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1.
In this paper, we provide a new measure for evaluation of risk in financial markets. This measure is based on the return interval of critical events in financial markets or other investment situations. Our main goal was to devise a model like Value at Risk (VaR). As VaR, for a given financial asset, probability level and time horizon, gives a critical value such that the likelihood of loss on the asset over the time horizon exceeds this value is equal to the given probability level, our concept of Time at Risk (TaR), using a probability distribution function of return intervals, provides a critical time such that the probability that the return interval of a critical event exceeds this time equals the given probability level. As an empirical application, we applied our model to data from the Tehran Stock Exchange Price Index (TEPIX) as a financial asset (market portfolio) and reported the results. 相似文献
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Mohammad Edrissi Meysam Soleymani Mahnaz Naderi 《Journal of Sol-Gel Science and Technology》2012,64(2):485-492
Nanocrystalline manganese aluminate (MnAl2O4) has been synthesized by Pechini and sequential homogenous precipitation methods and the results have been compared. The Taguchi L4 statistical design was utilized to optimize the production of MnAl2O4 nanoparticles by Pechini method. The MnAl2O4 nanocrystallites obtained by Pechini and sequential homogenous precipitation methods had the average particle size of 26.5 and 49.5 nm, respectively. The products were characterized with X-ray diffraction, laser light scattering, thermogravimetry analysis, Fourier transform infrared, UV–visible, energy dispersive X-ray, scanning electron microscope and inductively coupled plasma analyses. The photocatalytic activities of MnAl2O4 nanoparticles synthesized by two methods were investigated using aqueous solution of methylene blue under irradiation of visible light. 相似文献
3.
Abbas Rahmati Ali Hossein Rezayan Meysam Alizadeh Ali Nikbakht 《Journal of the Iranian Chemical Society》2013,10(3):521-525
A simple and eco-friendly synthesis of the biologically important spirooxindole scaffold was done by the reaction of isatin with activated pyrazolones in the presence of a catalytic amount of p-toluenesulfonic acid in water at room temperature. A variety of symmetrical spirooxindole derivatives were obtained with excellent yields within short reaction time. This method is of great value because of its environmentally benign character, high yield, and easy handling. 相似文献
4.
An environmentally benign, one-pot, four-component synthesis of chemically and pharmaceutically interesting dithiocarbamate derivatives is reported. The one-pot reaction of various aromatic aldehydes, ketones, aliphatic amines, and carbon disulfide, in the presence of potassium hydroxide in urea-choline chloride deep eutectic solvent or ethanol, leads to the corresponding dithiocarbamates in good to excellent yields. This method provides a convenient and time-saving strategy, with a simple work-up procedure. 相似文献
5.
Anizadeh Mohammad Reza Zolfigol Mohammad Ali Yarie Meysam Torabi Morteza Azizian Saeid 《Research on Chemical Intermediates》2020,46(8):3945-3960
Research on Chemical Intermediates - In this paper, tributyl(carboxymethyl)phosphonium bromotrichloroferrate as a new magnetic ionic liquid bearing acetic acid tags was synthesized and... 相似文献
6.
Sheykhi-Estalkhjani Ammar Mahmoodi Nosrat O. Yahyazadeh Asieh Pasandideh Nadamani Meysam 《Research on Chemical Intermediates》2020,46(8):3835-3852
Research on Chemical Intermediates - Some new DAMN-based Schiff base 6a–6g were synthesized via a condensation reaction of the corresponding azo dyes with... 相似文献
7.
Meysam Soltani Nejad Neda Samandari Najafabadi Sonia Aghighi Elena Pakina Meisam Zargar 《Molecules (Basel, Switzerland)》2022,27(4)
The aim of our study was to examine the different concentrations of AuNPs as a new antimicrobial substance to control the pathogenic activity. The extracellular synthesis of AuNPs performed by using Phoma sp. as an endophytic fungus. Endophytic fungus was isolated from vascular tissue of peach trees (Prunus persica) from Baft, located in Kerman province, Iran. The UltraViolet-Visible Spectroscopy (UV–Vis spectroscopy) and Fourier transform infrared spectroscopy provided the absorbance peak at 526 nm, while the X-ray diffraction and transmission electron microscopy images released the formation of spherical AuNPs with sizes in the range of 10–100 nm. The findings of inhibition zone test of Au nanoparticles (AuNPs) showed a desirable antifungal and antibacterial activity against phytopathogens including Rhizoctonia solani AG1-IA (AG1-IA has been identified as the dominant anastomosis group) and Xanthomonas oryzae pv. oryzae. The highest inhibition level against sclerotia formation was 93% for AuNPs at a concentration of 80 μg/mL. Application of endophytic fungus biomass for synthesis of AuNPs is relatively inexpensive, single step and environmentally friendly. In vitro study of the antifungal activity of AuNPs at concentrations of 10, 20, 40 and 80 μg/mL was conducted against rice fungal pathogen R. solani to reduce sclerotia formation. The experimental data revealed that the Inhibition rate (RH) for sclerotia formation was (15, 33, 74 and 93%), respectively, for their corresponding AuNPs concentrations (10, 20, 40 and 80 μg/mL). Our findings obviously indicated that the RH strongly depend on AuNPs rates, and enhance upon an increase in AuNPs rates. The application of endophytic fungi biomass for green synthesis is our future goal. 相似文献
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Magnetic CuFe2O4/g‐C3N4 hybrids were synthesized through a facile method and their catalytic performances were evaluated in click chemistry for the first time. The structural and morphological characterization of prepared materials was carried out by different techniques such as X‐ray diffraction, high‐resolution transmission electron microscopy, field emission scanning electron microscopy, Fourier infrared spectroscopy, vibrating sample magnetometry, thermogravimetric analysis, and N2 adsorption–desorption analysis (Brunauer–Emmett–Teller surface area). The utilization of magnetic CuFe2O4/g‐C3N4 enabled superior performance in the one‐pot azide–alkyne cycloaddition reaction in water using alkyl halides and epoxides as azide precursors without the need of any additional agents. The present system is broad in scope and especially practical for the synthesis of macrocyclic triazoles and also tetrazoles. In addition, the catalytic system highly fulfills the demands of “green click chemistry” with its convenient conditions, especially easy access to a variety of significant products in low catalyst loading and simple work‐up and isolation procedure. 相似文献
10.
Employing the multifractal detrended fluctuation analysis (MF-DFA), the multifractal properties of trading behavior of individual and institutional traders in the Tehran Stock Exchange (TSE) are numerically investigated. Using daily trading volume time series of these two categories of traders, the scaling exponents, generalized Hurst exponents, generalized fractal dimensions and singularity spectrum are derived. Furthermore, two main sources of multifractality, i.e. temporal correlations and fat-tailed probability distributions are also examined. We also compare our results with data of S&P 500. Results of this paper suggest that for both classes of investors in TSE, multifractality is mainly due to long-range correlation while for S&P 500, the fat-tailed probability distribution is the main source of multifractality. 相似文献