Forecasting call frequency at a financial services call centre

A forecasting model is developed for the number of daily applications for loans at a financial services telephone call centre. The purpose of the forecasts and the associated prediction intervals is to provide effective staffing policies within the call centre. The model building process is constrained by the availability of only 2 years and 7 months of data. The distinctive feature of the data is that demand is driven in the main by advertising. The analysis given focuses on applications stimulated by press advertising. Unlike previous analyses of broadly similar data, where ARIMA models were used, a model with a dynamic level, multiplicative calendar effects and a multiplicative advertising response is developed and shown to be effective.     

Mass Power Spectrum in a Universe Dominated by the Chaplygin Gas

The mass power spectrum for a Universe dominated by the Chaplygin gas is evaluated numerically from scales of the order of the Hubble horizon to 100 Mpc. The results are compared with a pure baryonic Universe and a cosmological constant model. In all three cases, the spectrum increases with k, the wavenumber of the perturbations. The slope of the spectrum is higher for the baryonic model and smaller for the cosmological constant model, the Chaplygin gas interpolating these two models. The results are analyzed in terms of the sound velocity of the Chaplygin gas and the moment the Universe begins to accelerate.     

Deformation Quantization for Systems with Fermions

Deformation quantization, which achieves the passage from classical mechanics to quantum mechanics by the replacement of the pointwise multiplication of functions on phase space by the star product, is a powerful tool for treating systems involving bosonic degrees of freedom, both in quantum mechanics and in quantum field theory. In the present paper we show how these methods may be naturally extended to systems involving fermions. In particular we show how supersymmetric quantum mechanics can be formulated in this approach and consider examples involving both non-relativistic and relativistic systems.     

Quadratic data envelopment analysis

Data Envelopment Analysis (DEA) offers a piece-wise linear approximation of the production frontier. The approximation tends to be poor if the true frontier is not concave, eg in case of economies of scale or of specialisation. To improve the flexibility of the DEA frontier and to gain in empirical fit, we propose to extend DEA towards a more general piece-wise quadratic approximation, called Quadratic Data Envelopment Analysis (QDEA). We show that QDEA gives statistically consistent estimates for all production frontiers with bounded Hessian eigenvalues. Our Monte-Carlo simulations suggest that QDEA can substantially improve efficiency estimation in finite samples relative to standard DEA models.     

Ermakov Approach for Minisuperspace Oscillators

The Wheeler–DeWitt equation of arbitrary Hartle–Hawking factor ordering for several minisuperspace universe models, such as the pure gravity Friedmann–Robertson–Walker and Taub ones, is mapped onto the dynamics of corresponding classical oscillators. The latter ones are studied by the classical Ermakov invariant method, which is a natural approach in this context. For the more realistic case of a minimally coupled massive scalar field, one can study, within the same type of approach, the corresponding squeezing features as a possible means of describing cosmological evolution. Finally, we comment on the analogy with the accelerator physics.     

Hilbert重级数定理的一个改进

The object of this note is to prove the followingTheorem Let{a_n}and{b_n}be sequences of real numbers such that0<∑∑a_n~2<+∞and0<∑b_n~2<+∞.Then we have the inequalitysum from m=1 to∞sum from n=1 to∞a_mb_n/m+n<{sum from n=1 to∞(π-θ/n~(1/2)a_n~2}~1/2{sum from n=1 to∞(π-θ/n~(1/2)b_n~2}~1/2 (1)whereθ=3/2~(1/2)-1=1.121320343.     

Inclusion of carbon nanotubes in a TiO2 sol-gel matrix

We report here the successful inclusion of carbon nanotubes (CNs) into a TiO₂ matrix prepared by a sol-gel method. The presence of CNs in the sol-gel matrix and the structure of the film were analyzed principally by transmission electron microscopy. Complementary information about the behavior of embedded carbon nanotubes versus heat treatment and ion irradiation were obtained by X-ray photoelectron spectroscopy. The elaboration of an inorganic matrix containing embedded carbon nanotubes leads to a new nanocomposite. The possible applications of this nanocomposite are discussed.