Subset representations and eigenvalues of the universal intertwining matrix

We solve a combinatorial question concerning eigenvalues of the universal intertwining endomorphism of a subset representation.     

Arbitrage‐free call option surface construction using regression splines

In this work, we suggest a novel quadratic programming‐based algorithm to generate an arbitrage‐free call option surface. The empirical performance of the proposed method is evaluated using S&P 500 Index call options. Our results indicate that the proposed method provides a more precise fit to observed option prices than other alternative methodologies. Copyright © 2014 John Wiley & Sons, Ltd.     

用等厚干涉测定液体折射率

介绍一种采用等厚干涉原理测定液体折射率的简单可靠的方法。     

中国证券市场股指波动的条件异方差特性分析

股指的波动具有持续性、集聚性 ,如何进行判别 ?本文用 Garch模型理论探讨沪深股指的这种条件异方差特征 ,进一步分析波动是否影响股指未来变化 ,以及股市对利好、利空的消息是否存在不对称的反映。同时 ,比较不同类型的股指的共性及差异 ,并对上述现象作了解释和说明。     

信用担保风险的模糊综合评审研究

信用担保机构是连接银行和企业的桥梁，对于改善企业融资环境和拓展银行业务具有重要意义，信用担保风险的评审是担保机构能否生存及有效运行的关键。信用风险的评审机制主观性强，对担保项目进行客观，公正的评审比较困难。本采用模糊数学中的综合判别方法，全面考虑风险评审所涵盖的各种风险指标及其重要度，建立了定性分析与定量分析方法相结合的信用担保风险综合评审模型，为担保机构提供了一种相对科学、客观的评审方法。     

Index Heuristics for Multiclass M/G/1 Systems with Nonpreemptive Service and Convex Holding Costs

We consider the optimal service control of a multiclass M/G/1 queueing system in which customers are served nonpreemptively and the system cost rate is additive across classes and increasing convex in the numbers present in each class. Following Whittle's approach to a class of restless bandit problems, we develop a Langrangian relaxation of the service control problem which serves to motivate the development of a class of index heuristics. The index for a particular customer class is characterised as a fair charge for service of that class. The paper develops these indices and reports an extensive numerical investigation which exhibits strong performance of the index heuristics for both discounted and average costs.     

Spectral decomposition of an elementary 3-fermion 2-body operator

The eigenvalues and eigenfunctions of an elementary 3-fermion 2-body operator 3P²_g∧I¹A³∑_{1≤i≤j≤3}P²_g(i, j)A³ acting on a 3-particle antisymmetric finite-dimensional Hilbert space have been found. Here P_g² denotes the projection operator onto a 2-particle antisymmetric function g², while A³ denotes the 3-particle antisymmetrizing operator.     

A novel tridentate nitrogen donor as ligand in copper catalyzed ATRP of methyl methacrylate

A tridentate ligand, BPIEP: 2,6‐bis[1‐(2,6‐diisopropyl phenylimino) ethyl] pyridine, having central pyridine unit and two peripheral imine coordination sites was effectively employed in controlled/“living” radical polymerization of MMA at 90°C in toluene as solvent, Cu^IBr as catalyst, and ethyl‐2‐bromoisobutyrate (EBiB) as initiator resulting in well‐defined polymers with polydispersities M_w/M_n ≤ 1.23. The rate of polymerization follows first‐order kinetics, k_app = 3.4 × 10^?5 s^?1, indicating the presence of low radical concentration ([P*] ≤ 10^?8) throughout the reaction. The polymerization rate attains a maximum at a ligand‐to‐metal ratio of 2:1 in toluene at 90°C. The solvent concentration (v/v, with respect to monomer) has a significant effect on the polymerization kinetics. The polymerization is faster in polar solvents like, diphenylether, and anisole, as compared to toluene. Increasing the monomer concentration in toluene resulted in a better control of polymerization. The molecular weights (M_n,SEC) increased linearly with conversion and were found to be higher than predicted molecular (M_n,Cal). However, the polydispersity remained narrow, i.e., ≤1.23. The initiator efficiency at lower monomer concentration approaches a value of 0.7 in 110 min as compared to 0.5 in 330 min at higher monomer concentration. The aging of the copper salt complexed with BPIEP had a beneficial effect and resulted in polymers with narrow polydispersitities and higher conversion. PMMA obtained at room temperature in toluene (33%, v/v) gave PDI of 1.22 (M_n = 8500) in 48 h whereas, at 50°C the PDI is 1.18 (M_n = 10,300), which is achieved in 23 h. The plot of lnk_app versus 1/T gave an apparent activation energy of polymerization as (ΔE^≠_app) 58.29 KJ/mol and enthalpy of equilibrium (ΔH⁰_eq) to 28.8 KJ/mol. Reverse ATRP of MMA was successfully performed using AIBN in bulk as well as solution. The controlled nature of the polymerization reaction was established through kinetic studies and chain extension experiments. © 2005 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 43: 4996–5008, 2005     

Synthesis and refractive‐index control of fluoropolymers by the polyaddition of bis(epoxide)s and triazine di(aryl ether)s

The polyaddition of fluorine‐containing bis(epoxide)s and fluorine‐containing triazine di(aryl ether)s were examined to give the corresponding fluorine‐containing poly(cyanurate)s. It was observed that the synthesized fluoropolymers had good thermal stabilities and good film‐forming properties. The glass transition temperatures (T_g's) and refractive‐indices (n_D's) of synthesized polymers were determined by differential scanning calorimetry and ellipsometry, respectively, and it was found that the values of T_g's and n_D's were supported by their fluorine containing ratios and skeletons. © 2007 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 4421–4429, 2007