arXiv subjects

Yusuke Uchiyama

Publications and source records attributed to Yusuke Uchiyama.

10 recordsLinked to original sources

arXiv2026

Letter Of Intent for a future $μ^+ \to \mathrm{e}^+ γ$ experiment at the High Intensity Muon Beam facility at PSI

Searches for charged lepton flavor violation in the muon sector stand out among the most sensitive and clean probes for physics beyond the Standard Model. Currently, $μ^+ \to \mathrm{e}^+ γ$ experiments provide the best constraints in this field for a wide range of models while, in the coming years, new experiments investigating the processes of $μ^+ \to \mathrm{e}^+ \mathrm{e}^+ \mathrm{e}^-$ and $μ\to \mathrm{e}$ conversion in the nuclear field are anticipated to reach comparable or higher sensitivities. The High-Intensity Muon Beam (HIMB) facility at PSI, which is expected to deliver muon beam intensities up to two orders of magnitude higher than the existing beam lines, offers a unique opportunity to significantly enhance the sensitivity of $μ^+ \to \mathrm{e}^+ γ$ searches. The discovery potential could be substantially boosted and a sensitivity comparable to that of all the other projects could be reestablished, which is essential for discriminating among competing new-physics scenarios should an observation occur in any of the channels. In this document, we express our interest in developing a $μ^+ \to \mathrm{e}^+ γ$ experimental program at HIMB, with the goal of improving, within the next decade, the sensitivity of the $μ^+ \to \mathrm{e}^+ γ$ search by more than one order of magnitude relative to the expected final result of the current leading experiment, MEG II. This effort would ensure that PSI retains its leadership in this field.

hep-ex↗

arXiv2025

Transformer-Based Approach to Enhance Positron Tracking Performance in MEG II

We developed a Transformer-based pattern recognition method for positron track reconstruction in the MEG II experiment. The model acts as a classifier to remove pileup hits in the MEG II drift chamber, which operates under a high pileup occupancy of 35 - 50 %. The trained model significantly improved hit purity, leading to enhancements in tracking efficiency and resolution by 15 % and 5 %, respectively, at a muon stopping rate of $5\times 10^7 \mu$/sec. This improvement translates into an approximately 10 % increase in the sensitivity of the $\mu\to e\gamma$ branching ratio measurement.

hep-ex↗

arXiv2022

Schrödinger Risk Diversification Portfolio

The mean-variance portfolio that considers the trade-off between expected return and risk has been widely used in the problem of asset allocation for multi-asset portfolios. However, since it is difficult to estimate the expected return and the out-of-sample performance of the mean-variance portfolio is poor, risk-based portfolio construction methods focusing only on risk have been proposed, and are attracting attention mainly in practice. In terms of risk, asset fluctuations that make up the portfolio are thought to have common factors behind them, and principal component analysis, which is a dimension reduction method, is applied to extract the factors. In this study, we propose the Schrödinger risk diversification portfolio as a factor risk diversifying portfolio using Schrödinger principal component analysis that applies the Schrödinger equation in quantum mechanics. The Schrödinger principal component analysis can accurately estimate the factors even if the sample points are unequally spaced or in a small number, thus we can make efficient risk diversification. The proposed method was verified to outperform the conventional risk parity and other risk diversification portfolio constructions.

q-fin.PM↗

arXiv2021

The Search for $μ^+\to e^+ γ$ with 10$^{-14}$ Sensitivity: the Upgrade of the MEG Experiment

The MEG experiment took data at the Paul Scherrer Institute in the years 2009--2013 to test the violation of the lepton flavour conservation law, which originates from an accidental symmetry that the Standard Model of elementary particle physics has, and published the most stringent limit on the charged lepton flavour violating decay $μ^+ \rightarrow {\rm e}^+ γ$: BR($μ^+ \rightarrow {\rm e}^+ γ$) $<4.2 \times 10^{-13}$ at 90% confidence level. The MEG detector has been upgraded in order to reach a sensitivity of $6\times10^{-14}$. The basic principle of MEG II is to achieve the highest possible sensitivity using the full muon beam intensity at the Paul Scherrer Institute ($7\times10^{7}$ muons/s) with an upgraded detector. The main improvements are better rate capability of all sub-detectors and improved resolutions while keeping the same detector concept. In this paper, we present the current status of the preparation, integration and commissioning of the MEG II detector in the recent engineering runs.

hep-ex↗

arXiv2020

TPLVM: Portfolio Construction by Student's $t$-process Latent Variable Model

Optimal asset allocation is a key topic in modern finance theory. To realize the optimal asset allocation on investor's risk aversion, various portfolio construction methods have been proposed. Recently, the applications of machine learning are rapidly growing in the area of finance. In this article, we propose the Student's $t$-process latent variable model (TPLVM) to describe non-Gaussian fluctuations of financial timeseries by lower dimensional latent variables. Subsequently, we apply the TPLVM to minimum-variance portfolio as an alternative of existing nonlinear factor models. To test the performance of the proposed portfolio, we construct minimum-variance portfolios of global stock market indices based on the TPLVM or Gaussian process latent variable model. By comparing these portfolios, we confirm the proposed portfolio outperforms that of the existing Gaussian process latent variable model.

q-fin.PM↗

arXiv2019

Variable coefficient complex Ginzburg-Landau equation

The complex Ginzburg-Landau equation (CGLE) is a general model of spatially extended nonequilibrium systems. In this paper, an analytical method for a variable coefficient CGLE is presented to obtain exact solutions. Variable transformations for space and time variables with coefficient functions yield an imaginary time advection equation related to a complex valued characteristic curve. The variable coefficient CGLE is transformed into the nonlinear Schr{"ø}dinger equation (NLSE) on the complex valued characteristic curve. This result indicates that the analytical solutions of the NLSE generate that of the variable coefficient CGLE.

nlin.SI↗

arXiv2018

A fractional generalized Cauchy process

This paper presents a fractional generalized Cauchy process (FGCP) with an additive and a multiplicative Gaussian white noise for describing subordinated anomalous fluctuations. The FGCP displays intermittent dynamics during random time durations, whose analytical representation is given by the It$\hat{\rm o}$ stochastic integral. The associated probability density function is given by the Tsallis $q$-Gaussian distribution at the stationary state. The method of fractional Feynman-Kac formula shows that weak ergodicity breaking of the FGCP depends on the existence of the subordinator and/or the divergence of variance.

cond-mat.stat-mech↗

arXiv2018

Complex Valued Risk Diversification

Risk diversification is one of the dominant concerns for portfolio managers. Various portfolio constructions have been proposed to minimize the risk of the portfolio under some constrains including expected returns. We propose a portfolio construction method that incorporates the complex valued principal component analysis into the risk diversification portfolio construction. The proposed method is verified to outperform the conventional risk parity and risk diversification portfolio constructions.

q-fin.PM↗

arXiv2018

Superstatistics with cut-off tails for financial time series

Financial time series have been investigated to follow fat-tailed distributions. Further, an empirical probability distribution sometimes shows cut-off shapes on its tails. To describe this stylized fact, we incorporate the cut-off effect in superstatistics. Then we confirm that the presented stochastic model is capable of describing the statistical properties of real financial time series. In addition, we present an option pricing formula with respect to superstatistics.

q-fin.ST↗

arXiv2014

Development of High Precision Timing Counter Based on Plastic Scintillator with SiPM Readout

High-time-resolution counters based on plastic scintillator with silicon photomultiplier (SiPM) readout have been developed for applications to high energy physics experiments for which relatively large-sized counters are required. We have studied counter sizes up to $120\times40\times5$ mm^3 with series connection of multiple SiPMs to increase the sensitive area and thus achieve better time resolution. A readout scheme with analog shaping and digital waveform analysis is optimized to achieve the highest time resolution. The timing performance is measured using electrons from a Sr-90 radioactive source, comparing different scintillators, counter dimensions, and types of near-ultraviolet sensitive SiPMs. As a result, a resolution of $σ=42 \pm 2$ ps at 1 MeV energy deposition is obtained for counter size $60\times 30 \times 5$ mm^3 with three SiPMs ($3\times3$ mm^2 each) at each end of the scintillator. The time resolution improves with the number of photons detected by the SiPMs. The SiPMs from Hamamatsu Photonics give the best time resolution because of their high photon detection efficiency in the near-ultraviolet region. Further improvement is possible by increasing the number of SiPMs attached to the scintillator.

physics.ins-det↗