Maximal spanning trees,asset graphs and random matrix denoising in the analysis of dynamics of financial networks

We study the time dependence of maximal spanning trees and asset graphs based on correlation matrices of stock returns. In these networks the nodes represent companies and links are related to the correlation coefficients between them. Special emphasis is given to the comparison between ordinary and denoised correlation matrices. The analysis of single- and multi-step survival ratios of the corresponding networks reveals that the ordinary correlation matrices are more stable in time than the denoised ones. Our study also shows that some information about the cluster structure of the companies is lost in the denoising procedure. Cluster structure that makes sense from an economic point of view exists, and can easily be observed in networks based on denoised correlation matrices. However, this structure is somewhat clearer in the networks based on ordinary correlation matrices. Some technical aspects, such as the random matrix denoising procedure, are also presented.     

Search for Higgs bosons in SUSY cascades in CMS and dark matter with non-universal gaugino masses

In grand-unified theories (GUT), non-universal boundary conditions for the gaugino masses may arise at the unification scale and may affect the observability of the neutral MSSM Higgs bosons (h/H/A) at the LHC. The implications of such non-universal gaugino masses are investigated for Higgs boson production in the SUSY cascade decay chain , , , produced in pp interactions. In the singlet representation with universal gaugino masses only the light Higgs boson can be produced in this cascade with the parameter region of interest for us, while with non-universal gaugino masses heavy neutral MSSM Higgs boson production may dominate. The allowed parameter space in the light of the WMAP constraints on the cold dark-matter relic density is investigated in the above scenarios for gaugino mass parameters. We also demonstrate that combination of representations can give the required amount of dark matter in any point of the parameter space. In the non-universal case we show that heavy Higgs bosons can be detected in the cascade studied in parameter regions with the WMAP preferred neutralino relic density.     

Linearization of holomorphic mappings onC(K)-spaces

We prove a universal mapping theorem for “integral” holomorphic mappings on the open unit ball ofC(K). In our theorem, the universal space isC(K), and the universal mapping is increasing in the positive cone ofC(K).     

Synthesis of new o-alkyl substituted arylalkylphosphanes: study of their molecular structure and influence on rhodium-catalyzed propene and 1-hexene hydroformylation

A set of new phosphane ligands designed to increase the branched-to-normal ratio of the hydroformylation reaction were prepared in the same way as the previously reported ortho-alkyl substituted arylphosphanes, which have shown increased i/n ratios in the hydroformylation of propene and 1-hexene. In order to determine the relationship between the catalytic behavior and stereoelectronic properties of the ligands, various functional alkyl groups (methyl, isopropyl, cyclohexyl) were placed on the phosphorus atom directly and in the ortho position of the phenyl ring connected to phosphorus. In the hydroformylation reaction of propene and 1-hexene a higher i/n ratio resulted with nearly all the ligands compared with that of triphenylphosphane. Additionally as the ortho-alkyl-substituent became larger, it had a favorable effect on the i-selectivity. Characterization of the ligands was carried out by NMR spectroscopy (mainly ¹H, ³¹P{¹H}, ¹³C{¹H}, HSQC/HETCOR and COSY-90). Properties of the ligands were also studied by quantum mechanical calculations and by synthesizing three Rh(acac)(CO)(PR₃) derivatives. The o-alkyl-substituent was orientated outside the ligands’ cone angle in the X-ray crystal structures of (2-cyclohexylphenyl)dicyclohexylphosphane and (2,5-dimethylphenyl)bis(4-pyridyl)phosphane, and Rh(acac)(CO)(PR₃) complex of (2-methylphenyl)dicyclohexylphosphane.     

Analysis of volatile sesquiterpenoids in environmental and geological samples

In order to evaluate vloatile compounds, especiallly sesquiter-penoids, in environmental and geological samples a method was penoids, in environmental and geological samples a method was required to characterize these components when they occur at low concentrations. After fractionation of the total sample extracts by TLC the aliphatic fractions were analyzed by HRGC AND THE kovats indices of all resolved peaks were calculated and comkpared with indices of all resolved peaks were calculated and compared with those obtained for commercial standards. As final step, the fractions were analyzed by HRGC-MS and structures confirmed by comparison of their mass spectra with those of certified sesuiterpene standards. Additionally sesquiterpenoids present in the dissolved phase in water samples were concentrated by solid phase extraction using XAD-2 resin. In this initial study, recovery tests with the resin were carried out in order to evaluate its performance rather than validating the methodology.     

High temperature gas chromatography on narrow bore capillary columns

The use of high-temperature-stable, medium polarity glass capillary columns coated with immobilized PS-090 (a 20 % diphenyl-substituted, CH₃O-terminated polydimethylsiloxane) has made it possible to analyze routinely, and with good separation efficiency, high molecular weight compounds such as triglycerides and free base porphyrins. Cold on-column injection was used throughout this work to avoid discrimination against involatile compounds, and disposable (fused silica) retention gaps were used to protect the column against contamination with involatile material. On-column injection into narrow bore glass columns was achieved by using glass-to-silica connections to attach wider bore (0.2 mm i.d.) deactivated fused silica tubing to the columns.     

Analysis of small molecules by ultra thin-layer chromatography-atmospheric pressure matrix-assisted laser desorption/ionization mass spectrometry

The feasibility of ultra thin-layer chromatography atmospheric pressure matrix-assisted laser desorption ionization mass spectrometry (UTLC-AP-MALDI-MS) has been studied in the analysis of small molecules. Because of a thinner adsorbent layer, the monolithic UTLC plates provide 10-100 times better sensitivity in MALDI analysis than conventional high performance thin-layer chromatography (HPTLC) plates. The limits of detection down to a low picomole range are demonstrated by UTLC-AP-MALDI-MS. Other advantages of UTLC over HPTLC include faster separations and lower solvent consumption. The performances of AP-MALDI-MS and vacuum MALDI-MS have been compared in the analysis of small drug molecules directly from the UTLC plates. The desorption from the irregular surface of UTLC plates with an external AP-MALDI ion source combined with an ion trap instrument provides clearly less variation in measurements of m/z values when compared with a vacuum MALDI-time-of-flight (TOF) instrument. The performance of the UTLC-AP-MALDI-MS method has been applied successfully to the purity analysis of synthesis products produced by solid-phase parallel synthesis method.     

Synthetic applications of (Me3SiNSN)2E (E = S, Se) in chalcogen-nitrogen chemistry: formation and structural characterization of Cl2TeESN2 (E = S, Se) and [PPh4]2[Pd2(mu-Se2N2S)X4] (X = Cl, Br)

The reaction of (Me3SiNSN)2S with TeCl4 in CH2Cl2 affords Cl2TeS2N2 (1) and that of (Me3SiNSN)2Se with TeCl4 produces Cl2TeSeSN2 (2) in good yields. The products were characterized by X-ray crystallography, as well as by NMR and vibrational spectroscopy and EI mass spectrometry. The Raman spectra were assigned by utilizing DFT molecular orbital calculations. The pathway of the formation of five-membered Cl2TeESN2 rings by the reactions of (Me3SiNSN)2E with TeCl4 (E = S, Se) is discussed. The reaction of (Me3SiNSN)2Se with [PPh4]2[Pd2X6] yields [PPh4]2[Pd2(mu-Se2N2S)X4] (X = Cl, 4a; Br, 4b), the first examples of complexes of the (Se2N2S)2- ligand. In both cases, this ligand bridges the two palladium centers through the selenium atoms.     

Detection of volatile organic compounds by temperature-programmed desorption combined with mass spectrometry and Fourier transform infrared spectroscopy

A temperature-programmed desorption (TPD) device connected to a mass spectrometer was used to detect volatile organic compounds from air samples. The main aim was to develop an analytical method, by which both non-polar and polar organic components can be detected in the same run. In TPD, the adsorbed compounds are desorbed from the resin more slowly than in the conventional trapping techniques, such as purge-and-trap technique, in which the resin is flash-heated and the compounds are desorbed at the same time to a cryogenic trap or an analytical column. In TPD, the adsorbent resin acts also as an analytical column. In this way it is possible to obtain more rapid analysis, and also a more simple instrumentation, which can be used on-line and on-site. In this work, a new version of TPD device, which uses a resistor for heating and a Peltier element for rapid cooling, was designed and constructed. Various adsorbent resins were tested for their adsorption and desorption properties of both polar and non-polar compounds. When using a mixture of adsorbent resins, Tenax TA and HayeSep D, it was possible to analyze both polar, low-molecular weight compounds, such as methanol and ethanol, and non-polar volatile organic compounds, such as benzene and toluene, in the same run within 15 min including sampling. The same TPD principle was also tested using a Fourier transform infrared spectrometer as an analytical instrument, and the results showed that it was possible to obtain a separation of similar compounds, such as hexane and heptane, and still retaining the same sensitivity as the original on-line FTIR instrument.     

Recyclizations of 2‐aminobenzylimines and thioaroylhydrazones of N‐substituted N‐hydroxy‐3‐oxobutanamides

A universal scheme is proposed for the molecular design of heterocyclic recyclizations by replacing the exocyclic hydroxyl groups in exo‐trig‐ ring‐chain tautomeric molecules with substituted amines or hydrazines. The practical applicability of this approach is demonstrated by the condensations of 5‐hydroxy‐5‐methyl‐3‐isoxazolidinones with thioaroyl‐hydrazines and 2‐aminomethylaniline. The condensation products were studied by modern ¹H, ¹³C and ¹⁵N NMR spectroscopic methods using three solvents: CDC1₃, DMSO[D₆] and CD₃CN. The solvent was found to have a strong effect to the relative amounts of the tautomers.