University of Portsmouth

About: University of Portsmouth is a education organization based out in Portsmouth, Portsmouth, United Kingdom. It is known for research contribution in the topics: Population & Galaxy. The organization has 5452 authors who have published 14256 publications receiving 424346 citations. The organization is also known as: Portsmouth and Gosport School of Science and Art & Portsmouth and Gosport School of Science and the Arts.

ARCH Models for Financial Applications

Abstract: ARCH models for the daily S&P500 log-returns are estimated, whereas the intraday prices comprise the dataset for an ARFIMAX model. Model’s forecasting performance is statistically superior when the CBOE’s VIX index is incorporated as an explanatory variable.

Search for Subsolar-Mass Ultracompact Binaries in Advanced LIGO’s First Observing Run

Abstract: We present a search for subsolar mass ultracompact objects in data obtained during Advanced LIGO’s second observing run. In contrast to a previous search of Advanced LIGO data from the first observing run, this search includes the effects of component spin on the gravitational waveform. We identify no viable gravitational-wave candidates consistent with subsolar mass ultracompact binaries with at least one component between 0.2 M⊙–1.0 M⊙. We use the null result to constrain the binary merger rate of (0.2 M⊙, 0.2 M⊙) binaries to be less than 3.7×105 Gpc-3 yr-1 and the binary merger rate of (1.0 M⊙, 1.0 M⊙) binaries to be less than 5.2×103 Gpc-3 yr-1. Subsolar mass ultracompact objects are not expected to form via known stellar evolution channels, though it has been suggested that primordial density fluctuations or particle dark matter with cooling mechanisms and/or nuclear interactions could form black holes with subsolar masses. Assuming a particular primordial black hole (PBH) formation model, we constrain a population of merging 0.2 M⊙ black holes to account for less than 16% of the dark matter density and a population of merging 1.0 M⊙ black holes to account for less than 2% of the dark matter density. We discuss how constraints on the merger rate and dark matter fraction may be extended to arbitrary black hole population models that predict subsolar mass binaries.