Multi-objective stochastic programming for portfolio selection

Generally, in the portfolio selection problem the Decision Maker (DM) considers simultaneously conflicting objectives such as rate of return, liquidity and risk. Multi-objective programming techniques such as goal programming (GP) and compromise programming (CP) are used to choose the portfolio best satisfying the DM’s aspirations and preferences. In this article, we assume that the parameters associated with the objectives are random and normally distributed. We propose a chance constrained compromise programming model (CCCP) as a deterministic transformation to multi-objective stochastic programming portfolio model. CCCP is based on CP and chance constrained programming (CCP) models. The proposed program is illustrated by means of a portfolio selection problem from the Tunisian stock exchange market.     

Design and synthesis of new ethylenediamine or propylenediamine diacetic acid derivatives for Re(I) organometallic chemistry

A general synthetic approach for a novel range of bifunctional chelating agent (BCA) for the ‘fac-[M(CO)₃]⁺‘ core (M=^99mTc, ⁹⁹Tc or Re) has been developed. The strategy includes the facile preparation of these tridentate ligands possessing a tertiary amine bearing two carboxylic acid functions as coordinating site and an aromatic amino group for coupling to a biovector. First complexation study has shown that these compounds act exclusively as tridentate ligands (via the two acids and the tertiary amine functions). The convenient synthesis of these new ligands coupled with their high affinity for Re(I) make them quite promising for biomedical applications.     

Helimagnetism in MnP-type compounds: MnP,FeP, CrAs and CrAs1−xSbx mixed crystals

The solid solution CrAs_1?xSb_x has been investigated by neutron diffraction at various temperatures. The phase boundary between mixed crystals with MnP-structure and those with NiAs-structure moves from 59 mol% CrAs at room temperature to 48 mol% CrAs at liquid helium temperature. The mixed crystals with NiAs-type structure at 4.2K have the collinear magnetic structure of CrSb. Samples having the MnP-type structure exhibit a “double spiral” spin structure like CrAs. The variation of the magnetic moment and the spiral structure have been studied. Using neutron diffraction data for the magnetic propagation vector and the phase difference of the two helices, the signs and the ratios of the exchange integrals are discussed in a Heisenberg model. The stability regions in parameter space are determined by a matrix method for the ferromagnetic mode observed in MnP above 50 K and for the helical modes observed in MnP below 50 K, and in FeP, CrAs and CrAs_1?xSb_x. We have also considered the possibility of antisymmetric and symmetric exchange between nearest neighbours only, using a group theoretical approach.The high ratios of antisymmetric to symmetric exchange would be necessary to explain the observed helical structures preclude however antisymmetric exchange as a dominant factor.     

Orthogonal Synthesis of Xeno Nucleic Acids

Sequence‐defined peptide triazole nucleic acids (PTzNA) were synthesized by means of a solid‐phase orthogonal “AB+CD” iterative strategy. In this approach, AB and CD building blocks containing carboxylic acid (A), azide (B), alkyne (C), and primary amine (D) functions are assembled together by successive copper‐catalyzed azide–alkyne cycloaddition (CuAAC) and acid–amine coupling steps. Different PTzNA genetic sequences were prepared using a library of eight building blocks (i.e., four AB and four CD building blocks).     

New (PP/EPR)/nano‐CaCO3 based formulations in the perspective of polymer recycling. Effect of nanoparticles properties and compatibilizers

Phase structure of composite polypropylene (PP)/ethylene–propylene–rubber (EPR)/coated nano‐CaCO₃ composites, used in the manufacture of bumpers, with and without compatibilizers has been investigated using scanning electron microscopy (SEM), dynamic mechanical analysis (DMA) mechanical tests, and differential scanning calorimetry (DSC). Blends of various compositions were prepared using a corotating twin‐screw extruder. The experimental results indicated that the dispersion of nanoparticles in (PP/EPR) depends on their surface (stearic acid and fatty acid coatings). In both cases, the final morphology is the core–shell structure in which EPR acts as the shell part encapsulating coated nano‐CaCO₃. In this case, EPR‐g‐MAH copolymer does not improve the interface between (PP/EPR) and nanoparticles but PEP propylene ethylene copolymer should be preferentially localized at the interface of PP and (EPR/nano‐CaCO₃) phases generating an improved adherence, which will ensure a better cohesion of the whole material. According to the nature of the compatibilizers and surface treatment, it is believed that the synergistic effect of both the EPR elastomer and CaCO₃ nanoparticles should account for the balanced performance of the ternary composites. Copyright © 2009 John Wiley & Sons, Ltd.     

Viscosity and Rheological Properties of Graphene Nanopowders Nanofluids

The dynamic viscosity and rheological properties of two different non-aqueous graphene nano-plates-based nanofluids are experimentally investigated in this paper, focusing on the effects of solid volume fraction and shear rate. For each nanofluid, four solid volume fractions have been considered ranging from 0.1% to 1%. The rheological characterization of the suspensions was performed at 20 ∘C, with shear rates ranging from 10−1s−1 to 103s−1, using a cone-plate rheometer. The Carreau–Yasuda model has been successfully applied to fit most of the rheological measurements. Although it is very common to observe an increase of the viscosity with the solid volume fraction, we still found here that the addition of nanoparticles produces lubrication effects in some cases. Such a result could be very helpful in the domain of heat extraction applications. The dependence of dynamic viscosity with graphene volume fraction was analyzed using the model of Vallejo et al.     

Time dependent Lyapunov functions for some Kolmogorov semigroups perturbed by unbounded potentials

We study global regularity properties of transition kernels associated to second order differential operators in \mathbb R^N{\mathbb {R}^N} with unbounded drift and potential terms. Under suitable conditions, we prove pointwise upper bounds. We use time dependent Lyapunov function techniques allowing us to gain a better time behaviour of such kernels.