Multifractal detrended fluctuation analysis of derivative and spot markets

We investigate the multifractal properties of price increments in the cases of derivative and spot markets. Through the multifractal detrended fluctuation analysis, we estimate the generalized Hurst and the Renyi exponents for price fluctuations. By deriving the singularity spectrum from the above exponents, we quantify the multifractality of a financial time series and compare the multifractal properties of two different markets. The different behavior of each agent-group in transactions is also discussed. In order to identify the nature of the underlying multifractality, we apply the method of surrogate data to both sets of financial data. It is shown that multifractality due to a fat-tailed distribution is significant.     

Radiation-Induced Oxidation Reactions of 2-Selenouracil in Aqueous Solutions: Comparison with Sulfur Analog of Uracil

One-electron oxidation of 2-selenouracil (2-SeU) by hydroxyl (^%cf;OH) and azide (^%cf;N₃) radicals leads to various primary reactive intermediates. Their optical absorption spectra and kinetic characteristics were studied by pulse radiolysis with UV-vis spectrophotometric and conductivity detection and by the density functional theory (DFT) method. The transient absorption spectra recorded in the reactions of ^%cf;OH with 2-SeU are dominated by an absorption band with an λ_max = 440 nm, the intensity of which depends on the concentration of 2-SeU and pH. Based on the combination of conductometric and DFT studies, the transient absorption band observed both at low and high concentrations of 2-SeU was assigned to the dimeric 2c-3e Se-Se-bonded radical in neutral form (2^%cf;). The dimeric radical (2^%cf;) is formed in the reaction of a selenyl-type radical (6^%cf;) with 2-SeU, and both radicals are in equilibrium with K_eq = 1.3 × 10⁴ M⁻¹ at pH 4 (below the pK_a of 2-SeU). Similar equilibrium with K_eq = 4.4 × 10³ M⁻¹ was determined for pH 10 (above the pK_a of 2-SeU), which admittedly involves the same radical (6^%cf;) but with a dimeric 2c-3e Se-Se bonded radical in anionic form (2^%cf;−). In turn, at the lowest concentration of 2-SeU (0.05 mM) and pH 10, the transient absorption spectrum is dominated by an absorption band with an λ_max = 390 nm, which was assigned to the ^%cf;OH adduct to the double bond at C5 carbon atom (3^%cf;) based on DFT calculations. Similar spectral and kinetic features were also observed during the ^%cf;N₃-induced oxidation of 2-SeU. In principle, our results mostly revealed similarities in one-electron oxidation pathways of 2-SeU and 2-thiouracil (2-TU). The major difference concerns the stability of dimeric radicals with a 2c-3e chalcogen-chalcogen bond in favor of 2-SeU.     

Oxidizing agent concentration effect on metal-assisted electroless etching mechanism in HF-oxidizing agent-H2O solutions

The mechanism of metal-assisted electroless etching of silicon in HF-oxidizing agent-H₂O etching system as a function of oxidizing agent concentration was studied. Three types of oxidizing agent were experimented namely Na₂S₂O₈, K₂Cr₂O₇ and KMnO₄. Their concentrations were varied from 0.05 M to 0.3 M. The layers formed on silicon were investigated by scanning electron microscopy (SEM), X-ray diffraction (XRD) and energy-dispersive X-ray (EDX). It is shown that an insoluble solid-phase film (K₂SiF₆) form on silicon surface when concentration of K₂Cr₂O₇ or KMnO₄ increases in chemical solutions. On other hand, when Na₂S₂O₈ concentration increases, the surface roughness decreases without any chemical complex formation.     

Analysis of a Lennard-Jones fcc structure melting to the corresponding frozen liquid: Differences between the bulk and the surface

We computed a Lennard-Jones frozen liquid with a free surface using classical molecular dynamics. The structure factor curves on the free surface of this sample were calculated for different depths knowing that we have periodic boundary conditions on the other parts of the sample. The resulting structure factor curves show an horizontal shift of their first peak depending on how deep in the sample the curves are computed. We analyze our resulting curves in the light of spatial correlation functions during melting. The conclusion is that the differences between bulk and surface are quite small during melting and that at the end of melting, only the very surface happens to be less dense than the bulk. This result is intrinsic to the shape of the Lennard-Jones potential and does not depend on any other parameter.     

On the numerical radius of operators in Lebesgue spaces

We show that the absolute numerical index of the space Lp(μ) is (where ). In other words, we prove that

     

Positive Quaternion Kähler Manifolds with fourth Betti number equal to one

Positive Quaternion Kähler Manifolds are Riemannian manifolds with holonomy contained in Sp(n)Sp(1) and with positive scalar curvature. Conjecturally, they are symmetric spaces. In this article we are mainly concerned with Positive Quaternion Kähler Manifolds M satisfying b₄(M)=1. Generalising a result of Galicki and Salamon we prove that M4n in this case is homothetic to a quaternionic projective space if 2≠n?6.     

ON Δ-GOOD MODULE CATEGORIES OF QUASI-HEREDITARY ALGEBRAS

A useful reduction is presented to determine the finiteness of △-good module category F(△)of a quasi-heredltary algebra. As an application of the reduction, the f(△)-finitenetess of quasi-hereditary M-twisted double incidence algebras of posets is discussed. In particular, a complete classification of F(△)-finite M-twisted double incidence algebras is given in case the posets are linearly ordered.     

A new amino amidine derivative from the wood-decaying fungus Xylaria cf. cubensis SWUF08-86

The secondary metabolites of Xylaria cf. cubensis SWUF08-86 fungus were investigated, and the chromatographic separation of the crude extracts yielded seventeen compounds. The structure elucidation by spectroscopic analysis including 1D and 2D NMR and the comparison of these data with literature, along with HREIMS spectrometry, revealed one new amino amidine derivative (1), together with five known simple cyclic dipeptide analogs, diketopiperazines (2–6) and eleven other known compounds, including one hemi-cycline (10), three aromatic derivatives (11–13), one sesquiterpene (14) and three sterols (15–17). The isolated compounds were screened for anticancer and anti-pathogenic bacterial and fungal activities. Based on this work, Xylaria cf. cubensis SWUF08-86 has proven to be a diverse secondary metabolites producer.     

Higher order duality in multiobjective fractional programming with support functions

In this paper a new class of higher order (F,ρ,σ)-type I functions for a multiobjective programming problem is introduced, which subsumes several known studied classes. Higher order Mond-Weir and Schaible type dual programs are formulated for a nondifferentiable multiobjective fractional programming problem where the objective functions and the constraints contain support functions of compact convex sets in Rn. Weak and strong duality results are studied in both the cases assuming the involved functions to be higher order (F,ρ,σ)-type I. A number of previously studied problems appear as special cases.