A Simple Approach for Multi‐fidelity Experimentation Applied to Financial Engineering

In practical applications, information about the accuracy or ‘fidelity’ of alternative surrogate systems may be ambiguous and difficult to determine. To address this problem, we propose to treat surrogate system fidelity level as a categorical factor in optimal response surface design. To design the associated experiments, we apply the Expected Integrated Mean Squared Error optimal design criterion, which takes into account both variance and bias errors. The performance of the proposed design was compared using three test cases to four types of alternatives using the Empirical Integrated Squared Error. Because of its ability to foster relatively accurate predictions, the proposed design is recommended in fidelity experimental design, particularly when the experimenters lack sufficient information about the fidelity levels of surrogate systems. The method was applied to the case of intraday trading optimization in which data were collected from the Taiwan Futures Exchange. We also calculated the implied volatility from the Merton's Jump‐diffusion model via the fast Fourier transform algorithm with three different models of varying fidelity levels. Copyright © 2014 John Wiley & Sons, Ltd.     

Two novel polycyclic spiro lignans from Gymnotheca involucrata

Two novel lignans, gymnothespirolignans A (1) and B (2), possessing a rare polycyclic spiro skeleton, were isolated from the endemic plant of Gymnotheca involucrata Pei. Their structures were determined by spectroscopic evidences and the absolute configurations were confirmed by single crystal X-ray diffraction analysis. Compounds 1 and 2 showed promising antiviral activities against RSV with an IC₅₀ value of 31.87 and 17.51 μM, respectively.     

Diffusiophoresis in suspensions of highly charged soft particles

Diffusiophoresis phenomenon of aoft particles suspended in binary electrolyte solutions is explored theoretically in this study based on the spherical cell model, focusing on the chemiphoresis component in absence of diffusion potential. Both the electrostatic and hydrodynamic aspects of the boundary confinement, or steric effect, due to the presence of neighboring particles are examined extensively under various electrokinetic conditions. Significant local extrema are found in mobility profiles expressed as functions of the Debye length in general, synchronized with the strength of the motion-inducing double layer polarization. Moreover, a seemingly peculiar phenomenon is observed that the soft particles may move faster in more concentrated suspensions. The competition between the simultaneous enhancement of the motion-inducing electric driving force and the motion-retarding hydrodynamic drag force from the boundary confinement effect of the neighboring particles is found to be responsible for it. The above findings are also demonstrated experimentally in a very recent study on the diffusiophoretic motion of soft particles through porous collagen hydrogels. The results presented here are useful in various practical applications of soft particles like drug delivery.     

激光光源线宽对外差探测性能的影响

本文根据统计理论分析了激光线宽对外差探测结果的影响, 并讨论了激光线宽对杨氏干涉条纹对比度的影响. 本文基于解析结果做了数值仿真, 所得结果表明激光线宽增加时, 外差探测方式仍可以检测到中频信号, 但在线宽较大时, 受噪声影响无法准确地提取到中频频率. 为验证理论分析结果, 使用线宽为1 MHz的激光光源进行了8.1 km外场实验, 实验结果与数值分析结论一致, 即不会因为线宽增加而无法检测到中频信号. 文中所得结论对于外差探测光源的选择有重要指导意义, 因此根据测量目标的特性和测量要求, 可按照文中结论评估光源的线宽指标.     

Lithiation of a Silyl Ether: Formation of an ortho‐Fries Hydroxyketone

A hydroxy‐directed alkylation of an N,N‐diethylarylamide using CIPE‐assisted α‐silyl carbanions (CIPE=complex‐induced proximity effect) has been developed using a simple reagent combination of LDA (lithium diisopropylamide) and chlorosilane. A study of the mechanism, and the application of the procedure to an anionic Snieckus–Fries rearrangement for a highly efficient synthesis of the potent phosphatidylinositol 3‐kinase (PI3K) inhibitor LY294002, are reported.     

Dinitrosyl Iron Complex [K-18-crown-6-ether][(NO)2Fe(MePyrCO2)]: Intermediate for Capture and Reduction of Carbon Dioxide

Continued efforts are made for the utilization of CO₂ as a C₁ feedstock for regeneration of valuable chemicals and fuels. Mechanistic study of molecular (electro-/photo-)catalysts disclosed that initial step for CO₂ activation involves either nucleophilic insertion or direct reduction of CO₂. In this study, nucleophilic activation of CO₂ by complex [(NO)₂Fe(μ-^MePyr)₂Fe(NO)₂]²⁻ ( 2 , ^MePyr=3-methylpyrazolate) results in the formation of CO₂-captured complex [(NO)₂Fe(^MePyrCO₂)]⁻ ( 2-CO₂ , ^MePyrCO₂=3-methyl-pyrazole-1-carboxylate). Single-crystal structure, spectroscopic, reactivity, and computational study unravels 2-CO₂ as a unique intermediate for reductive transformation of CO₂ promoted by Ca²⁺. Moreover, sequential reaction of 2 with CO₂, Ca(OTf)₂, and KC₈ established a synthetic cycle, 2 → 2-CO₂ → [(NO)₂Fe(μ-^MePyr)₂Fe(NO)₂] ( 1 ) → 2 , for selective conversion of CO₂ into oxalate. Presumably, characterization of the unprecedented intermediate 2-CO₂ may open an avenue for systematic evaluation of the effects of alternative Lewis acids on reduction of CO₂.     

Bucillamine Inhibits UVB-Induced MAPK Activation and Apoptosis in Human HaCaT Keratinocytes and SKH-1 Hairless Mouse Skin

Ultraviolet B (UVB) radiation is known as a culprit in skin carcinogenesis. We have previously reported that bucillamine (N-[2-mercapto-2-methylpropionyl]-L-cysteine), a cysteine derivative with antioxidant and anti-inflammatory capacity, protects against UVB-induced p53 activation and inflammatory responses in mouse skin. Since MAPK signaling pathways regulate p53 expression and activation, here we determined bucillamine effect on UVB-mediated MAPK activation in vitro using human skin keratinocyte cell line HaCaT and in vivo using SKH-1 hairless mouse skin. A single low dose of UVB (30 mJ cm⁻²) resulted in increased JNK/MAPK phosphorylation and caspase-3 cleavage in HaCaT cells. However, JNK activation and casaspe-3 cleavage were inhibited by pretreatment of HaCaT cells with physiological doses of bucillamine (25 and 100 µm ). Consistent with these results, bucillamine pretreatment in mice (20 mg kg⁻¹) inhibited JNK/MAPK and ERK/MAPK activation in skin epidermal cells at 6–12 and 24 h, respectively, after UVB exposure. Moreover, bucillamine attenuated UVB-induced Ki-67-positive cells and cleaved caspase-3-positive cells in mouse skin. These findings demonstrate that bucillamine inhibits UVB-induced MAPK signaling, cell proliferation and apoptosis. Together with our previous report, we provide evidence that bucillamine has a photoprotective effect against UV exposure.