Tootfinder

exoALMA. XVIII. Interpreting large scale kinematic structures as moderate warping
Andrew J. Winter, Myriam Benisty, Andr\'es F. Izquierdo, Giuseppe Lodato, Richard Teague, Carolin N. Kimmig, Sean M. Andrews, Jaehan Bae, Marcelo Barraza-Alfaro, Nicol\'as Cuello, Pietro Curone, Ian Czekala, Stefano Facchini, Daniele Fasano, Cassandra Hall, Caitlyn Hardiman, Thomas Hilder, John D. Ilee, Misato Fukagawa, Cristiano Longarini, Fran\c{c}ois M\'enard, Ryuta Orihara, Christophe Pint…

exoALMA. XVIII. Interpreting large scale kinematic structures as moderate warping
The exoALMA program gave an unprecedented view of the complex kinematics of protoplanetary disks, revealing diverse structures that remain poorly understood. We show that moderate disk warps ($\sim 0.5-2^\circ$) can naturally explain many of the observed large-scale velocity features with azimuthal wavenumber $m = 1$. Using a simple model, we interpret line-of-sight velocity variations as changes in the projected Keplerian rotation caused by warping of the disk. While not a unique explanation, …

Quantum Executor: A Unified Interface for Quantum Computing
Giuseppe Bisicchia, Alessandro Bocci, Antonio Brogi
https://arxiv.org/abs/2507.07597 https://…

Quantum Executor: A Unified Interface for Quantum Computing
As quantum computing evolves from theoretical promise to practical deployment, the demand for robust, portable, and scalable tools for quantum software experimentation is growing. This paper introduces Quantum Executor, a backend-agnostic execution engine designed to orchestrate quantum experiments across heterogeneous platforms. Quantum Executor provides a declarative and modular interface that decouples experiment design from backend execution, enabling seamless interoperability and code reus…

Dependency Network-Based Portfolio Design with Forecasting and VaR Constraints
Zihan Lin, Haojie Liu, Randall R. Rojas
https://arxiv.org/abs/2507.20039 https://

Dependency Network-Based Portfolio Design with Forecasting and VaR Constraints
This study proposes a novel portfolio optimization framework that integrates statistical social network analysis with time series forecasting and risk management. Using daily stock data from the S&P 500 (2020-2024), we construct dependency networks via Vector Autoregression (VAR) and Forecast Error Variance Decomposition (FEVD), transforming influence relationships into a cost-based network. Specifically, FEVD breaks down the VAR's forecast error variance to quantify how much each stock's shock…

SO emission in the dynamically perturbed protoplanetary disks around CQ Tau and MWC 758
Francesco Zagaria, Haochang Jiang, Gianni Cataldi, Stefano Facchini, Myriam Benisty, Yuri Aikawa, Sean Andrews, Jaehan Bae, Marcelo Barraza-Alfaro, Pietro Curone, Ian Czekala, Daniele Fasano, Cassandra Hall, Iain Hammond, Jane Huang, John D. Ilee, Andr\'es F. Izquierdo, Jensen Lawrence, Giuseppe Lodato, Fran\c{c}ois M\'enard, Christophe Pinte, Giovanni P. Rosotti, Jochen Stadler, Richard Tea…

SO emission in the dynamically perturbed protoplanetary disks around CQ Tau and MWC 758
We report the serendipitous detection of the SO $J_N=6_5-5_4$ (219.949 GHz) rotational transition in archival Atacama Large Millimeter/submillimeter Array (ALMA) observations of the spiral hosting protoplanetary disks around CQ Tau (with $\approx4.9σ$ significance) and MWC 758 (with $\approx3.4σ$ significance). In the former, the SO emission comes in the shape of a ring, arises from the edge of the continuum cavity, and is qualitatively consistent, at the currently available spectral resoluti…

Can Limited Liability Increase Stability for Banks: A Dynamic Portfolio Approach
Deb Narayan Barik, Siddhartha P. Chakrabarty
https://arxiv.org/abs/2507.16494 https://

Can Limited Liability Increase Stability for Banks: A Dynamic Portfolio Approach
We present a novel approach for the bank's decision problem, incorporating Limited Liability in the objective function. Accordingly, we consider continuous time models, with and without Limited Liability. We compare the solutions of these two models to demonstrate the effect of inclusion of Limited Liability. To solve the problem with the objective function incorporating Limited Liability, we approximate the payoff function to another set of functions for which we have closed-form solutions. Th…