Dynamic Interactions in Synthetic Receptors: A Guest Exchange Saturation Transfer Study

The accumulated knowledge regarding molecular architectures is based on established, reliable, and accessible analytical tools that provide robust structural and functional information on assemblies. However, both the dynamicity and low population of noncovalently interacting moieties within studied molecular systems limit the efficiency and accuracy of traditional methods. Herein, the use of a saturation transfer-based NMR approach to study the dynamic binding characteristics of an anion to a series of synthetic receptors derived from bambusuril macrocycles is demonstrated. The exchange rates of BF₄⁻ are mediated by the side chains on the receptor (100 s⁻¹<k_ex<5000 s⁻¹), which play a critical role in receptor-anion binding dynamics. The signal amplification obtained with this approach allows for the identification of different types of intermolecular interactions between the receptor and the anion, something that could not have been detected by techniques hitherto used to study molecular assemblies. These findings, which are supported by a computational molecular dynamic study, demonstrate the uniqueness and added value of this NMR method.     

Mosaics of combinatorial designs for information-theoretic security

Designs, Codes and Cryptography - We study security functions which can serve to establish semantic security for the two central problems of information-theoretic security: the wiretap channel, and...     

Distorted Phthalocyanines by Click Chemistry: Photoacoustic,Photothermal, and Surface-Enhanced Resonance Raman Studies

Distortion of nominally planar phthalocyanine macrocycles affects the excited state dynamics in that most of the excited-state energy decays through internal conversion. A click-type annulation reaction on a perfluorophthalocyanine platform appending a seven-membered ring to the β-positions on one or more of the isoindoles distorts the macrocycle and modulates solubility. The distorted derivative enables photoacoustic imaging, photothermal effects, and strong surface-enhanced resonance Raman signals.     

Dual Palladium(II)/Tertiary Amine Catalysis for Asymmetric Regioselective Rearrangements of Allylic Carbamates

The streamlined catalytic access to enantiopure allylic amines as valuable precursors towards chiral β‐ and γ‐aminoalcohols as well as α‐ and β‐aminoacids is desirable for industrial purposes. In this article an enantioselective method is described that transforms achiral allylic alcohols and N‐tosylisocyanate in a single step into highly enantioenriched N‐tosyl protected allylic amines via an allylic carbamate intermediate. The latter is likely to undergo a cyclisation‐induced [3,3]‐rearrangement catalysed by a planar chiral pentaphenylferrocene palladacycle in cooperation with a tertiary amine base. The otherwise often indispensable activation of palladacycle catalysts by a silver salt is not required in the present case and there is also no need for an inert gas atmosphere. To further improve the synthetic value, the rearrangement was used to form dimethylaminosulfonyl‐protected allylic amines, which can be deprotected under non‐reductive conditions.     

Recent Advances of the Halogen–Zinc Exchange Reaction

For the preparation of zinc organometallics bearing highly sensitive functional groups such as ketones, aldehydes or nitro groups, especially mild halogen–zinc exchange reagents have proven to be of great potential. In this Minireview, the latest research in the area of the halogen–zinc exchange reaction is reported, with a special focus lying on novel dialkylzinc reagents complexed with lithium alkoxides. Additionally, the preparation and application of organofluorine zinc reagents and transition-metal-catalyzed halogen–zinc exchange reactions are reviewed.     

On Weak Invariance Principles for Partial Sums

Given a sequence of random functionals \(\bigl \{X_k(u)\bigr \}_{k \in \mathbb {Z}}\), \(u \in \mathbf{I}^d\), \(d \ge 1\), the normalized partial sums \(\check{S}_{nt}(u) = n^{-1/2}\bigl (X_1(u) + \cdots + X_{\lfloor n t \rfloor }(u)\bigr )\), \(t \in [0,1]\) and its polygonal version \({S}_{nt}(u)\) are considered under a weak dependence assumption and \(p > 2\) moments. Weak invariance principles in the space of continuous functions and càdlàg functions are established. A particular emphasis is put on the process \(\check{S}_{nt}(\widehat{\theta })\), where \(\widehat{\theta } \xrightarrow {\mathbb {P}} \theta \), and weaker moment conditions (\(p = 2\) if \(d = 1\)) are assumed.     

Hedging with temporary price impact

We consider the problem of hedging a European contingent claim in a Bachelier model with temporary price impact as proposed by Almgren and Chriss (J Risk 3:5–39, 2001). Following the approach of Rogers and Singh (Math Financ 20:597–615, 2010) and Naujokat and Westray (Math Financ Econ 4(4):299–335, 2011), the hedging problem can be regarded as a cost optimal tracking problem of the frictionless hedging strategy. We solve this problem explicitly for general predictable target hedging strategies. It turns out that, rather than towards the current target position, the optimal policy trades towards a weighted average of expected future target positions. This generalizes an observation of Gârleanu and Pedersen (Dynamic portfolio choice with frictions. Preprint, 2013b) from their homogenous Markovian optimal investment problem to a general hedging problem. Our findings complement a number of previous studies in the literature on optimal strategies in illiquid markets as, e.g., Gârleanu and Pedersen (Dynamic portfolio choice with frictions. Preprint, 2013b), Naujokat and Westray (Math Financ Econ 4(4):299–335, 2011), Rogers and Singh (Math Financ 20:597–615, 2010), Almgren and Li (Option hedging with smooth market impact. Preprint, 2015), Moreau et al. (Math Financ. doi: 10.1111/mafi.12098, 2015), Kallsen and Muhle-Karbe (High-resilience limits of block-shaped order books. Preprint, 2014), Guasoni and Weber (Mathematical Financ. doi: 10.1111/mafi.12099, 2015a; Nonlinear price impact and portfolio choice. Preprint, 2015b), where the frictionless hedging strategy is confined to diffusions. The consideration of general predictable reference strategies is made possible by the use of a convex analysis approach instead of the more common dynamic programming methods.