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21.
Seyedeh Masoumeh Mirsadeghpour Zoghi Masoud Sanei Ghasem Tohidi Shokoofeh Banihashemi Navideh Modarresi 《Concurrency and Computation》2023,35(3):e7502
Portfolio optimization is a selection of the best combination of financial assets that maximizes the return and minimizes the risk. As the stock return distributions exhibit skewness, kurtosis, and heavy-tailedness, for asset performance evaluation through the data envelopment analysis (DEA), we assume that the asset returns follow a pure jump Lévy process. For this purpose, two risk measures are provided as value-at-risk (VaR) and conditional VaR (CVaR). To deal with negative values, the range directional measure (RDM) model is utilized in the appropriate Lévy process, and inefficiency measurements are compared. Moreover, the asset price jumps have significant effects on the input and output of DEA models, risk measures, mean returns, and efficiency scores. In this regard, there are two optimization problems integrating DEA based on the variance gamma (VG) Lévy process, in which the input and output are stochastic. One of these two problems is a multi-objective optimization model that evaluates more reliable efficiency scores than the other models. For this purpose, the VG parameters are estimated through the moments estimation method in order to analyze seven companies listed in the Tehran stock exchange (TSE). Finally, the Kolmogorov–Smirnov goodness-of-fit test is conducted. The results indicate that the VG model fits properly and is well suited to assets returns. 相似文献
22.
Piotr Lepucki Aleksandr I. Egunov Marco Rosenkranz Renato Huber Alaleh Mirhajivarzaneh Dmitry D. Karnaushenko Adam P. Dioguardi Daniil Karnaushenko Bernd Büchner Oliver G. Schmidt Hans-Joachim Grafe 《Advanced Materials Technologies》2021,6(1):2000679
Several attempts are made to downscale nuclear magnetic resonance (NMR) spectroscopy systems and to enable high resolution chemical analysis of small sample quantities. However, miniaturization is nontrivial due to stringent demands on precise analyte sampling within the detector while performing local excitation of the sample and signal detection with a microsized coil. Imperfect coil geometry and inhomogeneities in the coil's surrounding environment have a detrimental impact on the signal quality, hampering further development of miniature NMR systems. To solve this challenge, a new type of monolithic wafer-scale self-assembled microcoils with a detection volume of 1.5 nL are integrated into a microfluidics circuit. The microcoils are fully encapsulated in polydimethylsiloxane (PDMS) allowing for simplified and precise supply of an analyte through the interior of the detector. Due to their construction, with the inner winding touching the analyte, the microcoils have an almost 100% filling factor. Magnetic field inhomogeneities are reduced through well-defined microtubular architectures and susceptibility matched conductors. This approach results in a spectral linewidth of only 8 ppb with shimming and 22 ppb without shimming. The demonstrated methodology promotes the realization of next generation miniaturized analytical NMR systems for product monitoring, safety verification, medical testing, and material evaluation. 相似文献
23.
Jamshidifar Elham Esfandyari-Manesh Mehdi Motasadizadeh Hamidreza Naderizadeh Sara Yourdkhani Alaleh Samadi Nasrin Dinarvand Rassoul 《Journal of Materials Science》2022,57(28):13603-13619
Journal of Materials Science - Biomaterials that have capacities to simultaneously induce bone regeneration and kill bacteria are in high demand because bone defects face risks of severe infection... 相似文献
24.
M Zoghi M S Hefzy K C Fu W T Jackson 《Proceedings of the Institution of Mechanical Engineers. Part H, Journal of engineering in medicine》1992,206(3):147-157
The objective of this paper is to present a method to describe the three-dimensional variations of the geometry of the three portions forming the distal part of the human femur: the medial and lateral femoral condyles and the intercondylar fossa. The contours of equally spaced sagittal slices were digitized on the distal femur to determine its surface topography. Data collection was performed using a digitizer system which utilizes low-frequency, magnetic field technology to determine the position and orientation of a magnetic field sensor in relation to a specified reference frame. The generalized reduced gradient optimization method was used to reconstruct the profile of each slice utilizing two primitives: straight-line segments and circular arcs. The profile of each slice within the medial femoral condyle was reconstructed using two circular arcs: posterior and distal. The profile of each slice within the lateral femoral condyle was reconstructed using three circular arcs: posterior, distal and anterior. Finally, the profile of each slice within the intercondylar fossa was reconstructed using two circular arcs: proximal-posterior and anterior, and a distal-posterior straight-line segment tangent to the proximal-posterior circular arc. Combining the data describing the profiles of the different slices forming the distal femur, the posterior portions of each of the medial and lateral femoral condyles were modelled using parts of spheres having an average radius of 20 mm. The anterior portion of the lateral condyle was approximated to a right cylinder having its circular base parallel to the sagittal plane with an average radius of 26 mm. The anterior portion of the intercondylar fossa was modelled using an oblique cylinder having its circular base parallel to the sagittal plane with an average radius of 22 mm. Furthermore, it is suggested that the distal portion of the lateral femoral condyle could be modelled using parts of two oblique cones while the distal portion of the medial femoral condyle could be modelled using a part of a single oblique cone, all cones having their circular bases parallel to the sagittal plane. It is also suggested that the posterior portion of the intercondylar fossa could be modelled using two oblique cones: a proximal cone having its base parallel to the sagittal plane and a distal cone having its base parallel to the frontal plane. 相似文献
25.
Alaleh Zati Zehni Falk Batz Aurelia Vattai Till Kaltofen Svenja Schrader Sven-Niclas Jacob Jan-Niclas Mumm Helene Hildegard Heidegger Nina Ditsch Sven Mahner Udo Jeschke Theresa Vilsmaier 《International journal of molecular sciences》2021,22(2)
The aim of this study was to assess the prognostic value of the steroid hormone receptor expression, counting the retinoid X receptor (RXR) and thyroid hormone receptors (THRs), on the two different breast cancer (BC) entities: multifocal/multicentric versus unifocal. The overall and disease-free survival were considered as the prognosis determining aspects and analyzed by uni- and multi-variate analysis. Furthermore, histopathological grading and TNM staging (T = tumor size, N = lymph node involvement, M = distant metastasis) were examined in relation to RXR and THRs expression. A retrospective statistical analysis was carried out on survival-related events in a series of 319 sporadic BC patients treated at the Department of Gynecology and Obstetrics at the Ludwig-Maximillian’s University in Munich between 2000 and 2002. The expression of RXR and THRs, including its two major isoforms THRα1 and THRα2, was analyzed by immunohistochemistry and showed to have a significant correlation for both BC entities in regard to survival analysis. Patients with multifocal/multicentric BC were exposed to a significantly worse disease-free survival (DFS) when expressing RXR. Patients with unifocal BC showed a significantly worse DFS when expressing THRα1. In contrast, a statistically significant positive association between THRα2 expression and enhanced DFS in multifocal/multicentric BC was shown. Especially the RXR expression in multifocal/multicentric BC was found to play a remarkably contradictory role for BC prognosis. The findings imply the need for a critical review of possible molecular therapies targeting steroid hormone receptors in BC treatment. Our results strengthen the need to further investigate the behavior of the nuclear receptor family, especially in relation to BC focality. 相似文献
26.
One of the most successful surgeries during the 21st century is total joint replacement (TJR) with material combination of polymer‐on‐metal (PoM). Despite its success, wear particle generation at the interface of the polymer and metal causes eventually implant loosening. Investigating and understanding the wear particles distribution should help in designing implants with better performances. First step towards characterising wear particle distribution is deriving the lubricant behaviour and velocity distribution inside implant gap. Different hyaluronic acid (HA) solutions were subjected to a sinusoidal movement in straight rectangular channels. The velocity profiles along the channel width were measured with Micro Particle Image Velocimetry. HA solution behaviour was found to be dependent on the concentration. Results showed significant differences between the water (Newtonian) and HA behaviour in unsteady flow. The unsteady behaviour of the lubricant depended strongly on its non‐Newtonian viscoelastic behaviour which was due to the time dependent nature of HA solution. Copyright © 2016 John Wiley & Sons, Ltd. 相似文献
27.
Radiochemistry - Total synthesis, quality control, and preclinical evaluation of [111In]-DOTA-Triptorelin ([111In]-DOTA-TRP) for diagnostic SPECT imaging have been made. For 111In labeling, the... 相似文献
28.
Sajjad Hadavi Ali Zoghi Gevork B. Gharehpetian Seyed Hossein Hosseinian 《电力部件与系统》2017,45(12):1287-1297
Distributed generation (DG) is a new approach for solving some problems of older power networks. Due to the increasing power demand in recent power systems, the importance of power loss reduction and maintaining system voltages within an acceptable range has given rise to the wide use of DG units in power systems. On the other hand, unplanned and non-optimal application such as installation and operation of DG units might cause other technical problems. In addition, it is important to consider the load pattern in the network, and the best decision for DG unit's operation must be chosen accordingly. In this paper, a method is introduced in order to make the optimal placement and find an optimal operating point for the DG units, which means the power output of DG units, considering the load pattern of the network. This load pattern has an average load of 24 hr a day, four seasons a year. In the proposed method, optimization has two goals: first, is optimizing the DG unit's placement based on improvement of the voltage profile, and the second is operating DG units with optimum power factor, minimizing power loss, and improving voltage profile, with regard to the load pattern. In order to solve this problem, the gravitational search algorithm and genetic algorithm are used. The proposed method is applied on the IEEE 33-bus test system, and the result shows the effectiveness of the proposed method. In order to solve the optimization problem, MATLAB software is used. 相似文献
29.
Precast-concrete, skewed bridges with integral abutment walls are, typically, designed as simplified plane rigid portal frames, neglecting the degrading effects of the skew angle, the influence of haunches between the abutment walls and the deck, and laterally unsymmetrical vertical loading. This practice produces underdesigned bridges for certain aspect ratios. It is well known that the higher shear and torsional moments near the obtuse corners cause cracking and local deterioration. To evaluate the limitations of this practice, an experimental and analytical study was carried out for the live load response at the linear service level. It has been observed that for certain bridge configurations, both the positive and negative moment stresses are higher than the stresses given by plane frame analysis. The presented qualitative results enable comparison of performance characteristics. 相似文献
30.
Data classification is one of the fundamental issues in data mining and machine learning. A great deal of effort has been done for reducing the time required to learn a classification model. In this research, a new model and algorithm is proposed to improve the work of Xu and Papageorgiou (2009). Computational comparisons on real and simulated patterns with different characteristics (including dimension, high overlap or heterogeneity in the attributes) confirm that, the improved method considerably reduces the training time in comparison to the primary model, whereas it generally maintains the accuracy. Particularly, this speed-increase is significant in the case of high overlap. In addition, the rate of increase in training time of the proposed model is much less than that of the primary model, as the set-size or the number of overlapping samples is increased. 相似文献