Intensity‐based estimation of extreme loss event probability and value at risk

We develop a methodology for the estimation of extreme loss event probability and the value at risk, which takes into account both the magnitudes and the intensity of the extreme losses. Specifically, the extreme loss magnitudes are modeled with a generalized Pareto distribution, whereas their intensity is captured by an autoregressive conditional duration model, a type of self‐exciting point process. This allows for an explicit interaction between the magnitude of the past losses and the intensity of future extreme losses. The intensity is further used in the estimation of extreme loss event probability. The method is illustrated and backtested on 10 assets and compared with the established and baseline methods. The results show that our method outperforms the baseline methods, competes with an established method, and provides additional insight and interpretation into the prediction of extreme loss event probability. Copyright © 2012 John Wiley & Sons, Ltd.     

Role of reactive species in processing materials at laboratory temperature by spray plasma devices

Processing the aerosol of metal salts in non-equilibrium plasma represents a promising technique that combines the advantages of spray pyrolysis with the high reactivity of plasmas at nearlaboratory temperature in order to produce mixed-oxides and perovskite materials. The aim of this paper is to describe the principles of this new technique and to present the various applications and latest developments. This technique’s capacity to deposit various mixed metal oxides with precise stoichiometry is demonstrated. It is shown that oxidant plasma species play a key role in the chemical transformation of starting materials into oxides at laboratory temperature, while the configuration of the reactor determines the morphology and texture of the deposited layers. Two different reactor configurations are presented. The porous layers of La _x Sr_1−x MnO₃ as the cathode for fuel cells were synthesised in a wave shock reactor configuration, while nanostructured ZnO-Al layers to form a transparent conductive cathode for photovoltaic cells were deposited in the spray plasma reactor of the latest generation for this technique. The experimental results emphasise the role of plasma species in the rate of chemical reactions and in the chemical composition of the deposited layers.     

Preparation,characterization and heterogeneous catalytic applications of GO/Fe3O4/HPW nanocomposite in chemoselective and green oxidation of alcohols with aqueous H2O2

Graphene oxide ‐ Fe₃O₄ ‐ NH₃⁺H₂PW₁₂O₄₀ ^‐ magnetic nanocomposite (GO/Fe₃O₄/HPW) was prepared by linking amino ‐ functionalized Fe₃O₄ nanoparticles (Fe₃O₄ ‐ NH₂) on the graphene oxide (GO), and then grafting 12 ‐ tungstophosphoric acid (H₃PW₁₂O₄₀) on the graphene oxide ‐ magnetite hybrid (GO ‐ Fe₃O₄ ‐ NH₂). The obtained GO/Fe₃O₄/HPW nanocomposite was well characterized with different techniques such as FT ‐ IR, TEM, SEM, XRD, EDX, TGA ‐ DTA, AGFM, ICP and BET measurements. The used techniques showed that the graphene oxide layers were well prepared and the various stages of preparation of the GO/Fe₃O₄/HPW nanocomposites successfully completed. This new nanocomposite displayed excellent performance as a heterogeneous catalyst in the oxidation of alcohols with H₂O₂. The as ‐ prepared GO/Fe₃O₄/HPW catalyst was more stable and recyclable at least five times without significantly reducing its catalytic activity.     

Thermodynamic reassessment of the Al–Zr binary system

Journal of Thermal Analysis and Calorimetry - Based on the data of the literature reports, the Al–Zr binary system has been re-assessed thermodynamically through the CALPHAD (CALculations of...     

An evaluation of the CYP2D6 and CYP3A4 inhibition potential of metoprolol metabolites and their contribution to drug–drug and drug–herb interaction by LC‐ESI/MS/MS

The aim of the present study was to evaluate the contribution of metabolites to drug–drug interaction and drug–herb interaction using the inhibition of CYP2D6 and CYP3A4 by metoprolol (MET) and its metabolites. The peak concentrations of unbound plasma concentration of MET, α‐hydroxy metoprolol (HM), O‐desmethyl metoprolol (ODM) and N‐desisopropyl metoprolol (DIM) were 90.37 ± 2.69, 33.32 ± 1.92, 16.93 ± 1.70 and 7.96 ± 0.94 ng/mL, respectively. The metabolites identified, HM and ODM, had a ratio of metabolic area under the concentration–time curve (AUC) to parent AUC of ≥0.25 when either total or unbound concentration of metabolite was considered. In vitro CYP2D6 and CYP3A4 inhibition by MET, HM and ODM study revealed that MET, HM and ODM were not inhibitors of CYP3A4‐catalyzed midazolam metabolism and CYP2D6‐catalyzed dextromethorphan metabolism. However, DIM only met the criteria of >10% of the total drug related material and <25% of the parent using unbound concentrations. If CYP inhibition testing is solely based on metabolite exposure, DIM metabolite would probably not be considered. However, the present study has demonstrated that DIM contributes significantly to in vitro drug–drug interaction. Copyright © 2016 John Wiley & Sons, Ltd.     

Band structures of symmetrical graphene superlattice with cells of three regions

We study the electronic band structures of massless Dirac fermions in symmetrical graphene superlattice with cells of three regions. opening gaps and additional Dirac points. Finally, we inspect the potential effect on minibands, the anisotropy of group velocity and the energy bands contours near Dirac points. We also discuss the evolution of gap edges and cutoff region near the vertical Dirac points.     

Informational analysis of seismic sequences by applying the Fisher Information Measure and the Shannon entropy: An application to the 2004–2010 seismicity of Aswan area (Egypt)

The interevent-time (IET) and interevent-distance (IED) series of seismic events occurred at Aswan area (Egypt) from 2004 to 2010 were investigated by means of the Fisher Information Measure and the Shannon entropy. The analysis was performed varying the depth and the magnitude thresholds. The results point out to an increase of level of organization and order with the decrease of magnitude threshold and the increase of depth threshold for the IET series, while the IED series are characterized by a level of uncertainty approximately constant with the threshold magnitude. The complexity measure, calculated as the product of the Fisher Information Measure and the Shannon entropy power, presents very similar pattern for both the types of seismic series, indicating an increasing complexity with the decrease of the threshold magnitude and the increase of the threshold depth.