76 resultados para Risk ordering

em Indian Institute of Science - Bangalore - Índia


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This paper presents stylized models for conducting performance analysis of the manufacturing supply chain network (SCN) in a stochastic setting for batch ordering. We use queueing models to capture the behavior of SCN. The analysis is clubbed with an inventory optimization model, which can be used for designing inventory policies . In the first case, we model one manufacturer with one warehouse, which supplies to various retailers. We determine the optimal inventory level at the warehouse that minimizes total expected cost of carrying inventory, back order cost associated with serving orders in the backlog queue, and ordering cost. In the second model we impose service level constraint in terms of fill rate (probability an order is filled from stock at warehouse), assuming that customers do not balk from the system. We present several numerical examples to illustrate the model and to illustrate its various features. In the third case, we extend the model to a three-echelon inventory model which explicitly considers the logistics process.

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Arcs of diffuse intensity appear in various shapes and positions in the diffraction patterns from the icosahedral phase, violating the parity rule for simple icosahedral (SI) symmetry. In the process of annealing treatment, the diffuse spots also evolve in the centre of the arcs and become sharp. These extra diffuse spots change the symmetry of the quasilattice from P-type to F-type. The ordered and disordered structures in quasicrystal have been linked to the ordered and disordered structures present in the crystalline alpha (Al-Mn-Si) and alpha (Al-Fe-Si) alloys.

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We consider an enhancement of the credit risk+ model to incorporate correlations between sectors. We model the sector default rates as linear combinations of a common set of independent variables that represent macro-economic variables or risk factors. We also derive the formula for exact VaR contributions at the obligor level.

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The coefficients of thermal expansion reported by Worlton et al. [6] in the case of zircon are given in Table II along with the present data. Although Oql > or• in both cases, the anisotropy is more marked in the case of DyV04. From Table II, it is clear that the coefficient of volume expansion (,6) is almost the same for both compounds.

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We address risk minimizing option pricing in a semi-Markov modulated market where the floating interest rate depends on a finite state semi-Markov process. The growth rate and the volatility of the stock also depend on the semi-Markov process. Using the Föllmer–Schweizer decomposition we find the locally risk minimizing price for European options and the corresponding hedging strategy. We develop suitable numerical methods for computing option prices.

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X-ray absorption edge and X-ray photoelectron spectroscopic studies of As-Se glasses seem to support a chemical ordering model.

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Uncertainty plays an important role in water quality management problems. The major sources of uncertainty in a water quality management problem are the random nature of hydrologic variables and imprecision (fuzziness) associated with goals of the dischargers and pollution control agencies (PCA). Many Waste Load Allocation (WLA)problems are solved by considering these two sources of uncertainty. Apart from randomness and fuzziness, missing data in the time series of a hydrologic variable may result in additional uncertainty due to partial ignorance. These uncertainties render the input parameters as imprecise parameters in water quality decision making. In this paper an Imprecise Fuzzy Waste Load Allocation Model (IFWLAM) is developed for water quality management of a river system subject to uncertainty arising from partial ignorance. In a WLA problem, both randomness and imprecision can be addressed simultaneously by fuzzy risk of low water quality. A methodology is developed for the computation of imprecise fuzzy risk of low water quality, when the parameters are characterized by uncertainty due to partial ignorance. A Monte-Carlo simulation is performed to evaluate the imprecise fuzzy risk of low water quality by considering the input variables as imprecise. Fuzzy multiobjective optimization is used to formulate the multiobjective model. The model developed is based on a fuzzy multiobjective optimization problem with max-min as the operator. This usually does not result in a unique solution but gives multiple solutions. Two optimization models are developed to capture all the decision alternatives or multiple solutions. The objective of the two optimization models is to obtain a range of fractional removal levels for the dischargers, such that the resultant fuzzy risk will be within acceptable limits. Specification of a range for fractional removal levels enhances flexibility in decision making. The methodology is demonstrated with a case study of the Tunga-Bhadra river system in India.

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Using even driven simulations, we show that homogeneously sheared inelastic dumbbells in two dimensions are randomly orientated in the limit of low density. As the packing fraction is increased, particles first tend to orient along the extensional axis, and then as the packing fraction is further increased, the alignment shifts closer to the flow axis. The orientational order parameter displays a continuous increase with packing fraction and does not appear to exhibit a universal scaling with elongation. Except at the highest packing fractions, the orientational distribution function can be reconstructed with only the first coefficient of the Fourier expansion.

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Electron paramagnetic resonance (EPR) and magnetic properties of nanowires of Pr0.57Ca0.41Ba0.02MnO3 (PCBMO) are studied and compared with those of the bulk material. PCBMO nanowires with diameter of 80-90 nm and length of similar to 3.5 mu m were synthesized by a low reaction temperature hydrothermal method and the bulk sample was prepared following a solid-state reaction route. The samples were characterized by X-ray diffraction, scanning electron microscopy and transmission electron microscopy. The bulk PCBMO manganite exhibits charge order at 230 K along with a ferromagnetic transition at 110 K. However, superconducting quantum interference device measurements on the PCBMO nanowires show a complete `melting' of charge ordering and a ferromagnetic transition at 115 K. This result is confirmed by the EPR intensity behavior as well. However, the EPR line width, which is reflective of the spin dynamics, shows a shallow minimum for nanowires at the temperature corresponding to the charge-ordering transition, i.e., 230 K. We interpret this result as an indication of the presence of charge-ordering fluctuations in the nanowires even though the static charge order is absent, thus heralding the occurrence of charge order in the bulk sample.

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Background: The gene encoding for uncoupling protein-1 (UCP1) is considered to be a candidate gene for type 2 diabetes because of its role in thermogenesis and energy expenditure. The objective of the study was to examine whether genetic variations in the UCP1 gene are associated with type 2 diabetes and its related traits in Asian Indians. Methods: The study subjects, 810 type 2 diabetic subjects and 990 normal glucose tolerant (NGT) subjects, were chosen from the Chennai Urban Rural Epidemiological Study (CURES), an ongoing population-based study in southern India. The polymorphisms were genotyped using the polymerase chain reaction-restriction fragment length polymorphism (PCR-RFLP) method. Linkage disequilibrium (LD) was estimated from the estimates of haplotypic frequencies. Results: The three polymorphisms, namely -3826A -> G, an A -> C transition in the 5'-untranslated region (UTR) and Met229Leu, were not associated with type 2 diabetes. However, the frequency of the A-C-Met (-3826A -> G-5'UTR A -> C-Met229Leu) haplotype was significantly higher among the type 2 diabetic subjects (2.67%) compared with the NGT subjects (1.45%, P < 0.01). The odds ratio for type 2 diabetes for the individuals carrying the haplotype A-C-Met was 1.82 (95% confidence interval, 1.29-2.78, P = 0.009). Conclusions: The haplotype, A-C-Met, in the UCP1 gene is significantly associated with the increased genetic risk for developing type 2 diabetes in Asian Indians.

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Confinement and Surface specific interactions call induce Structures otherwise unstable at that temperature and pressure. Here we Study the groove specific water dynamics ill the nucleic acid sequences, poly-AT and poly-GC, in long B-DNA duplex chains by large scale atomistic molecular dynamics simulations, accompanied by thermodynamic analysis. While water dynamics in the major groove remains insensitive to the sequence differences, exactly the opposite is true for the minor groove water. Much slower water dynamics observed in the minor grooves (especially in the AT minor) call be attributed to all enhanced tetrahedral ordering (< t(h)>) of water. The largest value of < t(h)> in the AT minor groove is related to the spine of hydration found in X-ray Structure. The calculated configurational entropy (S-C) of the water molecules is found to be correlated with the self-diffusion coefficient of water in different region via Adam-Gibbs relation D = A exp(-B/TSC), and also with < t(h)>.

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Mycobacterium tuberculosis (Mtb), a dreaded pathogen, has a unique cell envelope composed of high fatty acid content that plays a crucial role in its pathogenesis. Acetyl Coenzyme A Carboxylase (ACC), an important enzyme that catalyzes the first reaction of fatty acid biosynthesis, is biotinylated by biotin acetyl-CoA carboxylase ligase (BirA). The ligand-binding loops in all known apo BirAs to date are disordered and attain an ordered structure only after undergoing a conformational change upon ligand-binding. Here, we report that dehydration of Mtb-BirA crystals traps both the apo and active conformations in its asymmetric unit, and for the first time provides structural evidence of such transformation. Recombinant Mtb-BirA was crystallized at room temperature, and diffraction data was collected at 295 K as well as at 120 K. Transfer of crystals to paraffin and paratone-N oil (cryoprotectants) prior to flash-freezing induced lattice shrinkage and enhancement in the resolution of the X-ray diffraction data. Intriguingly, the crystal lattice rearrangement due to shrinkage in the dehydrated Mtb-BirA crystals ensued structural order of otherwise flexible ligand-binding loops L4 and L8 in apo BirA. In addition, crystal dehydration resulted in a shift of similar to 3.5 angstrom in the flexible loop L6, a proline-rich loop unique to Mtb complex as well as around the L11 region. The shift in loop L11 in the C-terminal domain on dehydration emulates the action responsible for the complex formation with its protein ligand biotin carboxyl carrier protein (BCCP) domain of ACCA3. This is contrary to the involvement of loop L14 observed in Pyrococcus horikoshii BirA-BCCP complex. Another interesting feature that emerges from this dehydrated structure is that the two subunits A and B, though related by a noncrystallographic twofold symmetry, assemble into an asymmetric dimer representing the ligand-bound and ligand-free states of the protein, respectively. In-depth analyses of the sequence and the structure also provide answers to the reported lower affinities of Mtb-BirA toward ATP and biotin substrates. This dehydrated crystal structure not only provides key leads to the understanding of the structure/function relationships in the protein in the absence of any ligand-bound structure, but also demonstrates the merit of dehydration of crystals as an inimitable technique to have a glance at proteins in action.

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Usually metallicity accompanies ferromagnetism. K2Cr8O16 is one of the less common examples of magnetic materials, exhibiting ferromagnetism in the insulating state. Analyzing the electronic and magnetic properties within first principles electronic structure calculations, we find that the doped electrons due to K induce a charge-ordered and insulating ground state and interestingly also introduce a ferromagnetic coupling between the Cr ions. The primary considerations driving the charge ordering are found to be electrostatic ones with the charge being localized on two Cr atoms that minimize the electrostatic energy. The structural distortion that accompanies the ordering gives rise to a rare example of a charge-order driven ferromagnetic insulator.

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Methylenetetrahydrofolate reductase (MTHFR) is a critical enzyme in folate metabolism and is involved in DNA synthesis, DNA repair and DNA methylation. Genetic polymorphisms of this enzyme have been shown to impact several diseases, including cancer. Leukemias are malignancies arising from rapidly proliferating hematopoietic cells having great requirement of DNA synthesis. This case-control study was undertaken to analyze the association of the MTHFR gene polymorphisms 677 C"T and 1298 A"C and the risk of acute lymphoblastic leukemia in children. Materials and Methods: Eighty-six patients aged below 15 years with a confirmed diagnosis of acute lymphoblastic leukemia (ALL) and 99 matched controls were taken for this study. Analysis of the polymorphisms was done using the polymerase chain reaction -restriction fragment length polymorphism (PCR-RFLP) method. Results: Frequency of MTHFR 677 CC and CT were 85.9% and 14.1% in the controls, and 84.9% and 15.1% in the cases. The 'T' allele frequency was 7% and 7.5% in cases and controls respectively. The frequency of MTHFR 1298 AA, AC, and CC were 28.3%, 55.6% and 16.1% for controls and 23.3%, 59.3% and 17.4% for cases respectively. The 'C' allele frequency for 1298 A→C was 43.9% and 47% respectively for controls and cases. The odds ratio (OR) for C677T was 1.08 (95% CI 0.48- 2.45, p = 0.851) and OR for A1298C was 1.29(95% CI 0.65-2.29, p = 0.46) and OR for 1298 CC was 1.31 (95% CI 0.53-3.26, p =0.56). The OR for the combined heterozygous status (677 CT and 1298 AC) was 1.94 (95% CI 0.58 -6.52, p = 0.286). Conclusion: The prevalence of 'T' allele for 677 MTHFR polymorphism was low in the population studied. There was no association between MTHFR 677 C→T and 1298 A→C gene polymorphisms and risk of ALL, which may be due to the small sample size.