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101.
The literature of portfolio optimization is extensive and covers several important aspects of the asset allocation problem. However, previous works consider simplified linear borrowing cost functions that leads to suboptimal allocations. This paper aims at efficiently solving the leveraged portfolio selection problem with a thorough borrowing cost representation comprising a number lenders with different rates and credit limits. We propose a two-stage stochastic programming model for asset and debt allocation considering a CVaR-based risk constraint and a convex piecewise-linear borrowing cost function. We compare our model to its counterpart with the fixed borrowing rate approximation used in literature. Numerical results show our model significantly improves performance in terms of risk-return trade-off. 相似文献
102.
Vinícius D. Silva Rafael A. Raimundo Thiago A. Simões Francisco J.A. Loureiro Duncan P. Fagg Marco A. Morales Daniel A. Macedo Eliton S. Medeiros 《International Journal of Hydrogen Energy》2021,46(5):3798-3810
The development of technologically efficient anodes for water oxidation is crucial to improve hydrogen production via water splitting. Electrodes based on metallic active sites dispersed in carbon matrices have been shown to be an attractive way to attain this goal. However, challenges remain to prevent catalyst agglomeration that otherwise can result in a decrease of performance over time.In this work, we report an alternative and efficient method to produce nickel-nickel oxide nanoparticles-embedded in carbon nanofibers (Ni–NiO/C), by the solution blow spinning (SBS) process. Scanning electron microscopy (SEM) and transmission electron microscopy (TEM) analyses show the carbon nanofibrillar matrix as a robust support, with well-dispersed nickel nanoparticles on the surface. The responses of the linear scanning voltammetry, cyclic voltammetry and electrochemical impedance spectroscopy demonstrate how a small fraction of nickel on the fiber surface (≈1.2–5.3%) is enough to promote substantial improvement in performance (η = 278 and 309 mV vs RHE for 10 mA cm?2) and a significant turnover frequency (TOF) values of 1.38 (η = 278) and 1.30 s?1 (η = 309). These promising results are correlated with a large amount of Ni3+ present on the fiber surfaces, as identified by X-ray Photoelectron Spectroscopy (XPS). This work provides a low-cost and rapid preparation technique that can be extended for the manufacture of a wide variety of electrodes based on metals supported on carbon nanofibers. 相似文献
103.
We report the analysis of radial characteristics of the flow of granular material through a conical hopper. The discharge is simulated for various orifice sizes and hopper opening angles. Velocity profiles are measured along two radial lines from the hopper cone vertex: along the main axis of the cone and along its wall. An approximate power law dependence on the distance from the orifice is observed for both profiles, although differences between them can be noted. In order to quantify these differences, we propose a Local Mass Flow Index that is a promising tool in the direction of a more reliable classification of the flow regimes in hoppers. 相似文献
104.
The article proposes a methodology to forecast the electric load for the 24 h of the following day based on support vector regression. The study considers 24 distinct models, one for each predicted hour, where each individual model is treated independently. Its objective is to find the optimal combination of support vector machine parameters that could generalize low forecasting errors, using simulated annealing as a metaheuristic. The adopted methodology is compared to concurrent methods based on neural networks when applied to a simulated load diagram (to illustrate a distribution feeder supplying a sample of 740 consumers). The results have proven its effectiveness with mean absolute percentage errors being less than 5% for testing samples. The study also focuses on evaluating the potential benefits of adopting load profiling information as input in support vector regression, giving a consistent proof of its importance. Copyright © 2013 John Wiley & Sons, Ltd. 相似文献
105.
For stationary sequences, under general dependence restrictions, any limiting point process for time normalized upcrossings of high levels is a compound Poisson process, i.e., there is a clustering of high upcrossings, where the underlying Poisson points represent cluster positions and the multiplicities correspond to cluster sizes. For such classes of stationary sequences, there exists the upcrossings index η, 0≤η≤1, which is directly related to the extremal index θ, 0≤θ≤1, for suitable high levels. In this paper, we consider the problem of estimating the upcrossings index η for a class of stationary sequences satisfying a mild oscillation restriction. For the proposed estimator, properties such as consistency and asymptotic normality are studied. Finally, the performance of the estimator is assessed through simulation studies for autoregressive processes and case studies in the fields of environment and finance. Comparisons with other estimators derived from well known estimators of the extremal index are also presented. 相似文献
106.
Ana Dolores Santiago de Freitas Everardo Valadares Sá Barretto de Sampaio Bárbara Laine Ribeiro da Silva Jarcilene Silva de Almeida Cortez R?mulo Sim?es Cezar Menezes 《Nutrient Cycling in Agroecosystems》2012,94(2-3):181-192
Although biological nitrogen fixation (BNF) is considered the main input of N in mature and regenerating native tropical vegetation, it has seldom been quantified. Biomass and N accumulation and fixation were determined for spontaneously occurring herbaceous species in caatinga areas in four regeneration stages (2, 17, 39 and >50?years after abandonment from agricultural use). BNF was estimated using the 15N natural-abundance method. The 2-year regeneration area had the highest total herb (6,355?kg?ha?1) and legume (262?kg?ha?1) biomass production, N stocks (82?kg?ha?1) and fixed N (5.0?kg?ha?1). N2-fixing legumes (nine species in the sampled area) contributed over 97?% of legume biomass in all areas. Macroptilium gracile added the largest amount of N (3.9?kg?ha?1 in the 2-year regeneration area) because of its large biomass production (205?kg?ha?1), although it was not the species with the highest proportion of fixed N (76?%). All of the N2-fixing species obtained large proportions of their N from symbiosis, most of them more than 50?%.However, the amounts of fixed N per unit area were relatively low (0.22?C5.00?kg?ha?1) because the biomass of N2-fixing species was always less than 5?% of the total herb biomass. 相似文献
107.
Sónia Simões Filomena Viana Mustafa Koçak A. Sofia Ramos M. Teresa Vieira Manuel F. Vieira 《Journal of Materials Engineering and Performance》2012,21(5):678-682
In this article, the characterization of the interfacial structure of diffusion bonding a TiAl alloy is presented. The joining
surfaces were modified by Ni/Al reactive multilayer deposition as an alternative approach to conventional diffusion bonding.
TiAl substrates were coated with alternated Ni and Al nanolayers. The nanolayers were deposited by dc magnetron sputtering
with 14 nm of period (bilayer thickness). Joining experiments were performed at 900 °C for 30 and 60 min with a pressure of
5 MPa. Cross sections of the joints were prepared for characterization of their interfaces by scanning electron microscopy
(SEM), transmission electron microscopy (TEM), scanning transmission electron microscopy (STEM), high resolution TEM (HRTEM),
energy dispersive x-ray spectroscopy (EDS), and electron backscatter diffraction (EBSD). Several intermetallic compounds form
at the interface, assuring the bonding of the TiAl. The interface can be divided into three distinct zones: zone 1 exhibits
elongated nanograins, very small equiaxed grains are observed in zone 2, while zone 3 has larger equiaxed grains. EBSD analysis
reveals that zone 1 corresponds to the intermetallic Al2NiTi and AlNiTi, and zones 2 and 3 to NiAl. 相似文献
108.
109.
This paper examines the effect of credit constraints on the sale price expectations of homeowners. We extend the results of Genesove and Mayer (1997) by using a sample of mover and non-mover families living in the Netherlands—a country without formal down-payment requirements. We find that homeowners who are more credit constrained expect to sell their house for a higher price. Homeowners already seem to compensate for credit constraints at the very first stages of the transaction process. These results imply that the findings of Genesove and Mayer (1997) are much more generally applicable than previously considered. 相似文献
110.
Joana Barbosa Teresa R. S. Brandão Paula Teixeira 《International Journal of Food Science & Technology》2017,52(9):1951-1958
This work aimed to develop an orange juice powder by spray drying with lactic acid bacteria (Lactobacillus plantarum 299v and Pediococcus acidilactici HA‐6111‐2), testing their survival both during drying and storage (room temperature and 4 °C). Initially, the best conditions for spray drying were chosen to allow the best survival of each LAB: (i) inlet air temperature of 120 °C and (ii) 0.5:2 ratio of the orange juice soluble solids and drying agent added (prebiotics: 10 DE maltodextrin or gum Arabic). Survival of LAB was not affected by drying process, and it was higher when cultures were stored at 4 °C. A slightly higher protection was conferred by 10 DE maltodextrin, in the case of L. plantarum and at 4 °C. Pediococcus acidilactici was more resistant during storage at 4 °C, with logarithmic reductions lower than 1 log‐unit. It was demonstrated that it is possible to produce a functional nondairy product, orange juice powder supplemented with prebiotic compounds, containing viable LAB for at least 7 months, when stored at 4 °C. 相似文献