leptons with a hadronically decaying τ lepton; four light leptons; and one light lepton and two hadronically decaying τ leptons. No significant excess of events is observed above the background expectation. The best fit for the tt¯H production cross section, assuming a Higgs boson mass of 125 GeV, is 2.1+1.4−1.2 times the SM expectation, and the observed (expected) upper limit at the 95% confidence level is 4.7 (2.4) times the SM rate. The p-value for compatibility with the background-only hypothesis is 1.8σ; the expectation in the presence of a Standard Model signal is 0.9σ.

Search for new light gauge bosons in Higgs boson decays to four-lepton final states in pp collisions at s√=8TeV with the ATLAS detector at the LHC

This paper presents a search for Higgs bosons decaying to four leptons, either electrons or muons, via one or two light exotic gauge bosons Zd, H→ZZd→4ℓ or H→ZdZd→4ℓ. The search was performed using pp collision data corresponding to an integrated luminosity of about 20 fb−1 at the center-of-mass energy of s√=8TeV recorded with the ATLAS detector at the Large Hadron Collider. The observed data are well described by the Standard Model prediction. Upper bounds on the branching ratio of H→ZZd→4ℓ and on the kinetic mixing parameter between the Zd and the Standard Model hypercharge gauge boson are set in the range (1--9)×10−5 and (4--17)×10−2 respectively, at 95% confidence level assuming the Standard Model branching ratio of H→ZZ∗→4ℓ, for Zd masses between 15 and 55 GeV. Upper bounds on the effective mass mixing parameter between the Z and the Zd are also set using the branching ratio limits in the H→ZZd→4ℓ search, and are in the range (1.5--8.7)×10−4 for 15