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.     

A noise cross PSD estimator based on improved minimum statistics method for two-microphone speech enhancement dedicated to a bilateral cochlear implant

Coherence based methods have been successfully applied to dual-microphone noise reduction systems. These techniques showed good results when noise signals on two microphones were uncorrelated, but their performance decreased with correlated noises. It could be improved when the cross power spectral density (CPSD) of received noises is available.In this paper, an improved minimum tracking (IMT) technique for noise CPSD estimation was proposed. The performance of this technique was compared to two other noise CPSD estimators based on voice activity detection (VAD) and minimum tracking (MT) approaches. Evaluation was performed at four signal-to-noise ratios (SNR) and two interfering noise source configurations.Results showed a superiority of the IMT approach in terms of low computing time and quality indicated by the perceptual evaluation of speech quality (PESQ) scores. Then, subjective listening tests were carried out with 50 normal hearing listeners using a specific bilateral cochlear implant (BCI) simulator and utilizing the French Lafon database corrupted by additional babble noise. Results obtained with the proposed technique were better than the two previously mentioned noise CPSD estimators.     

Ultrasonic elastography using sector scan imaging and a radial compression

Elastography is an imaging technique based on strain estimation in soft tissues under quasi-static compression. The stress is usually created by a compression plate, and the target is imaged by an ultrasonic linear array. This configuration is used for breast elastography, and has been investigated both theoretically and experimentally. Phenomena such as strain decay with tissue depth and strain concentrations have been reported. However in some in vivo situations, like prostate or blood vessels imaging, this set-up cannot be used. We propose a device to acquire in vivo elastograms of the prostate. The compression is applied by inflating a balloon that covers a transrectal sector probe. The 1D algorithm used to calculate the radial strain fails if the center of the imaging probe does not correspond to the center of the compressor. Therefore, experimental elastograms are calculated with a 2D algorithm that accounts for tangential displacements of the tissue. In this article, in order to gain a better understanding of the image formation process, the use of ultrasonic sector scans to image the radial compression of a target is investigated. Elastograms of homogeneous phantoms are presented, and compared with simulated images. Both show a strain decay with tissue depth. Then experimental and simulated elastograms of a phantom that contains a hard inclusion are presented, showing that strain concentrations occur as well. A method to compensate for strain decay and therefore to increase the contrast of the strain elastograms is proposed. It is expected that such information will help to interpret and possibly improve the elastograms obtained via radial compression.     

Crystallographic distortion in CrAs0.50Sb0.50

X-ray diffraction has shown that CrAs_0.50Sb_0.50 undergoes at the Néel temperature a crystallographic distortion (NiAs → MnP) accompanied by a discontinuous volume change. Neutron diffraction revealed in this compound a helimagnetic structure very similar to the ‘double spiral’ in CrAs discovered recently. The pressure dependence of the Néel temperature is estimated in the framework of the Bean Rodbell theory and compared with the CrAs value.     

Molecular tectonics: from enantiomerically pure sugars to enantiomerically pure triple stranded helical coordination network

The self-assembly between a bis-monodentate tecton based on two pyridine units connected to an enantiomerically pure isomannide stereoisomer and HgCl2 leads to the formation of an enantiomerically pure triple stranded helical infinite coordination network which was structurally characterised by X-ray diffraction on single crystal.     

Spectrum preserving linear mappings for scattered Jordan-Banach algebras

Given two semisimple complex Jordan-Banach algebras with identity and , we say that is a spectrum preserving linear mapping from to if is surjective and we have , for all . We prove that if is a scattered Jordan-Banach algebra, then is a Jordan isomorphism.

     

Diorganotin 2-fluorocinnamates and 4-fluorophenylacetates: Synthesis,characterization and in vitro antitumour activity

The synthesis and characterization by spectroscopy of several new di-n-butyltin and diethyltin 2-fluorocinnamates and 4-fluorophenylacetates are described. In vitro tests on two human tumour cell lines, MCF-7, a mammary tumour, and WiDr, a colon carcinoma, showed that two of these compounds are more active than cisplatin. Other in vitro tests performed by the NCI, USA on a panel of human tumour cell line show that one of them, bis[di-n-butyl(2-fluorophenylacetato)tin] oxide, is characterized by statistically significant D, D_TGI and D sensitivities, but non-significant D_H and MGD_H selectivities, whereas the analogous 2-fluorocinnamate shows no such significant values.     

In Process Citation

Several flavonols of therapeutic interest on account of their vascular properties have been studied. They were all derived from the o-diphenol quercetol. Their electrochemical oxidation at a rotating solid electrode has been examined, and the choice of solvent and pH is discussed. Results obtained by d.c. and pulse polarography are presented. A relation between their structure and electrochemical behaviour has been established. Application to drug analysis is proposed, giving identification, determination and purity assay simultaneously. There is a linear response over the range 5 x 10(-6)-10(-4)M, a sufficient range for analysis of pharmaceuticals.     

Thermodynamics of hydrochloric acid in (1-propanol+water) from electromotive-force measurements

The standard electromotive force of the cell: PtH₂(g)|HCl(m) in solvent |AgCl|Ag has been determined at 9 different temperatures ranging from 288.15 to 328.15 K in 20 (propan-1-ol+water) mixtures covering the whole range of solvent composition, by an extrapolation method making use of the extended terms of the Debye-Hückel theory. In solvents of high alcohol content, where the dielectric constant is small, it was necessary to correct for ion-pair formation. The temperature variation of the standard e.m.f. was used to calculate the standard thermodynamic functions for the cell reaction, the primary medium effects of various solvents upon HCl, and the standard quantities for the transfer of HCl from the standard state in water to the standard states in each other solvent. The significance of the transfer functions is discussed in relation to the acid-base strength, as well as the structural features of the solvents.