960 resultados para rational pair
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We consider various lexicographic allocation procedures for coalitional games with transferable utility where the payoffs are computed in an externally given order of the players. The common feature of the methods is that if the allocation is in the core, it is an extreme point of the core. We first investigate the general relationship between these allocations and obtain two hierarchies on the class of balanced games. Secondly, we focus on assignment games and sharpen some of these general relationship. Our main result is the coincidence of the sets of lemarals (vectors of lexicographic maxima over the set of dual coalitionally rational payoff vectors), lemacols (vectors of lexicographic maxima over the core) and extreme core points. As byproducts, we show that, similarly to the core and the coalitionally rational payoff set, also the dual coalitionally rational payoff set of an assignment game is determined by the individual and mixed-pair coalitions, and present an efficient and elementary way to compute these basic dual coalitional values. This provides a way to compute the Alexia value (the average of all lemacols) with no need to obtain the whole coalitional function of the dual assignment game.
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Reversed-phase high performance liquid chromatographic methods for the analysis of Haloacetic acids have been developed and compared to conventional direct detection methods. Haloacetic acids commonly found in drinking water, including monochloro-, dichloro-, bromo-, iodo- and trichloroacetic acids- have been studied. The ion pairing agent benzyltributylammonium ion was studied in detail using indirect UV and indirect fluorescence detection. Five different competing ions were evaluated to decrease analysis times and lower the detection limit by this new method. The direct detection method utilized an ammonium sulfate buffer and UV detection yielding a detection limit of 100 ppb. The indirect method developed has the advantage of being able to simultaneously analyze UV and non-UV absorbing ions and molecules but requires long equilibration times and demonstrated lower sensitivity than the direct method. ^
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We develop a new autoregressive conditional process to capture both the changes and the persistency of the intraday seasonal (U-shape) pattern of volatility in essay 1. Unlike other procedures, this approach allows for the intraday volatility pattern to change over time without the filtering process injecting a spurious pattern of noise into the filtered series. We show that prior deterministic filtering procedures are special cases of the autoregressive conditional filtering process presented here. Lagrange multiplier tests prove that the stochastic seasonal variance component is statistically significant. Specification tests using the correlogram and cross-spectral analyses prove the reliability of the autoregressive conditional filtering process. In essay 2 we develop a new methodology to decompose return variance in order to examine the informativeness embedded in the return series. The variance is decomposed into the information arrival component and the noise factor component. This decomposition methodology differs from previous studies in that both the informational variance and the noise variance are time-varying. Furthermore, the covariance of the informational component and the noisy component is no longer restricted to be zero. The resultant measure of price informativeness is defined as the informational variance divided by the total variance of the returns. The noisy rational expectations model predicts that uninformed traders react to price changes more than informed traders, since uninformed traders cannot distinguish between price changes caused by information arrivals and price changes caused by noise. This hypothesis is tested in essay 3 using intraday data with the intraday seasonal volatility component removed, as based on the procedure in the first essay. The resultant seasonally adjusted variance series is decomposed into components caused by unexpected information arrivals and by noise in order to examine informativeness.
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We develop a new autoregressive conditional process to capture both the changes and the persistency of the intraday seasonal (U-shape) pattern of volatility in essay 1. Unlike other procedures, this approach allows for the intraday volatility pattern to change over time without the filtering process injecting a spurious pattern of noise into the filtered series. We show that prior deterministic filtering procedures are special cases of the autoregressive conditional filtering process presented here. Lagrange multiplier tests prove that the stochastic seasonal variance component is statistically significant. Specification tests using the correlogram and cross-spectral analyses prove the reliability of the autoregressive conditional filtering process. In essay 2 we develop a new methodology to decompose return variance in order to examine the informativeness embedded in the return series. The variance is decomposed into the information arrival component and the noise factor component. This decomposition methodology differs from previous studies in that both the informational variance and the noise variance are time-varying. Furthermore, the covariance of the informational component and the noisy component is no longer restricted to be zero. The resultant measure of price informativeness is defined as the informational variance divided by the total variance of the returns. The noisy rational expectations model predicts that uninformed traders react to price changes more than informed traders, since uninformed traders cannot distinguish between price changes caused by information arrivals and price changes caused by noise. This hypothesis is tested in essay 3 using intraday data with the intraday seasonal volatility component removed, as based on the procedure in the first essay. The resultant seasonally adjusted variance series is decomposed into components caused by unexpected information arrivals and by noise in order to examine informativeness.
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Peer reviewed
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Peer reviewed
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Peer reviewed
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Peer reviewed
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We give a new proof that for a finite group G, the category of rational G-equivariant spectra is Quillen equivalent to the product of the model categories of chain complexes of modules over the rational group ring of the Weyl group of H in G, as H runs over the conjugacy classes of subgroups of G. Furthermore, the Quillen equivalences of our proof are all symmetric monoidal. Thus we can understand categories of algebras or modules over a ring spectrum in terms of the algebraic model.
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The category of rational SO(2)--equivariant spectra admits an algebraic model. That is, there is an abelian category A(SO(2)) whose derived category is equivalent to the homotopy category of rational$SO(2)--equivariant spectra. An important question is: does this algebraic model capture the smash product of spectra? The category A(SO(2)) is known as Greenlees' standard model, it is an abelian category that has no projective objects and is constructed from modules over a non--Noetherian ring. As a consequence, the standard techniques for constructing a monoidal model structure cannot be applied. In this paper a monoidal model structure on A(SO(2)) is constructed and the derived tensor product on the homotopy category is shown to be compatible with the smash product of spectra. The method used is related to techniques developed by the author in earlier joint work with Roitzheim. That work constructed a monoidal model structure on Franke's exotic model for the K_(p)--local stable homotopy category. A monoidal Quillen equivalence to a simpler monoidal model category that has explicit generating sets is also given. Having monoidal model structures on the two categories removes a serious obstruction to constructing a series of monoidal Quillen equivalences between the algebraic model and rational SO(2)--equivariant spectra.
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The category of rational O(2)-equivariant cohomology theories has an algebraic model A(O(2)), as established by work of Greenlees. That is, there is an equivalence of categories between the homotopy category of rational O(2)-equivariant spectra and the derived category of the abelian model DA(O(2)). In this paper we lift this equivalence of homotopy categories to the level of Quillen equivalences of model categories. This Quillen equivalence is also compatible with the Adams short exact sequence of the algebraic model.
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Mevalonate pathway is of important clinical, pharmaceutical and biotechnological relevance. However, lack of the understanding of the phosphorylation mechanism of the kinases in this pathway has limited rationally engineering the kinases in industry. Here the phosphorylation reaction mechanism of a representative kinase in the mevalonate pathway, phosphomevalonate kinase, was studied by using molecular dynamics and hybrid QM/MM methods. We find that a conserved residue (Ser106) is reorientated to anchor ATP via a stable H-bond interaction. In addition, Ser213 located on the α-helix at the catalytic site is repositioned to further approach the substrate, facilitating the proton transfer during the phosphorylation. Furthermore, we elucidate that Lys101 functions to neutralize the negative charge developed at the β-, γ-bridging oxygen atom of ATP during phosphoryl transfer. We demonstrate that the dissociative catalytic reaction occurs via a direct phosphorylation pathway. This is the first study on the phosphorylation mechanism of a mevalonate pathway kinase. The elucidation of the catalytic mechanism not only sheds light on the common catalytic mechanism of GHMP kinase superfamily, but also provides the structural basis for engineering the mevalonate pathway kinases to further exploit their applications in the production of a wide range of fine chemicals such as biofuels or pharmaceuticals.
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Amine transaminases offer an environmentally sustainable synthesis route for the production ofpure chiral amines. However, their catalytic efficiency towards bulky ketone substrates isgreatly limited by steric hindrance and therefore presents a great challenge for industrialsynthetic applications. Hereby we report an example of rational transaminase enzyme design tohelp alleviate these challenges. Starting from the Vibrio fluvialis amine transaminase that has nodetectable catalytic activity towards the bulky aromatic ketone 2-acetylbiphenyl, we employed arational design strategy combining in silico and in vitro studies to engineer the transaminaseenzyme with a minimal number of mutations, achieving an high catalytic activity and highenantioselectivity. We found that by introducing two mutations W57G/R415A detectableenzyme activity was achieved. The rationally designed best variant,W57F/R88H/V153S/K163F/I259M/R415A/V422A, showed an improvement in reaction rateby > 1716-fold towards the bulky ketone under study, producing the corresponding enantiomericpure (S)-amine (ee value of > 99%).