Characterization of graphs with infinite cyclic edge connectivity

In this paper, we characterize the graphs with infinite cyclic edge connectivity. Then we design an efficient algorithm to determine whether a graph has finite cyclic edge connectivity or infinite cyclic edge connectivity.     

Conditional VaR estimation using Pearson’s type IV distribution

This paper presents a new value at risk (VaR) estimation model for equity returns time series and tests it extensively on Stock Indices of 14 countries. Two most important stylized facts of such series are volatility clustering, and non-normality as a result of fat tails of the return distribution. While volatility clustering has been extensively studied using the GARCH model and its various extensions, the phenomenon of non-normality has not been comprehensively explored, at least in the context of VaR estimation. A combination of extreme value theory (EVT) and GARCH has been explored to analyze financial data showing non-normal behavior. This paper proposes a combination of the Pearson’s Type IV distribution and the GARCH (1, 1) approach to furnish a new method with superior predictive abilities. The approach is back tested for the entire sample as well as for a holdout sample using rolling windows.     

The adiabatic approximation to exotic leptonic molecules: further analysis and a nonlinear equation for conditional amplitudes

Recent successful applications of a particular kind of adiabatic approximation to complexes of muons and positrons with atoms, motivated us to perform a new analysis of the molecular approximations on this perspective. We focus our attention mainly on the various levels of the adiabatic approximation and discuss if and how it can be stressed to yield exact results. In the course of this analysis a new nonlinear equation for conditional amplitudes was obtained.     

Improved convex upper bound via conditional comonotonicity

Comonotonicity provides a convenient convex upper bound for a sum of random variables with arbitrary dependence structure. Improved convex upper bound was introduced via conditioning by Kaas et al. [Kaas, R., Dhaene, J., Goovaerts, M., 2000. Upper and lower bounds for sums of random variables. Insurance: Math. Econ. 27, 151-168]. In this paper, we unify these results in a more general context using the concept of conditional comonotonicity. We also construct an approximating sequence of convex upper bounds with nice convergence properties.     

An improved molecular connectivity index

Through modification of the delta values of the molecular connectivity indexes, and connecting the quantum chemistry with topology method effectively, the molecular connectivity indexes are converted into quantum-topology indexes. The modified indexes not only keep all information obtained from the original molecular connectivity method but also have their own virtue in application, and at the same time make up some disadvantages of the quantum and molecular connectivity methods.     

Contractive projections on Banach algebras

In this paper, we explore the properties of projections of norm one on general Banach algebras, in particular the relation with conditional expectations for algebras which arise in harmonic analysis.     

Direct spatial optimization in natural resource management: Four linear programming examples

This paper discusses methods for directly incorporating spatial relationships in natural resource optimization models. The approaches are contrasted with the conventional emphasis on adjacency restrictions. Four formulations are presented that address a variety of problems using linear (continuous-variable) programming, which allows reliable solvability of even very large models. The problems addressed include: habitat placement for the black-footed ferret (an aggressive disperser), habitat placement for the black-tailed prairie dog (a gregarious, recalcitrant disperser), placement of control efforts directed at restricting the spread of an exotic pest, and the semi-permanent placement of habitat for the northern spotted owl (a static problem).     

Asymmetric impacts of global risk appetite on the risk premium for an emerging market

This paper analyzes the impact of global risk appetite on the risk premium utilizing high-frequency data. Taking the Turkish economy as our laboratory, we find that the risk premium volatility responds only to a worsening in the risk appetite for the Turkish economy, which is a result that we do not observe for the other emerging markets. Then, we investigate the role of current account dynamics on this asymmetric effect, by focusing also on an economy with similar current account performance. The empirical results find supporting evidence for the role of current account dynamics on the estimated asymmetry.     

群柱内酯萜二维核磁共振谱的研究

本文研究了群柱内酯萜(Ⅰ)的二维¹H同核COSY、C-H COSY、远距C-H COSY谱,根据这些信息和经验规律归属了(Ⅰ)的¹H及¹³C谱峰,二维远距C-H COSY提供了相隔两、三个键的C-H偶合信息,因此,在很多方面可以代替灵敏度很低的INADEQUATE技术,得到C-C联结的信息。     

一类混合图的结构及其特征空间

主要讨论具有如下性质的一类连通混合图G:其所有非奇异圈恰有一条公共边,且除了该公共边的端点外,任意两个非奇异圈没有其它交点.本文给出了图G的结构性质,建立了其最小特征值λ1(G)(以及相对应的特征向量)与某个简单图的代数连通度(以及Fiedler向量)之间联系,并应用上述联系证明了λ1(■)≤α(G),其中G是由G通过对其所有无向边定向而获得,α(■)为■的代数连通度.