Search for heavy long-lived charged particles in pp collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Measurement of the ratio of the 3-jet to 2-jet cross sections in pp collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Search for high-mass resonances decaying into tau-lepton pairs in pp collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Commissioning and performance of the CMS silicon strip tracker with cosmic ray muons

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Microscopic origin of non-Gaussian distributions of financial returns

In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters. (c) 2007 Elsevier B.V. All rights reserved.

Search for heavy Majorana neutrinos in mu(+/-)mu(+/-) + jets and e(+/-)e(+/-) + jets events in pp collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Jet momentum dependence of jet quenching in PbPb collisions at root s(NN)=2.76 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Search for neutral Higgs bosons decaying to tau pairs in pp collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Measurement of the Lambda(b) cross section and the (Lambda)over-bar(b) to Lambda(b) ratio with J/psi Lambda decays in pp collisions at root s=7 TeV CMS Collaboration

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Measurement of W+W- production and search for the Higgs boson in pp collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Search for three-jet resonances in pp collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Measurement of isolated photon production in pp and PbPb collisions at root s(NN)=2.76 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A search for excited leptons in pp collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

First measurement of the cross section for top-quark pair production in proton-proton collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Search for physics beyond the standard model in events with a Z boson, jets, and missing transverse energy in pp collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)