Maximum Drawdown and Drawdown Duration of Spectrally Negative Lévy Processes Decomposed at Extremes

Journal of Theoretical Probability - Path decomposition is performed to characterize the law of the pre-/post-supremum, post-infimum and the intermediate processes of a spectrally negative...     

Oxide- and zeolite-supported isostructural ir(c(2)h(4))(2) complexes: molecular-level observations of electronic effects of supports as ligands

Zeolite Hβ- and γ-Al(2)O(3)-supported mononuclear iridium complexes were synthesized by the reaction of Ir(C(2)H(4))(2)(acac) (acac is acetylacetonate) with each of the supports. The characterization of the surface species by extended X-ray absorption fine structure (EXAFS) and infrared (IR) spectroscopies demonstrated the removal of acac ligands during chemisorption, leading to the formation of essentially isostructural Ir(C(2)H(4))(2) complexes anchored to each support by two Ir-O(support) bonds. Atomic-resolution aberration-corrected scanning transmission electron microscopy (STEM) images confirm the spectra, showing only isolated Ir atoms on the supports with no evidence of iridium clusters. These samples, together with previously reported Ir(C(2)H(4))(2) complexes on zeolite HY, zeolite HSSZ-53, and MgO supports, constitute a family of isostructural supported iridium complexes. Treatment with CO led to the replacement of the ethylene ligands on iridium with CO ligands, and the ν(CO) frequencies of these complexes and white line intensities in the X-ray absorption spectra at the Ir L(III) edge show that the electron density on iridium increases in the following order on these supports: zeolite HY < zeolite Hβ < zeolite HSSZ-53 ? γ-Al(2)O(3) < MgO. The IR spectra of the iridium carbonyl complexes treated in flowing C(2)H(4) show that the CO ligands were replaced by C(2)H(4), with the average number of C(2)H(4) groups per Ir atom increasing as the amount of iridium was increasingly electron-deficient. In contrast to the typical supported catalysts incorporating metal clusters or particles that are highly nonuniform, the samples reported here, incorporating uniform isostructural iridium complexes, provide unprecedented opportunities for a molecular-level understanding of how supports affect the electronic properties, reactivities, and catalytic properties of supported metal species.     

Capping polymer-enhanced electrocatalytic activity on Pt nanoparticles: a combined electrochemical and in situ IR spectroelectrochemical study

Unexpected yet highly remarkable and intriguing observations of the polymer-enhanced electro-catalytic activity of the Pt nanoparticles for electro-oxidations of both methanol and formic acid were reported. In situ FTIR investigation suggests strongly that the observed activity enhancements are highly likely due to the PVP-induced additional reaction pathways. These observations may open up a new paradigm of research in which the protecting/stabilizing organic ligands can now be incorporated as an advantageous part and/or a finer catalytic activity tuner of a nanocatalytic system.     

A stochastic programming approach to multicriteria portfolio optimization

We study a stochastic programming approach to multicriteria multi-period portfolio optimization problem. We use a Single Index Model to estimate the returns of stocks from a market-representative index and a random walk model to generate scenarios on the possible values of the index return. We consider expected return, Conditional Value at Risk and liquidity as our criteria. With stocks from Istanbul Stock Exchange, we make computational studies for the two and three-criteria cases. We demonstrate the tradeoffs between criteria and show that treating these criteria simultaneously yields meaningful efficient solutions. We provide insights based on our experiments.     

Sensor Platform with a Custom‐tailored Aptamer for Diagnosis of Synthetic Cannabinoids

Synthetic cannabinoids (SCs) are the large group of abused drugs and detection of them is still a challenge. Hence, new methods for analysis of SCs are being investigated. We aimed to develop a novel system for selective analysis of SCs. First, various custom‐tailored aptamers against the target SCs were selected through GO‐SELEX process. Toggling between different SC analytes during successive rounds of selection was performed to generate cross‐reactive aptamers. Then, the amino‐capped aptamers were synthesized and easily attached to the cysteamine‐covered gold electrodes. Analytical parameters and selectivity of the aptasensors were compared by using electrochemical techniques. After comparison of the analytical features and selectivity towards target analytes, one of the aptamers designated as Apta‐1 was chosen for further measurements. The aptasensor was tested by using differential pulse voltammetry technique against JWH‐018 (5‐pentanoic acid), selected as a model for SCs. The linearity and limit of detection were determined as 0.01–1.0 ng/mL and 0.036 ng/mL. Finally, sample application in synthetic urine samples was successfully performed with standard addition method, as confirmed by LC‐QTOF/MS. JWH‐018 (4‐hydroxypentyl), JWH‐073 (3‐hydroxybutyl), JWH‐250 (5‐hidroxypentyl) and HU‐210 were used to test the selectivity of the aptasensor and the system was shown to recognize all these SCs. Also other illegal drugs did not significantly interfere with the signal responses.     

Supported molecular iridium catalysts: resolving effects of metal nuclearity and supports as ligands

The performance of a supported catalyst is influenced by the size and structure of the metal species, the ligands bonded to the metal, and the support. Resolution of these effects has been lacking because of the lack of investigations of catalysts with uniform and systematically varied catalytic sites. We now demonstrate that the performance for ethene hydrogenation of isostructural iridium species on supports with contrasting properties as ligands (electron-donating MgO and electron-withdrawing HY zeolite) can be elucidated on the basis of molecular concepts. Spectra of the working catalysts show that the catalytic reaction rate is determined by the dissociation of H(2) when the iridium, either as mono- or tetra-nuclear species, is supported on MgO and is not when the support is the zeolite. The neighboring iridium sites in clusters are crucial for activation of both H(2) and C(2)H(4) when the support is MgO but not when it is the zeolite, because the electron-withdrawing properties of the zeolite support enable even single site-isolated Ir atoms to bond to both C(2)H(4) and H(2) and facilitate the catalysis.