Modelling of and empirical studies on portfolio choice, option pricing, and credit risk

NARCIS (Netherlands)

Polbennikov, S.Y.

2005-01-01

This thesis develops and applies a statistical spanning test for mean-coherent regular risk portfolios. Similarly in spirt to Huberman and Kandel (1987), this test can be implemented by means of a simple semi-parametric instrumental variable regression, where instruments have a direct link with a

Effect of nanoclay on the nonisothermal crystallization of poly(propylene) and its blend with poly[(butylene succinate)-co-adipate

CSIR Research Space (South Africa)

Bandyopadhyay, J

2012-05-01

Full Text Available and nanoclay modified PP/PBSA blend composite samples was evaluated by using Kissinger and Augis-Bennett methods. The results showed that the absolute value of the activation energy for the PP matrix crystallization was increased in the case of PP/PBSA blend...

Translations of JEN-MIN JIH-PAO Articles on Sociological and Economic Subjects

Science.gov (United States)

1960-06-23

atmosphere filled, with fiery enthusiasm and the spirit of realism . kchie ver/ients At fcributabie_to_Poli^ios^SBjirning Taking for example the...but also gradually achieved good -quality. The stage play is different from the cinematic film. At the beginning of its performance, there might...forward the combination of revolutionary realism with revolutionary romaticism, &t-<x this is a creative method’which is in keeping with the spirt

Graphical modelling software in R - status

DEFF Research Database (Denmark)

Detlefsen, Claus; Højsgaard, Søren; Lauritzen, Steffen L

2007-01-01

Graphical models in their modern form have been around for nearly a quarter of a century.  Various computer programs for inference in graphical models have been developed over that period. Some examples of free software programs are BUGS (Thomas 1994), CoCo (Badsberg2001), Digram (Klein, Keiding......, and Kreiner 1995), MIM (Edwards  2000), and Tetrad (Glymour, Scheines, Spirtes, and Kelley 1987). The gR initiative (Lauritzen 2002) aims at making graphical models available in R (R Development Core Team 2006). A small grant from the Danish Science Foundation supported this initiative. We will summarize...... the results of the initiative so far. Specifically we will illustrate some of the R packages for graphical modelling currently on CRAN and discuss their strengths and weaknesses....

INTRODUCTION OF LEAN MANUFACTURING PHILOSOPHY BY KAIZEN EVENT: CASE STUDY ON A METALMECHANICAL INDUSTRY

Directory of Open Access Journals (Sweden)

Vinicius Mitsuo Kojima Campos

2016-03-01

Full Text Available The competitive scenario requires organizational strategies increasingly elaborated, creating the need of companies to structure their management models in order to absorb these conflicts generated by competition. The manufacturing area is financially affecting deeply the company's results, thus process improvement comes as the organization's survival guideline, and the rationalization of waste without the need for high investments, shown a great competitive alternative. The application of Kaizen event seeks to measure the benefits generated by the implementation of the philosophy of lean manufacturing, working setup aspects of machinery, the manufacturing process flow, reduced delivery lead-time and inventory process. The Kaizen Blitz was applied in a production cell of stamping and spirt processes. The obtained major improvements have been the reduction of machine setup time, reducing lead-time of item processing, the material flow within the production cell, and creating conditions for a more flexible management of the production schedule.

Comércio e serviços em áreas urbanas de génese ilegal. O caso da Quinta do Conde (Sesimbra – Portugal

Directory of Open Access Journals (Sweden)

Ricardo Tomé

2014-06-01

Full Text Available TRADE AND SERVICES IN URBAN AREAS DEVELOPED ILLEGALLY: THE CASE OF QUINTA DO CONDE (SESIMBRA, PORTUGAL. During the second half of the 20th century there was a massive surge of illegal building in the metropolitan areas of Lisbon and Oporto. Houses were built without the proper licenses issued by the Municipalities that are also responsible for the supervision of constructions by private individuals. As a result of the building illegal nature, good urban planning practices were not taken into account; this led to problems in urban space and compromised its organization and evolution. Quinta do Conde (Sesimbra was an Urban Area developped illegaly (AUGI, the Portuguese acronym, whose first allotments were made in the 1960s. However, several factors have contributed to enhance its appeal, generating intense, constructive and functional population dynamics. The offer of trade and services exhibited deep changes since its inception, shifting from a business predominantly associated with food trade and construction, which had an incipient structure and familial organisation, to a more diversified product range, some of which quite specialised, in a more structured urban environment.

Non-isothermal crystallization kinetics of Fe{sub 2}O{sub 3}–CaO–SiO{sub 2} glass containing nucleation agent P{sub 2}O{sub 5}/TiO{sub 2}

Energy Technology Data Exchange (ETDEWEB)

Li, Bin, E-mail: stra-ceo@163.com; Wang, Yongya; Luo, Wenqin; Li, Jingfen [Huzhou University, Department of Material Chemistry (China); Li, Jianyou [Huzhou Central Hospital, Orthopedic Department (China)

2017-03-15

Fe{sub 2}O{sub 3}–CaO–SiO{sub 2} glass ceramics containing nucleation agent P{sub 2}O{sub 5}/TiO{sub 2} were prepared by sol-gel method. The samples were characterized by X-ray diffraction (XRD) and differential scanning calorimetry (DSC). The activation energy and kinetic parameters for crystallization of the samples were calculated by the Johnson-Mehi-Avrami (JMA) model and Augis-Bennett method according to the results of DSC. The results showed that the crystallization mechanism of Fe{sub 2}O{sub 3}–CaO–SiO{sub 2} glass, whose non-isothermal kinetic parameter n = 2.3, was consistent with surface crystallization of the JMA model. The kinetics model function of Fe{sub 2}O{sub 3}–CaO–SiO{sub 2} glass, f(α) = 2.3(1–α)[–ln(1–α)]{sup 0.57}, was also obtained. The addition of nucleation agent P{sub 2}O{sub 5}/TiO{sub 2} could reduce the activation energy, which made the crystal growth modes change from onedimensional to three-dimensional.

Investigation of Partially Crystalline Zr77Ni23 Metallic Glass

Directory of Open Access Journals (Sweden)

Amra Salčinović Fetić

2016-08-01

Full Text Available This paper presents the results of an extensive research of partially crystalline Zr77Ni23 metallic glass (indicated numbers refer to atomic percentages. The partially crystalline Zr77Ni23 samples were prepared by melt-spinning using a device constructed in the Metal Physics Laboratory, Faculty of Science in Sarajevo. XRD pattern shows crystalline peaks which correspond to an orthorhombic structure of Zr3Ni superimposed on an amorphous pattern. Homogeneity and chemical composition were investigated using scanning electron microscopy (SEM and energy-dispersive X-ray spectroscopy (EDX. Crystallization was studied by differential scanning calorimetry (DSC. DSC analysis indicated a simple thermally activated process. Overall activation energy of the crystallization was calculated using Kissinger's model for nonisothermal process and compared with those given by the Augis-Bennett model. By monitoring of the electrical resistance in the temperature range 80 – 270 K a small and negative thermal coefficient of electrical resistance was observed. This means that electrical resistance varies slightly with temperature and it makes this metallic glass suitable for application in electronic circuits for which this property is an important requirement.

Crystallization kinetics, glass transition kinetics, and thermal stability of Se70-xGa30Inx (x=5, 10, 15, and 20) semiconducting glasses

International Nuclear Information System (INIS)

Imran, Mousa M.A.

2011-01-01

Crystallization and glass transition kinetics of Se 70-x Ga 30 In x (x=5, 10, 15, and 20) semiconducting chalcogenide glasses were studied under non-isothermal condition using a Differential Scanning Calorimeter (DSC). DSC thermograms of the samples were recorded at four different heating rates 5, 10, 15, and 20 K/min. The variation of the glass transition temperature (T g ) with the heating rate (β) was used to calculate the glass transition activation energy (E t ) using two different models. Meanwhile, the variation of the peak temperature of crystallization (T p ) with β was utilized to deduce the crystallization activation energy (E c ) using Kissinger, Augis-Bennet, and Takhor models. Results reveal that E t decreases with increasing In content, while both T g and E c exhibit the opposite behavior, and the crystal growth occurs in one dimension. The variation of these thermal parameters with the average coordination number was also discussed, and the results were interpreted in terms of the type of bonding that In makes with Se. Assessment of thermal stability and glass forming ability (GFA) was carried out on the basis of some quantitative criteria and the results indicate that thermal stability is enhanced while the crystallization rate is reduced with the addition of In to Se-Ga glass. -- Research highlights: → Addition of In to Se-Ga glass decreases the glass transition activation energy. → The crystallization rate in Se-Ga-In glass is reduced as In content increases. → The crystal growth in Se-Ga-In glass occurs in one dimension. → Thermal properties of Se-Ga-In glass indicate a shift in Phillips-Thorpe threshold.

TiO2 effect on crystallization mechanism and physical properties of nano glass-ceramics of MgO-Al2O3-SiO2 glass system.

Science.gov (United States)

Jo, Sinae; Kang, Seunggu

2013-05-01

The effect of TiO2 on the degree of crystallization, thermal properties and microstructure for MgO-Al2O3-SiO2 glass-ceramics system containing 0-13 wt% TiO2 and 0-1.5 wt% B2O3 in which the cordierite is the main phase was studied. Using Kissinger and Augis-Bennett equations, the activation energy, 510 kJ/mol and Avrami constant, 1.8 were calculated showing the surface-oriented crystallization would be preferred. The alpha-cordierite phase was generated in the glass-ceramics of containing TiO2 of 0-5.6 wt%. However, for the glass-ceramics of TiO2 content above 7 wt%, an alpha-cordierite disappeared and micro-cordierite phase was formed. The glass-ceramics of no TiO2 added had spherical crystals of few tens nanometer size spread in the matrix. As TiO2 content increased up to 5.6 wt%, a lump of dendrite was formed. In the glass-ceramics containing TiO2 7-13 wt%, in which the main phase is micro-cordierite, the dendrite crystal disappeared and a few hundred nanometer sized crystal particles hold tightly each other were generated. The thermal conductivity of glass-ceramics of both a-cordierite and micro-cordierite base decreased with TiO2 contend added. The thermal conductivity of glass-ceramics of 1.5 wt% TiO2 added was 3.4 W/mK which is 36% higher than that of glass-ceramics of no TiO2 added. The sintering temperature for 1.5 wt% TiO2 glass-ceramics was 965 degrees C which could be concluded as to apply to LTCC process for LED packaging.

TH-CD-201-08: Flexible Dosimeter Bands for Whole-Body Dosimetry

Energy Technology Data Exchange (ETDEWEB)

Kim, T; Fahimian, B; Pratx, G [Department of Radiation Oncology, Stanford University, Palo Alto, CA (United States)

2016-06-15

Purpose: The two commonly used radiotherapy techniques are total body irradiation (TBI) and the total skin irradiation (TSI). In order to ensure the accuracy of the prescription beams, the dose received throughout the entire body must be checked using dosimetry. However, the available number of data points is limited as the dosimeters are manually placed on the patient. We developed a flexible and wearable dosimeter that can collect 1D continuous dose information around the peripheral of the patients’ body, including areas obscured from the beam path. Methods: The flexible dosimeter bands are fabricated by embedding storage phosphor powders in a thin layer of non-toxic silicone based elastomer (PDMS). An additional elastomer layer is formed on top of the phosphor layer to provide additional mechanical support for the dosimeter. Once the curing process is complete, the dosimeter is cut into multiple bands and rolled into spools prior to use. Results: The dose responses are tested using a preclinical cabinet X-ray system, where the readout is performed with a storage phosphor reader. Results show that the dose calibration factor is ∼1400 (A.U./Gy) from the beam center. Also, 1-D dose distribution experiment was performed in water phantoms, where preliminary results demonstrate that the dose in water is indeed attenuated compared to in air. Conclusion: Dose response and high-resolution 1-D dosimetry is demonstrated using the flexible dosimeters. By providing a detailed spatial description of the beam dose profile, we expect that the dosimeter bands may aid in enhancing the current existing modality in dosimetry. Since the dosimeter is flexible (can retract back to its original length), they can be comfortably worn around the patient. Potentially, multiple 1-D dose information can be stitched together and extrapolated to provide a coarse 3-D image of the dose distribution. This work was supported by funding from the Cutaneous Lymphoma Foundation under the CLARIONS

Protocol for a multicentre, prospective, population-based cohort study of variation in practice of cholecystectomy and surgical outcomes (The CholeS study).

Science.gov (United States)

Vohra, Ravinder S; Spreadborough, Philip; Johnstone, Marianne; Marriott, Paul; Bhangu, Aneel; Alderson, Derek; Morton, Dion G; Griffiths, Ewen A

2015-01-12

Cholecystectomy is one of the most common general surgical operations performed. Despite level one evidence supporting the role of cholecystectomy in the management of specific gallbladder diseases, practice varies between surgeons and hospitals. It is unknown whether these variations account for the differences in surgical outcomes seen in population-level retrospective data sets. This study aims to investigate surgical outcomes following acute, elective and delayed cholecystectomies in a multicentre, contemporary, prospective, population-based cohort. UK and Irish hospitals performing cholecystectomies will be recruited utilising trainee-led research collaboratives. Two months of consecutive, adult patient data will be included. The primary outcome measure of all-cause 30-day readmission rate will be used in this study. Thirty-day complication rates, bile leak rate, common bile duct injury, conversion to open surgery, duration of surgery and length of stay will be measured as secondary outcomes. Prospective data on over 8000 procedures is anticipated. Individual hospitals will be surveyed to determine local policies and service provision. Variations in outcomes will be investigated using regression modelling to adjust for confounders. Research ethics approval is not required for this study and has been confirmed by the online National Research Ethics Service (NRES) decision tool. This novel study will investigate how hospital-level surgical provision can affect patient outcomes, using a cross-sectional methodology. The results are essential to inform commissioning groups and implement changes within the National Health Service (NHS). Dissemination of the study protocol is primarily through the trainee-led research collaboratives and the Association of Upper Gastrointestinal Surgeons (AUGIS). Individual centres will have access to their own results and the collective results of the study will be published in peer-reviewed journals and presented at relevant

TH-CD-201-08: Flexible Dosimeter Bands for Whole-Body Dosimetry

International Nuclear Information System (INIS)

Kim, T; Fahimian, B; Pratx, G

2016-01-01

Purpose: The two commonly used radiotherapy techniques are total body irradiation (TBI) and the total skin irradiation (TSI). In order to ensure the accuracy of the prescription beams, the dose received throughout the entire body must be checked using dosimetry. However, the available number of data points is limited as the dosimeters are manually placed on the patient. We developed a flexible and wearable dosimeter that can collect 1D continuous dose information around the peripheral of the patients’ body, including areas obscured from the beam path. Methods: The flexible dosimeter bands are fabricated by embedding storage phosphor powders in a thin layer of non-toxic silicone based elastomer (PDMS). An additional elastomer layer is formed on top of the phosphor layer to provide additional mechanical support for the dosimeter. Once the curing process is complete, the dosimeter is cut into multiple bands and rolled into spools prior to use. Results: The dose responses are tested using a preclinical cabinet X-ray system, where the readout is performed with a storage phosphor reader. Results show that the dose calibration factor is ∼1400 (A.U./Gy) from the beam center. Also, 1-D dose distribution experiment was performed in water phantoms, where preliminary results demonstrate that the dose in water is indeed attenuated compared to in air. Conclusion: Dose response and high-resolution 1-D dosimetry is demonstrated using the flexible dosimeters. By providing a detailed spatial description of the beam dose profile, we expect that the dosimeter bands may aid in enhancing the current existing modality in dosimetry. Since the dosimeter is flexible (can retract back to its original length), they can be comfortably worn around the patient. Potentially, multiple 1-D dose information can be stitched together and extrapolated to provide a coarse 3-D image of the dose distribution. This work was supported by funding from the Cutaneous Lymphoma Foundation under the CLARIONS

Amber Particles as Living Plant Cell Markers in Flow Cytometry / Dzintara Daļiņas Kā Dzīvu Augu Šūnu Marķieri Plūsmas Citometrijā

Directory of Open Access Journals (Sweden)

Grauda Dace

2015-08-01

Full Text Available Labi zināma ir dzintara labvēlīgā ietekme uz dažādiem organismiem, tomēr ir ļoti maz pētījumu par dzintara ietekmi uz augu šūnām. Tādēļ šī pētījuma mērķis bija noskaidrot nano un mikro lieluma (5 nm-3 μm dzintara daļiņu un dzintara komponentu (spirtā šķīstošā dzintara frakcija un sukcināta ietekmi uz augu somatiskajām un gametiskajām šūnām, un noskaidrot dzintara daļiņu piemērotību dzīvu augu šūnu iezīmēšanai urbānās vides pētījumiem, izmantojot plūsmas citometriju. Relatīvā fluorescence, izmantojot BD FACSJazz® šūnu šķirotāju ar plūsmas citometra funkciju, tika noteikta èetru dažādu ģinšu sugu (Argyranthemum frutescens, Cyclamen persicum, Hordeum vulgare, Linum usitatissimum augu šūnām pēc 2 un 24 stundu kultivācijas barotnēs ar un bez dzintara daļiņām vai dzintara komponentiem. Konstatēts, ka dzintara daļiņu klātbūtne visām pētīto augu šūnām ievērojami palielināja relatīvo fluorescenci. Dzintara komponentu ietekme uz šūnu relatīvās fluorescences izmaiņām nebija būtiska, salīdzinot ar dzintara daļiņu ietekmi. Dzintara daļiņas nesamazināja dzīvo šūnu daudzumu paraugos. Konstatēts, ka dzintara daļiņas (5 nm-3 μm var izmantot kā marķierus dzīvo šūnu iezīmēšanai plūsmas citometrijas pētījumos.

Use of Synthetic Polymers in Nuclear Emulsions for Fast-Neutron Dosimetry; Primenenie sinteticheskikh polimerov v yadernykh ehmul'siyakh dlya dozimetrii bystrykh nejtronov

Energy Technology Data Exchange (ETDEWEB)

Bradna, F. [Laboratorija Radiologicheskoj Dozimetrii Instituta Jadernykh Issledovanij CHSAN Praga, CSSR (Czech Republic)

1967-01-15

jemul'sij, odnako fiziko-mehanicheskie svojstva polimero-zhelatinovyh jemul'sij znachitel'no luchshe svojstv obychnyh zhelatinovyh jemul'sij. Polimery obladajut horoshimi zashhitnymi svojstvami i polimer No 2 prigoden dazhe v fizicheskom sozrevanii, poskol'ku on malo tormozit jetot process. V techenie estestvennogo starenija fotohimicheskie svojstva polimero-zhelatinovyh jemul'sij prakticheski ne izmenjalis' i eshhe dal'she znachitel'no povyshalas' ih mehanicheskaja prochnost'. V rezul'tate ukazannyh predvaritel'nyh opytov polimery No 1 i No 2 primenjalis' v kachestve napolnitelej jadernoj jemul'sii v kolichestve ot 50 do 70% po otnosheniju k obshhemu kolichestvu zashhitnogo kolloida, ne izmenjaja v dannoj jemul'sii soderzhanie serebra. Dlja dal'nejshego povyshenija jeffektivnosti jemul'sij polimero-zhelatinov'te jemul'sii nasyshhalis' vodorodom putem vremennogo propuskanija cherez ego zhidkuju jemul'siju. Gotovye jemul'sii nalivalis' na triacetatnuju podlozhku tolshhinoj 190 mikron, kotoraja javljaetsja v zhelaemom sluchae jeffektivnym radiatorom protonov. Jemul'sii obluchalis' bystrymi nejtronami plotnost'ju 1,56 * 108 nejtronov/sm{sup 2} ot istochnika (Ra - D - Be). S cel'ju uvelichenija jeffektivnosti registracii nejtronov, pri obluchenii jemul'sij ispol'zovalis' dobavochnye radiatory protonov tipa: polivinilovyj spirt (PVS), triacetat (T), polijetilen (PJe) optimal'noj tolshhiny. Obrabotka rezul'tatov s dozimetricheskoj tochki zrenija pokazala sledujushhie rezul'taty: 1. Po sravneniju s obychnymi zhelatinovymi jemul'sijami jeffektivnost' registracii povysilas': - do 25% v sluchae primenenija polimerov No 1 i No 2 v zavisimosti ot stepeni napolnenija; . - na 100% v sluchae primenenija polimera No 1 v vodorodom nasyshhennoj jemul'sii, prinjatoj v kachestve standarta polimero-zhelatinovoj jemul'sii (SPZhJe). 2. V sluchae primenenija optimal'nyh dobavochnyh radiatorov protonov (PVS, T, PJe) k ukazannoj jemul'sii SPZhJe, ee jeffektivnost' registrkcii povysilas' dal

The Ethanol-Chlorobenzene Aerated System as a New High-Level Dosimeter for Routine Measurements; Le Systeme Ethanol-Chlorobenzene Aere Utilise Comme Dosimetre pour les Mesures Courantes de Fortes Doses; Aehrirovannaya sistema ehtanola-khlorobenzola v kachestve novogo dozimetra vysokogo urovnya dlya provedeniya obychnykh izmerenij; Dosimetro de Etanol-Clorobenceno Saturado de Aire para la Determinacion de Intensidades Elevadas

Energy Technology Data Exchange (ETDEWEB)

Dvornik, I.; Zec, U.; Ranogajec, F. [Institute ' ' Ruder Boskovic' ' , Zagreb, Yugoslavia (Croatia)

1966-11-15

kalibrovki po dozimetru Frike. Pri 4% HB i 4% vody jetilovyj spirt vseh stepenej chistoty daet G(C1') =3,65{+-}0,05 nezavisimo ot prisadok. Jeffekt izmenenija soderzhanija vody v predelah {+-}1% javljaetsja ochen' neznachitel'nym. Koncentracija hloristogo vodoroda vo vsem intervale dozy opredeljaetsja rtutnometricheskim ili alkalimetricheskim titrovaniem neposredstvenno v obluchennom obrazce s tochnost'ju do 1% ili vyshe. Nezakonchennye jeksperimenty s bystrymi jelektronami pokazali, chto analogichnye sistemy mogut predstavljat' interes dlja kalibrovki i kontrolja promyshlennogo obluchenija intensivnymi jelektronnymi puchkami. Prostota podgotovki i analiza, a takzhe shirokij diapazon (ohvatyvaemyj tol'ko odnim analiticheskim metodom) i vysokaja obshhaja tochnost' pridajut novomu dozimetru vse kachestva pochti unikal'nogo instrumenta dlja dozimetricheskoj kalibrovki istochnikov i obychnogo kontrolja za promyshlennoj radiacionnoj obrabotkoj. (author)