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101.
Ana Margarida Monteiro Reha H. Tütüncü Luís N. Vicente 《European Journal of Operational Research》2008
We present a new approach to estimate the risk-neutral probability density function (pdf) of the future prices of an underlying asset from the prices of options written on the asset. The estimation is carried out in the space of cubic spline functions, yielding appropriate smoothness. The resulting optimization problem, used to invert the data and determine the corresponding density function, is a convex quadratic or semidefinite programming problem, depending on the formulation. Both of these problems can be efficiently solved by numerical optimization software. 相似文献
102.
The Skilled Workforce Project Scheduling Problem (SWPSP) is a complex problem of task scheduling and resource assignment that comes up in the daily management of many company Service Centres (SC). The SWPSP considers many real characteristics faced daily by the SC: client-company service quality agreements that establish maximum dates for the beginning and the end of tasks with penalties for delays, criticality levels indicating the client-priority in processing each task, generalized precedence relationships that can produce cycle structures, time period and percentage time lags and variable task durations depending on the worker executing the task. Furthermore, the SC workforce is made up of specialist workers characterised by efficiency levels showing their efficiency and speed executing the several types of tasks. Each worker has his or her own timetable. 相似文献
103.
In this Letter, we make use of two information-theory based indicators to measure the goodness of two encryption schemes commonly used within the context of chaotic communications. In particular, we have shown that the computation of the normalized Shannon entropy and the MPR-Statistical Complexity measure [M.T. Martín, A. Plastino, O.A. Rosso, Phys. Lett. A 311 (2003) 126, P.W. Lamberti, M.T. Martín, A. Plastino, O.A. Rosso, Physica A 334 (2004) 119] for different chaotic laser signals can lead to statistically significant criteria to assess the quality of several encryption techniques. The proposed measures allow, in some cases, to detect the presence of a message embedded within a chaotic carrier. They also reveal that the Chaos Modulation scheme is more reliable from the statistical point of view, when compared with the Chaos Shift Keying. 相似文献
104.
Jos Barluenga M. Jos Iglesias Laudina Muiz Vicente Gotor 《Journal of heterocyclic chemistry》1986,23(2):459-461
Reaction of hydrazonic derivatives 1 with N-chlorosuccinimide affords monohalogenated hydrazones 3 with nearly quantitative yields. When 3 is treated with mineral acids or trifluoroacetic acid 4-chloropyrazoles are isolated. 相似文献
105.
106.
Maria Helena Tirollo Taddei José Flávio Macacini Roberto Vicente Júlio Takehiro Marumo Luís Antônio Albiac Terremoto 《Journal of Radioanalytical and Nuclear Chemistry》2017,311(3):1687-1696
Nowadays, the scaling factor methodology is widely used in order to estimate the activity concentration of difficult to measure nuclides in low- and intermediate-level waste from nuclear reactors. However, very few experimental studies evaluate how operational changes in the reactors affect scaling factors. The present work examines the impact of operational changes on the scaling factors that were determined for spent ion-exchange resins and spent activated charcoal permanently withdrawn as radioactive wastes from the water cleanup system of the IEA-R1 nuclear research reactor. 相似文献
107.
Rita C. Almeida‐Lafet Marcelo J. P. Ferreira Vicente P. Emerenciano Maria A. C. Kaplan 《Helvetica chimica acta》2010,93(12):2478-2487
In the first phytochemical study of the Aureliana genus (Solanaceae), two new withanolides, 1 and 2 , together with two known sterols, were isolated from the MeOH extract of the leaves of Aureliana fasciculata var. fasciculata. The structures were established as (4S,22R)‐16α‐acetoxy‐5β,6β‐epoxy‐4β,17α‐dihydroxy‐1‐oxowitha‐2,24‐dienolide (aurelianolide A) and (4S,22R)‐16α‐acetoxy‐4β,17α‐dihydroxy‐1‐oxowitha‐2,5,24‐trienolide (aurelianolide B). The new compounds possessed the unusual 16α,17α‐dioxygenated group and were fully characterized by spectroscopic techniques, including 1H‐ and 13C‐NMR (DEPT), as well as 2D‐NMR (HMBC, HMQC, 1H,1H‐COSY, NOESY) experiments, and HR‐MS. 相似文献
108.
Isabel Martínez-Lázaro Antonio Doménech-Carbó María Teresa Doménech-Carbó María Teresa Pastor-Valls Vicente Amigó-Borrás 《Journal of Solid State Electrochemistry》2010,14(3):437-447
A combination of different electrochemical techniques, namely, voltammetry of microparticles, open circuit potential, potentiodynamic
polarization, electrochemical impedance spectroscopy, and electrochemical noise was used for studying a contemporary kinetic
sculpture: “I Hábitat en órbita baja de la Tierra” (1 Habitat in low-orbit around the Earth, Elvira Alfageme, 1981). It introduced
the concept of ‘electrochemical equivalence’ in order to evaluate alternative conservative treatments consisting of doré and golden patination. Electrochemical information is relevant with regard to aesthetic and ethic problems associated to
the conservation/restoration of works of art. 相似文献
109.
SPE and LC-MS/MS determination of 14 illicit drugs in surface waters from the Natural Park of L’Albufera (València, Spain) 总被引:1,自引:0,他引:1
Pablo Vazquez-Roig Vicente Andreu Cristina Blasco Yolanda Picó 《Analytical and bioanalytical chemistry》2010,397(7):2851-2864
A simple and robust method using solid-phase extraction (SPE) and liquid chromatography tandem mass spectrometry (LC-MS/MS)
for the simultaneous determination of 14 drugs of abuse and their metabolites (cocainics, amphetamine-like compounds, cannabinoids,
and opiates) in surface waters has been developed. Seven SPE adsorbents (Oasis HLB, Oasis MCX, Oasis Wax, Supelselect HLB,
Strata-X, Strata-XCW), amount of sorbent bed, water volume, and pH were investigated. The highest recoveries, as well as the
simplest protocol, were obtained for Oasis HLB cartridges (6 mL/200 mg) using 250 mL of water. The proposed method was linear
in a concentration range from 0.03–6 to 300–60,000 ng/L depending on the compound, with correlation coefficients higher than
0.998. Matrix effects have been studied in surface water samples, and several isotope-labeled internal standards have been
evaluated as a way to compensate the signal suppression observed. Limits of detection (LODs) and quantification (LOQs) ranged
from 0.01 to 1.54 ng/L and from 0.03 to 5.13 ng/L, respectively. Recoveries were 71–102% at the LOQ level and 77–104 at 50 ng/L.
The intra-day and intermediate precisions were from 1% to 8% and from 2% to 11%, respectively. The present work reports for
the first time the occurrence of drugs of abuse residues in surface water samples from the Natural Park of L’Albufera (Valencia,
Spain). Codeine, cocaine, benzoylecgonine, ecgonine methylester, amphetamine, 3,4-methylendioxy methamphetamine, morphine,
and methadone were quantified with median values of 11.10, 0.02, 5.59, 0.08, 0.21, 0.75 and 0.14 ng/L respectively, and 11-nor-9-carboxy-Δ9-tetrahydrocannabinol
was detected in one sample at levels <LOQ. 相似文献
110.