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71.
72.
Konstantin Volosov Gautam Mitra Fabio Spagnolo Cormac Lucas 《Computational Optimization and Applications》2005,32(1-2):179-207
In this paper we formulate a model for foreign exchange exposure management and (international) cash management taking into consideration random fluctuations of exchange rates. A vector error correction model (VECM) is used to predict the random behaviour of the forward as well as spot rates connecting dollar and sterling. A two-stage stochastic programming (TWOSP) decision model is formulated using these random parameter values. This model computes currency hedging strategies, which provide rolling decisions of how much forward contracts should be bought and how much should be liquidated.The model decisions are investigated through ex post simulation and backtesting in which value at risk (VaR) for alternative decisions are computed. The investigation (a) shows that there is a considerable improvement to “spot only” strategy, (b) provides insight into how these decisions are made and (c) also validates the performance of this model. 相似文献
73.
Excitation functions for the production of68Ga,67Ga,66Ga,65Ga +65Zn and61Cu fromα-induced reactions in natural copper have been measured in the energy range ≈ 10–40 MeV using the stacked foil technique.
A stack of nine copper foils was irradiated by a 40 MeVα-beam. Theγ-rays emitted from the irradiated samples were recorded. Excitation functions have also been calculated theoretically using
a statistical model with and without the inclusion of pre-equilibrium emission of particles. Pre-equilibrium component simulated
by exciton model shows that the inclusion of pre-equilibrium emission gives better agreement between experimental and theoretical
excitation functions. Pre-equilibrium fraction depends on the incident energy and the target mass number. 相似文献
74.
A single-step synthesis for ring-fluorinated 4H-1,4-benzothiazines is reported by the condensation and oxidative cyclization of β-diketones with 2-amino-5-fluorobenzenethiol. The reaction is believed to proceed via an enaminoketone system. 相似文献
75.
The synthesis of 6-halogenated 4H-1,4-benzothiazines is reported by the condensation and oxidative cyclization of 4-substituted 2-aminobenzenethiols (I, R = Cl, Br) with β-diketones in presence of DMSO. The ir, nmr and mass spectral studies are included. 4-Substituted 2-aminobenzenethiols were also prepared by an improved and direct method. 相似文献
76.
Gautam Bhattacharya 《Letters in Mathematical Physics》1980,4(5):361-366
An explicit form of a colour-singlet Fermion field is constructed from the operator solution of SU(n) Thirring model where the quark-fields are known to be confined in LSZ sense. In simple cases of massless quarks these ferions are free with zero mass and can be expressed as the antisymmetric composites of constituent quark fields. This simple exercise suggests an alternative to conventional two-dimensional QCD which seems to confine all Fermion including baryons by Schwinger mechanism. 相似文献
77.
The kinetics of oxidation of thiosulfate to tetrathionate by trans-dihydroxotetraoxoosmate(VIII) in aqueous alkaline media have been studied. The oxidation follows a rate expression where KOs is the formation constant of trans-dihydroxotetraoxoosmate (VIII), and K2 and k3, respectively, represent the formation constants of the intermediate complex involving Os(VIII) and S2O and its decomposition constant. The KOs, K2, and k3 values have been computed to be (19.5 ± 3) dm3/mol, (6.12 ± 0.5) and (3.32 ± 0.3) × 10?1 dm3/mol s at 303 K, and I = 0.32 mol/dm3, respectively. The rate law is consistent with a mechanism envisaging the equilibrium formation of an intermediate complex involving Os(VIII) and S2O, followed by a rate-determining decomposition of the complex with concomitant electron transfer. 相似文献
78.
79.
We generalize Chirkas theorem on the extension of functions holomorphic in a neighbourhood of (F)(D×D) – where D is the open unit disc and (F) is the graph of a continuous D-valued function F – to the bidisc. We extend holomorphic functions by applying the Kontinuitätssatz to certain continuous families of analytic annuli, which is a procedure suited to configurations not covered by Chirkas theorem.Mathematics Subject classification (2000): 32D15Work supported by NSF Grant DMS-0072237. 相似文献
80.
The problem considered here is that of fitting a linear function to a set of points. The criterion normally used for this is least squares. We consider two alternatives, viz., least sum of absolute deviations (called the L1 criterion) and the least maximum absolute deviation (called the Chebyshev criterion). Each of these criteria give rise to a linear program. We develop some theoretical properties of the solutions and in the light of these, examine the suitability of these criteria for linear estimation. Some of the estimates obtained by using them are shown to be counter-intuitive. 相似文献