Publication Statistics Magazines 1999-

Vapaakappalekartuntaan perustuva tilasto Suomessa ilmestyvistä aikakauslehdistä vuodesta 1999 lähtien

Publication Statistics Newspapers 1999-

Vapaakappalekartuntaan perustuva tilasto Suomessa ilmestyvistä sanomalehdistä vuodesta 1999 lähtien

Publication Statistics Music recordings 1995-

Vapaakappalekartuntaan perustuva tilasto Suomessa julkaistuista musiikkiäänitteistä vuodesta 1995 lähtien

Publication Statistics Sheet Music 1991-

Vapaakappalekartuntaan perustuva tilasto Suomessa kustannetuista nuottijulkaisuista vuodesta 1991 lähtien

Publication Statistics Speech recordings 1995-

Vapaakappalekartuntaan perustuva tilasto Suomessa julkaistuista puheäänitteistä vuodesta 1995 lähtien

Publication Statistics Multimedia 1991-

Vapaakappalekartuntaan perustuva tilasto Suomessa julkaistuista moniviestimistä (multimedia) vuodesta 1991 lähtien

Publication Statistics Uncatalogued material 1991-

Vapaakappalekartuntaan perustuva tilasto Suomessa julkaistuista pienpainatteista, julisteista, toimintakertomuksista ja kunnallisista julkaisuista vuodesta 1991 lähtien. Pienpainatelehdet sisältyvät tilastoon vuodesta 2014 lähtien

Publication Statistics Maps 1991-

Vapaakappalekartuntaan perustuva tilasto Suomessa kustannetuista karttajulkaisuista vuodesta 1991 lähtien

Publication Statistics Sets of slides, transparents and microfiche 1991-

Vapaakappalekartuntaan perustuva tilasto Suomessa julkaistuista dia-, kalvo- ja filmikorttisarjoista vuodesta 1991 lähtien

Variational Monte Carlo estimation of the dissociation energy of CuH using correlated sampling

A new approach to treating large Z systems by quantum Monte Carlo has been developed. It naturally leads to notion of the 'valence energy'. Possibilities of the new approach has been explored by optimizing the wave function for CuH and Cu and computing dissociation energy and dipole moment of CuH using variational Monte Carlo. The dissociation energy obtained is about 40% smaller than the experimental value; the method is comparable with SCF and simple pseudopotential calculations. The dipole moment differs from the best theoretical estimate by about 50% what is again comparable with other methods (Complete Active Space SCF and pseudopotential methods).

Bio-inspired optimization & sampling technique for side-chain packing in MCCE

The prediction of proteins' conformation helps to understand their exhibited functions, allows for modeling and allows for the possible synthesis of the studied protein. Our research is focused on a sub-problem of protein folding known as side-chain packing. Its computational complexity has been proven to be NP-Hard. The motivation behind our study is to offer the scientific community a means to obtain faster conformation approximations for small to large proteins over currently available methods. As the size of proteins increases, current techniques become unusable due to the exponential nature of the problem. We investigated the capabilities of a hybrid genetic algorithm / simulated annealing technique to predict the low-energy conformational states of various sized proteins and to generate statistical distributions of the studied proteins' molecular ensemble for pKa predictions. Our algorithm produced errors to experimental results within .acceptable margins and offered considerable speed up depending on the protein and on the rotameric states' resolution used.

Statistics of Manufacturers for the year 1905 - Canadian Niagara Power Company

A census form for the year 1905. The form was approved by the Governor General in Council January 22, 1906.

Sampling Interval and estimated Betas : Implications for the Presence of Transitory Components in Stock Prices

We provide a theoretical framework to explain the empirical finding that the estimated betas are sensitive to the sampling interval even when using continuously compounded returns. We suppose that stock prices have both permanent and transitory components. The permanent component is a standard geometric Brownian motion while the transitory component is a stationary Ornstein-Uhlenbeck process. The discrete time representation of the beta depends on the sampling interval and two components labelled \"permanent and transitory betas\". We show that if no transitory component is present in stock prices, then no sampling interval effect occurs. However, the presence of a transitory component implies that the beta is an increasing (decreasing) function of the sampling interval for more (less) risky assets. In our framework, assets are labelled risky if their \"permanent beta\" is greater than their \"transitory beta\" and vice versa for less risky assets. Simulations show that our theoretical results provide good approximations for the means and standard deviations of estimated betas in small samples. Our results can be perceived as indirect evidence for the presence of a transitory component in stock prices, as proposed by Fama and French (1988) and Poterba and Summers (1988).