Computing strategies for achieving acceptability: A Monte Carlo approach

We consider a trader who wants to direct his or her portfolio towards a set of acceptable wealths given by a convex risk measure. We propose a Monte Carlo algorithm, whose inputs are the joint law of stock prices and the convex risk measure, and whose outputs are the numerical values of initial capital requirement and the functional form of a trading strategy for achieving acceptability. We also prove optimality of the capital obtained. Explicit theoretical evaluations of hedging strategies are extremely difficult, and we avoid the problem by resorting to such computational methods. The main idea is to utilize the finite Vapnik–C?ervonenkis dimension of a class of possible strategies.     

Functional Central Limit Theorems for Triangular Arrays of Function-Indexed Processes under Uniformly Integrable Entropy Conditions

Functional central limit theorems for triangular arrays of rowwise independent stochastic processes are established by a method replacing tail probabilities by expectations throughout. The main tool is a maximal inequality based on a preliminary version proved by P. Gaenssler and Th. Schlumprecht. Its essential refinement used here is achieved by an additional inequality due to M. Ledoux and M. Talagrand. The entropy condition emerging in our theorems was introduced by K. S. Alexander, whose functional central limit theorem for so-calledmeasure-like processeswill be also regained. Applications concern, in particular, so-calledrandom measure processeswhich include function-indexed empirical processes and partial-sum processes (with random or fixed locations). In this context, we obtain generalizations of results due to K. S. Alexander, M. A. Arcones, P. Gaenssler, and K. Ziegler. Further examples include nonparametric regression and intensity estimation for spatial Poisson processes.     

Selective functionalizations of 2-phenylpyridine: lactones upon organic versus organometallic activations

2-Phenylpyridine activated by chromium tricarbonyl reacts with bis(TMS) ketene acetals to give pyridine-substituted bicyclic γ-lactones. On the other hand, its reaction with the same acetals leads, upon activation with methylchloroformate, to dihydropyridines which can be oxidized to highly substituted, lactone-containing piperidines.     

Can TMS and DSS be used as NMR references for cyclodextrin species in aqueous solution?

Tetramethylsilane (TMS) can be included by -cyclodextrin (-CD), and sodium 2,2-dimethylsilapentane-5-sulphonate (DSS) can form inclusion complexes with - and -CD. The NMR chemical shifts are changed considerably as a result of the strong interaction between CD and the guest compound in the inclusion complexes. A downfield shift of as much as 0.63 ppm shift downfield has been observed for the protons of external TMS in CD aqueous solution. In view of this, the question arises of whether TMS and DSS can be used as internal references. DSS in D₂O is suggested as an external reference for aqueous cyclodextrin solution in NMR measurements.     

Aggregation phenomena in the suspension polymerization of VCM

In the suspension polymerization of VCM, insoluble polymer particles are formed inside the monomer droplets. The growth and aggregation of these particles are responsible for important polymer properties, such as porosity. It is well established that the most characteristic polymer particles, the primary particles, are of a narrow distribution with a size (diameter) ranging from 0.10–0.20 m. This work studied the formation of primary particles based on the aggregation phenomena that take place inside a monomer droplet. This was done by formulating a population balance equation, which was based on the following considerations: a) polymerization occurs in both the monomer and the polymer phases; b) there is continuous formation of the basic particles in the monomer phase; c) the growth of the polymer particles occurs as a result of both polymerization in the polymer phase and aggregation of the particles; d) the colloidal properties of the particles that are responsible for the aggregation phenomena were considered to be the net result of attraction and repulsion energies.It was shown that for particles carrying a constant charge it was not possible to predict the formation of primary particles of size 0.10–0.20 m. The particle size distribution had a mode diameter equal to the diameter of the basic particles. Consequently, the particle charge was allowed to vary in a way proportional to the particle radius raised to a power coefficient. For values of the coefficient greater than zero, i. e., when the particle charge increased during polymerization, the aggregation of the basic particles was efficient enough to result in the formation of large primary particles.     

Mild and Highly Efficient Stereoselective Synthesis of 2,3‐Unsaturated Glycopyranosides using La(NO3)3 · 6H2O as a Catalyst: Ferrier Rearrangement

A mild and highly efficient stereoselective reaction of 3,4,6‐tri‐O‐acetyl‐d‐glucal with a variety of nucleophiles, viz. alcohols, phenols, thiols, thiophenols, and allyl trimethyl silane (TMS), in the presence of 5 mol% of lanthanum(III) nitrate hexahydrate under solvent‐free conditions yielded the corresponding 2,3‐unsaturated glycopyranosides (pseudoglycals) in excellent yields.     

GC-MS Studies on Derivatization of Creatinine and Creatine by BSTFA and Their Measurement in Human Urine

In consideration of its relatively constant urinary excretion rate, creatinine (2-amino-1-methyl-5H-imidazol-4-one, MW 113.1) in urine is a useful endogenous biochemical parameter to correct the urinary excretion rate of numerous endogenous and exogenous substances. Reliable measurement of creatinine by gas chromatography (GC)-based methods requires derivatization of its amine and keto groups. Creatinine exists in equilibrium with its open form creatine (methylguanidoacetic acid, MW 131.1), which has a guanidine and a carboxylic group. Trimethylsilylation and trifluoroacetylation of creatinine and creatine are the oldest reported derivatization methods for their GC-mass spectrometry (MS) analysis in human serum using flame- or electron-ionization. We performed GC-MS studies on the derivatization of creatinine (d₀-creatinine), [methylo-²H₃]creatinine (d₃-creatinine, internal standard) and creatine (d₀-creatine) with N,O-bis(trimethylsilyl)trifluoroacetamide (BSTFA) using standard derivatization conditions (60 min, 60 °C), yet in the absence of any base. Reaction products were characterized both in the negative-ion chemical ionization (NICI) and in the positive-ion chemical ionization (PICI) mode. Creatinine and creatine reacted with BSTFA to form several derivatives. Their early eluting N,N,O-tris(trimethylsilyl) derivatives (8.9 min) were found to be useful for the precise and accurate measurement of the sum of creatinine and creatine in human urine (10 µL, up to 20 mM) by selected-ion monitoring (SIM) of m/z 271 (d₀-creatinine/d₀-creatine) and m/z 274 (d₃-creatinine) in the NICI mode. In the PICI mode, SIM of m/z 256, m/z 259, m/z 272 and m/z 275 was performed. BSTFA derivatization of d₀-creatine from a freshly prepared solution in distilled water resulted in formation of two lMate-eluting derivatives (14.08 min, 14.72 min), presumably creatinyl-creatinine, with the creatininyl residue existing in its enol form (14.08 min) and keto form (14.72 min). Our results suggest that BSTFA derivatization does not allow specific analysis of creatine and creatinine by GC-MS. Preliminary analyses suggest that pentafluoropropionic anhydride (PFPA) is also not useful for the measurement of creatinine in the presence of creatine. Both BSTFA and PFPA facilitate the conversion of creatine to creatinine. Specific measurement of creatinine in urine is possible by using pentafluorobenzyl bromide in aqueous acetone.     

基于CAN总线的遥测数据处理模块软件设计

随着飞行器电子综合化技术的发展,数据总线在飞行器中得到大量应用。为满足某飞行器总线系统测量的需求,本文设计了一种基于CAN总线的遥测数据处理模块。硬件部分主要由CAN总线驱动器模块、DSP数字信号处理模块、FPGA逻辑处理模块组成。软件设计包括TMS320F28335的初始化,CAN总线数据处理和外部中断处理三部分。该模块用于某飞行器双路CAN总线数据的采集及处理,并经过了多次飞行试验验证。该模块简化了系统设计,实现了高速、可靠的CAN总线遥测数据处理。