arXiv subjects

Tiziana Di Matteo

Publications and source records attributed to Tiziana Di Matteo.

At least 109 records · Page 6Linked to original sources

arXiv2018

Complexity of products: the effect of data regularisation

Among several developments, the field of Economic Complexity (EC) has notably seen the introduction of two new techniques. One is the Bootstrapped Selective Predictability Scheme (SPSb), which can provide quantitative forecasts of the Gross Domestic Product of countries. The other, Hidden Markov Model (HMM) regularisation, denoises the datasets typically employed in the literature. We contribute to EC along three different directions. First, we prove the convergence of the SPSb algorithm to a well-known statistical learning technique known as Nadaraya-Watson Kernel regression. The latter has significantly lower time complexity, produces deterministic results, and it is interchangeable with SPSb for the purpose of making predictions. Second, we study the effects of HMM regularization on the Product Complexity and logPRODY metrics, for which a model of time evolution has been recently proposed. We find confirmation for the original interpretation of the logPRODY model as describing the change in the global market structure of products with new insights allowing a new interpretation of the Complexity measure, for which we propose a modification. Third, we explore new effects of regularisation on the data. We find that it reduces noise, and observe for the first time that it increases nestedness in the export network adjacency matrix.

econ.GN↗

arXiv2018

Gas outflows from the z= 7.54 quasar : predictions from the BlueTides Simulation

Many theoretical models predict that quasar driven outflows account for the observed quenching of star formation in massive galaxies. There is growing observational evidence for quasar-launched massive outflows at z>6, while the details of outflow-host galaxy interaction remain obscure. In this paper, we study the feedback around the highest redshift quasar in the BlueTides simulation, the largest volume cosmological hydrodynamic simulation so far carried out. We present predictions for gas outflows around the brightest $z = 7.54$ quasar which hosts the most massive black hole in the simulation volume, which has grown to black hole mass $6.7\times 10^{8}{\rm M}_\odot$ consistent with the current record holder for high-z quasars. We introduce a method to identify and trace the gas outflowing from the halo. We find that the total mass of the outflow gas is about $3.6\times 10^{9}{\rm M}_\odot$, constituting 6\% of the total gas in the halo. The outflow gas contains a cold, dense molecular component with mass about $2.6\times 10^{8}{\rm M}_\odot$, that originates from the inner region of the halo, within a few kpc of the central black hole. The velocities of the outflow gas reach thousands of km/s, within which the molecular component has mass averaged outward radial velocity of $1300$ km/s, consistent with observations. The averaged outflow rate is about $200-300 {\rm M}_\odot/yr$, with the outflowing gas mainly in a hotter ($T \sim 10^7$ K) and lower density state than the average of the host halo gas.

astro-ph.GA↗

arXiv2018

A tiny host galaxy for the first giant black hole: $z= 7.5$ quasar in BlueTides

The most distant known quasar recently discovered by Bañados et al. (2018) is at $z=7.5$ (690 Myr after the Big Bang), at the dawn of galaxy formation. We explore the host galaxy of the brightest quasar in the large volume cosmological hydrodynamic simulation BlueTides, which in Phase II has reached these redshifts. The brightest quasar in BlueTides has a luminosity of a $\sim$ few $10^{13} L_{\odot}$ and a black hole mass of $6.4 \times 10^{8} M_{\odot}$ at $z \sim 7.5$, comparable to the observed quasar (the only one in this large volume). The quasar resides in a rare halo of mass $M_{H} \sim 10^{12} M_{\odot}$ and has a host galaxy of stellar mass of $4 \times 10^{10}M_{\odot}$ with an ongoing (intrinsic) star formation rate of $\sim 80 M_{\odot} yr^{-1}$. The corresponding intrinsic UV magnitude of the galaxy is $-23.1$, which is roughly $2.7$ magnitudes fainter than the quasar's magnitude of $-25.9$. We find that the galaxy is highly metal enriched with a mean metallicity equal to the solar value. We derive quasar and galaxy spectral energy distribution (SED) in the mid and near infrared JWST bands. We predict a significant amount of dust attenuation in the rest-frame UV corresponding to $A_{1500} \sim 1.7$ giving an UV based SFR of $\sim 14 M_{\odot} yr^{-1}$. We present mock JWST images of the galaxy with and without central point source, in different MIRI and NIRCam filters. The host galaxy is detectable in NIRCam filters, but it is extremely compact ($R_{E}=0.35$ kpc). It will require JWST's exquisite sensitivity and resolution to separate the galaxy from the central point source. Finally within the FOV of the quasar in BlueTides there are two more sources that would be detectable by JWST.

astro-ph.GA↗

arXiv2018

DESCQA: An Automated Validation Framework for Synthetic Sky Catalogs

The use of high-quality simulated sky catalogs is essential for the success of cosmological surveys. The catalogs have diverse applications, such as investigating signatures of fundamental physics in cosmological observables, understanding the effect of systematic uncertainties on measured signals and testing mitigation strategies for reducing these uncertainties, aiding analysis pipeline development and testing, and survey strategy optimization. The list of applications is growing with improvements in the quality of the catalogs and the details that they can provide. Given the importance of simulated catalogs, it is critical to provide rigorous validation protocols that enable both catalog providers and users to assess the quality of the catalogs in a straightforward and comprehensive way. For this purpose, we have developed the DESCQA framework for the Large Synoptic Survey Telescope Dark Energy Science Collaboration as well as for the broader community. The goal of DESCQA is to enable the inspection, validation, and comparison of an inhomogeneous set of synthetic catalogs via the provision of a common interface within an automated framework. In this paper, we present the design concept and first implementation of DESCQA. In order to establish and demonstrate its full functionality we use a set of interim catalogs and validation tests. We highlight several important aspects, both technical and scientific, that require thoughtful consideration when designing a validation framework, including validation metrics and how these metrics impose requirements on the synthetic sky catalogs.

astro-ph.IM↗

arXiv2018

BlueTides simulation: establishing black hole-galaxy relations at high-redshift

The scaling relations between the mass of supermassive black holes ($M_{\bullet}$) and host galaxy properties (stellar mass, $M_{\star}$, and velocity dispersion, $σ$), provide a link between the growth of black holes (BHs) and that of their hosts. Here we investigate if and how the BH-galaxy relations are established in the high-$z$ universe using \textsc{BlueTides}, a high-resolution large volume cosmological hydrodynamic simulation. We find the $M_{\bullet}-M_{\star}$ and $M_{\bullet}-σ$ relations at $z=8$: $\log_{10}(M_{\bullet}) = 8.25 + 1.10 \ \log_{10}(M_{\star}/10^{11}M_{\odot})$ and $\log_{10}(M_{\bullet}) = 8.35 + 5.31 \ \log_{10}(σ/200kms^{-1})$ at $z=8$, both fully consistent with the local measurements. The slope of the $M_{\bullet}-σ$ relation is slightly steeper for high star formation rate and $M_{\star}$ galaxies while it remains unchanged as a function of Eddington accretion rate onto the BH. The intrinsic scatter in $M_{\bullet}-σ$ relation in all cases ($ε\sim 0.4$) is larger at these redshifts than inferred from observations and larger than in $M_{\bullet}-M_{\star}$ relation ($ε\sim 0.14$). We find the gas-to-stellar ratio $f=M_{\rm gas}/M_{\star}$ in the host (which can be very high at these redshifts) to have the most significant impact setting the intrinsic scatter of $M_{\bullet}-σ$. The scatter is significantly reduced when galaxies with high gas fractions ($ε= 0.28$ as $f<10$) are excluded (making the sample more comparable to low-$z$ galaxies); these systems have the largest star formation rates and black hole accretion rates, indicating that these fast-growing systems are still moving toward the relation at these high redshifts. Examining the evolution (from $z=10$ to 8) of high mass black holes in $M_{\bullet}-σ$ plane confirms this trend.

astro-ph.GA↗

arXiv2017

The clustering of $z > 7$ galaxies: Predictions from the BLUETIDES simulation

We study the clustering of the highest-z galaxies (from ~ $0.1$ to a few tens Mpc scales) using the BLUETIDES simulation and compare it to current observational constraints from Hubble legacy and Hyper Suprime Cam (HSC) fields (at $z=6-7.2$). With a box length of $400$ $Mpc/h$ on each side and $0.7$ trillion particles, BLUETIDES is the largest high resolution cosmological hydrodynamic simulation to date ideally suited for studies of high-z galaxies. We find that galaxies with magnitude $m_{UV}<27.7$ have a bias ($b_g$) of $8.1\pm 1.2$ at $z=8$, and typical halo masses $M_H \gtrsim 6\times10^{10} M_{\odot}$. Given the redshift evolution between $z=8$ to $z=10$ ($b_g\propto(1+z)^{1.6}$), our inferred values of the bias and halo masses are consistent with measured angular clustering at $z \sim 6.8$ from these brighter samples. The bias of fainter galaxies (in the Hubble legacy field at $H_{160} \lesssim29.5$) is $5.9\pm0.9$ at $z=8$ corresponding to halo masses $M_H \gtrsim 10^{10} M_{\odot}$. We investigate directly the 1-halo term inthe clustering and show that it dominates on scales $r \lesssim 0.1$ Mpc/$h$ ($Θ\lesssim 3"$) with non-linear effect at transition scales between the 1-halo and 2-halo term affecting scales 0.1 $\lesssim r \lesssim $ 20 Mpc/$h$ ($3"\lesssim Θ\lesssim 90"$). Current clustering measurements probe down to the scales in the transition between 1-halo to 2-halo regime where non-linear effects are important. The amplitude of the 1-halo term implies that occupation numbers for satellites in \texttt{BLUETIDES} are somewhat higher than standard HODs adopted in these analyses (which predict amplitudes in the 1-halo regime suppressed by a factor 2-3). That possibly implies a higher number of galaxies detected by JWST (at small scales and even fainter magnitudes) observing these fields.

astro-ph.CO↗

arXiv2017

Dust Obscured Star Forming Galaxies in the Early Universe

Motivated by recent observational constraints on dust reprocessed emission in star forming galaxies at $z\sim 6$ and above we use the very-large cosmological hydrodynamical simulation \bluetides\ to explore predictions for the amount of dust obscured star formation in the early Universe ($z>8$). \bluetides\ matches current observational constraints on both the UV luminosity function and galaxy stellar mass function and predicts that approximately $90\%$ of the star formation in high-mass ($M_{*}>10^{10}\,{\rm M_{\odot}}$) galaxies at $z=8$ is already obscured by dust. The relationship between dust attenuation and stellar mass predicted by \bluetides\ is consistent with that observed at lower redshift. However, observations of several individual objects at $z>6$ are discrepant with the predictions, though it is possible their uncertainties may have been underestimated. We find that the predicted surface density of $z\ge 8$ sub-mm sources is below that accessible to current {\em Herschel}, SCUBA-2, and ALMA sub-mm surveys. However, as ALMA continues to accrue additional surface area the population of $z>8$ dust-obscured galaxies may become accessible in the near future.

astro-ph.GA↗

arXiv2017

The descendants of the first quasars in the BlueTides simulation

Supermassive blackholes with masses of a billion solar masses or more are known to exist up to $z=7$. However, the present-day environments of the descendants of first quasars is not well understood and it is not known if they live in massive galaxy clusters or more isolated galaxies at $z=0$. We use a dark matter-only realization (BTMassTracer) of the BlueTides cosmological hydrodynamic simulation to study the halo properties of the descendants of the most massive black holes at $z=8$. We find that the descendants of the quasars with most massive black holes are not amongst the most massive halos. They reside in halos of with group-like ($\sim 10^{14}M_{\odot}$) masses, while the most massive halos in the simulations are rich clusters with masses $\sim 10^{15} M_{\odot}$. The distribution of halo masses at low redshift is similar to that of the descendants of least massive black holes, for a similar range of halo masses at $z=8$, which indicates that they are likely to exist in similar environments. By tracing back to the $z = 8$ progenitors of the most massive (cluster sized) halos at $z=0$; we find that their most likely black hole mass is less than $10^7 M_{\odot}$; they are clearly not amongst the most massive black holes. We also provide estimates for the likelihood of finding a high redshift quasar hosting a black hole with masses above $10^{7} M_{\odot}$ for a given halo mass at $z=0$. For halos above $10^{15} M_{\odot}$, there is only $20 \%$ probability that their $z=8$ progenitors hosted a black hole with mass above $10^{7} M_{\odot}$.

astro-ph.GA↗

arXiv2017

The Radial Acceleration Relation in Disk Galaxies in the MassiveBlack-II Simulation

A strong correlation has been measured between the observed centripetal accelerations in galaxies and the accelerations implied by the baryonic components of galaxies. This empirical radial acceleration relation must be accounted for in any viable model of galaxy formation. We measure and compare the radial accelerations contributed by baryons and by dark matter in disk galaxies in the MassiveBlack-II hydrodynamic galaxy formation simulation. The sample of 1594 galaxies spans three orders of magnitude in luminosity and four in surface brightness, comparable to the observed sample from the Spitzer Photometry & Accurate Rotation Curves (SPARC) dataset used by McGaugh et al. (2016). We find that radial accelerations contributed by baryonic matter only and by total matter are highly correlated, with only small scatter around their mean or median relation, despite the wide ranges of galaxy luminosity and surface brightness. We further find that the radial acceleration relation in this simulation differs from that of the SPARC sample, and can be described by a simple power law in the acceleration range we are probing.

astro-ph.GA↗

arXiv2016

Intrinsic alignments of disk and elliptical galaxies in the MassiveBlack-II and Illustris simulations

We study the shapes and intrinsic alignments of disks and elliptical galaxies in the MassiveBlack-II (MBII) and Illustris cosmological hydrodynamic simulations, with volumes of $(100h^{-1}Mpc)^{3}$ and $(75h^{-1}Mpc)^{3}$ respectively. We find that simulated disk galaxies are more oblate in shape and more misaligned with the shape of their host dark matter subhalo when compared with ellipticals. The disk major axis is found to be oriented towards the location of nearby elliptical galaxies. We also find that the disks are thinner in MBII and misalignments with dark matter halo orientations are smaller in both disks and ellipticals when compared with Illustris. As a result, the intrinsic alignment correlation functions at fixed mass have a higher amplitude in MBII than in Illustris. Finally, at scales above $\sim 0.1$\hmpc, the intrinsic alignment two-point correlation functions for disk galaxies in both simulations are consistent with a null detection, unlike those for ellipticals. Despite significant differences in the treatments of hydrodynamics and baryonic physics in the simulations, we find that the $w_{δ+}$ correlation function scales similarly with transverse separation. However, the less massive galaxies show different scale dependence in the ED correlation. This result indicates that, while hydrodynamic simulations are a promising tool to study intrinsic alignments, further study is needed to understand the impact of differences in the implementations of hydrodynamics and baryonic feedback.

astro-ph.CO↗

arXiv2016

The origin of most massive black holes at high-z: BLUETIDES and the next quasar frontier

The growth of the most massive black holes in the early universe, consistent with the detection of highly luminous quasars at $z> 6$ implies sustained, critical accretion of material to grow and power them. Given a black hole seed scenario, it is still uncertain which conditions in the early Universe allow the fastest black hole growth. Large scale hydrodynamical cosmological simulations of structure formation allow us to explore the conditions conducive to the growth of the earliest supermassive black holes. We use the cosmological hydrodynamic simulation BlueTides, which incorporates a variety of baryon physics in a (400 Mpc/h)^3 volume with 0.7 trillion particles to follow the earliest phases of black hole critical growth. At z=8 the most massive black holes (a handful) approach masses of 10^8 Msun with the most massive (with M_BH = 4 x 10^8 Msun ) being found in an extremely compact spheroid-dominated host galaxy. Examining the large-scale environment of hosts, we find that the initial tidal field is more important than overdensity in setting the conditions for early BH growth. In regions of low tidal fields gas accretes 'cold' onto the black hole and falls along thin, radial filaments straight into the center forming the most compact galaxies and most massive black holes at earliest times. Regions of high tidal fields instead induce larger coherent angular momenta and influence the formation of the first population of massive compact disks. The extreme early growth depends on the early interplay of high gas densities and the tidal field that shapes the mode of accretion. Mergers play a minor role in the formation of the first generation, rare massive BHs.

astro-ph.GA↗

arXiv2016

The multiplex dependency structure of financial markets

We propose here a multiplex network approach to investigate simultaneously different types of dependency in complex data sets. In particular, we consider multiplex networks made of four layers corresponding respectively to linear, non-linear, tail, and partial correlations among a set of financial time series. We construct the sparse graph on each layer using a standard network filtering procedure, and we then analyse the structural properties of the obtained multiplex networks. The study of the time evolution of the multiplex constructed from financial data uncovers important changes in intrinsically multiplex properties of the network, and such changes are associated with periods of financial stress. We observe that some features are unique to the multiplex structure and would not be visible otherwise by the separate analysis of the single-layer networks corresponding to each dependency measure.

physics.soc-ph↗

arXiv2016

What does past correlation structure tell us about the future? An answer from network filtering

We discovered that past changes in the market correlation structure are significantly related with future changes in the market volatility. By using correlation-based information filtering networks we device a new tool for forecasting the market volatility changes. In particular, we introduce a new measure, the "correlation structure persistence", that quantifies the rate of change of the market dependence structure. This measure shows a deep interplay with changes in volatility and we demonstrate it can anticipate market risk variations. Notably, our method overcomes the curse of dimensionality that limits the applicability of traditional econometric tools to portfolios made of a large number of assets. We report on forecasting performances and statistical significance of this tool for two different equity datasets. We also identify an optimal region of parameters in terms of True Positive and False Positive trade-off, through a ROC curve analysis. We find that our forecasting method is robust and it outperforms predictors based on past volatility only. Moreover the temporal analysis indicates that our method is able to adapt to abrupt changes in the market, such as financial crises, more rapidly than methods based on past volatility.

q-fin.PM↗

arXiv2016

Forecasts for the WFIRST High Latitude Survey using the BlueTides Simulation

We use the BlueTides simulation to predict the properties of the high-$z$ galaxy and active galactic nuclei (AGN) populations for the planned 2200deg$^2$ Wide-Field Infrared Survey Telescope's (WFIRST)-AFTA High Latitude Survey (HLS). BlueTides is a cosmological hydrodynamic simulation, which incorporates a variety of baryon physics in a $(400h^{-1} \mathrm{Mpc})^3$ volume evolved to $z=8$ with 0.7 trillion particles. The galaxy luminosity functions in the simulation show good agreement with all the current observational constraints (up to $z=11$) and predicts an enhanced number of UV bright galaxies. At the proposed depth of the HLS ($m < 26.75$), BlueTides predicts $10^6$ galaxies at $z=8$ with a few up to $z\sim 15$ due to the enhanced bright end of the galaxy luminosity function. At $z=8$, galaxies in the mock HLS have specific star formation rates of $\sim 10 {\rm Gyr}^{-1}$ and ages of $\sim 80 {\rm Myr}$ (both evolving linearly with redshift) and a non-evolving mass-metallicity relation. BlueTides also predicts $\sim 10^4$ AGN in WFIRST HLS from $z=8$ out to $z\sim 14$. These AGN host black holes of $M\sim 10^6-10^8 M_\odot$ accreting close to their Eddington luminosity. Galaxies and AGN have host halo masses of $M_{halo}\sim 10^{11-12} M_\odot$ and a linear bias $b\approx 13-20$. Given the expected galaxy space densities, their high bias and large volume probed we speculate that it may be feasible for WFIRST HLS detect the Baryon Acoustic Oscillation peak in the galaxy power spectrum out to $z=8-9$.

astro-ph.GA↗

arXiv2016

Monsters in the Dark: Predictions for Luminous Galaxies in the Early Universe from the BlueTides Simulation

Using deep Hubble and Spitzer observations Oesch et al. (2016) have identified a bright ($M_{\rm UV}\approx -22$) star forming galaxy candidate at $z \approx 11$. The presence of GN-$z11$ implies a number density $\sim 10^{-6}\,{\rm Mpc^{-3}}$, roughly an order of magnitude higher than the expected value based on extrapolations from lower redshift. Using the unprecedented volume and high resolution of the BlueTides cosmological hydrodynamical simulation, we study the population of luminous rare objects at $z > 10$. The luminosity function in BlueTides implies an enhanced number of massive galaxies, consistent with the observation of GN-$z11$. We find about 30 galaxies at $M_{\rm UV}\approx -22$ at $z = 11$ in the BlueTides volume, including a few objects about 1.5 magnitudes brighter. The probability of observing GN-$z11$ in the volume probed by Oesch et al. (2016) is $\sim 13$ per cent. The predicted properties of the rare bright galaxies at $z = 11$ in BlueTides closely match those inferred from the observations of GN-$z11$. BlueTides predicts a negligible contribution from faint AGN in the observed SED. The enormous increase in volume surveyed by WFIRST will provide observations of $\sim1000$ galaxies with $M_{\rm UV} < -22$ beyond $z = 11$ out to $z = 13.5$.

astro-ph.GA↗

arXiv2016

The Lyman-continuum photon production efficiency in the high-redshift Universe

The Lyman Continuum photon production efficiency ($ξ_{\rm ion}$) is a critical ingredient for inferring the number of photons available to reionise the intergalactic medium. To estimate the theoretical production efficiency in the high-redshift Universe we couple the BlueTides cosmological hydrodynamical simulation with a range of stellar population synthesis models. We find Lyman Continuum photon production efficiencies of $\log_{10}(ξ_{\rm ion}/{\rm erg^{-1}\, Hz})\approx 25.1-25.5$ depending on the choice of stellar population synthesis model. These results are broadly consistent with recent observational constraints at high-redshift though favour a model incorporating the effects of binary evolution

astro-ph.GA↗

arXiv2015

Time-dependent scaling patterns in high frequency financial data

We measure the influence of different time-scales on the dynamics of financial market data. This is obtained by decomposing financial time series into simple oscillations associated with distinct time-scales. We propose two new time-varying measures: 1) an amplitude scaling exponent and 2) an entropy-like measure. We apply these measures to intraday, 30-second sampled prices of various stock indices. Our results reveal intraday trends where different time-horizons contribute with variable relative amplitudes over the course of the trading day. Our findings indicate that the time series we analysed have a non-stationary multifractal nature with predominantly persistent behaviour at the middle of the trading session and anti-persistent behaviour at the open and close. We demonstrate that these deviations are statistically significant and robust.

q-fin.ST↗

arXiv2015

Measuring multiscaling in financial time-series

We discuss the origin of multiscaling in financial time-series and investigate how to best quantify it. Our methodology consists in separating the different sources of measured multifractality by analysing the multi/uni-scaling behaviour of synthetic time-series with known properties. We use the results from the synthetic time-series to interpret the measure of multifractality of real log-returns time-series. The main finding is that the aggregation horizon of the returns can introduce a strong bias effect on the measure of multifractality. This effect can become especially important when returns distributions have power law tails with exponents in the range [2,5]. We discuss the right aggregation horizon to mitigate this bias.

q-fin.ST↗