Search results for "derivati"

Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO)

2014

A database driven multi-agent model has been developed with automated access to US bank level FDIC Call Reports that yield data on balance sheet and off balance sheet activity, respectively, in Residential Mortgage Backed Securities (RMBS) and Credit Default Swaps (CDS). The simultaneous accumulation of RMBS assets on US banks’ balance sheets and also large counterparty exposures from CDS positions characterized the $2 trillion Collateralized Debt Obligation (CDO) market. The latter imploded at the end of 2007 with large scale systemic risk consequences. Based on US FDIC bank data, that could have been available to the regulator at the time, the authors investigate how a CDS negative carry …

Finite element method on fractional visco-elastic frames

2016

Viscoelastic behavior is defined by fractional operators.Quasi static FEM analysis of frames with fractional constitutive law is performed.FEM solution is decoupled into a set of fractional Kelvin Voigt elements.Proposed approach could be easily integrated in existing FEM codes. In this study the Finite Element Method (FEM) on viscoelastic frames is presented. It is assumed that the Creep function of the constituent material is of power law type, as a consequence the local constitutive law is ruled by fractional operators. The Euler Bernoulli beam and the FEM for the frames are introduced. It is shown that the whole system is ruled by a set of coupled fractional differential equations. In q…

Modified seromuscular tube: serosa lined bowel wall imbrication as a continent outlet for continent cutaneous urinary diversion.

1999

Purpose: We created a simplified modification of the seromuscular tube technique for continent cutaneous urinary diversion. Materials and Methods: We applied a simplified modification of our seromuscular tube technique in 1 woman and 2 men with a mean age of 53 years in whom outlet failure developed after continent cutaneous urinary diversion, and in whom adiposity and postoperative adhesions rendered revision difficult. We constructed a continent outlet conduit by imbricating the whole bowel wall and suturing it into a tube. Results: At a followup of 4 to 13 months (mean 7) all 3 patients are completely continent without leakage. Catheterization is performed at 3 to 5-hour intervals (mean …

Existence and uniqueness of solutions to superdifferential equations

1993

Abstract We state and prove the theorem of existence and uniqueness of solutions to ordinary superdifferential equations on supermanifolds. It is shown that any supervector field, X = X0 + X1, has a unique integral flow, Г: R 1¦1 x (M, AM) → (M, AM), satisfying a given initial condition. A necessary and sufficient condition for this integral flow to yield an R 1¦1-action is obtained: the homogeneous components, X0, and, X1, of the given field must define a Lie superalgebra of dimension (1, 1). The supergroup structure on R 1¦1, however, has to be specified: there are three non-isomorphic Lie supergroup structures on R 1¦1, all of which have addition as the group operation in the underlying …

An EKF Based Method for Path Following in Turbulent Air

2017

An innovative use of the Extended Kalman Filter (EKF) is proposed to perform both accurate path following and adequate disturbance rejection in turbulent air. The tuned up procedure employs simultaneously two different EKF: the first one estimates gust disturbances, the second one estimates modified aircraft parameters. The first filter, by using measurements gathered in turbulent air, estimates both aircraft states and wind components. The second one, by using the estimated disturbances, obtains command laws that are able to reject disturbances. The predictor of the second EKF uses the estimated wind components to solve motion equations in turbulent air. Besides a set of unknown stability …

An evaluation of solid phase microextraction for aliphatic amines using derivatization with 9-fluorenylmethyl chloroformate and liquid chromatography

2005

The reliability of SPME combined with a chemical reaction for the analysis of short-chain aliphatic amines by liquid chromatography has been investigated. Different options to couple SPME and derivatization have been tested and compared: (i) derivatization of the analytes in solution followed by the extraction of the derivatives, (ii) extraction of the analytes and subsequent derivatization by immersing the SPME fibre onto a solution of the reagent, and (iii) extraction/derivatization of the analytes using fibres previously coated with the reagent. Methylamine (MA), dimethylamine (DMA) and trimethylamine (TMA) have been selected as a model of primary, secondary and tertiary amines, respecti…

Derivatization of hydroxyl functional groups for liquid chromatography and capillary electroseparation

2013

The derivatization reactions commonly used to enhance the analytical signal in the HPLC and CE determination of compounds with hydroxyl functional groups are revised. Focus is placed on the determination of compounds having aliphatic alcohols and phenols while lacking other reactive functional groups. The derivatization with acyl chlorides, organic anhydrides, isocyanates and a variety of other approaches, including oxidation of primary and secondary alcohols, sulfonation, esterification with carboxylic acids, and the use of azides, sulfonyl chlorides and other reagents having miscellaneous leaving groups, is covered. Reactions mainly addressed to introduce a chromophore or a fluorophore in…

Lie algebra on the transverse bundle of a decreasing family of foliations

2010

Abstract J. Lehmann-Lejeune in [J. Lehmann-Lejeune, Cohomologies sur le fibre transverse a un feuilletage, C.R.A.S. Paris 295 (1982), 495–498] defined on the transverse bundle V to a foliation on a manifold M, a zero-deformable structure J such that J 2 = 0 and for every pair of vector fields X , Y on M: [ J X , J Y ] − J [ J X , Y ] − J [ X , J Y ] + J 2 [ X , Y ] = 0 . For every open set Ω of V, J. Lehmann-Lejeune studied the Lie Algebra L J ( Ω ) of vector fields X defined on Ω such that the Lie derivative L ( X ) J is equal to zero i.e., for each vector field Y on Ω : [ X , J Y ] = J [ X , Y ] and showed that for every vector field X on Ω such that X ∈ K e r J , we can write X = ∑ [ Y ,…

Bioavailability and metabolism.

2002

Analytic CCSD(T) second derivatives

1997

A general-purpose implementation of analytic CCSD(T) second derivatives is presented. Its applicability is demonstrated by calculations of vibration-rotation interaction constants for the astrophysically important molecule cyclopropenylidene (C3H2) in which the required cubic force constants have been determined by numerical differentiation of analytically evaluated second derivatives of the energy.