Portfolio optimization in stochastic markets

We consider a multiperiod mean-variance model where the model parameters change according to a stochastic market. The mean vector and covariance matrix of the random returns of risky assets all depend on the state of the market during any period where the market process is assumed to follow a Markov chain. Dynamic programming is used to solve an auxiliary problem which, in turn, gives the efficient frontier of the mean-variance formulation. An explicit expression is obtained for the efficient frontier and an illustrative example is given to demonstrate the application of the procedure.     

Lot Streaming in a Two-stage Flow Shop with Set-up,Processing and Removal Times Separated

This paper considers the job (lot) scheduling problem for two-stage flow shops in which the movement of transfer batches (sublots) from the first stage to the next are allowed. Set-up, processing and removal times are considered as separable and independent of the order in which jobs are processed at any of two stages. An optimal transfer batch sizing and scheduling algorithm which has an objective of minimizing the maximum flow time (makespan) is developed and demonstrated by a numerical example.     

Competitive adsorption and desorption of a bi-solute mixture: effect of activated carbon type

This study aims to clarify the effects of carbon activation type and physical form on the extent of adsorption capacity and desorption capacity of a bi-solute mixture of phenol and 2-chlorophenol (2-CP). For this purpose, two different PACs; thermally activated Norit SA4 and chemically activated Norit CA1, and their granular countertypes with similar physical characteristics, thermally activated Norit PKDA and chemically activated Norit CAgran, were used. The thermally activated carbons were better adsorbers for phenol and 2-CP compared with chemically activated carbons, but adsorption was more reversible in the latter case. 2-CP was adsorbed preferentially by each type of activated carbon, but adsorption of phenol was strongly suppressed in the presence of 2-CP. The simplified ideal adsorbed solution (SIAS) model underestimated the 2-CP loadings and overestimated the phenol loadings. However, the improved and modified forms of the SIAS model could better predict the competitive adsorption. The type of carbon activation was decisive in the application of these models. For each activated carbon type, phenol was desorbed more readily in the bi-solute case, but desorption of 2-CP was less compared with single-solute. This was attributed to higher energies of 2-CP adsorption.     

N,N‐Diethyl‐2,6,6‐trimethyl‐4‐(3‐nitrophenyl)‐5‐oxo‐1,4,5,6,7,8‐hexahydroquinoline‐3‐carboxamide

The title compound, C₂₃H₂₉N₃O₄, has potential calcium modulatory properties. The conformation of the 1,4‐di­hydro­pyridine ring is unusual in that it is planar, instead of the usual shallow boat. The 3‐nitro­phenyl substituent is in the synperiplanar orientation with respect to the di­hydro­pyridine ring plane. The oxo­cyclo­hexene ring has a distorted envelope conformation, with the out‐of‐plane atom being disordered on opposite sides of the ring plane. The mol­ecules are linked into chains by intermolecular hydrogen bonds.     

The exponentiated generalized power Lindley distribution: Properties and applications

In this paper, we introduce a new extension of the power Lindley distribution, called the exponentiated generalized power Lindley distribution. Several mathematical properties of the new model such as the shapes of the density and hazard rate functions, the quantile function, moments, mean deviations, Bonferroni and Lorenz curves and order statistics are derived.Moreover, we discuss the parameter estimation of the new distribution using the maximum likelihood and diagonally weighted least squares methods. A simulation study is performed to evaluate the estimators. We use two real data sets to illustrate the applicability of the new model. Empirical findings show that the proposed model provides better fits than some other well-known extensions of Lindley distributions.     

Metallo Phthalocyanines bearing 2‐Isopropyl‐6‐methylpyrimidin‐4‐yloxy Substituents: Synthesis,Characterization, Aggregation Behavior,Antioxidant and Antibacterial Activity,and Electronic Properties

A novel phthalonitrile derivative bearing 2‐isopropyl‐6‐methylpyrimidin‐4‐yloxy substituents at peripheral positions was synthesized by a nucleophilic substitution reaction. Metallophthalocyanines were obtained from the reaction of the novel phthalonitrile with metal Zn, Cu, Co, and Ni salts. The characterization of the compounds was performed using elemental analysis as well as UV/Vis, FT‐IR, and ¹H‐NMR spectroscopy. The aggregation behaviors of phthalocyanine complexes were also investigated. These metallophthalocyanines do not show any aggregation behavior between 10^–4–10^–6 M concentration range in THF. The antioxidant activities of the synthesized compounds were evaluated using three different tests: 2, 2‐diphenyl‐1‐picrylhydrazyl (DPPH) radical scavenging, metal chelating activity, and reducing power assays. All the compounds exhibited various antioxidant activities. In addition, antimicrobial activity of the compounds was tested over four gram positive and two gram negative bacteria. Moreover, the ground‐state geometries of the complexes were optimized using density functional theory (DFT) methods at B3LYP/6‐31G(d, p) level in order to obtain information about the 3D arrangements and electronic structure.     

Inhibitor design for 3-hydroxy-3-methyl-glutaryl-CoA reductase enzyme; molecular docking and determination of molecular and electronic properties of ligands by density functional theory method

Designing new inhibitors having less side effects is a need which also could reduce cholesterol levels. To fulfill this aim, we have carried out a molecular docking study toward 3-hydroxy-3-methyl-glutaryl-CoA (HMG-CoA) reductase. A set of designed structural derivatives of statin drugs, eight ligands which are used as HIV-1 integrase inhibitor candidates, a set of terpenoids, and ligands downloaded from Zinc15 database were docked to HMG-CoA reductase enzyme which contains atorvastatin in crystal structure. The analysis of docking studies revealed that statin derivative ligands are more appropriate for inhibition of HMG-CoA reductase. To define the contribution of the molecular properties to the binding of ligands to enzyme structure; the highest occupied molecular orbitals-lowest unoccupied molecular orbitals, hardness, electronegativity, and chemical potential properties of ligands have best score in their sets calculated by quantum mechanical tools.