arXiv subjects

P. Richmond

Publications and source records attributed to P. Richmond.

2 recordsLinked to original sources

arXiv2023

Bootstrability in Line-Defect CFT with Improved Truncation Methods

We study the conformal bootstrap of 1D CFTs on the straight Maldacena-Wilson line in 4D ${\cal N}=4$ super-Yang-Mills theory. We introduce an improved truncation scheme with an 'OPE tail' approximation and use it to reproduce the 'bootstrability' results of Cavaglià et al. for the OPE-coefficients squared of the first three unprotected operators. For example, for the first OPE-coefficient squared at 't Hooft coupling $(4π)^2$, linear-functional methods with two sum rules from integrated correlators give the rigorous result $0.294014873 \pm 4.88 \cdot 10^{-8}$, whereas our methods give with machine-precision computations $0.294014228 \pm 6.77 \cdot 10^{-7}$. For our numerical searches, we benchmark the Reinforcement Learning Soft Actor-Critic algorithm against an Interior Point Method algorithm (IPOPT) and comment on the merits of each algorithm.

hep-th↗

arXiv2006

Sector analysis for a FTSE portfolio of stocks

Using a portfolio of stocks from the London Stock Exchange FTSE100 index (FTSE), we study both the time dependence of their correlations and the normalized tree length of the associated minimal spanning tree (MST). The first four moments of the distribution of correlations and lengths of the tree are examined in detail and differences in behaviour noted. For different economic groups and industries, clustering is evident. However comparing the classification used prior to 2006 with that introduced in January 2006 it is clear that the new classification, apart from one or two notable exceptions, is much more compatible with the clustering obtained by the MST analysis. We finally compare the MST for real data with that obtained for a synthetic {\it random market}. The latter tree would seem more like the structure found by Coronnello {\it et al.} for trees based on high frequency data.

physics.soc-ph↗