Optimal Investment in a Levy Market

In this paper we consider the optimal investment problem in a market where the stock price process is modeled by a geometric Levy process (taking into account jumps). Except for the geometric Brownian model and the geometric Poissonian model, the resulting models are incomplete and there are many equivalent martingale measures. However, the model can be completed by the so-called power-jump assets. By doing this we allow investment in these new assets and we can try to maximize the expected utility of these portfolios. As particular cases we obtain the optimal portfolios based in stocks and bonds, showing that the new assets are superfluous for certain martingale measures that depend on the utility function we use.     

Seed gum ofStryphnodendron barbatiman (barbatimão)

Stryphnodendron barbatiman (barbatimão) is a native tree that is found throughout the “Cerrados,” a region of Central Brazil. Plant seeds, on water extraction, furnished 28 g% galactomannan (dryweight basis), the monosaccharide composition of which (galactose to mannose ratio, 1.0:1.5) fits in the legume heteromannan group. This seed gum, after Sevag deproteinization, still retained 6 g% of associated protein and had a molecular weight of about 1.8 MD on gel filtration. A high intrinsic viscosity (1300 cP) was observed for the polysaccharide sample obtained after reflux of the crushed seeds in 80% aqueous methanol.

     

A novel microporous copper silicate: Na2Cu2Si4O11.2H2O

The synthesis and structural characterisation of a thermally stable novel three-dimensional microporous copper silicate open-framework are described; the material is capable of undergoing reversible zeolitic water removal without destruction of the framework.     

Analysis of the geometrical dependence of auxetic behavior in reentrant structures by finite elements

Materials with a negative Poisson's ratio(PR)are called auxetics;they are characterized by expansion/contraction when tensioned/compressed.Given this counterintuitive behavior,they present very particular characteristics and mechanical behavior.Geometrical models have been developed to justify and artificiall reproduce such materials' auxetic behavior.The focus of this study is the exploration of a reentrant model by analyzing the variation in the PR of reentrant structures as a function of geometrical and base material parameters.It is shown that,even in the presence of protruding ribs,there may not be auxetic behavior,and this depends on the geometry of each reentrant structure.Values determined for these parameters can be helpful as approximate reference data in the design and fabrication of auxetic lattices using reentrant geometries.     

Optimization and validation of organochlorine compounds in adipose tissue by SPE‐gas chromatography

Scientific evidence has shown an association between organochlorine compounds (OCC) exposure and human health hazards. Concerning this, OCC detection in human adipose samples has to be considered a public health priority. This study evaluated the efficacy of various solid‐phase extraction (SPE) and cleanup methods for OCC determination in human adipose tissue. Octadecylsilyl endcapped (C₁₈‐E), benzenesulfonic acid modified silica cation exchanger (SA), poly(styrene‐divinylbenzene (EN) and EN/RP₁₈ SPE sorbents were evaluated. The relative sample cleanup provided by these SPE columns was evaluated using gas chromatography with electron capture detection (GC–ECD). The C₁₈‐E columns with strong homogenization were found to provide the most effective cleanup, removing the greatest amount of interfering substance, and simultaneously ensuring good analyte recoveries higher than 70%. Recoveries > 70% with standard deviations (SD) < 15% were obtained for all compounds under the selected conditions. Method detection limits were in the 0.003–0.009 mg/kg range. The positive samples were confirmed by gas chromatography coupled with tandem mass spectrometry (GC‐MS/MS). The highest percentage found of the OCC in real samples corresponded to HCB, o,p′‐DDT and methoxychlor, which were detected in 80 and 95% of samples analyzed respectively. Copyright © 2012 John Wiley & Sons, Ltd.     

Reaction mechanism and rate constants of the CH+CH4 reaction: a theoretical study

Ab initio and density functional calculations have been performed to elucidate the mechanism of CH radical insertion into methane. The results show that the reaction can be viewed to occur via two stages. On the first stage, the CH radical approaches methane without large structural changes to acquire proper positioning for the subsequent stage, where H-migration occurs from CH₄ to CH, along with a C–C bond formation. Where the first stage ends and the second begins, a tight transition state was located using the B3LYP/6-311G(d,p) and MP4(SDQ)/6-311++G(d,p) methods. Using a rigid rotor – harmonic oscillator approach within transition state theory, we show that at the MP5/6-311++G(d,p)//MP4(SDQ)/6-311++G(d,p) level the calculated rate constants are in a reasonably good agreement with experiment in a broad temperature range of 145–581 K. Even at low temperatures, the insertion reaction bottleneck is found about the location of the tight transition state, rather than at long separations between the CH and CH₄ reactants. In addition, high level CCSD(T)-F12/CBS calculations of the remainder of the C₂H₅ potential energy surface predict the CH+CH₄ reaction to proceed via the initial insertion step to the ethyl radical which then can emit a hydrogen atom to form highly exothermic C₂H₄+H products.     

Cleansing contaminated seawaters using marine cyanobacteria: evaluation of trace metal removal from the medium

The use of microbial biomass in biosorption is already being studied as a potential alternative to (or combined with) conventional processes, where several algae and microorganisms have already shown promising ability to uptake metals. Cyanobacteria (blue-green algae) are widespread organisms, with specific properties, such as high nutrient removal capacity and tolerance to highly variable conditions which make them well-suited for wastewater and remediation purposes. The main aim of this work was to evaluate the use of a marine cyanobacterium LEANCYA 21 (Synechocystis sp.), collected from the Portuguese southern border, for the removal of selected trace metals when in natural seawater culture medium. It was observed, for the first time, that this particular strain is capable of uptaking Pb, Ni and Zn (at nM levels) from seawater solutions using small amounts of biomass. Uptake values for Pb were up to 90% (0.75 mg g^?1 biomass) in 6 h. The specific biosorption curves of Ni and Zn showed that these metals follow a first order kinetics biosorption in batch conditions. Solutions containing multimetals have revealed that Ni uptake is affected by the presence of Pb and Zn. The calculated specific absorption values were high enough to predict a possible application in aquaculture where such low levels of metals may inhibit microalgae growth.     

Osteoarthritis subjects have differentiated lower extremity thermal skin response after the concurrent acute training session

Journal of Thermal Analysis and Calorimetry - This study investigated the thermal skin (Tsk) response of lower limbs in older adults with or without osteoarthritis before and after a concurrent...     

gem‐Difluorocarbadisaccharides: Restoring the exo‐Anomeric Effect

Molecular mimicry is an essential part of the development of drugs and molecular probes. In the chemical glycobiology field, although many glycomimetics have been developed in the past years, it has been considered that many failures in their use are related to the lack of the anomeric effects in these analogues. Additionally, the origin of the anomeric effects is still the subject of virulent scientific debates. Herein, by combining chemical synthesis, NMR methods, and theoretical calculations, we show that it is possible to restore the anomeric effect for an acetal when replacing one of the oxygen atoms by a CF₂ group. This result provides key findings in chemical sciences. On the one hand, it strongly suggests the key relevance of the stereoelectronic component of the anomeric effect. On the other hand, the CF₂ analogue adopts the natural glycoside conformation, which might provide new avenues for sugar‐based drug design.