Stability of Markovian structure observed in high frequency foreign exchange data

Contrary to the common sense in economics and financial engineering, price fluctuations at very fine level of motion exhibit various evidences against the efficient market hypothesis. We attempt to investigate this issue by studying extensive amount of foreign currency exchange data for over five years at the finest level of resolution. We specifically focus on the proposed stability in binomial conditional probabilities originally found in much smaller examples of financial time series. In order to handle very large data, we have written an efficient program in C that automatically generates those conditional probabilities. It is found that the stability is maintained for extremely large time duration that covers almost the entire period. Based on the length of conditions for which the conditional probabilities are distinguishable each other, we identify the length of memory being less than 3 movements.     

n维氢原子的散射态

研究了n维氢原子的散射态性质．给出了精确的按“k/2π标度”归一化的散射态的精确解波函数及相移表达式，讨论了相移的解析性质，获得了束缚-连续跃迁矩阵元的解析计算公式．普通氢原子(n=3)散射态的有关结果作为特例包含在本文的一般结论之中． 关键词： n维氢原子 散射态 精确解 相移 束缚-连续跃迁矩阵元     

Crystallographic report: Crystal structure of tetra(4‐methyl‐5‐imidazole‐carboxyaldehyde)zinc(II) diperchlorate

The central zinc(II) atom in the title complex is tetrahedrally coordinated by four nitrogen atoms derived from 4‐methyl‐5‐imidazolecarboxyaldehyde ligands with Zn? N in the range 2.007(3) to 2.026(4) Å. Copyright © 2003 John Wiley & Sons, Ltd.     

Weak Attractive Ligand–Polymer and Related Interactions in Catalysis and Reactivity: Impact,Applications, and Modeling

The notion of weak attractive ligand–polymer interactions is introduced, and its potential application, importance, and conceptual links with “cooperative” ligand–substrate interactions are discussed. Synthetic models of weak attractive ligand–polymer interactions are described, in which intramolecular weak C? H???F? C interactions (the existence of which remains contentious) have been detected by NMR spectroscopy and neutron and X‐ray diffraction experiments. These C? H???F? C interactions carry important implications for the design of catalysts for olefin polymerization, because they provide support for the practical feasibility of ortho‐F???H_β ligand–polymer contacts proposed for living Group 4 fluorinated phenoxyimine catalysts. The notion of weak attractive noncovalent interactions between an “active” ligand and the growing polymer chain is a novel concept in polyolefin catalysis.     

The intramolecular hydrogen bond in ortho-hydroxy acetophenones

The crystal structures of two ortho-hydroxy ketones (5-chloro-2-hydroxyacetophenone (I K) and 3,5-dichloro-2-hydroxyacetophenone (II K)) have been determined with X-ray diffraction at 100 K. A comparison of steric effects on properties of pseudoaromatic hydrogen bonds in ortho-hydroxy acetophenone and ortho-hydroxy ketimines have been carried out with the application of crystallographic data.

Nuclear quadrupole resonance (NQR) spectra have been measured and interpreted.     

Synthesis of acetone oxime through acetone ammoximation over TS-1

The ammoximation of acetone to acetone oxime with 30 wt.% hydrogen peroxide over TS-1 has been studied. The conversion of acetone and the selectivity to acetone oxime can reach 99% and 94%, respectively. The by-products are the corresponding hydrazone, imine and small amounts of unidentified compounds. The influence of various parameters such as solvent, temperature, amounts of catalyst and the NH₃ to acetone molar ratio were investigated. This revised version was published online in August 2006 with corrections to the Cover Date.     

Breakage of λ-DNA by inorganic tin and organotin compounds as environmental pollutants

In proportion to the environmental pollution problems caused by organotin compounds, the genotoxicities of tin compounds in the environments have become of interest so as to estimate their safety in recent years. In this work, isolated λ-DNA (double-strand DNA) was incubated with inorganic tin(II) and tin(IV) and five organotin compounds [n-butyltin trichloride, di(n-butyltin) dichloride, methyltin trichloride, dimethyltin dichloride and trimethyltin chloride] in reaction systems both with and without hydrogen peroxide (H₂O₂) content. The tin compounds tested in this study did not induce DNA breakage in the absence of hydrogen peroxide. Divalent inorganic tin (SnCl₂) and tetravalent inorganic tin (SnCl₄) caused DNA breakage in the presence of hydrogen peroxide (10 mM), and the DNA damage activity of inorganic tin was much more potent in divalent inorganic tin (SnCl₂) than in tetravalent inorganic tin (SnCl₄). Divalent inorganic tin (SnCl₂) induced DNA breakage in a concentration-dependent fashion at concentrations greater than 0.1 mM of SnCl₂ in the presence of hydrogen peroxide (10 mM). DNA breakage was not caused by n-butyltin compounds and methyltin compounds either in the presence or in the absence of hydrogen peroxide.     

Synthesis of poly-yne polymers containing transition metals,disilane, disiloxane and phosphine groups in the main chain

The synthesis and characterization of metal poly-yne polymers containing disilane, disiloxane and phosphine groups in the main chain are described. The platinum and palladium poly-yne polymers were synthesized by polycondensation reactions between a metal chloride and an α, ω-bisethynyl complex in amines in the presence of cuprous iodide as a catalyst. The nickel poly-yne polymers were synthesized by an alkynyl ligand exchange reaction between a nickel acetylide and an α, ω-bisethynyl complex in diethylamine in the presence of cuprous iodide as a catalyst. The reaction of the platinum poly-yne polymer, containing disiloxane groups in the main chain, with copper (I) salts afforded adducts of η-²-bonded σ-acetylide polymer complexes. The reactions of the palladium poly-yne polymer, containing phosphine groups in the main chain, with transition-metal carbonyl complexes afforded polymer complexes which have phosphorus in the main chain-transition-metal bonds. A concentrated solution of the platinum poly-yne polymer containing disiloxane groups in the main chain forms a lyotropic liquid crystal in dichloromethane or 1, 2-dichloroethane.