Search results for "computational"

showing 10 items of 5884 documents

A Unified Approach to Portfolio Optimization with Linear Transaction Costs

2004

In this paper we study the continuous time optimal portfolio selection problem for an investor with a finite horizon who maximizes expected utility of terminal wealth and faces transaction costs in the capital market. It is well known that, depending on a particular structure of transaction costs, such a problem is formulated and solved within either stochastic singular control or stochastic impulse control framework. In this paper we propose a unified framework, which generalizes the contemporary approaches and is capable to deal with any problem where transaction costs are a linear/piecewise-linear function of the volume of trade. We also discuss some methods for solving numerically the p…

Structure (mathematical logic)Transaction costMathematical optimizationComputer sciencejel:C63General Mathematicsjel:C61Function (mathematics)Management Science and Operations ResearchSingular controljel:G11Merton's portfolio problemEconomicsPortfolioPortfolio optimizationportfolio choice transaction costs stochastic singular control stochastic impulse control computational methodsSoftwareExpected utility hypothesisSSRN Electronic Journal
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Synthesis and reactivity of P-ferrocenylalkylidenephosphanes and related iminophosphanes and diphosphenes

1997

P-Ferrocenyl-substituted alkylidenephosphanes have been prepared and characterized spectroscopically. Their ready conversion to the corresponding acylphosphanes and 1,2-diacyldiphosphanes, as well as a new type of phosphirene synthesis are presented. The X-ray structure of the tetraferrocenyl-substituted diacyldiphosphane has been investigated. Furthermore, P-ferrocenyl iminophosphanes and their complexation behaviour are described. Diferrocenyldiphosphene, which is known to be unstable, has been stabilized by complexation; this has been confirmed by NMR-spectroscopy and X-ray structure analysis.

Structure analysisDiphospheneStereochemistryOrganic ChemistryDiphosphenesBiochemistryInorganic Chemistrychemistry.chemical_compoundchemistryFerroceneComputational chemistryMaterials ChemistryDiphosphaneReactivity (chemistry)Physical and Theoretical ChemistryJournal of Organometallic Chemistry
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Two non-zero solutions for Sturm–Liouville equations with mixed boundary conditions

2019

Abstract In this paper, we establish the existence of two non-zero solutions for a mixed boundary value problem with the Sturm–Liouville equation. The approach is based on a recent two critical point theorem.

Sturm–Liouville theoryCritical points01 natural sciencesCritical point (mathematics)Critical pointSturm–Liouville equationVariational methodsBoundary value problem0101 mathematicsBoundary value problem; Critical points; Mixed conditions; Sturm–Liouville equation; Variational methodsBoundary value problemMathematicsApplied Mathematics010102 general mathematicsMathematical analysisGeneral EngineeringVariational methodAnalysiGeneral MedicineMathematics::Spectral Theory010101 applied mathematicsComputational MathematicsMixed conditionGeneral Economics Econometrics and FinanceMixed conditionsAnalysis
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Annihilation Operators for Exponential Spaces in Subdivision

2022

We investigate properties of differential and difference operators annihilating certain finite-dimensional subspaces of exponential functions in two variables that are connected to the representation of real-valued trigonometric and hyperbolic functions. Although exponential functions appear in a variety of contexts, the motivation behind this work comes from considering subdivision schemes with the capability of preserving those exponential functions required for an exact description of surfaces parametrized in terms of trigonometric and hyperbolic functions.

Subdivision schemePure mathematicsAnnihilationbusiness.industryApplied MathematicsDifference operator annihilating exponentials; Exponential function preservation; Subdivision schemeHyperbolic functionNumerical Analysis (math.NA)Exponential functionComputational MathematicsDifference operator annihilating exponentialFOS: MathematicsMathematics - Numerical AnalysisTrigonometryVariety (universal algebra)businessRepresentation (mathematics)Differential (mathematics)MathematicsSubdivisionExponential function preservation
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Approaches for a Sustainable Use of the Bioactive Potential in Sponges: Analysis of Gene Clusters, Differential Display of mRNA and DNA Chips

2003

In recent years, analyses of the genome organization of marine sponges have begun that have led to the elucidation of selected genes and gene arrangements that exist in gene clusters (e.g. the receptor tyrosine kinase cluster and the allograft inflammatory factor cluster). Most of these studies were performed with the demosponge Suberites domuncula; but Geodia cydonium (Demospongiae), Aphrocallistes vastus (Hexactinellida) and Sycon raphanus (Calcarea) were also investigated. Both S. domuncula and G. cydonium possess a surprisingly large genome of approximately 1.7 pg DNA per haploid set. Taking the high gene density in these sponges into account and considering that predominantly single-co…

Suberites domunculaGene expression profilingSpongeDemospongebiologyGene densityGene duplicationComputational biologybiology.organism_classificationGenomeMolecular biologyGene
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Evolutionary relationships among the members of an ancient class of non-LTR retrotransposons found in the nematode Caenorhabditis elegans.

1998

We took advantage of the massive amount of sequence information generated by the Caenorhabditis elegans genome project to perform a comprehensive analysis of a group of over 100 related sequences that has allowed us to describe two new C. elegans non-LTR retrotransposons. We named them Sam and Frodo. We also determined that several highly divergent subfamilies of both elements exist in C. elegans. It is likely that several master copies have been active at the same time in C. elegans, although only a few copies of both Sam and Frodo have characteristics that are compatible with them being active today. We discuss whether it is more appropriate under these circumstances to define only 2 elem…

SubfamilyGene Transfer HorizontalRetroelementsMolecular Sequence DataGene DosageRetrotransposonClass (philosophy)BiologyGenomeEvolution MolecularMonophylyOpen Reading FramesGeneticsAnimalsAmino Acid SequenceCaenorhabditis elegansCaenorhabditis elegans ProteinsMolecular BiologyEcology Evolution Behavior and SystematicsCaenorhabditis elegansPhylogenySequence (medicine)GeneticsGenomeComputational BiologyRNA-Directed DNA PolymeraseGenome projectDNA Helminthbiology.organism_classificationEndonucleasesLong Interspersed Nucleotide ElementsEvolutionary biologyMultigene FamilyNucleic Acid ConformationSequence AlignmentMolecular biology and evolution
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Visualization in comparative music research

2007

Computational analysis of large musical corpora provides an approach that overcomes some of the limitations of manual analysis related to small sample sizes and subjectivity. The present paper aims to provide an overview of the computational approach to music research. It discusses the issues of music representation, musical feature extraction, digital music collections, and data mining techniques. Moreover, it provides examples of visualization of large musical collections.

SubjectivityInformationSystems_INFORMATIONINTERFACESANDPRESENTATION(e.g.HCI)Computer sciencebusiness.industryFeature extractionRepresentation (systemics)Small sampleMusicalcomputer.software_genreVisualizationComputational musicologyArtificial intelligencebusinesscomputerNatural language processingDigital audio
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G2(MP2) molecular orbital study of the substituent effect in the H3BPH3−nFn (n=0–3) donor–acceptor complexes

2000

Abstract The complexation energies of H3BPH3−nFn (n=0–3) and the proton affinities of PH3−nFn compounds have been investigated at the G2(MP2) level of theory. G2(MP2) results show that the successive fluorine substitution on the phosphine increases the stability of H3BPH3−nFn complexes although the basicity of the PH3−nFn ligands reduces with this substitution. The NBO partitioning scheme shows that this stability was related to the hyperconjugation effect. It proves also that the shortening of the P–H and P–F bond lengths, upon complexation, is due to an increasing `s' character in these bonds.

SubstituentGeneral Physics and Astronomychemistry.chemical_elementHyperconjugationAffinitiesBond lengthCrystallographychemistry.chemical_compoundchemistryComputational chemistryFluorineMolecular orbitalPhysical and Theoretical ChemistryPhosphineNatural bond orbitalChemical Physics Letters
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Experimental and theoretical study on the substitution reactions of aryl 2,4-dinitrophenyl carbonates with quinuclidines

2006

Abstract The reactions of quinuclidines with phenyl, 4-methylphenyl, and 4-chlorophenyl 2,4-dinitrophenyl carbonates are kinetically evaluated in aqueous solution. The Bronsted-type plots (log kN vs pKa of quinuclidinium ions) are linear. The magnitude of the slopes and validated theoretical scales of electrophilicity and nucleophilicity confirm the concerted nature of these reactions.

Substitution reactionReaction mechanismAqueous solutionArylOrganic ChemistryPhotochemistryBiochemistryIonchemistry.chemical_compoundchemistryNucleophileComputational chemistryDrug DiscoveryElectrophileDinitrophenylTetrahedron
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A comparative study of carboxy myoglobin in saccharide-water systems by molecular dynamics simulation.

2007

Results from room-temperature molecular dynamics simulation on a system containing carboxy-myoglobin, water, and maltose molecules are reported. Protein atomic fluctuations, protein−solvent and solvent−solvent hydrogen bonding have been analyzed and compared to the ones in trehalose−water and sucrose−water systems (Proteins 2005, 59, 291−302). Results help in rationalizing, at a molecular level, the effects of homologues disaccharides on protein structure/dynamics experimentally observed. Furthermore, the effectiveness of disaccharides in bioprotection in terms of peculiar protein−matrix coupling is also discussed.

SucroseHydrogen bondMyoglobinmyoglobin simulation conformational substates disaccharideTrehaloseWaterHydrogen BondingMaltoseSurfaces Coatings and FilmsProtein Structure Tertiarychemistry.chemical_compoundMolecular dynamicsProtein structureMolecular levelchemistryMyoglobinModels ChemicalComputational chemistryMaterials ChemistryMoleculeComputer SimulationPhysical and Theoretical ChemistryMaltoseThe journal of physical chemistry. B
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