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We propose a novel algorithm for efficiently computing a sparse directed adjacency matrix from a group of time series following a causal graph process. Our solution is scalable for both dense and sparse graphs and automatically selects the LASSO coefficient to obtain an appropriate number of edges in the adjacency matrix. Current state-of-the-art approaches rely on sparse-matrix-computation libraries to scale, and either avoid automatic selection of the LASSO penalty coefficient or rely on the prediction mean squared error, which is not directly related to the correct number of edges. Instead, we propose a cyclical coordinate descent algorithm that employs two new non-parametric error metrics to automatically select the LASSO coefficient. We demonstrate state-of-the-art performance of our algorithm on simulated stochastic block models and a real dataset of stocks from the S\&P$500$., Comment: 11 pages, 6 figures, 2 tables

The econometric challenge of finding sparse mean reverting portfolios based on a subset of a large number of assets is well known. Many current state-of-the-art approaches fall into the field of co-integration theory, where the problem is phrased in terms of an eigenvector problem with sparsity constraint. Although a number of approximate solutions have been proposed to solve this NP-hard problem, all are based on relatively simple models and are limited in their scalability. In this paper we leverage information obtained from a heterogeneous simultaneous graphical dynamic linear model (H-SGDLM) and propose a novel formulation of the mean reversion problem, which is phrased in terms of a quasi-convex minimisation with a normalisation constraint. This new formulation allows us to employ a cyclical coordinate descent algorithm for efficiently computing an exact sparse solution, even in a large universe of assets, while the use of H-SGDLM data allows us to easily control the required level of sparsity. We demonstrate the flexibility, speed and scalability of the proposed approach on S\&P$500$, FX and ETF futures data., Comment: 17 pages, 7 Figures

We propose a heterogeneous simultaneous graphical dynamic linear model (H-SGDLM), which extends the standard SGDLM framework to incorporate a heterogeneous autoregressive realised volatility (HAR-RV) model. This novel approach creates a GPU-scalable multivariate volatility estimator, which decomposes multiple time series into economically-meaningful variables to explain the endogenous and exogenous factors driving the underlying variability. This unique decomposition goes beyond the classic one step ahead prediction; indeed, we investigate inferences up to one month into the future using stocks, FX futures and ETF futures, demonstrating its superior performance according to accuracy of large moves, longer-term prediction and consistency over time., Comment: 59 pages, 14 figures, 2 tables

We have studied NpPdSn by means of the heat capacity, electrical resistivity, Seebeck and Hall effect, $^{237}$Np M\"{o}ssbauer spectroscopy, and neutron diffraction measurements in the temperature range 2-300 K and under magnetic fields up to 14 T. NpPdSn orders antiferromagnetically below the N\'eel temperature $T_N$ = 19 K and shows localized magnetism of Np$^{3+}$ ion with a a doubly degenerate ground state. In the magnetic state the electrical resistivity and heat capacity are characterized by electron-magnon scattering with spin-waves spectrum typical of anisotropic antiferromagnets. An enhanced Sommerfeld coefficient and typical behavior of magnetorestistivity, Seebeck and Hall coefficients are all characteristic of systems with strong electronic correlations. The low temperature antiferromagnetic state of NpPdSn is verified by neutron diffraction and $^{237}$Np M\"{o}ssbauer spectroscopy and possible magnetic structures are discussed., Comment: Accepted for publication in Physical Review Materials (June 7, 2018)

We have measured X-ray magnetic circular dichroism (XMCD) spectra at the Pu $M_{4,5}$ absorption edges from a newly-prepared high-quality single crystal of the heavy fermion superconductor $^{242}$PuCoGa$_{5}$, exhibiting a critical temperature $T_{c} = 18.7~{\rm K}$. The experiment probes the vortex phase below $T_{c}$ and shows that an external magnetic field induces a Pu 5$f$ magnetic moment at 2 K equal to the temperature-independent moment measured in the normal phase up to 300 K by a SQUID device. This observation is in agreement with theoretical models claiming that the Pu atoms in PuCoGa$_{5}$ have a nonmagnetic singlet ground state resulting from the hybridization of the conduction electrons with the intermediate-valence 5$f$ electronic shell. Unexpectedly, XMCD spectra show that the orbital component of the $5f$ magnetic moment increases significantly between 30 and 2 K; the antiparallel spin component increases as well, leaving the total moment practically constant. We suggest that this indicates a low-temperature breakdown of the complete Kondo-like screening of the local 5$f$ moment., Comment: Accepted for publication in Phys. Rev. Lett., prl.aps.org

We report here low temperature magnetization isotherms for the single molecule magnet, $(UO_2-L)_3$. By analyzing the low temperature magnetization in terms of $M= X_1*B + X_3*B^3$ we extract the linear susceptibility $X_1$ and the leading order nonlinear susceptibility $X_3$. We find that $X_1$ exhibits a peak at a temperature of $T_1=10.4 K$ with $Chi_3$ also exhibiting a peak but at a reduced temperature $T3 = 5 K$. At the lowest temperatures the isotherms exhibit a critical field $B_c = 11.5 T$ marked by a clear point of inflection. A minimal Hamiltonian employing S=1 (pseudo) spins with only a single energy scale (successfully used to model the behavior of bulk f-electron metamagnets) is shown to provide a good description of the observed linear scaling between $T_1, T_3$ and $B_c$. We further show that a Heisenberg Hamiltonian previously employed by Carretta et al. (2013 J. Phys.Cond. Matt. 25 486001) to model this single molecule magnet gives formulas for the angle averaged susceptibilities (in the Ising limit) very similar to those of the minimal model.

We have performed high-resolution powder x-ray diffraction measurements on a sample of $^{242}$PuCoGa$_{5}$, the heavy-fermion superconductor with the highest critical temperature $T_{c}$ = 18.7 K. The results show that the tetragonal symmetry of its crystallographic lattice is preserved down to 2 K. Marginal evidence is obtained for an anomalous behaviour below $T_{c}$ of the $a$ and $c$ lattice parameters. The observed thermal expansion is isotropic down to 150 K, and becomes anisotropic for lower temperatures. This gives a $c/a$ ratio that decreases with increasing temperature to become almost constant above $\sim$150 K. The volume thermal expansion coefficient $\alpha_{V}$ has a jump at $T_{c}$, a factor $\sim$20 larger than the change predicted by the Ehrenfest relation for a second order phase transition. The volume expansion deviates from the curve expected for the conventional anharmonic behaviour described by a simple Gr\"{u}neisen-Einstein model. The observed differences are about ten times larger than the statistical error bars but are too small to be taken as an indication for the proximity of the system to a valence instability that is avoided by the superconducting state., Comment: 6 pages, 4 figures

Polycrystalline samples of A$_x$V$_2$Al$_{20}$ (A = Ce, Th, U, Np, Pu; 0.7 =< x =< 1.0) actinide intermetallics were synthesized using the arc-melting method. Crystal structure studies were performed by means of powder x-ray diffraction and the Rietveld refinement method. All studied compounds crystallize in the CeCr$_{2}$Al$_{20}$-type structure (space group Fd-3m, no. 227) with the actinide or Ce atom located in the oversized cage formed by Al atoms. Comparison of the crystallographic results with the reported data for LnV$_{2}$Al$_{20}$ (Ln = lanthanoids) counterparts reveals distinctly different behavior of the lanthanide- and actinide-bearing compounds. This difference is suggested to be caused by fairly localized character of the 4f electrons, whereas itinerant character of the 5f electrons is likely seen for U- and Np-containing phases. Magnetic susceptibility and specific heat measurements did not reveal any magnetic ordering in U$_{0.8}$V$_{2}$Al$_{20}$, Np$_{0.8}$V$_{2}$Al$_{20}$ and Pu$_{0.8}$V$_{2}$Al$_{20}$ down to 2.5 K. A small anomaly in low-temperature specific heat of Ce$_{0.8}$V$_{2}$Al$_{20}$, U$_{0.8}$V$_{2}$Al$_{20}$, and Np$_{0.8}$V$_{2}$Al$_{20}$ is observed, likely arising from a low-energy Einstein mode., Comment: 7 pages, 6 figures

We present measurements of the thermoelectric power of the plutonium-based unconventional superconductor PuCoGa$_{5}$. The data is interpreted within a phenomenological model for the quasiparticle density of states of intermediate valence systems and the results are compared with results obtained from photoemission spectroscopy. The results are consistent with intermediate valence nature of 5$f$-electrons, furthermore, we propose that measurements of the Seebeck coefficient can be used as a probe of density of states in this material, thereby providing a link between transport measurements and photoemission in strongly correlated materials. We discuss these results and their implications for the electronic structure determination of other strongly correlated systems, especially actinide materials., Comment: Accepted for publication in Phys. Rev. B (October 24, 2016)

The substitution of gallium by aluminum, germanium, tin and indium in PuCoGa5, the actinide-based superconductor with the highest critical temperature, has been investigated. Only systems with 20% substitution by Al and Ge (i.e. PuCoGa4Al and PuCoGa4Ge) have been successfully synthesized by annealing arc-melted samples. X-ray powder diffraction refinements indicate an enhanced c/a ratio in these two compounds but the magnetic susceptibility measurements reveal a large reduction of the critical temperature Tc compared to PuCoGa5. DFT+ED calculations indicate significant changes in the Fermi surface, probably related to the decrease of Tc, in these compounds. In addition, the isotopic effect of the atomic mass of gallium, using 69Ga and 71Ga isotopes, was also investigated without observable influence on the critical temperature of PuCoGa5., Comment: 11 figures

Two transuranium metal boron carbides, NpB2C and PuB2C have been synthesized by argon arc melting. The crystal structures of the {Np,Pu}B2C compounds were determined from single crystal X-ray data to be isotypic with the ThB2C-type (space group R3m, a = 0.6532(2) nm; c = 1.0769(3) nm for NpB2C and a = 0.6509(2) nm; c = 1.0818(3) nm for PuB2C; Z=9). Physical properties have been derived from polycrystalline bulk material in the temperature range from 2 K to 300 K and in magnetic fields up to 9 T. Magnetic susceptibility and heat capacity data indicate the occurrence of antiferromagnetic ordering for NpB2C with a Neel temperature T_N = 68 K. PuB2C is a Pauli paramagnet most likely due to a strong hybridisation of s(p,d) electrons with the Pu-5f states. A pseudo-gap, as concluded from the Sommerfeld value and the electronic transport, is thought to be a consequence of the hybridisation. The magnetic behaviour of {Np,Pu}B2C is consistent with the criterion of Hill.

We present bulk property measurements of NpIr, a newly synthesized member of the Np-Ir binary phase diagram, which is isostructural to the non-centrosymmetric pressure-induced ferromagnetic superconductor UIr. Magnetic susceptibility, electronic transport properties at ambient and high pressure, and heat capacity measurements have been performed for temperature T = 0.55 - 300 K, in a range of magnetic fields up to 14 T and under pressures up to 17.3 GPa. These reveal that NpIr is a moderately heavy fermion Kondo system with strong antiferromagnetic interactions, but there is no evidence of any phase transition down to 0.55 K or at the highest pressure achieved. Experimental results are compared with ab initio calculations of the electronic band structure and lattice heat capacity. An extremely low lattice thermal conductivity is predicted for NpIr at temperatures above 300 K., Comment: 11 pages, 10 figures, accepted for publication in Phys Rev B

Trivalent americium has a non-magnetic ($J$ = 0) ground state arising from the cancelation of the orbital and spin moments. However, magnetism can be induced by a large molecular field if Am$^{3+}$ is embedded in a ferromagnetic matrix. Using the technique of x-ray magnetic circular dichroism, we show that this is the case in AmFe$_2$. Since $\langle J_z \rangle$ = 0, the spin component is exactly twice as large as the orbital one, the total Am moment is opposite to that of Fe, and the magnetic dipole operator $\langle T_{z} \rangle$ can be determined directly; we discuss the progression of the latter across the actinide series., Comment: 6 pages, 5 figures to be published in Physical Review Letters (2015)

Electrical resistivity \rho(T) of the 5f ferromagnet UGa2 was investigated for single-crystal samples as a function of pressure and magnetic field. The Curie temperature monotonously increases from T$_{C}$ = 124 K under quasi-hydrostatic pressure up to 154 K at p = 14.2 GPa, after which it turns down steeply and reaches T$_{C}$ = 147 K at p = 15.2 GPa. At 20 GPa the compound is already non-magnetic. This dramatic variation is compatible with exchange interactions mediated by the 5f hybridization with the non-f states. The external pressure first enhances the exchange coupling of the 5f moments, but eventually suppresses the order by washing out the 5f moments. Such a two-band model is adequate for the weakly delocalized 5f states. The spin-disorder resistivity, which produces very high \rho-values (300 \mu\Omega.cm) is gradually suppressed by the pressure. In the paramagnetic state, this leads to a crossover from initial negative to positive d\rho/dT., Comment: 16 pages, 9 figures, regular article

Polycrystalline HfPd2Al has been synthesized using the arc-melting method and studied under ambient pressure conditions by x-ray diffraction from room temperature up to 450^oC. High pressure x-ray diffraction up to 23 GPa was also performed using Diacell-type membrane diamond anvil cells. The estimated linear thermal expansion coefficient was found to be {\alpha} = 1.40(3)x10^{-5} K^{-1}, and the bulk modulus derived from the fit to the 3rd order Birch-Murnaghan EOS (BMEOS) is B0 = 97(2) GPa. Resistivity studies under applied pressure (p < 7.49 GPa) showed a linear decrease of superconducting critical temperature with increasing pressure and the slope dTc/dp = -0.13(1) K GPa^{-1}. The same behavior is observed for the electron-phonon coupling constant {\lambda_{ep}}(p) that changes from 0.67 to 0.6, estimated for p = 0.05 GPa and 7.49 GPa, respectively. First principles electronic structure and phonon calculation results are presented and used to estimate the magnitude of electron-phonon interaction {\lambda_{ep}} and its evolution with pressure. Theoretical results explain the experimentally observed decrease in Tc due to considerable lattice stiffening., Comment: 10 figures

In this study we report the results of study of novel ternary $Np_2PtGa_3$ compound. The x-ray-powder diffraction analysis reveals that the compound crystallizes in the orthorhombic CeCu$_2$-type crystal structure (space group Imma) with lattice parameters $a$ = 0.4409(2) nm, $b$ = 0.7077(3) nm and $c$ = 0.7683(3) nm at room temperature. The measurements of dc magnetization, specific heat and electron transport properties in the temperature range 1.7 - 300 K and in magnetic fields up to 9 T imply that this intermetallic compound belongs to a class of ferromagnetic Kondo systems. The Curie temperature of $T_C \sim$ 26 K is determined from the magnetization and specific heat data. An enhanced coefficient of the electronic specific heat of $\gamma$ = 180 mJ/(mol at. Np K$^2$) and -ln\T dependence of the electrical resistivity indicate the presence of Kondo effect, which can be described in terms of the S = 1 underscreened Kondo-lattice model. The estimated Kondo temperature $T_K \sim$ 24 K, Hall mobility of $\sim$ 16.8 cm$^2$/Vs and effective mass of $\sim$ 83 $m_e$ are consistent with assumption that the heavy-fermion state develops in $Np_2PtGa_3$ at low temperatures. We compare the observed properties of $Np_2PtGa_3$ to that found in $Np_2PtGa_3$ and discuss their difference in regard to change in the exchange interaction between the conduction and localized 5f electrons. We have used the Fermi wave vector $k_F$ to evaluate the Rudermann-Kittel-Kasuya-Yosida (RKKY) exchange. Based on experimental data of the (U, Np)$_2$(Pd, Pt)Ga$_3$ compounds we suggest that the evolution of the magnetic ground states in these actinide compounds can be explained within the RKKY formalism., Comment: 10 pages, 13 figures, Phys. Rev. B

We present the result of an extended experimental characterization of the hexagonal intermetallic Haucke compound NpNi$_{5}$. By combining macroscopic and shell-specific techniques, we determine the 5$f$-shell occupation number $n_f$ close to 4 for the Np ions, together with orbital and spin components of the ordered moment in the ferromagnetic phase below T$_C$ = 16 K ($\mu_{S}$ = -1.88~$\mu_{B}$ and $\mu_{L}$ = 3.91~$\mu_{B}$). The apparent coexistence of ordered and disordered phases observed in the M\"{o}ssbauer spectra is explained in terms of slow relaxation between the components of a quasi-triplet ground state. The ratio between the expectation value of the magnetic dipole operator and the spin magnetic moment ($3\langle T_{z}\rangle/ \langle S_{z}\rangle$ = +1.43) is positive and large, suggesting a localized character of the 5$f$ electrons. The angular part of the spin-orbit coupling ($\langle\vec{\ell}\cdot\vec{s}\rangle$ = -5.55) is close to the value of -6.25 calculated for trivalent Np ions in intermediate coupling approximation. The results are discussed against the prediction of first-principle electronic structure calculations based on the spin-polarized local spin density approximation plus Hubbard interaction, and of a mean field model taking into account crystal field and exchange interactions., Comment: Accepted manuscript, to be published in Phys. Rev. B http://prb.aps.org