A dynamic scorecard for monitoring baseline performance with application to tracking a mortgage portfolio

A principled technique for monitoring the performance of a consumer credit scorecard through time is derived from Kalman filtering. Standard approaches sporadically compare certain characteristics of the new applicants with those predicted from the scorecard. The new approach systematically updates the scorecard combining new applicant information with the previous best estimate. The dynamically updated scorecard is tracked through time and compared to limits calculated by sequential simulation from the baseline scorecard. The observation equation of the Kalman filter is tailored to take the results of fitting local scorecards by logistic regression to batches of new clients that arrive in the current time interval. The states in the Kalman filter represent the true or underlying score for each attribute in the card: the parameters of the logistic regression. Their progress in time is modelled by a random walk and the filter provides the best estimate of the scores using past and present information. We illustrate the technique using a commercial mortgage portfolio and the results indicate significant emerging deficiencies in the baseline scorecard.     

Electron energy loss spectroscopy; history and related matters

This paper begins with some historical remarks regarding the author’s early interest in the use of electron energy loss spectroscopy to probe dynamical phenomena on crystal surfaces. We then discuss the physical nature of the interactions responsible for vibrational and spin waves losses, with attention to their role in related phenomena. PACS 61.14.-x; 68.35.Ja; 68.49.Jk; 68.49.Uv     

Einstein relation in chemically doped organic semiconductors

Based on the assumption of Gaussian energy distributions of the lowest unoccupied molecular orbital (LUMO) and the highest occupied molecular orbital (HOMO), analytical expressions of generalized Einstein relation in chemically doped organic semiconductor are developed, by approximation of Coulomb traps with a rectangle potential well. Numerical calculations show that traditional Einstein relations do not hold for chemically doped organic semiconductors. Similar to physical doping, the dependence of diffusion coefficient to mobility D/μ ratio on the carrier concentration has a maximum. An essential difference between chemical doping and physical doping is that, the D/μ ratio in chemically doped organic semiconductors depends not only on carrier concentration and doping concentration, but also on the applied electric field. PACS 71.20.Rv; 72.90.+y; 73.50.-h     

Eigenvalue ratios of vibrating strings

Summary New results for the eigenvalue ratios of vibrating strings are presented partially in connection with previous results concerning Schr?dinger operators.     

Non-aggregated Pd nanoparticles deposited onto catalytic supports

Nanostructured powders have shown great promise for a variety of applications including chemical gas sensors, high surface area supports for catalysis, tribology, chemical mechanical polishing, and optoelectronics. In this report, highly dispersed Pd nanoparticles with a narrow size distribution, and mean diameter of 2±0.2 nm, were deposited at room temperature onto amorphous carbon and oxide supports (TiO₂, Al₂O₃) by pulsed-laser ablation of a Pd sputtering target. Depositions were performed in Ar at a back-fill pressure of 3 mTorr after reaching a base pressure of 10^-7 Torr. Populations of uniformly dispersed particles with an interparticle spacing of 3 to 10 nm were observed by high-resolution transmission electron microscopy with little evidence of nanoparticle aggregation. The chemical compositions of individual nanoparticles were confirmed by high spatial resolution energy-dispersive X-ray spectroscopy.     

Superconducting magnetis in spectrometers of high-energy particles

This is a retrospective review of superconducting magnets for spectrometers of high-energy particles. The magnets are grouped according to the purpose of the spectrometers and the shape of coils. Data on the thermostatting and electrical protection of the coils are presented. Design features of various-type magnets are described. The first large superconducting solenoids were constructed for hydrogen bubble chambers. Further progress was related to the construction of spectrometers that were designed for experiments at colliders and included solenoids with radiation-transparent walls. Along with solenoids, dipole and toroidal magnets were used in spectrometers; some designs of such magnets are also discussed in the review. A special type of polarizing solenoid is used in polarized targets. Spectrometers with magnets of various coil shapes were created for astrophysical research. As an instance, the original radiation-transparent solenoid and the dipole magnet with a cryocooler are represented. Prospects for the future development of magnets are connected with the use of high-temperature superconductors (HTS). Information on the present situation in engineering the HTS ribbon and solenoids is given.     

Comparative analysis of the twin and heterophase structures in (1−x)Pb(Mg1/3Nb2/3)O3−xPbTiO3 crystals

The specific features of the coexistence of phases in heavily twinned crystals of the (1?x)Pb(Mg_1/3Nb_2/3)O₃?xPbTiO₃ system in the vicinity of the morphotropic phase boundary (0.30≤x≤0.40) are investigated. The phase transformations in crystals at x = const during cooling are considered at electric field strengths E=0 and 0.1 MV/m. The conditions of the formation of interphase boundaries (zero net strain planes) are determined for different first-order phase transitions. The results of calculating the tetragonal-monoclinic M _C and monoclinic-monoclinic (M _C –M _A ) phase transitions are represented in the form of “twin state-interphase boundary” diagrams. The effect of a 90° domain (twin) structure of the tetragonal phase on the heterophase state associated with the presence of monoclinic phases is analyzed.     

Induced bromination of aromatic hydrocarbons with alkali metal bromides in the presence of oxidants

The features of induced bromination of aromatic hydrocarbons in the NaBr(KBr)-HX-H₂O₂(NaOCl) system were studied.     

Sorption of Sc(III) on phosphorus-containing cation exchangers

Kinetics of Sc(III) sorption from hydrochloric acid solutions on KRF-20t-60 cation exchanger is studied. The experimental data are analyzed in terms of the gel and film kinetic models. The Sc(III) diffusion coefficient in the resin phase is estimated. Static and dynamic sorption data are obtained on Sc(III) sorption from various process solutions on KRF-20t-60, PA-1, AFI-22 ion exchangers, and also on ion exchangers supported on polyacrylonitrile-based fibrous material. Desorption of Sc(III) from KRF-20t-60 is also studied.