Identifying the structure of group correlation in the Korean financial market

We investigate the structure of the cross-correlation in the Korean stock market. We analyze daily cross-correlations between price fluctuations of 586 different Korean stock entities for the 6-year time period from 2003 to 2008. The main purpose is to investigate the structure of group correlation and its stability by undressing the market-wide effect using the Markowitz multi-factor model and the network-based approach. We find the explicit list of significant firms in the few largest eigenvectors from the undressed correlation matrix. We also observe that each contributor is involved in the same business sectors. The structure of group correlation can not remain constant during each 1-year time period with different starting points, whereas only two largest eigenvectors are stable for 6 years 8-9 eigenvectors remain stable for half-year. The structure of group correlation in the Korean financial market is disturbed during a sufficiently short time period even though the group correlation exists as an ensemble for the 6-year time period in the evolution of the system. We verify the structure of group correlation by applying a network-based approach. In addition, we examine relations between market capitalization and businesses. The Korean stock market shows a different behavior compared to mature markets, implying that the KOSPI is a target for short-positioned investors.     

Dark matter results from 100 live days of XENON100 data

We present results from the direct search for dark matter with the XENON100 detector, installed underground at the Laboratori Nazionali del Gran Sasso of INFN, Italy. XENON100 is a two-phase time-projection chamber with a 62 kg liquid xenon target. Interaction vertex reconstruction in three dimensions with millimeter precision allows the selection of only the innermost 48 kg as the ultralow background fiducial target. In 100.9 live days of data, acquired between January and June 2010, no evidence for dark matter is found. Three candidate events were observed in the signal region with an expected background of (1.8 ± 0.6) events. This leads to the most stringent limit on dark matter interactions today, excluding spin-independent elastic weakly interacting massive particle (WIMP) nucleon scattering cross sections above 7.0 × 10(-45) cm(2) for a WIMP mass of 50 GeV/c(2) at 90% confidence level.     

DTI at 7 and 3 T: systematic comparison of SNR and its influence on quantitative metrics

Diffusion tensor imaging (DTI) and advanced related methods such as diffusion spectrum and kurtosis imaging are limited by low signal-to-noise ratio (SNR) at conventional field strengths. DTI at 7 T can provide increased SNR; however, B0 and B1 inhomogeneity and shorter T2? still pose formidable challenges. The purpose of this study was to quantify and compare SNR at 7 and 3 T for different parallel imaging reduction factors, R, and TE, and to evaluate SNRs influences on fractional anisotropy (FA) and apparent diffusion coefficient (ADC). We found that R>4 at 7 T and R≥2 at 3 T were needed to reduce geometric distortions due to B0 inhomogeneity. For these R at 7 T, SNR was 70-90 for b=0 s/mm² and 22-28 for b=1000s/mm² in central brain regions. SNR was lower at 3 T (40 for b=0 s/mm² and 15 for b=1000 s/mm²) and in lateral brain regions at 7 T due to B1 inhomogeneity. FA and ADC did not change with MRI field strength, SENSE factor or TE in the tested range. However, the coefficient of variation for FA increased for SNR <15 and for SNR <10 in ADC, consistent with published theoretical studies. Our study demonstrates that 7 T is advantageous for DTI and lays the groundwork for further development. Foremost, future work should further address challenges with B0 and B1 inhomogeneity to take full advantage for the increased SNR at 7 T.     

Observation of transverse polarization asymmetries of charged pion pairs in e+e- annihilation near √s = 10.58 GeV

The interference fragmentation function translates the fragmentation of a quark with a transverse projection of the spin into an azimuthal asymmetry of two final-state hadrons. In e(+)e(-) annihilation the product of two interference fragmentation functions is measured. We report nonzero asymmetries for pairs of charge-ordered π(+)π(-) pairs, which indicate a significant interference fragmentation function in this channel. The results are obtained from a 672 fb(-1) data sample that contains 711 × 10(6) π(+)π(-) pairs and was collected at and near the Υ(4S) resonance, with the Belle detector at the KEKB asymmetric-energy e(+)e(-) collider.     

Effects of Y incorporation in TaON gate dielectric on electrical performance of GaAs metal–oxide–semiconductor capacitor

In this study, GaAs metal–oxide–semiconductor (MOS) capacitors using Y‐incorporated TaON as gate dielectric have been investigated. Experimental results show that the sample with a Y/(Y + Ta) atomic ratio of 27.6% exhibits the best device characteristics: high k value (22.9), low interfacestate density (9.0 × 10¹¹ cm^–2 eV^–1), small flatband voltage (1.05 V), small frequency dispersion and low gate leakage current (1.3 × 10^–5A/cm² at V_fb + 1 V). These merits should be attributed to the complementary properties of Y₂O₃ and Ta₂O₅:Y can effectively passivate the large amount of oxygen vacancies in Ta₂O₅, while the positively‐charged oxygen vacancies in Ta₂O₅ are capable of neutralizing the effects of the negative oxide charges in Y₂O₃. This work demonstrates that an appropriate doping of Y content in TaON gate dielectric can effectively improve the electrical performance for GaAs MOS devices.

Capacitance–voltage characteristic of the GaAs MOS capacitor with TaYON gate dielectric (Y content = 27.6%) proposed in this work with the cross sectional structure and dielectric surface morphology as insets.     

Observation of B(s)(0) → D(s)(*)+ D(s)(*)- using e+ e- collisions and a determination of the B(s)-B(s) width difference ΔΓ(s)

We have made the first observation of B(s)(0)→D(s)(*)+ D(s)(*)- decays using 23.6 fb(-1) of data recorded by the Belle experiment running on the Υ(5S) resonance. The branching fractions are measured to be B(B(s)(0)→D(s)+ D(s)-)=(1.03(-0.32-0.25)(+0.39+0.26))%, B(B(s)(0)→D(s)(*±) D(s)(?))=(2.75(-0.71)(+0.83)±0.69)%, and B(B(s)(0)→D(s)*+ D(s)*-)=(3.08(-1.04-0.86)(+1.22+0.85))%; the sum is B[B(s)(0)→D(s)(*)+ D(s)(*)-]=(6.85(-1.30-1.80)(+1.53+1.79))%. Assuming B(s)(0)→D(s)(*)+ D(s)(*)- saturates decays to CP-even final states, the branching fraction determines the ratio ΔΓ(s)/cosφ, where ΔΓ(s) is the difference in widths between the two B(s)-B(s) mass eigenstates, and φ is a CP-violating weak phase. Taking CP violation to be negligibly small, we obtain ΔΓ(s)/Γ(s)=0.147(-0.030)(+0.036)(stat)(-0.041)(+0.042)(syst), where Γ(s) is the mean decay width.     

Synthesis of Graphene and Its Applications: A Review

Graphene, one-atom-thick planar sheet of carbon atoms densely packed in a honeycomb crystal lattice, has grabbed appreciable attention due to its exceptional electronic and optoelectronic properties. The reported properties and applications of this two-dimensional form of carbon structure have opened up new opportunities for the future devices and systems. Although graphene is known as one of the best electronic materials, synthesizing single sheet of graphene has been less explored. This review article aims to present an overview of the advancement of research in graphene, in the area of synthesis, properties and applications, such as field emission, sensors, electronics, and energy. Wherever applicable, the limitations of present knowledgebase and future research directions have also been highlighted.     

Temperature‐dependent Raman scattering study of multiferroic MnWO4

We have measured polarized Raman spectra of MnWO₄ single crystals at low temperatures, and studied the temperature dependence of the various phonon modes. From our Raman studies of the MnWO₄, a new transition temperature, ∼180 K, was found. We have completely assigned the symmetries of the 18 observed Raman modes of the MnWO₄, as expected from a group theoretical analysis. These Raman modes have been classified into three groups according to weak, intermediate and strong temperature dependence of the modes in each group. Six internal modes have been identified by their weak temperature dependence of the Raman wavenumbers. The temperature dependence of the wavenumbers of the B_g modes in Mg O bonds, modes of intermediate temperature dependence group, shows an anomalous behavior under 50 K. The phonon modes of strong temperature dependence show an anomalous change at ∼180 K in the linewidths. This is believed to be a new transition temperature which involves the changes in the inter‐WO₆ octahedra structure. Copyright © 2009 John Wiley & Sons, Ltd.     

Quantum Systems Connected by a Time-Dependent Canonical Transformation

We study both classical and quantum relation between two Hamiltoniansystems which are mutually connected by time-dependent canonical transformation. One is ordinary conservative system and the other istime-dependent Hamiltonian system. The quantum unitary operatorrelevant to classical canonical transformation between the two systems are obtained through rigorous evaluation. With the aid of the unitary operator, we have derived quantum states of the time-dependent Hamiltonian system through transforming the quantum states of the conservative system. The invariant operators of the two systems are presented and the relation between them are addressed. We showed that there exist numerous Hamiltonians, which gives the same classical equation of motion. Though it is impossible to distinguish the systems described by these Hamiltonians within the realm of classical mechanics, they can be distinguishable quantum mechanically.