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.     

Einstein relation in chemically doped organic semiconductors

Based on the assumption of Gaussian energy distributions of the lowest unoccupied molecular orbital (LUMO) and the highest occupied molecular orbital (HOMO), analytical expressions of generalized Einstein relation in chemically doped organic semiconductor are developed, by approximation of Coulomb traps with a rectangle potential well. Numerical calculations show that traditional Einstein relations do not hold for chemically doped organic semiconductors. Similar to physical doping, the dependence of diffusion coefficient to mobility D/μ ratio on the carrier concentration has a maximum. An essential difference between chemical doping and physical doping is that, the D/μ ratio in chemically doped organic semiconductors depends not only on carrier concentration and doping concentration, but also on the applied electric field. PACS 71.20.Rv; 72.90.+y; 73.50.-h     

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.     

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.     

The study of cluster phenomenon at accelerator energies

Correlation between the particles from the proton-nucleus interactions in emulsion at 70 GeV/c is presented through the study of the rapidity gap analysis and compared with the two-particle rapidity correlations. It is observed that the strength of correlation decreases as the size of cluster increases. Asymmetry between the forward and backward components were also studied.Authors are thankful to Prof. K. D. Tolstov, JINR, Dubna, USSR for sending the exposed emulsion plates. Thanks are also due to UGC for financial assistance. We sincerely acknowledge the encouragement from Prof. T. Roy.     

State of the art of color interferometry at ONERA

At ONERA-Lille center a lot of studies have been conducted to characterize complex flows using an optical method based on differential interferometry with Wollaston prism and white polarized light source. Several applications are presented in two-dimensional and axisymmetric flows and in a gaseous mixture where the two gases interface is submitted to acceleration. Then, real-time color holographic interferometry (RCHI) has been developed to obtain the refractive index itself in two dimensional wake flow. The last improvements concern the extension of this method for analyzing three dimensional flows. The authors present a specific setup defined in a single sight direction, the aim being to reproduce the same optical setup along several sight directions, each shifted by a given angle. This optical technique uses reflection holograms where the diffraction efficiency of plates is strongly influenced by the variations in the gelatin thickness produced during the holograms treatment. Problems are discussed and solutions are proposed to control the gelatin shrinkage for two different types of used holograms. The results obtained in a one sight direction make it possible to build in the future an optical setup allowing several simultaneous line-of-sight optical measurements.     

Bimodal fission in binary and ternary spontaneous fission of 252Cf

The hot bimodal fission of ²⁵²Cf is reexamined with new high-statistics data. We constructed a γ-γ-γ coincidence cube for binary fission and LCP-gated γ-γ matrix for ternary fission. By identifying the secondary fission fragments from their γ-ray transitions, we measured the yields for various fission splits. The normal neutron yield distribution is found to be Gaussian for Xe-Ru. However, the binary fission split of Ba-Mo is found to exhibit a bimodal neutron distribution with the “hot mode” corresponding to ≈3.1% of the total yield. In α ternary fission, the first measurements of yields for specific fission splits are presented. The Te-α-Ru and Xe-α-Mo neutron yields fit well with a single mode, but the Ba-α-Zr split shows evidence for an enhanced hot mode with an intensity of ≈13.8% of the normal mode. The text was submitted by the authors in English.     

Ultrasound accelerated Claisen-Schmidt condensation: A green route to chalcones

Chalcones have been synthesized under sonochemical irradiation by Claisen-Schmidt condensation between benzaldehyde and acetophenone. Two basic activated carbons (Na and Cs-Norit) have been used as catalysts. The effect of the ultrasound activation has been studied. A substantial enhancing effect in the yield was observed when the carbon catalyst was activated under ultrasonic waves. This “green” method (combination of alkaline-doped carbon catalyst and ultrasound waves) has been applied to the synthesis of several chalcones with antibacterial properties achieving, in all cases, excellent activities and selectivities. A comparative study under non-sonic activation has showed that the yields are lower in silent conditions, indicating that the sonication exerts a positive effect on the activity of the catalyst. Cs-doped carbon is presented as the optimum catalyst, giving excellent activity for this type of condensation. Cs-Norit carbon catalyst can compete with the traditional NaOH/EtOH when the reaction is carried out under ultrasounds. The role of solvent in this reaction was studied with ethanol. High conversion was obtained in absence of solvent. The carbons were characterized by thermal analysis, nitrogen adsorption and X-ray photoelectron spectroscopy.     

Electro-optic pulse response of ferroelectric liquid crystals

The electro-optic response of ferroelectric smectic C* liquid crystals has been studied. Anomalous switching behaviour of such materials which possess a negative dielectric anisotropy has been reported. These materials show a minimum in response time at a sufficiently high field. We present results showing the dependency of this minimum upon spontaneous polarisation and the effect of AC bias. Calculations based upon the equation of motion of the director around the cone are presented which describe this effect and its dependence on the relative magnitudes of the spontaneous polarization and dielectric anisotropy of the material. Good agreement with the experimental results is found.     

Cosmological Consequences of Scale-Related Comoving Masses for Cosmic Pressure, Mass, and Vacuum Energy Density

According to ideas of Mach, Whitrow, Dirac, or Hoyle, inertial masses of particles should not be a genuine, predetermined quantity; rather they should represent a relational quantity which by its value somehow reflects the deposition and constellation of all other objects in their cosmic environment. In this paper we want to pick up suggestions given by Thirring and by Hoyle of how, due to requirements of the equivalence of rotations and of general relativistic conformal scale invariance, the particle masses of cosmic objects should vary with the cosmic length scale. We study cosmological consequences of comoving cosmic masses which co-evolve by mass with the expansion of the universe. The vanishing of the covariant divergence of the cosmic energy-momentum tensor under the new prerequisite that matter density only falls off with the reciproke of the squared cosmic scale S(t) then leads to the astonishing result that cosmic pressuredoes not fall off adiabatically but rather falls off in a quasi-isothermal behaviour, varying with S(t) as matter density does. Hence, as a new cosmological fact, it arises that, even in the late phases of cosmic expansion, pressure cannot be neglected what concerns its gravitational action on the cosmic dynamics. We then show that under these conditions the cosmological equations can, however, only be solved if, in addition to matter, also pressure and energy density of the cosmic vacuum are included in the calculation. An unaccelerated expansion with a Hubble parameter falling off with S(t)⁻¹ is obtained for a vacuum energy density decay according to S(t)⁻² with a well-tuned proportion of matter and vacuum pressures. As it appears from these results, a universe with particle masses increasing with the cosmic sale S(t) is in fact physically conceivable in an energetically consistent manner, if vacuum energy at the expansion of the universe is converted into mass density of real matter with no net energy loss occuring. This universe in addition also happens to be an economical one which has and keeps a vanishing total energy.