Variable sampling interval Shewhart control charts for monitoring the multivariate coefficient of variation

In many industrial manufacturing processes, the ratio of the variance to the mean of a quantity of interest is an important characteristic to ensure the quality of the processes. This ratio is called the coefficient of variation (CV). A lot of control charts have been designed for monitoring the CV of univariate quantity in the literature. However, the CV control charts for multivariate quantity have not received much attention yet. In this paper, we investigate a variable sampling interval (VSI) Shewhart control chart for monitoring multivariate CV. The time between two consecutive samples is allowed to vary according to the previous value of the multivariate CV, which will help the chart to detect the process shifts faster. The comparison with the fixed sampling interval Shewhart chart is implemented to highlight the advantage of the VSI method. Finally, an illustrative example is demonstrated on real data.     

The challenge in managing new financial risks: adopting an heuristic or theoretical approach

The financial crisis began with the collapse of Lehman Brothers and the subprime asset backed securities debacle. Credit risk was turned into liquidity risk, resulting in a lack of confidence among financial institutions. In this article, we will propose a way to model liquidity risk and the credit risk in best practices. We will show that liquidity risk is a new type of risk and the current way to deal with it is based solely on observed variables without any theoretical link. We propose an heuristic approach to combine the numerous liquidity risk indicators with a logistic regression for the first time. In regards to credit risk, several articles prove that the best practice is to use an option model to appreciate this risk. We will present our methodology using stochastic diffusion for the interest rate because currently the yield curves aren’t liquid. This approach is more relevant because the basis model in prior publications has a constant interest rate or a forward rate. Both models allow a better understanding of liquidity and credit risks and the further development of research deals with the link between these two financial risks.     

Designing liquid-crystalline dendronised hexa-adducts of [60]fullerene via click chemistry

ABSTRACT

Liquid-crystalline [60]fullerodendrimers were constructed via click chemistry based on the reaction between hexa-adducts of [60]fullerene (C₆₀) bearing 12 azide groups and alkyne-terminated cyanobiphenyl dendrons of first- and second-generation. The structure of all the new compounds was confirmed by IR, UV, ¹H and ¹³C NMR spectroscopies and mass spectrometry. The mesomorphic properties were studied by polarised optical microscopy, differential scanning calorimetry and small-angle X-ray scattering. The hexa-adduct of C₆₀ functionalised with the first-generation dendrons gave rise to the formation of a smectic A phase and a rectangular columnar phase (c2mm symmetry) while the hexa-adduct of C₆₀ decorated with the second-generation dendrons displayed only a rectangular columnar phase (c2mm symmetry). Our results show that the hexa-adduct of C₆₀ is a unique synthetic platform for the design of fullerodendrimers and dendronised materials.     

Conformational Changes and Redox Properties of Bimetallic Single Helicates of Hexapyrrole-α,ω-dicarbaldehydes

The hexapyrrole-α,ω-dicarbaldehydes 1 a and 1 b were metallated with Cu^II, Ni^II, and Pd^II to give bimetallic complexes where a pair of 3 N+O four-coordinate metal planes are helically distorted and the central 2,2′-bipyrrole subunit adopts a cis or trans conformation. X-ray crystallographic analysis of the bisCu complex revealed a closed form with a cis-2,2′-bipyrrole subunit and an open form with a trans-2,2′-bipyrrole subunit. The bisPd complexes took a closed form both in the solid state and in solution. They are regarded as single helicates of two turns and the energy barrier for the interchange between an M helix and a P helix was remarkably influenced by the bulky 3,3′-substituent of the central 2,2′-bipyrrole subunit. Although the bisNi complexes adopt a closed form in the solid state, they exist as a homohelical open C₂-symmetric form or a heterohelical open C_i-symmetric form in solution. A theoretical study suggested that the closed form of 1 a Pd was stabilized by the Pd–Pd interaction. Compound 1 a Pd was reversibly oxidized by one electron at 0.14 V versus ferrocene/ferrocenium (Fc/Fc⁺) and this oxidized species showed Vis/NIR absorption bands at λ=767 and 1408 nm.     

Optical modes in nanoscale one-dimensional spin chains

The spin chain systems with one-dimensional magnetic ordering are promising candidates for quantum optical devices. This paper shows how the optical excitation can induce various phonon modes in an ideal Cu-O chain at various lengths. The calculation was carried out at different level theories including configuration interaction singles for excited states, density functional theory and second-order Möller-Plesset perturbation. In general, the number of modes increases with chain length due to growing asymmetry of atomic positions when chain exceeds 5 nm. There were, however, only two basic modes: one is associated with the symmetric oscillation of oxygen and another with the asymmetric motion of the same along the chain. At the length below 4.3 nm, the Raman activity of the symmetric mode (440 cm⁻¹) dominates. From analysis of density of states, this mode may be associated with the excitation across the lowest LUMO bands with changing in spin state.     

Inducing anisotropy in bulk Nd-Fe-Co-Al-B nanocrystalline alloys by quenching in magnetic field

We have observed magnetic anisotropy in bulk Nd_55−xCo_xFe₃₀Al₁₀B₅ (x=10, 15 and 20) alloys prepared by copper mold suction casting method with a presence of external magnetic field (quenching field) μ₀H=0.25 T. By changing direction of the measuring field from perpendicular to parallel one in comparison with that of the quenching field, coercive force of the alloys slightly decreases while remanent magnetization and squareness of hysteresis loop increase more clearly. It is also found that the higher Co-concentration in the alloys the larger magnetic anisotropy is induced. The structure analyses manifest nanocrystalline particles embedded in residual amorphous matrix of the alloys. The size of the particles is in range of 10-30 nm and their crystalline phases consist of Nd₂(Fe,Co)₁₄B, Nd₃Co, Nd₃Al, NdAl₂ and Nd.     

Ozonolysis of dipterocarpol and its derivatives

Oxidation of dipterocarpol and its derivatives with ozone gave compounds containing lactone, lactol, alkoxytetrahydrofuran, aldehyde, and methyl ketone fragments in the side chain, as well as 1,2,4-trioxolane fragment in the A ring. The molecular and crystalline structures of dipterocarpol were determined by X-ray analysis.     

Synthesis and characterization of diphenylaminodiphenyl stryl based alternating copolymers

Diphenylaminobiphenylated stryl based alternating copolymers with phenyl or fluorene, which were expected to have a terphenylene vinylene backbone containing an (N,N‐diphenylamino)biphenyl pendant and a phenyl/fluorene/phenylene vinylene backbone containing an (N,N‐diphenylamino)biphenyl pendant, were synthesized by a Suzuki coupling reaction. The obtained copolymers were confirmed with various types of spectroscopy. The alternating copolymers showed good hole‐injection properties because of their low oxidation potential and good solubility and high thermal stability with a high glass‐transition temperature. The alternating copolymers showed blue emissions because of the adjusted conjugation lengths; the maximum wavelength was 460 nm for poly{4,4′‐biphenylene‐α‐[4″‐(N,N′‐diphenylamino)diphenyl]vinylene‐alt‐5‐(2′‐ethylhexyloxy)‐2‐methoxybenzene} and 487 nm for poly{4,4′‐biphenylene‐α‐[4″‐(N,N′‐diphenylamino)diphenyl] vinylene‐alt‐9,9‐dihexylfluorene}. The maximum brightness of indium tin oxide/poly(3,4‐ethylene dioxythiophene)/polymer/LiF/Al devices with poly{4,4′‐biphenylene‐α‐[4″‐(N,N′‐diphenylamino)diphenyl]vinylene‐alt‐5‐(2′‐ethylhexyloxy)‐2‐methoxybenzene} or poly{4,4′‐biphenylene‐α‐[4″‐(N,N′‐diphenylamino)diphenyl]vinylene‐alt‐9,9‐dihexylfluorene} as the emitting layer was 250 or 1000 cd/m², respectively. © 2006 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 341–347, 2007     

Synthesis of 4,5-benzotropones by cyclization of 1,3-bis-silyl enol ethers with 1,2-dialdehydes

The cyclization of 1,3-bis-silyl enol ethers or (2,4-dioxobutylidene)triphenylphosphoranes with phthalic dialdehyde allowed a convenient synthesis of a variety of 4,5-benzotropones. The hydrogenation of benzotropones afforded functionalized benzocycloheptanones which were transformed into tricyclic butenolides.