Search results for "PROB"

showing 10 items of 8859 documents

Emergence of statistically validated financial intraday lead-lag relationships

2014

According to the leading models in modern finance, the presence of intraday lead-lag relationships between financial assets is negligible in efficient markets. With the advance of technology, however, markets have become more sophisticated. To determine whether this has resulted in an improved market efficiency, we investigate whether statistically significant lagged correlation relationships exist in financial markets. We introduce a numerical method to statistically validate links in correlation-based networks, and employ our method to study lagged correlation networks of equity returns in financial markets. Crucially, our statistical validation of lead-lag relationships accounts for mult…

Bootstrap methodFinancial market01 natural sciencesLead-lag correlation010305 fluids & plasmasFOS: Economics and businessCorrelationSettore SECS-S/06 -Metodi Mat. dell'Economia e d. Scienze Attuariali e Finanz.Statistically validated network0502 economics and business0103 physical sciencesStatisticsEconomicsEconometricsStock (geology)FinanceStatistical Finance (q-fin.ST)050208 financeHigh-frequency databusiness.industry05 social sciencesFinancial marketMarket efficiencyEquity (finance)Quantitative Finance - Statistical FinanceStock returnSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)Economics Econometrics and Finance (all)2001 Economics Econometrics and Finance (miscellaneous)Multiple comparisons problemLead–lag compensatorbusinessGeneral Economics Econometrics and FinanceTransaction dataFinanceQuantitative Finance
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A new chromo-fluorogenic probe based on BODIPY for NO2 detection in air

2014

[EN] A novel colorimetric probe for the selective and sensitive detection of NO2 in solution and in air based on a BODIPY core containing an oxime group has been prepared.

Boron CompoundsDesignNitrogen DioxidePhotochemistryCatalysisChemistry Techniques Analyticalchemistry.chemical_compoundQUIMICA ORGANICASelective detectionMaterials ChemistryDyesFluorescent DyesMolecular StructureChemistryAirQUIMICA INORGANICAMetals and AlloysGeneral ChemistryOximeSurfaces Coatings and FilmsElectronic Optical and Magnetic MaterialsFluorescent-probeCeramics and CompositesColorimetryNitrogen-DioxideBODIPY
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A Curcumin-BODIPY Dyad and Its Silica Hybrid as NIR Bioimaging Probes

2022

In this paper we describe the synthesis of a novel bichromophoric system in which an efficient photoinduced intercomponent energy transfer process is active. The dyad consists of one subunit of curcumin and one of BODIPY and is able to emit in the far-red region, offering a large Stokes shift, capable of limiting light scattering processes for applications in microscopy. The system has been encapsulated in MCM-41 nanoparticles with dimensions between 50 and 80 nm. Both the molecular dyad and individual subunits were tested with different cell lines to study their effective applicability in bioimaging. MCM-41 nanoparticles showed no reduction in cell viability, indicating their biocompatibil…

Boron CompoundsNIR probeOrganic Chemistryluminescence curcumin BODIPY NIR probes bioimaging bichromophoric dyadGeneral MedicineSettore CHIM/06 - Chimica OrganicaSilicon DioxideCatalysisComputer Science ApplicationsInorganic ChemistryBODIPYNIR probesluminescencebichromophoric dyadSettore BIO/14 - FarmacologiaNanoparticlescurcuminluminescence; curcumin; BODIPY; NIR probes; bioimaging; bichromophoric dyadPhysical and Theoretical ChemistrybioimagingMolecular BiologySpectroscopy
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Selective chromo-fluorogenic detection of DFP (a Sarin and Soman mimic) and DCNP (a Tabun mimic) with a unique probe based on a boron dipyrromethene …

2014

[EN] A novel colorimetric probe (P4) for the selective differential detection of DFP (a Sarin and Soman mimic) and DCNP (a Tabun mimic) was prepared. Probe P4 contains three reactive sites; i.e. (i) a nucleophilic phenol group able to undergo phosphorylation with nerve gases, (ii) a carbonyl group as a reactive site for cyanide; and (iii) a triisopropylsilyl (TIPS) protecting group that is known to react with fluoride. The reaction of P4 with DCNP in acetonitrile resulted in both the phosphorylation of the phenoxy group and the release of cyanide, which was able to react with the carbonyl group of P4 to produce a colour modulation from pink to orange. In contrast, phosphorylation of P4 with…

Boron CompoundsSarinORGANOPHOSPHATE PESTICIDESAcetonitrilesCyanideSomanColorSilica GelNERVE AGENTSCHEMICAL WARFARE AGENTSBiochemistryACETYLCHOLINESTERASESubstrate Specificitychemistry.chemical_compoundQUIMICA ORGANICALimit of DetectionSomanmedicineSENSORSNANOPARTICLESPhenolOrganic chemistryHumansChemical Warfare AgentsPhysical and Theoretical ChemistryPhosphorylationProtecting groupTabunNerve agentLANTHANIDE IONSReagent StripsRHODAMINE-BOrganic ChemistryQUIMICA INORGANICAMolecular MimicryMembranes ArtificialSarinOrganophosphatesFLUORESCENTchemistryMolecular ProbesSolventsColorimetryBODIPYFIELD-EFFECT TRANSISTORSNuclear chemistrymedicine.drugOrganicbiomolecular chemistry
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Adiabatic-antiadiabatic crossover in a spin-Peierls chain

2004

We consider an XXZ spin-1/2 chain coupled to optical phonons with non-zero frequency $\omega_0$. In the adiabatic limit (small $\omega_0$), the chain is expected to spontaneously dimerize and open a spin gap, while the phonons become static. In the antiadiabatic limit (large $\omega_0$), phonons are expected to give rise to frustration, so that dimerization and formation of spin-gap are obtained only when the spin-phonon interaction is large enough. We study this crossover using bosonization technique. The effective action is solved both by the Self Consistent Harmonic Approximation (SCHA)and by Renormalization Group (RG) approach starting from a bosonized description. The SCHA allows to an…

Bosonizationmedia_common.quotation_subjectFOS: Physical sciencesFrustrationddc:500.201 natural sciencesOmega010305 fluids & plasmasCondensed Matter - Strongly Correlated ElectronsCondensed Matter::Superconductivity0103 physical sciences[PHYS.COND.CM-SM]Physics [physics]/Condensed Matter [cond-mat]/Statistical Mechanics [cond-mat.stat-mech]010306 general physicsCondensed Matter - Statistical MechanicsSpin-½media_commonCoupling constantPhysicsStrongly Correlated Electrons (cond-mat.str-el)Statistical Mechanics (cond-mat.stat-mech)Condensed matter physicsOrder (ring theory)Renormalization groupCondensed Matter PhysicsCoupling (probability)Electronic Optical and Magnetic Materials75.10.Pq 63.70.+hCondensed Matter::Strongly Correlated Electrons[PHYS.COND.CM-SCE]Physics [physics]/Condensed Matter [cond-mat]/Strongly Correlated Electrons [cond-mat.str-el]
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Stress gradient versus strain gradient constitutive models within elasticity

2014

Abstract A stress gradient elasticity theory is developed which is based on the Eringen method to address nonlocal elasticity by means of differential equations. By suitable thermodynamics arguments (involving the free enthalpy instead of the free internal energy), the restrictions on the related constitutive equations are determined, which include the well-known Eringen stress gradient constitutive equations, as well as the associated (so far uncertain) boundary conditions. The proposed theory exhibits complementary characters with respect to the analogous strain gradient elasticity theory. The associated boundary-value problem is shown to admit a unique solution characterized by a Helling…

Boundary conditionsInternal energyDifferential equationMechanical EngineeringApplied MathematicsConstitutive equationMathematical analysisElasticity (physics)Condensed Matter PhysicsGibbs free energysymbols.namesakeMaterials Science(all)Beam modelsVariational principleMechanics of MaterialsModeling and SimulationModelling and SimulationsymbolsStress gradient elasticityGeneral Materials ScienceBoundary value problemPrinciple of the virtual powerBeam (structure)MathematicsInternational Journal of Solids and Structures
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Bounded and unbounded solutions for a class of quasi-linear elliptic problems with a quadratic gradient term

2001

Abstract Our aim in this article is to study the following nonlinear elliptic Dirichlet problem: − div [a(x,u)·∇u]+b(x,u,∇u)=f, in Ω; u=0, on ∂Ω; where Ω is a bounded open subset of RN, with N>2, f∈L m (Ω) . Under wide conditions on functions a and b, we prove that there exists a type of solution for this problem; this is a bounded weak solution for m>N/2, and an unbounded entropy solution for N/2>m⩾2N/(N+2). Moreover, we show when this entropy solution is a weak one and when can be taken as test function in the weak formulation. We also study the summability of the solutions.

Bounded and unbounded solutionsQuasi-linear elliptic problemsDirichlet problemMathematics(all)Pure mathematicsApplied MathematicsGeneral MathematicsWeak solutionMathematical analysisQuadratic functionWeak formulationNonlinear systemElliptic curveQuadratic equationBounded functionQuadratic gradient termMathematicsJournal de Mathématiques Pures et Appliquées
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Special Splines of Exponential Type for the Solutions of Mass Transfer Problems in Multilayer Domains

2016

We consider averaging methods for solving the 3-D boundary-value problem of second order in multilayer domain. The special hyperbolic and exponential type splines, with middle integral values of piece-wise smooth function interpolation are considered. With the help of these splines the problems of mathematical physics in 3-D with piece-wise coefficients are reduced with respect to one coordinate to 2-D problems. This procedure also allows to reduce the 2-D problems to 1-D problems and the solution of the approximated problemsa can be obtained analytically. In the case of constant piece-wise coefficients we obtain the exact discrete approximation of a steady-state 1-D boundary-value problem.…

Box splineDiscretization3D problemMathematical analysisaveraging method010103 numerical & computational mathematicsSpace (mathematics)01 natural sciencesExponential type010101 applied mathematicsanalytical solutionAlternating direction implicit methodspecial splinesModeling and SimulationADI methodQA1-939Order (group theory)0101 mathematicsConstant (mathematics)AnalysisMathematicsMathematicsInterpolationMathematical Modelling and Analysis
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Time-dependent asymmetric traveling salesman problem with time windows: Properties and an exact algorithm

2019

Abstract In this paper, we deal with the Time-Dependent Asymmetric Traveling Salesman Problem with Time Windows. First, we prove that under special conditions the problem can be solved as an Asymmetric Traveling Salesman Problem with Time Windows, with suitable-defined time windows and (constant) travel times. Second, we show that, if the special conditions do not hold, the time-independent optimal solution provides both a lower bound and (eventually) an upper bound with a worst-case guarantee for the Time-Dependent Asymmetric Traveling Salesman Problem with Time Windows. Finally, a branch-and-bound algorithm is presented and tested on a set of 4800 instances. The results have been compared…

Branch-and-boundApplied MathematicsTime dependenceUpper and lower boundsTravelling salesman problemSet (abstract data type)Traveling salesman problemExact algorithmTime windowsLower and upper boundTime windowDiscrete Mathematics and CombinatoricsApplied mathematicsConstant (mathematics)Discrete Mathematics and CombinatoricMathematics
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Probiotic characterization of Lactobacillus strains isolated from breast milk and employment for the elaboration of a fermented milk product

2021

Abstract A total of seven strains of lactic acid bacteria (LAB) isolated from breast milk, were investigated for their probiotic properties. Lactobacillus plantarum 5H1 and 5L1 were selected for their beneficial properties and used for probiotic fermented milk manufacture. The fermentation parameters (pH and lactic acid) and LAB viability during fermented milk processing and storage were evaluated. The results showed that the strains had a broad spectrum of antimicrobial activity against pathogenic bacteria and toxigenic fungi. These also evidenced capacity of adhesion and reduction of Salmonella adhesion to Caco-2 cells. During milk fermentation process, an increase in lactic acid content,…

Breast milkMedicine (miscellaneous)Breast milkProbioticlaw.inventionchemistry.chemical_compoundProbioticfluids and secretionslawLactobacillusLactic acid bacteriaTX341-641Food scienceNutrition and DieteticsbiologyNutrition. Foods and food supplyfood and beveragesFermented milkAntimicrobialbiology.organism_classificationLactic acidchemistryFermentationLactobacillus plantarumBacteriaFood ScienceJournal of Functional Foods
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