A dynamic scorecard for monitoring baseline performance with application to tracking a mortgage portfolio

A principled technique for monitoring the performance of a consumer credit scorecard through time is derived from Kalman filtering. Standard approaches sporadically compare certain characteristics of the new applicants with those predicted from the scorecard. The new approach systematically updates the scorecard combining new applicant information with the previous best estimate. The dynamically updated scorecard is tracked through time and compared to limits calculated by sequential simulation from the baseline scorecard. The observation equation of the Kalman filter is tailored to take the results of fitting local scorecards by logistic regression to batches of new clients that arrive in the current time interval. The states in the Kalman filter represent the true or underlying score for each attribute in the card: the parameters of the logistic regression. Their progress in time is modelled by a random walk and the filter provides the best estimate of the scores using past and present information. We illustrate the technique using a commercial mortgage portfolio and the results indicate significant emerging deficiencies in the baseline scorecard.     

Eigenvalue ratios of vibrating strings

Summary New results for the eigenvalue ratios of vibrating strings are presented partially in connection with previous results concerning Schr?dinger operators.     

Non-aggregated Pd nanoparticles deposited onto catalytic supports

Nanostructured powders have shown great promise for a variety of applications including chemical gas sensors, high surface area supports for catalysis, tribology, chemical mechanical polishing, and optoelectronics. In this report, highly dispersed Pd nanoparticles with a narrow size distribution, and mean diameter of 2±0.2 nm, were deposited at room temperature onto amorphous carbon and oxide supports (TiO₂, Al₂O₃) by pulsed-laser ablation of a Pd sputtering target. Depositions were performed in Ar at a back-fill pressure of 3 mTorr after reaching a base pressure of 10^-7 Torr. Populations of uniformly dispersed particles with an interparticle spacing of 3 to 10 nm were observed by high-resolution transmission electron microscopy with little evidence of nanoparticle aggregation. The chemical compositions of individual nanoparticles were confirmed by high spatial resolution energy-dispersive X-ray spectroscopy.     

Induced bromination of aromatic hydrocarbons with alkali metal bromides in the presence of oxidants

The features of induced bromination of aromatic hydrocarbons in the NaBr(KBr)-HX-H₂O₂(NaOCl) system were studied.     

System dependence of the correlation function of IMFs in Ar + Sn at 35 MeV/u

The inclusive reduced velocity correlation functions of the intermediate mass fragments were measured in the reactions of ³⁶Ar + ^112,124Sn at 35 MeV/u. The anti-correlation is observed to be stronger in ³⁶Ar + ¹²⁴Sn system than that in ³⁶Ar + ¹¹²Sn. The difference of the correlation functions between the two reactions is mainly contributed by the particle pairs with high momenta. A three body Coulomb repulsive trajectory model is employed to calculate the emission time scale of the IMFs for the two systems. The time scale is 150 fm/c in ³⁶Ar + ¹¹²Sn and 120 fm/c in the ³⁶Ar + ¹²⁴Sn, respectively.     

Some results on quasipolyhedral convexity

The objective of this paper is to analyze under what well-known operations the class of quasipolyhedral convex functions, which can be regarded as an extension of that of polyhedral convex functions, is closed. The operations that will be considered are those that preserve polyhedral convexity, such that the image and the inverse image under linear transformations, right scalar multiplication (including the case where λ=0⁺) and pointwise addition.      

New HPLC-chiral stationary phases for enantiomeric resolution of sulfoxides and selenoxides

Summary Enantiomers of several sulfoxides and some selenoxides can be easily separated by using a new chiral stationary phase (CSP-DACH-DNB) containing the 3,5-dinitrobenzoyl derivative of R,R-(-)1,2-diamino-cyclohexane as selector, covalently bonded to the siliceous matrix. The easy operative conditions and the high enantioselectivity values (α) allow a direct transfer of the analytical separations to a semi-preparative and preparative scale.