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.     

Polar Isotactic and Syndiotactic Polypropylenes by Organozirconium-Catalyzed Masking-Reagent-Free Propylene and Amino–Olefin Copolymerization

Polar functionalized isotactic and syndiotactic polypropylenes (PPs) are synthesized by direct, masking-reagent-free propylene and amino–olefin (AO, CH₂=CH(CH₂)_xNⁿPr₂, x=2, 3, 6) copolymerizations using the activated precatalysts rac-[Me₂Si(indenyl)₂]ZrMe₂ and [Me₂C(Cp)(fluorenyl)]ZrMe₂, respectively. Polymerization activities at 25 °C are as high as 4208 and 535 kg/(mol h atm) with AO incorporation up to 4.0 mol % and 1.6 mol %, respectively. Remarkably, introducing the amino-olefin comonomers significantly enhances stereoselection for both isotactic (mmmm: 59.5 %→91.0 %) and syndiotactic (rrrr: 66.3 %→81.3 %) products.     

Polyethylene Terephthalate Deconstruction Catalyzed by a Carbon-Supported Single-Site Molybdenum-Dioxo Complex

Polyethylene terephthalate (PET) is selectively depolymerized by a carbon-supported single-site molybdenum-dioxo catalyst to terephthalic acid (PTA) and ethylene. The solventless reactions are most efficient under 1 atmosphere of H₂. The catalyst exhibits high stability and can be recycled multiple times without loss of activity. Waste beverage bottle PET or a PET + polypropylene (PP) mixture (simulating the bottle + cap) proceeds at 260 °C with complete PET deconstruction and quantitative PTA isolation. Mechanistic studies with a model diester, 1,2-ethanediol dibenzoate, suggest the reaction proceeds by initial retro-hydroalkoxylation/β-C−O scission and subsequent hydrogenolysis of the vinyl benzoate intermediate.     

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.     

Long-lived charge carrier generation in ordered films of a covalent perylenediimide–diketopyrrolopyrrole–perylenediimide molecule

The photophysics of a covalently linked perylenediimide–diketopyrrolopyrrole–perylenediimide acceptor–donor–acceptor molecule (PDI–DPP–PDI, 1) were investigated and found to be markedly different in solution versus in unannealed and solvent annealed films. Photoexcitation of 1 in toluene results in quantitative charge separation in τ = 3.1 ± 0.2 ps, with charge recombination in τ = 340 ± 10 ps, while in unannealed/disordered films of 1, charge separation occurs in τ < 250 fs, while charge recombination displays a multiexponential decay in ∼6 ns. The absence of long-lived, charge separation in the disordered film suggests that few free charge carriers are generated. In contrast, upon CH₂Cl₂ vapor annealing films of 1, grazing-incidence X-ray scattering shows that the molecules form a more ordered structure. Photoexcitation of the ordered films results in initial formation of a spin-correlated radical ion pair (electron–hole pair) as indicated by magnetic field effects on the formation of free charge carriers which live for ∼4 μs. This result has significant implications for the design of organic solar cells based on covalent donor–acceptor systems and shows that long-lived, charge-separated states can be achieved by controlling intramolecular charge separation dynamics in well-ordered systems.     

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.     

Building Blocks for High-Efficiency Organic Photovoltaics: Interplay of Molecular,Crystal, and Electronic Properties in Post-Fullerene ITIC Ensembles

Accurate single-crystal X-ray diffraction data offer a unique opportunity to compare and contrast the atomistic details of bulk heterojunction photovoltaic small-molecule acceptor structure and packing, as well as provide an essential starting point for computational electronic structure and charge transport analysis. Herein, we report diffraction-derived crystal structures and computational analyses on the n-type semiconductors which enable some of the highest efficiency organic solar cells produced to date, 3,9-bis(2-methylene-(3-(1,1-dicyanomethylene)-indanone))-5,5,11,11-tetrakis(4-hexylphenyl)-dithieno[2,3-d:2′,3′-d′]-s-indaceno[1,2-b:5,6-b′]dithiophene ( ITIC ) and seven derivatives (including three new crystal structures: 3,9-bis(2-methylene-(3-(1,1-dicyanomethylene)-indanone))-5,5,11,11-tetrakis(4-propylphenyl)-dithieno[2,3-d:2′,3′-d′]-s-indaceno[1,2-b:5,6-b′]dithiophene ( ITIC-C3 ), 3,9-bis(2-methylene-(3-(1,1-dicyanomethylene)-indanone))-5,5,11,11-tetrakis(3-hexylphenyl)-dithieno[2,3-d:2′,3′-d′]-s-indaceno[1,2-b:5,6-b′]dithiophene ( m -ITIC-C6 ), and 3,9-bis(2-methylene-((3-(1,1-dicyanomethylene)-6,7-difluoro)-indanone))-5,5,11,11-tetrakis(4-butylphenyl)-dithieno[2,3-d:2′,3′-d′]-s-indaceno[1,2-b:5,6-b′]dithiophene ( ITIC-C4-4F ). IDTT acceptors typically pack in a face-to-face fashion with π–π distances ranging from 3.28–3.95 Å. Additionally, edge-to-face packing is observed with S⋯π interactions as short as 3.21–3.24 Å. Moreover, ITIC end group identities and side chain substituents influence the nature and strength of noncovalent interactions (e. g. H-bonding, π–π) and thus correlate with the observed packing motif, electronic structure, and charge transport properties of the crystals. Density functional theory (DFT) calculations reveal relatively large nearest-neighbor intermolecular π-π electronic couplings (5.85–56.8 meV) and correlate the nature of the band structure with the dispersion interactions in the single crystals and core–end group polarization effects. Overall, this combined experimental and theoretical work reveals key insights into crystal engineering strategies for indacenodithienothiophene (IDTT) acceptors, as well as general design rules for high-efficiency post-fullerene small molecule acceptors.