Information Network Modeling for U.S. Banking Systemic Risk

In this work we investigate whether information theory measures like mutual information and transfer entropy, extracted from a bank network, Granger cause financial stress indexes like LIBOR-OIS (London Interbank Offered Rate-Overnight Index Swap) spread, STLFSI (St. Louis Fed Financial Stress Index) and USD/CHF (USA Dollar/Swiss Franc) exchange rate. The information theory measures are extracted from a Gaussian Graphical Model constructed from daily stock time series of the top 74 listed US banks. The graphical model is calculated with a recently developed algorithm (LoGo) which provides very fast inference model that allows us to update the graphical model each market day. We therefore can generate daily time series of mutual information and transfer entropy for each bank of the network. The Granger causality between the bank related measures and the financial stress indexes is investigated with both standard Granger-causality and Partial Granger-causality conditioned on control measures representative of the general economy conditions.     

STM images of a large organic molecule adsorbed on a bare metal substrate or on a thin insulating layer: Visualization of HOMO and LUMO

An isomer of the methylterrylene molecule was adsorbed both on Cu(111) and on a NaCl bilayer deposited on Cu(111) and imaged by ultra high vacuum scanning tunneling microscopy at low temperature (5 K). On the bare metal surface, the STM images do not reveal any intramolecular resolution and do not depend on the applied tunnel bias. On the contrary, the images acquired at specific bias voltages for the molecule on the salt layer show a striking similarity with the spatial distribution of the electronic probability density in the highest occupied molecular orbital (HOMO) and in the lowest unoccupied molecular orbital (LUMO) of free methylterrylene. They are well reproduced by elastic scattering quantum chemistry calculations. These data provide a direct view of the hyperconjugative interaction between the methyl group and the frontier orbitals of terrylene.     

Ab initio molecular dynamics simulation of a medium-sized water cluster anion: from an interior to a surface-located excess electron via a delocalized state

We present a computational study of the structure and dynamics of an excess electron in a medium-sized water cluster aimed at addressing the question of interior vs exterior solvation. Ab initio Born-Oppenheimer molecular dynamics simulations were performed within the DFT framework, employing a hybrid Gaussian and plane-wave formalism together with the PBE exchange-correlation functional and norm-conserving pseudopotentials. Analysis of a 15-ps trajectory allowed us to reach the following conclusions: (i) the excess electron is predominantly located at the cluster surface (even if it is initially placed in the interior), (ii) the computed electron binding energies correlate with the electron localization rather than with its bulk vs surface location, and (iii) a dynamical interconversion between two different H-bond patterns around the electron occurs. The computed electron binding energies and the most relevant features of the IR spectrum are in a very good agreement with results of previous experimental studies.     

On the renormalization method: a different outlook,and the energy-momentum tensor in the gφ4 theory

An alternate method of renormalizing a quartic self-interacting boson theory has been developed. We find that one can obtain finite renormalized expressions for the perturbation theory contributions to the Green's function without carrying out limiting procedures. As a consequence of the analysis, one is able to renormalize explicitly the field energy-momentum tensor to all orders. There exists a one-parameter family of renormalized tensors. The method will allow for a simple determination of the asymptotic “zero-mass” theory.     

Supersymmetric regulators and supercurrent anomalies

The supercurrent anomalies of the supercurrent $\text{S}$_μ of the supersymmetric Yang-Mills theory in Wess-Zumino gauge are computed using the supersymmetric dimensional regulator of Siegel. It is shown that $\text{γ}{}_{\mathrm{\mu }}\text{S}{}^{\mathrm{\mu }}\text{=0}$ and $\text{?}{}_{\mathrm{\mu }}\text{S}{}^{\mathrm{\mu }}\text{≠0}$ in agreement with an earlier calculation based on the Adler-Rosenberg method. The problem of exhibiting the chiral anomaly and a regulator for local supersymmetry suggests that the interpretation of dimensional reduction in component language is incomplete.