Analysis of price fluctuations in futures exchange markets

We show that the fluctuations of the tick-by-tick logarithmic price in a futures market can be described in terms of the Fokker-Planck equation (FPE). We calculate the corresponding drift and diffusion coefficients and argue that these values can contain some information pertaining to the market state. It is particularly showed that the Korean treasury bond (KTB) futures is well described by a FPE and has a similar structure to turbulence.     

The Coordination and Transformation of Arene Rings by Transition Metal Carbonyl Cluster Complexes

A survey of the synthetic pathways and of the reactivity and catalytic activity of transition metal carbonyl clusters substituted with benzyne (and, for comparison, benzene and diene) ligands is given. Cluster-surface analogies are helpful in gaining an understanding of the homogeneous and heterogeneous catalytic behaviour of the clusters.     

Hypotheses Testing for Error-in-Variables Models

In this paper, hypotheses testing based on a corrected score function are considered. Five different testing statistics are proposed and their asymptotic distributions are investigated. It is shown that the statistics are asymptotically distributed according to the chisquare distribution or can be written as a linear combination of chisquare random variables with one degree of freedom. A small scale numerical Monte Carlo study is presented in order to compare the empirical size and power of the proposed tests. A comparative calibration example is used to illustrate the results obtained.     

About the synthesis of N-1-substituted 3-aminopyrroles. A comparison

A general method for the preparation of 3-amino-1-methylpyrroles in excellent yields is reported. The key step involves the N-methylation of the nitro derivatives 2 , under phase transfer catalysis conditions.     

IDENTIFICATION OF MEMBRANE PROTEINS IMAGED BY ATOMIC FORCE MICROSCOPY USING A TEMPLATE MATCHING ALGORITHM

The atomic force microscope allows to image biological samples in their native environment. But the identification and the topography of individual randomly distributed membrane proteins is still a challenge. We used membranes of isolated vacuoles of barley mesophyll cells. Images at low resolution indicate that vacuoles spontaneously attach, rupture and finally adsorb completely as planar membrane to mica. Height profiles indicate that the membrane at the peripheral boundary exposes the extravacuolar surface to the scanning tip. At molecular resolution a template matching correlation algorithm was used to identify the most abundant membrane protein, the vacuolar H⁺-ATPase by the characteristic extravacuolar head of the transport molecule. The data indicate the possibility to analyse single randomly distributed membrane proteins in their native environment with the knowledge of a suitable template.