Fluctuations in time intervals of financial data from the view point of the Gini index

We propose an approach to explain fluctuations in time intervals of financial markets data from the view-point of the Gini index. We show the explicit form of the Gini index for a Weibull distribution: A good candidate to describe the first passage time of foreign exchange rate. The analytical expression of the Gini index compares well with the value obtained from empirical data.     

Correlation of coming limit price with order book in stock markets

We examine the correlation of the limit price with the order book, when a limit order comes. We analyzed the Rebuild Order Book of Stock Exchange Electronic Trading Service, which is the centralized order book market of London Stock Exchange. As a result, the limit price is broadly distributed around the best price according to a power-law, and it is not randomly drawn from the distribution, but has a strong correlation with the size of cumulative unexecuted limit orders on the price. It was also found that the limit price, on the coarse-grained price scale, tends to gather around the price which has a large size of cumulative unexecuted limit orders.     

A concise route to the C2-symmetric tricyclic skeleton of ryanodine

Ryanodine is a potent calcium channel modulator. In this Letter, we report the 10-step synthesis of the highly substituted tricyclic ring system of ryanodine. Diels-Alder reaction via dearomatization of 2,5-dimethylbenzene-1,4-diol and subsequent SmI₂-mediated reductive coupling of eight-membered 1,5-diketone efficiently introduced the four consecutive fully substituted carbons of the tricyclo[3.3.2.0^2,6]decane system.     

An improvement of discrete Tardos fingerprinting codes

It has been proven that the code lengths of Tardos’s collusion-secure fingerprinting codes are of theoretically minimal order with respect to the number of adversarial users (pirates). However, the code lengths can be further reduced as some preceding studies have revealed. In this article we improve a recent discrete variant of Tardos’s codes, and give a security proof of our codes under an assumption weaker than the original Marking Assumption. Our analysis shows that our codes have significantly shorter lengths than Tardos’s codes. For example, when c = 8, our code length is about 4.94% of Tardos’s code in a practical setting and about 4.62% in a certain limit case. Our code lengths for large c are asymptotically about 5.35% of Tardos’s codes. A part of this work was presented at 17th Applied Algebra, Algebraic Algorithms, and Error Correcting Codes (AAECC-17), Bangalore, India, December 16–20, 2007.     

Effect of industrial water components on thermal stability of nitrocellulose

In order to prevent the spontaneous ignition of nitrocellulose (NC), NC is stabilized by washing with industrial water in its synthesis process. However, there is a possibility that the components in industrial water contribute to the thermal stability of NC. In this way, the purpose of this study is to clarify the effect of industrial water components on the thermal stability of NC. In experiments, a heat flux calorimeter was used to observe the thermal behavior of NC with the residue of vaporized industrial water. The induction period of heat release of NC with 2-mass% residues was approximately 2–5 h shorter than that of NC alone whose induction period was observed at 7 h. Those results indicate that the residue destabilized NC. On the other hand, when the additive amount of the residue was increased, the induction period gradually increased as well. Based upon these results, we assume that inorganic salts contributing to stabilization and destabilization competitively coexist in the industrial water components. The same thermal analysis was performed on NC with CaCO₃, CaSO₄, CaCl, ZnSO₄, NaCl, and CuCl. Those salts are predicted to exist in the industrial water. In the results, the induction period of NC with 2-mass% CaCO₃ was approximately 15-h longer than that of NC alone, while the induction period with the inorganic salts CaSO₄, CaCl, ZnSO₄, NaCl, and CuCl was 4–5-h shorter. Therefore, when the industrial water components accumulate in NC, the destabilization by inorganic salts such as CaSO₄, CaCl, ZnSO₄, NaCl, and CuCl and the stabilization by compounds such as CaCO₃ are thought to countervail against each other.     

Electrochemical properties of Li symmetric solid-state cell with NASICON-type solid electrolyte and electrodes

All-solid-state phosphate symmetric cells using Li₃V₂(PO₄)₃ for both the positive and negative electrodes with the phosphate Li_1.5Al_0.5Ge_1.5(PO₄)₃ as the solid electrolyte were proposed. Amorphous Li_1.5Al_0.5Ge_1.5(PO₄)₃ was added into the electrode to increase the interface area between the active materials and the electrolyte. Any other phases were not formed at the electrode/electrolyte interface even after hot pressing at 600 °C. The discharge capacity was 92 mAh g^? 1 at 22 µA cm^? 2 at 80 °C, and 38 mAh g^? 1 at 25 °C, respectively. Symmetric cell configuration leads to simplify the fabrication process for all-solid-state batteries and will reduce manufacturing costs.     

Ring defects in a strongly confined chiral liquid crystal

We find numerically that a regular array of isolated ring defects can exist as a stable state in a highly chiral liquid crystal confined in a thin cell imposing fixed planar anchoring at the parallel confining surfaces. This peculiar defect structure can be stable when the cell thickness d is around 3/4 of the helical pitch p. A cell of thickness 3p/4 with parallel surface anchoring is incompatible with helical alignment that favors d=mp/2 (with m being an integer). Formation of ring defects can thus be regarded as a result of frustrations between the helical alignment with a specific pitch and the confining surfaces that prevent it.     

Anomalous behavior of linear resistivity arising in intergrain ordering process of weak-sintered ceramic system YBa2Cu4O8

Faint electric resistivity behavior is searched experimentally near and below intergrain ordering temperature of weakly sintered ceramic YBa₂Cu₄O₈ (Y124). For this purpose, a new method to detect linear and nonlinear resistivity sensitively by combination of pulse delta method and numerical Fourier-transformation has been designed. Making use of the experimental system for several weak sintered Y124 samples, it is revealed that linear resistivity just above the intergrain ordering point first drops toward zero steeply with decreasing temperature, and then turns abruptly upward to forms faint maximum at lower temperature. Such a novel behavior of ‘revival of resistivity’ is confirmed to be reproducible, and considered to be an essential frustration effect for d-wave type grain system with irregular or inhomogeneous ceramic structure.     

Properly discontinuous isometric group actions on inhomogeneous Lorentzian manifolds

If a homogeneous space $G/H$ is acted properly discontinuously upon by a subgroup $\varGamma $ of $G$ via the left action, the quotient space $\varGamma \backslash G/H$ is called a Clifford–Klein form. In Calabi and Markus (Ann Math (2) 75: 63–76, 1962) proved that there is no infinite subgroup of the Lorentz group $O(n+1,\,1)$ whose left action on the de Sitter space $O(n+1,\,1)/O(n,\,1)$ is properly discontinuous. It follows that a compact Clifford–Klein form of the de Sitter space never exists. In the present paper, we provide a new extension of the theorem of E. Calabi and L. Markus to a certain class of Lorentzian manifolds that are not necessarily homogeneous by using the techniques of differential geometry.     

Catalytic direct 1,4-conjugate addition of aldehydes to vinylketones on secondary-amines immobilised in FSM-16 silica

Direct 1,4-conjugate addition of naked aldehydes to vinylketones is catalysed effectively by N-methyl-3-aminopropylated FSM-16 mesoporous silica, which can be regarded as a novel heterogeneous catalysis for a practical C-C bond formation reaction.