Stochastic network optimization models for investment planning

We describe and compare stochastic network optimization models for investment planning under uncertainty. Emphasis is placed on multiperiod a sset allocation and active portfolio management problems. Myopic as well as multiple period models are considered. In the case of multiperiod models, the uncertainty in asset returns filters into the constraint coefficient matrix, yielding a multi-scenario program formulation. Different scenario generation procedures are examined. The use of utility functions to reflect risk bearing attitudes results in nonlinear stochastic network models. We adopt a newly proposed decomposition procedure for solving these multiperiod stochastic programs. The performance of the models in simulations based on historical data is discussed.Research partially supported by National Science Foundation Grant No. DCR-861-4057 and IBM Grant No. 5785. Also, support from Pacific Financial Companies is gratefully acknowledged.     

Quantitative Raman and ESCA characterization of titania supported tungsten catalysts

Summary The distribution of supported species in a series of W/TiO₂ catalysts (1.8 – 28 wt% WO₃) has been determined by Raman and X-ray photoelectron spectroscopy (XPS, ESCA). The results show that three tungsten species are present on oxidic W/TiO₂ catalysts. A tungsten interaction species is formed almost exclusively for catalysts with W loadings lower or equal to 6.7 wt% WO₃. WO₃ is observed above 6.7 wt% WO₃. For W loadings higher than 10 wt%, a disordered W species W_DS is also present. The amounts of W_DS and WO₃ increase with increasing W content above 10 wt% WO₃.Dedicated to Professor Dr. Wilhelm Fresenius on the occasion of his 80th birthday     

Use of a nitrocellulose matrix in laser mass spectrometry

Summary A simple method for obtaining laser mass spectra (LMS) of liquids is described using a nitrocellulose membrane or fibrous material as the sample substrate. Laser mass spectra of liquids are presented along with those of solutes in aqueous systems. The use of a liquid matrix with the laser soft ionization method enhances molecular ion formation. Results are presented for charge-transfer derivatization and the influence of solution pH on LMS.     

Baryon pairs production ine + e − annihilation at\sqrt s = 2.4 GeV

Search for baryon pairs production ine ⁺ e ^? annihilation at \(\sqrt s = 2386 MeV\) is reported. The data relate to a luminosity of 161 nb^?1 collected by the DM2 experiment at DCI, the Orsay colliding ring. First measurements of directe ⁺ e ^? annihilation into \(\Lambda \bar \Lambda \) and ofe ⁺ e ^?→ \(p\bar p\) at this energy are presented. First observation of a goode ⁺ e ^?→ \(n\bar n\) candidate is reported and upper limits are given fore ⁺ e ^?→ \(n\bar n, \Lambda \bar \sum ^0 + c.c.\) and \(\Sigma ^0 \bar \Sigma ^0 \) .     

Combinations of microphase separation and terminal multiple hydrogen bonding in novel macromolecules

The synthesis and characterization of terminal multiple hydrogen-bonded (MHB) polymers, such as poly(styrene) (PS), poly(isoprene) (PI), and microphase separated PS-b-PI block copolymers, possessing controlled molecular weights and narrow molecular distributions are described. Hydroxyl-terminated polymeric precursors were prepared using living anionic polymerization and subsequent quantitative termination with ethylene oxide. MHB polymers were synthesized in a controlled fashion via end-group modification of these well-defined macromolecular alcohols with excess isophorone diisocyanate and subsequent derivatization of the isocyanate-terminated polymeric intermediate with methyl isocytosine. The glass transition temperatures of the terminal MHB polymers were reproducibly higher than both nonfunctionalized and hydroxyl-terminated polymers at nearly equivalent number average molecular weights. Thin-layer chromatography analysis indicated that the interaction of terminal MHB polymers with silica was stronger as compared to both nonfunctionalized and hydroxyl-terminated polymers. Rheological characterization indicated that the melt viscosity at constant shear rate for various MHB polymers was more than 100 times higher than those for nonfunctionalized and hydroxyl-terminated polymers. Interestingly, the melt viscosity of MHB polymers was higher than those of nonfunctionalized polymers with twice the number average molecular weight. In addition, DSC and rheological characterization also suggested that terminal MHB polymers formed aggregates and not simple dimers in the melt state, and the aggregates were observed to completely dissociate at 80 degrees C.     

Quantitative estimation of geometric isomers by post-source decay MALDI MS

Isomeric triazine pesticides: prometryn (N,N′-bis(1-methylethyl)-6-(methylthio)-1,3,5-triazine-2,4-diamine) and terbutryn (N-(1,1-dimethylethyl)-N′-ethyl-6-(methylthio)-1,3,5-triazine-2,4-diamine) are quantitatively analyzed by matrix assisted laser desorption/ionization mass spectrometry (MALDI-MS) without prior separation. The total concentration of the pesticide isomers was quantified by ‘standard’ MALDI using simetryn as an internal standard, while the composition of the isomeric mixture was estimated using post-source decay (PSD) MALDI-MS. Prometryn and terbutryn generate different PSD-MALDI product ions, and a PSD fragment characteristic of each isomeric pesticide is used for quantification of the mixture. Specifically, the fragment at m/z=186 is used for quantification of terbutryn, while the fragment at m/z=200 is used for prometryn. Fast evaporation and dried droplet methods were employed in PSD-MALDI quantification, and linear signal response was obtained for both methods. However, the fast evaporation method showed better quantitative characteristics and a lower detection limit.     

Cluster ion formation in laser mass spectrometry of substituted pyridines

Emission of cluster ions occurs during laser irradiation of substituted pyridines even at threshold laser power densities. The clusters generated include dimers and trimers, and appear in both positive-ion and negative-ion laser mass spectra. Fragments of cluster ions are observed and can be rationlized as losses of neutral molecules from (nM ± H)^±. Dissociation of clusters occurs primarily from substituents on the pyridine ring. Laser mass spectrometry of pyridoxine hydrochloride and pyridoxamine-dihydrochloride resulted in the emission of clusters analogous to those observed for nicotinic acid. In contrast to these results, secondary-ion and field-desorption mass spectra of salts contain the ions C_nA_n?1⁺ and C_nA_n+1^?, that were not detected in the laser mass spectra.     

Solid state chemical ionization for characterization of organic compounds by laser mass spectrometry

A new technique involving the addition of a compound to the analyte to serve as a source of "reagent" ions has been developed for negative-ion laser mass spectrometry. This "solid state chemical ionization" leads to ions characteristic of the analyte, owing to ion-molecule reactions between the "reagent" ion and the neutral analyte in the laser-generated plume. Polycyclic aromatic hydrocarbons show formation of an ion corresponding to (M + O - H)(-) in their negative-ion laser mass spectra when mixed with compounds such as sym-trinitrobenzene, sodium nitrate and sodium peroxide. NO(-)(2), O(-), and O(-)(2) serve as "reagent" ions in these compounds. Formation of (M + Cl)(-) is seen in the laser mass spectra of glycosides mixed with hexachlorobenzene. Chloride serves as the "reagent" ion in this case.     

MALDI-TOF/TOF CID study of poly(α-methylstyrene) fragmentation reactions

MALDI-TOF/TOF CID experiments are reported for hydroxylated poly(α-methylstyrene) precursor ions (PAMS: m/z 1,445.9 (n = 10), 2,036.3 (n = 15), 2,626.7 (n = 20), 3,217.1 (n = 25), and 3,807.5 (n = 30), where the number of repeat units n corresponds to the oligomer mass numbers). The influences of structure, molecular weight, and kinetic energy on degradation mechanisms were examined to test the generality of our multi-chain fragmentation model developed for polystyrene. Our results indicate that poly(α-methylstyrene) free radicals are formed initially through multiple chain breaks and subsequently undergo a variety of depolymerization reactions to yield predominantly monomer and dimer species; the intensity of each species depends on the effective kinetic energy selected for the CID process. Each depolymerization mechanism is presented in detail with experimental and computational data to justify/rationalize the process and its kinetic energy dependence. These processes show the complex interrelationships between the various pathways along with preferred production of tertiary radicals, which suppresses the appearance of primary radicals. Additionally, Py-GC/MS experimental data are presented to allow a comparison of the multimolecular free radical reactions in pyrolysis with the unimolecular fragmentation reactions of MS/MS. Electronic supplementary material  The online version of this article (doi:) contains supplementary material, which is available to authorized users.