Search results for "ALGORITHM"
showing 10 items of 4887 documents
Insider Trading and Market Behaviour Around Takeover Announcements in the Spanish Market
2002
As microstructure models assume informational asymmetries among investors, the possibility of insider trading is a sound reason for liquidity suppliers to increase the bid-ask spread. In this way, the tested effect that takeover announcements have on target firm returns becomes a strong motive for trading with insider information. In this paper we firstly investigate whether liquidity suppliers value the possibility of trading with informed agents in this sort of event. We analyse the adverse selection cost from bid-ask spread behaviour around takeover announcements. We find that liquidity suppliers enlarge adverse selection cost suggesting that they value the possibility of facing to insid…
Dynamic 2- and 3-connectivity on planar graphs
1992
We study the problem of maintaining the 2-edge-, 2-vertex-, and 3-edge-connected components of a dynamic planar graph subject to edge deletions. The 2-edge-connected components can be maintained in a total of O(n log n) time under any sequence of at most O(n) deletions. This gives O(log n) amortized time per deletion. The 2-vertex- and 3-edge-connected components can be maintained in a total of O(n log2n) time. This gives O(log2n) amortized time per deletion. The space required by all our data structures is O(n).
On Combinatorial Generation of Prefix Normal Words
2014
A prefix normal word is a binary word with the property that no substring has more 1s than the prefix of the same length. This class of words is important in the context of binary jumbled pattern matching. In this paper we present an efficient algorithm for exhaustively listing the prefix normal words with a fixed length. The algorithm is based on the fact that the language of prefix normal words is a bubble language, a class of binary languages with the property that, for any word w in the language, exchanging the first occurrence of 01 by 10 in w results in another word in the language. We prove that each prefix normal word is produced in O(n) amortized time, and conjecture, based on expe…
Performance of coded modulation employing differential encoding over Rayleigh fading channels
1999
Multilevel coding and bit-interleaved coded modulation employing differential encoding and non-coherent reception over flat fading channels are assessed. To achieve high bandwidth efficiencies mixed amplitude/phase modulation is performed. It is shown that multiple symbol detection only provides gains for multilevel coding as Gray labelling of the differential symbols is not possible.
Statistical methods for the comparison of measurements derived from orthodontic imaging
2000
Biometric comparison procedures for dental imaging methods with continuous outcome were reviewed, mainly concentrating on assessment and comparison of accuracy and precision according to the study design. Univariate graphical and numerical representations of corresponding deviations were summarized to derive a 'check list' of minimum information necessary to compare the measurement methods. The methods reviewed in this investigation are illustrated by the comparison of conventional (radiographic) cephalometry versus assessment using the DigiGraph in 50 female children. A paired t-test and the corresponding confidence interval approach were used to assess deviations in location of two imagin…
Semi-physiologic model validation and bioequivalence trials simulation to select the best analyte for acetylsalicylic acid
2015
Abstract The objective of this paper is to apply a previously developed semi-physiologic pharmacokinetic model implemented in NONMEM to simulate bioequivalence trials (BE) of acetyl salicylic acid (ASA) in order to validate the model performance against ASA human experimental data. ASA is a drug with first-pass hepatic and intestinal metabolism following Michaelis–Menten kinetics that leads to the formation of two main metabolites in two generations (first and second generation metabolites). The first aim was to adapt the semi-physiological model for ASA in NOMMEN using ASA pharmacokinetic parameters from literature, showing its sequential metabolism. The second aim was to validate this mod…
Principal component analysis for the selection of variables in the application of the H-point and generalised H-point standard addition method
2000
The present paper deals with the selection of variables for the H-point and generalised H-point standard additions methods (HPSAM and GHPSAM, respectively). Both methods are applied for the resolution of spectroscopic interfered signals in the UV-vis range. The HPSAM is a suitable method for the resolution of binary and ternary mixtures when the interferent is known. The GHPSAM is applied for the resolution of samples that contain unknown interferents. In this paper, a method based on the study of a principal components analysis (PCA) for the selection of variables for the HPSAM and GHPSAM is proposed. The PCA results show the isolation of the analyte signal from the sample signal, achieved…
Optimisation of gradient elution with serially-coupled columns. Part I: single linear gradients.
2014
A mixture of compounds often cannot be resolved with a single chromatographic column, but the analysis can be successful using columns of different nature, serially combined through zero-dead volume junctions. In previous work (JCA 1281 (2013) 94), we developed an isocratic approach that optimised simultaneously the mobile phase composition, stationary phase nature and column length. In this work, we take the challenge of implementing optimal linear gradients for serial columns to decrease the analysis time for compounds covering a wide polarity range. For this purpose, five ACE columns of different selectivity (three C18 columns of different characteristics, a cyano and a phenyl column) we…
Prediction of the chemiluminescent behavior of pharmaceuticals and pesticides.
2001
The present paper deals with the first attempt to apply molecular connectivity calculations to predict a chemical property with analytical usefulness: the chemiluminescent behavior of substances when reacted with common oxidants in a liquid phase. Preliminary evidence when searching for new direct CL methods consisted of the examination of analyte reaction with a wide range of oxidants and media. This task, which results in time-consuming and trial-and-error expensive procedures, is necessary due to ensure empirical or theoretical rules for CL prediction are available. On the other hand, in quantitative structure-activity relationship studies, molecular connectivity is a topological method …
Cubic smoothing splines background correction in on-line liquid chromatography–Fourier transform infrared spectrometry
2010
A background correction method for the on-line coupling of gradient liquid chromatography and Fourier transform infrared spectrometry (LC-FTIR) is proposed. The developed approach applies univariate background correction to each variable (i.e. each wave number) individually. Spectra measured in the region before and after each peak cluster are used as knots to model the variation of the eluent absorption intensity with time using cubic smoothing splines (CSS) functions. The new approach has been successfully tested on simulated as well as on real data sets obtained from injections of standard mixtures of polyethylene glycols with four different molecular weights in methanol:water, 2-propano…