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1.
Jules Sadefo Kamdem 《Computing and Visualization in Science》2007,10(4):197-210
In this paper, we generalize the Linear VaR method from portfolios with normally distributed risk factors to portfolios with
mixture of elliptically distributed ones. We treat both the Expected Shortfall and the Value-at-Risk of such portfolios. Special
attention is given to the particular case of a mixture of multivariate t-distributions.
This is a part of J. SADEFO-KAMDEM PhD Thesis[12] of the Université de Reims, France . It has been presented at the workshop
on modelling and computation in Financial Engineering at Bad Herrenalb, Germany May 6-8, 2003. The author is an associate
professor at the Department of mathematics, université d’Evry Val d’Essonne. 相似文献
2.
Man-Hee HanJung-Whan Kim Jinwon KimJung Yoon Ko Jules J. MagdaIn Suk Han 《Polymer》2003,44(16):4541-4546
The acrylic comonomers hydroxypropyl methacrylate (HPMA) and N,N-dimethylaminoethyl methacrylate (DMA) have been used in several earlier studies to produce pH-responsive hydrogels. However, these same monomers can also be used to prepare hydrogels that are highly responsive to temperature. One manifestation of this temperature sensitivity is a sharp decrease in hydrogel optical transparency that occurs when the temperature exceeds a critical transition value. For example, a hydrogel that exhibits a swelling transition at the physiological pH value of 7.4 has a transition temperature of about 45 °C when the environmental salt concentration is 0.15 M. The value of the transparency transition temperature is shown to depend on hydrogel synthesis parameters such as comonomer mole ratio, crosslinker mole ratio, and even initiator concentration. By reducing the mole ratio of the crosslinker tetraethylene glycol dimethacrylate (TEGDMA), the transition temperature can be lowered by as much as 15 °C. Environmental salt concentration and solvent polarity are also shown to influence the transition temperature. 相似文献
3.
Anna Whipkey James E. Simon Jules Janick 《Journal of the American Oil Chemists' Society》1988,65(6):979-984
Seeds of 13 accessions of borage (Borago officinalis) varied in total fatty acid content from 28.6 to 35.1% seed weight, with linoleic, γ-linolenic, oleic and palmitic as the
predominant fatty acids, averaging 38.1%, 22.8%, 16.3% and 11.3% of total fatty acids, respectively. There was an inverse
relation between γ-linolenic acid (25.0 to 17.6%) and oleic acid (14.5 to 21.3%). Fatty acid content of leaf tissues was 9.1%
dry weight, with α-linolenic acid 55.2% and γ-linolenic acid 4.4% of total fatty acids. Cotyledons were the major source of
fatty acids in seeds. Seed fatty acid content increased from <1 mg at six days postanthesis to about seven mg at maturity
(22 to 24 days). Individual fatty acid content of seed was relatively constant after day 8. When immature embryos from 6 to
16 days postanthesis were cultured in a liquid or semisolid basal medium, fatty acid composition was similar to that of in
vivo-grown seeds. Growth of cultured embryos decreased as sucrose concentration was increased from 3 to 20% in the basal medium,
and most embryos did not survive 30% sucrose; fatty acid as a percentage of dry weight was maximal at 6% sucrose. 相似文献
4.
The Sanaga River is one of Sub‐Saharan Africa's largest and greatly regulated rivers. Available flow data for this hydrosystem largely cover the pre‐ and post‐regulation periods. From comparisons between unregulated (hypothetical) and observed scenarios, it has been possible to separate and to quantify hydro‐climatic (groundwater + rainfall) change effects from anthropogenic impacts (especially dam‐related alterations). To appreciate shifts in the river regime, discontinuity detection tests and the IHA model were applied to discharge data series reflecting average and extreme flow conditions, respectively. Results obtained principally from the Hubert segmentation method reveal that a major discontinuity occurred in 1970–1971 separating a surplus phase between 1945–1946 and 1969–1970, and a deficient and much contrasted one, from 1971/1972. This implies that the Sanaga catchment is dominantly affected by hydro‐climatic changes. However, wide land cover/land use changes experienced here since 1988 have resulted in an increase in surface runoff. Additional quickflows linked to these changes may have partly compensated for the substantial decline in the dry season rainfall and groundwater inputs observed from this date. Although at the monthly scale, dam‐related impacts on average flows increase with stage of regulation, the seasonal variability of the river regime remains generally unaffected. A comparison of the IHA statistics, calculated from unregulated and observed streamflow data, show that hydrologic shifts occurring in maximum and minimum discharges are mostly significant from 1971/1972 and are mainly due to the action of dams. Minimum flows appear, however, widely impacted, thus reflecting the prime objective assigned to the existing reservoirs, constructed to supplement flows for hydroelectricity production during the dry season. Copyright © 2010 John Wiley & Sons, Ltd. 相似文献
5.
Microfluidic Manipulation of Core/Shell Nanoparticles for Oral Delivery of Chemotherapeutics: A New Treatment Approach for Colorectal Cancer 下载免费PDF全文
Mohammad Mahdi Hasani‐Sadrabadi Shahrouz Taranejoo Erfan Dashtimoghadam Ghasem Bahlakeh Fatemeh Sadat Majedi Jules John VanDersarl Mohsen Janmaleki Fatemeh Sharifi Arnaud Bertsch Kerry Hourigan Lobat Tayebi Philippe Renaud Karl I. Jacob 《Advanced materials (Deerfield Beach, Fla.)》2016,28(21):4134-4141
6.
Felipe Gutierrez-Mora Jules L. Routbort 《Journal of the American Ceramic Society》2002,85(9):2370-2372
Pieces of saw-cut La0.85 Sr0.15 MnO3 were joined at 1150° and 1250°C under a compressive stress. The strains to form the joints were ∼0.1. Joints formed by plastic deformation were examined using scanning electron microscopy, and they were indistinguishable from the bulk. The room-temperature direct-current resistivity of the joined pieces was identical to that measured in the bulk material. This indicated that a sound, electrically conducting joint could be formed using plastic deformation (grain-boundary sliding) with little surface preparation. 相似文献
7.
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9.
The propagation of pressure in a gelled waxy oil pipeline as studied by particle imaging velocimetry
Husam El‐Gendy Mataz Alcoutlabi Mark Jemmett Milind Deo Jules Magda Rama Venkatesan Alberto Montesi 《American Institute of Chemical Engineers》2012,58(1):302-311
Paraffinic crude oils in pipelines may form waxy gels during flow shutdowns. These gels can be dislodged by applying pressure if the wall shear stress, proportional to the local pressure gradient, exceeds the gel yield stress. The simplest models assume that the axial pressure profile becomes linear immediately after a jump in upstream pressure, but this fails to account for gel time‐dependent rheology or the effect of gel voids on pressure wave propagation. To investigate the former factor, pressure profile and particle imaging velocimetry (PIV) measurements were performed on a model oil gelled under pressure to reduce void formation. After a jump in upstream pressure to a value insufficient to restart flow, the axial pressure profile becomes linear in a two‐step process, with an immediate small rise in downstream pressure followed by a time‐delayed jump. The local downstream gel deformation measured by PIV exhibits similar two‐step time dependence. © 2011 American Institute of Chemical Engineers AIChE J, 2012 相似文献
10.