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Now showing items 81 - 96 of 38480

  • Quaternionic F(p, q, s) Function Spaces

    Miss P, Augusto G.   Resendis O, Lino F.   Tovar S, Luis M.  

    In this paper we develop the necessary tools to generalize the function spaces and introduced by Zhao in (Zhao, Ann Acad Sci Fenn Math Diss No 105, 1996) to the case of the monogenic functions defined in the unit ball of . Obtaining at the same time the generalization of monogenic spaces presented in (Gurlebeck et al., On spaces of quaternion-valued functions, 1999) and monogenic spaces in (El-Sayed Ahmed et al., Complex Var Elliptic Equ 51(2):119-136, 2006).
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  • Wandering Spirits: Chen Shiyuan\"s Encyclopedia of Dreams

    Drettas   Dimitri  

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  • Testing hydrodynamic descriptions of p+p collisions at\\(\\sqrt{s}=7\\)TeV

    M. Habich   G. A. Miller   P. Romatschke   W. Xiang  

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  • Intraday information from S&P 500 Index futures options

    Lim, Kian Guan; Chen, Ying; Yap, Nelson K.L.  

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  • Phase transition in the S&P stock market

    Raddant, Matthias; Wagner, Friedrich  

    We analyze the returns of stocks contained in the Standard & Poor's 500 index from 1987 until 2011. We use covariance matrices of the firms' returns determined in a time windows of several years. We find that the eigenvector belonging to the leading eigenvalue (the market) exhibits a phase transition. The market is in an ordered state from 1995 to 2005 and in a disordered state after 2005. We can relate this transition to an order parameter derived from the stocks' beta and the trading volume. This order parameter can also be interpreted within an agent-based model.
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  • On a Homeomorphism between the Sorgenfrey Line S and Its Modification S (P)

    Sukhacheva, E. S.   Khmyleva, T. E.  

    A topological space S (P) , which is a modification of the Sorgenfrey line S, is considered. It is defined as follows: if x a P aS, S, then a base of neighborhoods of x is the family {[x, x + epsilon), epsilon > 0} of half-open intervals, and if x a S P, then a base of neighborhoods of x is the family {(x - epsilon, x], epsilon > 0}. A necessary and sufficient condition under which the space S (P) is homeomorphic to S is obtained. Similar questions were considered by V. A. Chatyrko and I. Hattori, who defined the neighborhoods of x a P to be the same as in the natural topology of the real line.
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  • Derived signals for S & P CNX nifty index futures

    Kumar, B. Prasanna  

    Background: The financial futures market in India is relatively new. The major advantage of derivatives as financial products is that their use minimizes the risks associated with securities. However, hedging effectiveness requires understanding key market signals such as trading margins, credit availability, and price discreteness. Methods: This study considers the Standard & Poor's CNX Nifty 50 Index futures for data analysis with the application of V-IGARCH (1, 1) two-stage model. The purpose for V-IGARCH (1, 1) is used to observe the positive effects of credit availability on the variance of futures returns. The first stage V-IGARCH (1, 1) endogenous mean and conditional variance returns are measured with exogenous factors from the second stage V-IGARCH (1, 1) models. The second stage V-IGARCH (1, 1) models specify the market participants' exogenous conditional probabilistic values for returns. Results: In the first stage, it was observed that returns and trading margins, as well as credit availability, were cointegrated, thereby indicating a long-term relationship between them. In the first stage of the V-IGARCH (1, 1) model, heteroscedasticity with the mean returns through residuals was observed, where the estimated coefficients were negative. This finding indicated that maximizing returns requires efficient use of trading margins as well as availability of credit positions. From the second stage regression estimation, it was observed that trading prices and total money supply were directly related, and thus had direct effects on returns. The total money supply increased gradually until the last trading hour. In the conditional variance equation, total money supply was related negatively to the availability of credit for market participants. Under these circumstances, the efficient interbank call interest rate was necessary to maintain the trading margin. In effect, efficient Nifty returns would be achieved. Conclusions: This study found that trading margins, credit availability, and price discreteness affect the variance of returns in the Indian futures markets. The study also found that market participation was inadequate as a result of endogenous and exogenous conditional probabilistic reasons. Efficient trading margins and effective credit availability positions were not realized. Price discreteness had a negative impact on returns, as trading prices and credit availability in each of the trading hours were inversely related. Trading risks, and hence losses, were not minimized by hedging positions. The monopoly power in the Nifty market was 8.9526. Given this monopoly power, returns were less elastic with respect to the existing trading margins, financial resources, and market microstructure (price discreteness) that were available for reinvestment. Therefore, before investing in derivatives (index futures), market investors should evaluate trading margins, credit availability positions, and price discreteness. Through these signals, investors will be able to gain essential market knowledge and participate accordingly in trading for efficient returns.
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  • ETGP: Top-K Geography-Text P/S Approach without Threshold

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  • Catalytic formation of silicon-heteroatom (N, P, O, S) bonds

    Kuciński, Krzysztof; Hreczycho, Grzegorz  

    Silicon and its compounds with other heteroatoms have received considerable attention, particularly because of their applicative ability. Silicon forms a large number of compounds with other p-block elements (e.g., C, N, S, O, F, Cl, and others). All of them affect practical chemistry to some extent and are characterized by unique properties. This article highlights recent developments and covers the literature from the last 10years. It is mainly focused on catalytic methods for silicon-nitrogen, silicon-phosphorus, silicon-oxygen, and silicon-sulfur bond formation. The scope and applications of these practical compounds will also be discussed.
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  • The ‘Five P\"s’ of Strategic Nonprofit Storytelling

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  • Initial Energy Density of √s = 7 and 8 TeV p–p Collisions at the LHC

    Csanád, Máté; Csörgő, Tamás; Jiang, Ze-Fang; Yang, Chun-Bin  

    Results from the Relativistic Heavy Ion Colloder (RHIC) and the Large Hadron Collider (LHC) experiments show that in relativistic heavy ion collisions, a new state of matter, a strongly interacting perfect fluid, is created. Accelerating, exact and explicit solutions of relativistic hydrodynamics allow for a simple and natural description of this medium. A finite rapidity distribution arises from these solutions, leading to an advanced estimate of the initial energy density of high energy collisions. These solutions can be utilized to describe various aspects of proton-proton collisions, as originally suggested by Landau. We show that an advanced estimate based on hydrodynamics yields an initial energy density in and 8 TeV proton-proton (p-p) collisions at the LHC on the same order as the critical energy density from lattice Quantum Chromodynamics (QCD). The advanced estimate yields a corresponding initial temperature that is around the critical temperature from QCD and the Hagedorn temperature. The multiplicity dependence of the estimated initial energy density suggests that in high multiplicity p-p collisions at the LHC, there is large enough initial energy density to create a non-hadronic perfect fluid.
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  • Phase transition in the S&P stock market

    Raddant, Matthias   Wagner, Friedrich  

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  • Trading behavior in S&P 500 index futures

    Smales   Lee A.  

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  • HBV S and P gene mutations

    V. Eremin   E. Gasich   S. Sosinovich   M. Domnich   A. Nemira   I. Gribok   I. Karpov  

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  • Jackson-Type Inequalities in the Spaces S(p,q) (σm−1)

    Lasuriya, R. A.  

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  • Bounds for VIX futures given S&P 500 smiles

    Julien Guyon   Romain Menegaux   Marcel Nutz  

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