Arbitrage‐free call option surface construction using regression splines

In this work, we suggest a novel quadratic programming‐based algorithm to generate an arbitrage‐free call option surface. The empirical performance of the proposed method is evaluated using S&P 500 Index call options. Our results indicate that the proposed method provides a more precise fit to observed option prices than other alternative methodologies. Copyright © 2014 John Wiley & Sons, Ltd.     

Photoswitching the Cytotoxic Properties of Platinum(II) Compounds

The photoactivation of potential anticancer metal complexes is a hot topic of current research as it may lead to the development of more selective drugs. Photoactivated chemotherapy (PACT) with coordination compounds is usually based on a (photo)chemical reaction taking place at the metal center. Herein, a new strategy is exploited that consists of “photomodifying” a ligand coordinated to metal ions. Platinum(II) complexes from photoswitchable 1,2‐dithienylethene‐containing ligands have been prepared, which exhibit two interconvertible photoisomeric forms that present distinct DNA‐interacting properties and cytotoxic behaviors.     

Front-End Electron Transfer Dissociation Coupled to a 21 Tesla FT-ICR Mass Spectrometer for Intact Protein Sequence Analysis

High resolution mass spectrometry is a key technology for in-depth protein characterization. High-field Fourier transform ion cyclotron resonance mass spectrometry (FT-ICR MS) enables high-level interrogation of intact proteins in the most detail to date. However, an appropriate complement of fragmentation technologies must be paired with FTMS to provide comprehensive sequence coverage, as well as characterization of sequence variants, and post-translational modifications. Here we describe the integration of front-end electron transfer dissociation (FETD) with a custom-built 21 tesla FT-ICR mass spectrometer, which yields unprecedented sequence coverage for proteins ranging from 2.8 to 29 kDa, without the need for extensive spectral averaging (e.g., ~60% sequence coverage for apo-myoglobin with four averaged acquisitions). The system is equipped with a multipole storage device separate from the ETD reaction device, which allows accumulation of multiple ETD fragment ion fills. Consequently, an optimally large product ion population is accumulated prior to transfer to the ICR cell for mass analysis, which improves mass spectral signal-to-noise ratio, dynamic range, and scan rate. We find a linear relationship between protein molecular weight and minimum number of ETD reaction fills to achieve optimum sequence coverage, thereby enabling more efficient use of instrument data acquisition time. Finally, real-time scaling of the number of ETD reactions fills during method-based acquisition is shown, and the implications for LC-MS/MS top-down analysis are discussed.

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Active dielectric metasurface based on phase‐change medium

We propose all‐dielectric metasurfaces that can be actively re‐configured using the phase‐change material Ge₂Sb₂Te₅ (GST) alloy. With selectively controlled phase transitions on the composing GST elements, metasurfaces can be tailored to exhibit varied functionalities. Using phase‐change GST rod as the basic building block, we have modelled metamolecules with tunable optical response when phase change occurs on select constituent GST rods. Tunable gradient metasurfaces can be realized with variable supercell period consisting of different patterns of the GST rods in their amorphous and crystalline states. Simulation results indicate a range of functions can be delivered, including multilevel signal modulating, near‐field coupling of GST rods, and anomalous reflection angle controlling. This work opens up a new space in exploring active meta‐devices with broader applications that cannot be achieved in their passive counterparts with permanent properties once fabricated.

     

Discovering Higher-Order Interactions Through Neural Information Decomposition

If regularity in data takes the form of higher-order functions among groups of variables, models which are biased towards lower-order functions may easily mistake the data for noise. To distinguish whether this is the case, one must be able to quantify the contribution of different orders of dependence to the total information. Recent work in information theory attempts to do this through measures of multivariate mutual information (MMI) and information decomposition (ID). Despite substantial theoretical progress, practical issues related to tractability and learnability of higher-order functions are still largely unaddressed. In this work, we introduce a new approach to information decomposition—termed Neural Information Decomposition (NID)—which is both theoretically grounded, and can be efficiently estimated in practice using neural networks. We show on synthetic data that NID can learn to distinguish higher-order functions from noise, while many unsupervised probability models cannot. Additionally, we demonstrate the usefulness of this framework as a tool for exploring biological and artificial neural networks.     

Ultrasound and Sonochemistry for Radical Polymerization: Sound Synthesis

The use of ultrasound as an external stimulus for promoting polymerization reactions has received increasing attention in recent years. In this Review article, the fundamental processes that can lead to either the homolytic cleavage of polymer chains, or the sonolysis of solvent (or other) small molecules, under the application of ultrasound are described. These reactions promote the production of reactive radicals, which can be utilized in chain-growth radical polymerizations under the right conditions. A full historical overview of the development of ultrasound-assisted radical polymerization is provided, with special attention given to the recently described systems that are “controlled” by methods of reversible (radical) deactivation. Perspectives are shared on what challenges still remain in polymer sonochemistry, as well as new areas that are yet to be explored.     

Cup and cap products in intersection (co)homology

We construct cup and cap products in intersection (co)homology with field coefficients. The existence of the cap product allows us to give a new proof of Poincaré duality in intersection (co)homology which is similar in spirit to the usual proof for ordinary (co)homology of manifolds.     

A Two-Step Synthesis of the “Queen Substance” of the Honey Bee

A synthesis of the “queen substance” was accomplished in two steps from readily available starting materials. The key step was a novel one-pot reduction of 7-oxooctanoic acid to 7-oxooctanal followed by condensation with malonic acid.     

On the Osipov–Pickup–Dunmur chirality index: why pseudoscalar functions are generally unsuitable to quantify chirality

The applicability of pseudoscalar functions, in general, and of the Osipov–Pickup–Dunmur chirality index, in particular, as consistent chirality measures is discussed. It is shown that due to the presence of chiral zeros these functions are unsuited to measure the chirality of objects described by more than two independent parameters.     

Chemorheology investigation of a glassy epoxy thermoset on tensile plastic flow and fracture morphology

Reproducible and uncharacteristic tensile stress–strain behavior of cured glassy epoxy‐amine networks produces distinctive fracture surfaces. Test specimens exhibiting plastic flow result in mirror‐like fracture surfaces, whereas samples that fail during yield or strain softening regions possess nominal mirror‐mist‐hackle topography. Atomic force microscopy and scanning electron microscopy reveal branched nodule morphologies in the 50‐nm size scale that may be responsible for the unusual tensile properties. Current hypothesis is that plastic flow of the glassy thermoset occurs through the existence and deformation of these nodular nanostructures. The thermal cure profile of the epoxy‐amine thermoset affects the size and formation of the nodular nanostructure. Eliminating vitrification during thermoset polymerization forms a more continuous phase, reduction in size of the nodules, and eliminates the capacity of the material to yield in plastic flow. This maximizes nanostructure connectivity of the glassy epoxy‐amine thermoset and reduces strain to failure significantly. © 2015 Wiley Periodicals, Inc. J. Polym. Sci., Part B: Polym. Phys. 2015 , 53, 1333–1344.