Worst-case robust decisions for multi-period mean–variance portfolio optimization

In this paper, we extend the multi-period mean–variance optimization framework to worst-case design with multiple rival return and risk scenarios. Our approach involves a min–max algorithm and a multi-period mean–variance optimization framework for the stochastic aspects of the scenario tree. Multi-period portfolio optimization entails the construction of a scenario tree representing a discretised estimate of uncertainties and associated probabilities in future stages. The expected value of the portfolio return is maximized simultaneously with the minimization of its variance. There are two sources of further uncertainty that might require a strengthening of the robustness of the decision. The first is that some rival uncertainty scenarios may be too critical to consider in terms of probabilities. The second is that the return variance estimate is usually inaccurate and there are different rival estimates, or scenarios. In either case, the best decision has the additional property that, in terms of risk and return, performance is guaranteed in view of all the rival scenarios. The ex-ante performance of min–max models is tested using historical data and backtesting results are presented.     

Analysis of the quadrupole deformation of <Emphasis Type="Italic">Δ</Emphasis>(1232) within an effective Lagrangian model for pion photoproduction from the nucleon

We present an extraction of the E2/M1 ratio of the Δ(1232) from experimental data applying an effective Lagrangian model. We compare the result obtained with different nucleonic models and we reconcile the experimental results with the lattice QCD calculations.     

Anodic stripping voltammetric determination of total lead, copper and selenium in whole blood and blood serum

A two-step procedure including appropriate wet-digestions, separation of selenium from interfering ions such as heavy metal ions with pentyl alcohol and anodic stripping voltammetric (ASV) determination of Pb²⁺, Cu²⁺ and SeO₃ ^2– is developed. The elements in digested whole blood and serum sample solutions were determined by using a standard addition method. 1 × 10^–9 mol/L SeO^2– ₃, Cu²⁺ and Pb²⁺ were successfully determined with relative standard deviations of approximately 1–2% (n = 6–8). Received: 19 August 1996 / Revised: 24 February 1997 / Accepted: 28 February 1997     

The theoretical calculation of transition probabilities for some excited p-d transitions in atomic nitrogen

The atomic transition probabilities are calculated for individual lines between some quartet terms of 3p↦4d and 3p↦5d transition arrays using weakest bound electron potential model theory (WBEPMT). In the determination of relevant parameters which are needed for calculation of transition probabilities, we employed numerical non-relativistic Hartree-Fock wave functions for expectation values of radius in both ground and excited states unlike to NCA method used on traditional WBEPMT procedure. We have obtained very good agreement between our results and the accepted values taken from NIST.     

Synthesis and size differentiation of Ge nanocrystals in amorphous SiO2

Germanosilicate layers were grown on Si substrates by plasma enhanced chemical vapor deposition (PECVD) and annealed at different temperatures ranging from 700–1010 °C for durations of 5 to 60 min. Transmission electron microscopy (TEM) was used to investigate Ge nanocrystal formation in SiO₂:Ge films. High-resolution cross section TEM images, electron energy-loss spectroscopy and energy dispersive X-ray analysis (EDX) data indicate that Ge nanocrystals are present in the amorphous silicon dioxide films. These nanocrystals are formed in two spatially separated layers with average sizes of 15 and 50 nm, respectively. EDX analysis indicates that Ge also diffuses into the Si substrate. PACS 68.73.Lp; 61.46.Hk; 61.46.-w; 68.65.Hb; 61.82.Rx     

Efficiency improvement of quantum well solar cell with the AuGeNi metallization and Si3N4 ARC design

This study demonstrates the power conversion efficiency enhancement on In_0.19Ga_0.81As/GaAs quantum well solar cells (QWSC). The solar cell structure was grown on n-type (100)-oriented GaAs substrate by using solid-source molecular beam epitaxy technique and divided into square pieces. In order to understand whether the eight quantum wells were grown or not, scanning electron microscopy (SEM), and secondary ion mass spectrometry characterizations were done at room temperature. After that, the Si₃N₄ antireflection layers were coated onto both two square pieces of In_0.19Ga_0.81As/GaAs QWSC structure and p-GaAs substrate at different temperatures by the radio frequency magnetron sputtering system. The optical properties of the Si₃N₄ coated and uncoated p-GaAs samples have been evaluated by means of ultraviolet-visible spectrometry measurements at room temperature. According to ultraviolet-visible spectrometry results, the best Si₃N₄ antireflection coated one was obtained at 100 °C substrate temperature. Thus, the In_0.19Ga_0.81As/GaAs QWSC structure with and without Si₃N₄ layer, which was coated at 100 °C substrate temperature, was selected for other measurements and processes. Moreover, the In_0.19Ga_0.81As/GaAs QWSC samples with and without Si₃N₄ antireflection coating were separately fabricated with different metallization materials for obtaining the solar cell electrical output parameters. AuGe and AuGeNi metallization materials were used for the fabrication processes. After fabrication, the electrical output parameters were extracted from the current-voltage measurements at room temperature both in dark and under AM1.5 – 1 Sun illumination. The proposed design which includes the AuGeNi metallization and Si₃N₄ antireflection layer enhanced the power conversion efficiency by 44.40%.     

An ITO Based Disposable Biosensor for Ultrasensitive Analysis of Retinol Binding Protein

A highly sensitive electrochemical biosensor based on anti‐RBP biorecognition capable to analyze concentrations of retinol binding protein (RBP) was developed. The construction of the biosensor interfaces was carefully characterized by techniques such as electrochemistry, EIS, and scanning electron microscopy. In order to characterize impedance data, Kramers‐Kronig Transform was performed on the experimental impedance data. Besides, for an immunosensor system the Single Frequency Impedance technique was firstly used for the characterization of the interaction between RBP and anti‐RBP. Finally, artificial serum samples spiked with RBP were analyzed by the proposed ITO based immunosensor to investigate the usefulness of the biosensor for early biomarker diagnosis.     

Synthesis,crystal structure,chromatographic seperation,and thermogravimetric investigation of a ONNO type asymmetric Schiff base and its trinuclear complexes

1,3-Propanediamine was put to react with 2-hydroxybenzaldehyde and 2-hydroxyacetophenone sequentially in aprotic medium. The crystalline product was examined by high performance liquid chromatography. The composition was 66% asymmetric Schiff base N(2-hydroxybenzylidene)-N′(2-hydroxyacetophenone)-1,3-propanediamine (SALLACH₂) and 33% bis-N,N′(2-hydroxyacetophenylidene)-1,3-propanediamine (LACH2). As the crystals were uniform and of appropriate size, the molecular model of the material was revealed by X-ray diffraction. It was seen that two molecules of SALLACH₂ and one molecule of LACH₂ formed the mixed crystals. The substance was separated to its components and the asymmetric Schiff base was purified with a silica column. The substance was characterized with elemental analysis, FT-IR, MS, ¹HNMR, and ¹³C NMR. In addition, six tri-nuclear complex with the nuclear structure of Ni^II-Ni^II-Ni^II, Ni^II-Cu^II-Ni^II, Ni^II-Mn^II-Ni^II were prepared from this Schiff base and stoichiometry was determined by elemental analysis, FT-IR and thermogravimetry. Finally, the molecular structures of two complexes were brought to light by XRD which highlights the asymmetry of the ligand more clearly.     

Antimicrobial Properties of Zeolite-X and Zeolite-A Ion-Exchanged with Silver,Copper, and Zinc Against a Broad Range of Microorganisms

Zeolites are nanoporous alumina silicates composed of silicon, aluminum, and oxygen in a framework with cations, water within pores. Their cation contents can be exchanged with monovalent or divalent ions. In the present study, the antimicrobial (antibacterial, anticandidal, and antifungal) properties of zeolite type X and A, with different Al/Si ratio, ion exchanged with Ag⁺, Zn²⁺, and Cu²⁺ ions were investigated individually. The study presents the synthesis and manufacture of four different zeolite types characterized by scanning electron microscopy and X-ray diffraction. The ion loading capacity of the zeolites was examined and compared with the antimicrobial characteristics against a broad range of microorganisms including bacteria, yeast, and mold. It was observed that Ag⁺ ion-loaded zeolites exhibited more antibacterial activity with respect to other metal ion-embedded zeolite samples. The results clearly support that various synthetic zeolites can be ion exchanged with Ag⁺, Zn²⁺, and Cu²⁺ ions to acquire antimicrobial properties or ion-releasing characteristics to provide prolonged or stronger activity. The current study suggested that zeolite formulations could be combined with various materials used in manufacturing medical devices, surfaces, textiles, or household items where antimicrobial properties are required.     

Synthesis by UV-curing and characterisation of polyurethane acrylate-lithium salts-based polymer electrolytes in lithium batteries

UV-cured caprolactone-based polyurethane acrylate (PUA) polymer blend electrolytes were prepared and characterised. To develop polymer electrolytes suited to ambient temperature, an ionically-conductive and reliable polymer electrolyte based on urethane acrylate resins synthesised from a fluorine-containing di-functional oligomer 6F ethoxylated diacrylate, a di-functional reactive diluent 1,6-hexanediol diacrylate for adjusting the viscosity, and a radical photo-initiator doped with a mixture of lithium salts were used. Free-standing flexible electrolyte films were prepared by UV-curing via free-radical photopolymerisation. The performance of the lithium polymer cell system (Li/PE(F4)/LiCoO₂) was determined by electrochemical impedance spectroscopy, cyclic voltammetry, a galvanostatic recurrent differential pulse, chronocoulometry and chronoamperometry. The electrolyte with optimal amounts of fluorine-containing oligomer and optimal salt mixture content exhibited enhanced conductivity, showing a conductivity of 1.00 × 10^?4 S cm^?1 at ambient temperature. The specific capacity, specific energy and specific power of a Li/PE(F4)/LiCoO₂ cell were also determined.