Multiobjective optimization of credit capital allocation in financial institutions

The evolution of international regulation leads to new capital requirements imposed on globally active companies. Financial services firms allocate capital to business lines in order to withstand the materializing credit losses and to measure the performance of various business lines. In this study, we introduce a methodology for optimal credit capital allocation based on operations research approach. In particular, we focus on the efficient allocation of capital to business lines characterized by credit risk losses and cost of capital. We compare different allocation methods and provide a rationale behind using the OR approach. Finally, we formulate a multiobjective optimization model to capital allocation problem and apply it to a real-world case of two financial conglomerates.     

Heat kernel estimates for the Bessel differential operator in half‐line

In the paper we consider the Bessel differential operator in half‐line , , and its Dirichlet heat kernel . For , by combining analytical and probabilistic methods, we provide sharp two‐sided estimates of the heat kernel for the whole range of the space parameters and every , which complements the recent results given in 1 , where the case was considered.     

Fluorescence Properties of Selected Benzo[c]phenanthridines

The fluorescence properties of selected benzo[c]phenanthridines (BPs) were examined. The effect of structure, pH and solvent on the fluorescence properties has been investigated. It was found out that the presence of charged iminium nitrogen significantly decreased the fluorescence of the compounds. The fluorescence (intensity as well as emission spectra shape) of the investigated compounds was significantly dependent on pH as well as used solvent. The utilization in epigenetic modification mechanisms studies as demethylase probe and as possible pH indicator was suggested.     

Dual Lukacs regressions for non-commutative variables

Dual Lukacs type characterizations of random variables in free probability are studied here. First, we develop a freeness property satisfied by Lukacs type transformations of free-Poisson and free-binomial non-commutative variables which are free. Second, we give a characterization of non-commutative free-Poisson and free-binomial variables by properties of first two conditional moments, which mimic Lukacs type assumptions known from classical probability. More precisely, our result is a non-commutative version of the following result known in classical probability: if U, V   are independent real random variables, such that E(V(1−U)|UV)$\mathbb{E}(V(1-U)|UV)$ and E(V²(1−U)²|UV)$\mathbb{E}(V^2{(1-U)}^2|UV)$ are non-random then V has a gamma distribution and U has a beta distribution.     

On ideals and congruences in bcc-algebras

We introduce a new concept of ideals in BCC-algebras and describe connections between such ideals and congruences.     

Interval Valued Intuitionistic （S, T）-fuzzy Hv-submodules

On the basis of the concept of the interval valued intuitionistic fuzzy sets introduced by K. Atanassov, the notion of interval valued intuitionistic fuzzy Hv-submodules of an Hv-module with respect to a t-norm T and an s-norm S is given and the characteristic properties are described. The homomorphic image and the inverse image are investigated. In particular, the connections between interval valued intuitionistic （S, T）-fuzzy Hv-submodules and interval valued intuitionistic （S, T）-fuzzy submodules are discussed.     

XPS and ionic conductivity studies on Li1.3Al0.15Y0.15Ti1.7(PO4)3 ceramics

Li_1.3Al_0.15Y_0.15Ti_1.7(PO₄)₃ compound was synthesized by solid-state reaction, and ceramics were sintered. The surfaces of the ceramics were investigated by scanning electron microscopy and X-ray photoelectron spectroscopy. Li_1.3Al_0.15Y_0.15Ti_1.7(PO₄)₃ samples were tested in solid galvanic cells Ag|O₂+CO₂|Li₂CO₃|Li_1.3Al_0.15Y_0.15Ti_1.7(PO₄)₃|LiMnO₂+Mn₂O₃|O₂|Ag. The electromotive force measurements of this cell indicated that investigated samples are practically pure Li-ion conductors. Impedance spectroscopy studies have been performed in the frequency range 10^?2–3·10⁹ Hz and temperatures from ?57 °C to 334 °C. Three dispersion regions related to Li⁺ ionic transport in bulk, grain boundaries of the ceramics and to polarization of electrodes have been found. Total conductivity changes according to Arrhenius law in the studied temperature range, but an anomalous behavior was observed for the bulk conductivity of the ceramics.     

Low-background,digital gamma-ray spectrometer with BEGe detector and active shield: commissioning,optimisation and software development

Journal of Radioanalytical and Nuclear Chemistry - This paper presents results of the development process of low-background, digital gamma-rays spectrometer equipped with Broad Energy Germanium...     

Conifers Phytochemicals: A Valuable Forest with Therapeutic Potential

Conifers have long been recognized for their therapeutic potential in different disorders. Alkaloids, terpenes and polyphenols are the most abundant naturally occurring phytochemicals in these plants. Here, we provide an overview of the phytochemistry and related commercial products obtained from conifers. The pharmacological actions of different phytochemicals present in conifers against bacterial and fungal infections, cancer, diabetes and cardiovascular diseases are also reviewed. Data obtained from experimental and clinical studies performed to date clearly underline that such compounds exert promising antioxidant effects, being able to inhibit cell damage, cancer growth, inflammation and the onset of neurodegenerative diseases. Therefore, an attempt has been made with the intent to highlight the importance of conifer-derived extracts for pharmacological purposes, with the support of relevant in vitro and in vivo experimental data. In short, this review comprehends the information published to date related to conifers’ phytochemicals and illustrates their potential role as drugs.