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51.
Jitka Dupačová 《Mathematical Methods of Operations Research》1999,50(2):245-270
Solutions of portfolio optimization problems are often influenced by errors or misspecifications due to approximation, estimation
and incomplete information. Selected methods for analysis of results obtained by solving stochastic programs are presented
and their scope illustrated on generic examples – the Markowitz model, a multiperiod bond portfolio management problem and
a general strategic investment problem. The approaches are based on asymptotic and robust statistics, on the moment problem
and on results of parametric optimization. 相似文献
52.
A new device has been developed for the trapping of volatile pollutants in trapping solvents. The device allows solvent recirculation and cryogenic trapping of evaporated volatiles to minimize the stripping effect and any losses of volatile analytes. Due to solvent recirculation, the trapping solvent column height remains constant during the extraction without any need for replenishment. Also mass transfer conditions are favorable due to the flattened shape of bubbles of CO2 and the longer extraction time. The bubbles have higher interfacial area and they have to pass a three times longer distance in the solvent column. The device produces more concentrated extracts, reduces solvent consumption, and reduces or eliminates its evaporation to the environment. The cryotrapping part reduces losses of volatile analytes and the stripping effect. It also enables single-phase extraction into much smaller solvent volumes. Due to constant and favorable extraction conditions, the precision of the method was also greatly improved (RSDs decreased from 2.2 to 0.8%). As proved by a set of rapid spiked-sample extractions of highly volatile compounds at very high flow rates, the relative standard deviation of the experiments performed in the new device is 3.5 times lower. 相似文献
53.
Scenarios for Multistage Stochastic Programs 总被引:9,自引:0,他引:9
A major issue in any application of multistage stochastic programming is the representation of the underlying random data process. We discuss the case when enough data paths can be generated according to an accepted parametric or nonparametric stochastic model. No assumptions on convexity with respect to the random parameters are required. We emphasize the notion of representative scenarios (or a representative scenario tree) relative to the problem being modeled. 相似文献
54.
Martin Kubala Jan Vacek Marika Janovská Jitka Ulrichová Vilím Šimánek 《Journal of luminescence》2011,131(7):1340-1345
The fluorescence properties of protopine and allocryptopine in aqueous and organic environments are described for the first time. The fluorescence of alkaloids and their pH-dependent interconversion to cationic forms (transannular interaction) were studied using steady-state and time-resolved fluorescence techniques. For the analysis of tricyclic base and cis/trans tetracyclic cations of the alkaloids, NMR and X-ray crystallography were used. 相似文献
55.
Solutions of portfolio optimization problems are often influenced by a model misspecification or by errors due to approximation, estimation and incomplete information. The obtained results, recommendations for the risk and portfolio manager, should be then carefully analyzed. We shall deal with output analysis and stress testing with respect to uncertainty or perturbations of input data for static risk constrained portfolio optimization problems by means of the contamination technique. Dependence of the set of feasible solutions on the probability distribution rules out the straightforward construction of convexity-based global contamination bounds. Results obtained in our paper [Dupa?ová, J., & Kopa, M. (2012). Robustness in stochastic programs with risk constraints. Annals of Operations Research, 200, 55–74.] were derived for the risk and second order stochastic dominance constraints under suitable smoothness and/or convexity assumptions that are fulfilled, e.g. for the Markowitz mean–variance model. In this paper we relax these assumptions having in mind the first order stochastic dominance and probabilistic risk constraints. Local bounds for problems of a special structure are obtained. Under suitable conditions on the structure of the problem and for discrete distributions we shall exploit the contamination technique to derive a new robust first order stochastic dominance portfolio efficiency test. 相似文献
56.
Determination of genetic transferrin variants in human serum by high‐resolution capillary zone electrophoresis† 下载免费PDF全文
Jitka Caslavska Jeannine Joneli Ursula Wanzenried Jeannette Schiess Christian Lanz Wolfgang Thormann 《Journal of separation science》2014,37(13):1663-1670
High‐resolution capillary zone electrophoresis in the routine arena with stringent quality assurance is employed for the determination of carbohydrate‐deficient transferrin in human serum. The assay comprises mixing of human serum with a FeIII‐containing solution prior to analysis of the iron‐saturated mixture in a dynamically double‐coated capillary using a commercial buffer at alkaline pH. In contrast to other assays, it provides sufficient resolution for proper recognition of genetic transferrin variants. Analysis of 7290 patient sera revealed 166 isoform patterns that could be assigned to genetic variants, namely, 109 BC, 53 CD, one BD and three CC variants. Several subtypes of transferrin D can be distinguished as they have large enough differences in pI values. Subtypes of transferrin C and B cannot be resolved. However, analysis of the detection time ratios of tetrasialo isoforms of transferrin BC and transferrin CD variants revealed multimodal frequency histograms, indicating the presence of subtypes of transferrin C, B and D. The data gathered over 11 years demonstrate the robustness of the high‐resolution capillary zone electrophoresis assay. This is the first account of a capillary zone electrophoresis based carbohydrate‐deficient transferrin assay with a broad overview on transferrin isoform patterns associated with genetic transferrin variants. 相似文献
57.
Trouillas P Marsal P Svobodová A Vostálová J Gazák R Hrbác J Sedmera P Kren V Lazzaroni R Duroux JL Walterová D 《The journal of physical chemistry. A》2008,112(5):1054-1063
Flavonolignans from silymarin, the standardized plant extract obtained from thistle, exhibit various antioxidant activities, which correlate with the other biological and therapeutic properties of that extract. To highlight the mode of action of flavonolignans as free radical scavengers and antioxidants, 10 flavonolignans, selectively methylated at different positions, were tested in vitro for their capacity to scavenge radicals (DPPH and superoxide) and to inhibit the lipid peroxidation induced on microsome membranes. The results are rationalized on the basis of (i) the oxidation potentials experimentally obtained by cyclic voltammetry and (ii) the theoretical redox properties obtained by quantum-chemical calculations (using a polarizable continuum model (PCM)-density functional theory (DFT) approach) of the ionization potentials and the O-H bond dissociation enthalpies (BDEs) of each OH group of the 10 compounds. We clearly establish the importance of the 3-OH and 20-OH groups as H donors, in the presence of the 2,3 double bond and the catechol moiety in the E-ring, respectively. For silybin derivatives (i.e., in the absence of the 2,3 double bond), secondary mechanisms (i.e., electron transfer (ET) mechanism and adduct formation with radicals) could become more important (or predominant) as the active sites for H atom transfer (HAT) mechanism are much less effective (high BDEs). 相似文献
58.
The use of capillary zone electrophoresis (CZE) with indirect absorbance detection for the analysis of ethyl sulfate (EtS) in serum and urine was investigated. EtS is a direct metabolite of ethanol employed as marker for recent alcohol consumption. Fused-silica capillaries of 60 cm total length were either coated with cetyltrimethylammonium bromide (CTAB, 50 microm I.D. capillary) or poly(diallyldimethylammonium chloride) (PDADMAC, 100 microm I.D. capillary) to allow CZE analyses to be performed with reversed polarity. At pH 2.2 with a maleic acid/phthalic acid background electrolyte, both approaches provided reliable EtS serum levels down to 0.2 mg L(-1) (1.6 microM) for the analysis of solid-phase extracts that were prepared after chloride precipitation. Analysis of urines diluted to a conductivity of 5 S m(-1) and analyzed in the two capillary formats resulted in limits of quantification (LOQs) of 2 and 1 mg L(-1), respectively. With urines adjusted to 10 S m(-1) via dilution or condensation, an LOQ of 0.6 mg L(-1) (4.8 microM) was obtained in the CTAB coated capillary whereas in the PDADMAC-coated capillary of equal length not all matrix components were resolved from EtS. The developed assays are robust and suitable to monitor EtS in samples of individuals who consumed as little as one standard drink of an alcoholic beverage containing about 14 g of ethanol. 相似文献
59.
A novel long drop time mercury electrode has been constructed from common fused-silica capillary (50 μm I.D., 360 μm E.D.). Proposed device provides reproducible mercury drops with typical lifetime 40-120 s. The electrode was used for a set of electrocapillary measurements aimed at determination of critical micelle concentration of anionic surfactants by a convection controlled drop-time technique. A critical micelle concentration of sodium dodecyl sulfate 5.6 ± 0.4 mmol L−1 and 4.3 ± 0.4 mmol L−1 were obtained in 1 mmol L−1 and 5 mmol L−1 phosphate buffer (pH 7.0), respectively. The values were comparable to those obtained from conductometric measurements under the same conditions (7.0 ± 0.1 mmol L−1 and 5.2 ± 0.1 mmol L−1, respectively) and the difference was explained in accordance with theory of hemi-micelle formation. 相似文献
60.
GENTRANS, a comprehensive one-dimensional dynamic simulator for electrophoretic separations and transport, was extended for handling electrokinetic chiral separations with a neutral ligand. The code can be employed to study the 1:1 interaction of monovalent weak and strong acids and bases with a single monovalent weak or strong acid or base additive, including a neutral cyclodextrin, under real experimental conditions. It is a tool to investigate the dynamics of chiral separations and to provide insight into the buffer systems used in chiral capillary zone electrophoresis (CZE) and chiral isotachophoresis. Analyte stacking across conductivity and buffer additive gradients, changes of additive concentration, buffer component concentration, pH, and conductivity across migrating sample zones and peaks, and the formation and migration of system peaks can thereby be investigated in a hitherto inaccessible way. For model systems with charged weak bases and neutral modified β-cyclodextrins at acidic pH, for which complexation constants, ionic mobilities, and mobilities of selector-analyte complexes have been determined by CZE, simulated and experimentally determined electropherograms and isotachopherograms are shown to be in good agreement. Simulation data reveal that CZE separations of cationic enantiomers performed in phosphate buffers at low pH occur behind a fast cationic migrating system peak that has a small impact on the buffer composition under which enantiomeric separation takes place. 相似文献