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211.
The wide acceptance of Hedge Funds by Institutional Investors and Pension Funds has led to an explosive growth in assets under management. These investors are drawn to Hedge Funds due to the seemingly low correlation with traditional investments and the attractive returns. The correlations and market risk (the Beta in the Capital Asset Pricing Model) of Hedge Funds are generally calculated using monthly returns data, which may produce misleading results as Hedge Funds often hold illiquid exchange-traded securities or difficult to price over-the-counter securities. In this paper, the Maximum Overlap Discrete Wavelet Transform (MODWT) is applied to measure the scaling properties of Hedge Fund correlation and market risk with respect to the S&P 500. It is found that the level of correlation and market risk varies greatly according to the strategy studied and the time scale examined. Finally, the effects of scaling properties on the risk profile of a portfolio made up of Hedge Funds is studied using correlation matrices calculated over different time horizons. 相似文献
212.
Hu S Lustig M Chen AP Crane J Kerr A Kelley DA Hurd R Kurhanewicz J Nelson SJ Pauly JM Vigneron DB 《Journal of magnetic resonance (San Diego, Calif. : 1997)》2008,192(2):258-264
High polarization of nuclear spins in liquid state through dynamic nuclear polarization has enabled the direct monitoring of 13C metabolites in vivo at very high signal-to-noise, allowing for rapid assessment of tissue metabolism. The abundant SNR afforded by this hyperpolarization technique makes high-resolution 13C 3D-MRSI feasible. However, the number of phase encodes that can be fit into the short acquisition time for hyperpolarized imaging limits spatial coverage and resolution. To take advantage of the high SNR available from hyperpolarization, we have applied compressed sensing to achieve a factor of 2 enhancement in spatial resolution without increasing acquisition time or decreasing coverage. In this paper, the design and testing of compressed sensing suited for a flyback 13C 3D-MRSI sequence are presented. The key to this design was the undersampling of spectral k-space using a novel blipped scheme, thus taking advantage of the considerable sparsity in typical hyperpolarized 13C spectra. Phantom tests validated the accuracy of the compressed sensing approach and initial mouse experiments demonstrated in vivo feasibility. 相似文献
213.
Thomas B. Scott Michelle Dickinson Richard A. Crane Olga Riba Gareth M. Hughes Geoffrey C. Allen 《Journal of nanoparticle research》2010,12(5):1765-1775
In order to increase the longevity of contaminant retention, a method is sought to improve the corrosion resistance of iron nanoparticles (INP) used for remediation of contaminated water and thereby extend their industrial lifetime. A multi-disciplinary approach was used to investigate changes induced by vacuum annealing (<5 × 10?8 mbar) at 500 °C on the bulk and surface chemistry of INP. The particle size did not change significantly as a result of annealing but the surface oxide thickness decreased from an average of 3–4 nm to 2 nm. BET analysis recorded a decrease in INP surface area from 19.0 to 4.8 m2 g?1, consistent with scanning electron microscopy (SEM) and transmission electron microscopy (TEM) observations which indicated the diffusion bonding of previously discrete particles at points of contact. X-ray diffraction (XRD) confirmed that recrystallisation of the metallic cores had occurred, converting a significant fraction of poorly crystalline iron to bcc α-Fe and Fe2B phases. X-ray photoelectron spectroscopy (XPS) indicated a change in the surface oxide stoichiometry from magnetite (Fe3O4) towards wüstite (FeO) and the migration of boron and carbon to the particle surfaces. The improved core crystallinity and the presence of passivating impurity phases at the INP surfaces may act to improve the corrosion resistance and reactive lifespan of the vacuum annealed INP for environmental applications. 相似文献
214.
Marijke WA de Backer Maike AD Brans Mieneke CM Luijendijk Keith M Garner Dianne MA van den Heuvel R Jeroen Pasterkamp Roger AH Adan 《BMC neuroscience》2010,11(1):94
Background
Multiple neuropeptides, sometimes with opposing functions, can be produced from one precursor gene. To study the roles of the different neuropeptides encoded by one large precursor we developed a method to overexpress minigenes and establish local secretion. 相似文献215.