922 resultados para volatility term structure


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A three-component fluid model for a dusty plasma-sheath in an oblique magnetic field is presented. The study is carried out for the conditions when the thermophoretic force associated with the electron temperature gradient is one of the most important forces affecting dust grains in the sheath. It is shown that the sheath properties (the sheath size, the electron, ion and dust particle densities and velocities, the electric field potential, and the forces affecting the dust particles) are functions of the neutral gas pressure and ion temperature, the dust size, the dust material density, and the electron temperature gradient. Effects of plasma-dust collisions on the sheath structure are studied. It is shown that an increase in the forces pushing dust particles to the wall is accompanied by a decrease in the sheath width. The results of this work are particularly relevant to low-temperature plasma-enabled technologies, where effective control of nano- and microsized particles near solid or liquid surfaces is required.

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We test the predictive ability of investor sentiment on the return and volatility at the aggregate market level in the U.S., four largest European countries and three Asia-Pacific countries. We find that in the U.S., France and Italy periods of high consumer confidence levels are followed by low market returns. In Japan both the level and the change in consumer confidence boost the market return in the next month. Further, shifts in sentiment significantly move conditional volatility in most of the countries, and in Italy such impacts lead to an increase in returns by 4.7% in the next month.

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This project recognized lack of data analysis and travel time prediction on arterials as the main gap in the current literature. For this purpose it first investigated reliability of data gathered by Bluetooth technology as a new cost effective method for data collection on arterial roads. Then by considering the similarity among varieties of daily travel time on different arterial routes, created a SARIMA model to predict future travel time values. Based on this research outcome, the created model can be applied for online short term travel time prediction in future.

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This paper reports on ab initio numerical simulations of the effect of Co and Cu dopings on the electronic structure and optical properties of ZnO, pursued to develop diluted magnetic semiconductors vitally needed for spintronic applications. The simulations are based upon the Perdew-Burke-Enzerh generalized gradient approximation on the density functional theory. It is revealed that the electrons with energies close to the Fermi level effectively transfer only between Cu and Co ions which substitute Zn atoms, and are located in the neighbor sites connected by an O ion. The simulation results are consistent with the experimental observations that addition of Cu helps achieve stable ferromagnetism of Co-doped ZnO. It is shown that simultaneous insertion of Co and Cu atoms leads to smaller energy band gap, redshift of the optical absorption edge, as well as significant changes in the reflectivity, dielectric function, refractive index, and electron energy loss function of ZnO as compared to the doping with either Co or Cu atoms. These highly unusual optical properties are explained in terms of the computed electronic structure and are promising for the development of the next-generation room-temperature ferromagnetic semiconductors for future spintronic devices on the existing semiconductor micromanufacturing platform.

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A theoretical model of a large-area planar plasma producer based on surface wave (SW) propagation in a plasma-metal structure with a dielectric sheath is presented. The SW which produces and sustains the microwave gas discharge in the planar structure propagates along an external magnetic field and possesses an eigenfrequency within the range between electron cyclotron and electron plasma frequencies. The spatial distributions of the produced plasma density, electromagnetic fields, energy flow density, phase velocity and reverse skin depth of the SW are obtained analytically and numerically.

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The conditions for carbon nanotube synthesis in the bulk of arc discharges and on plasma-exposed solid surfaces are compared to reveal the main distinguishing features of the growth kinetics and explain the striking difference between the growth of the nanotubes in both cases. It is shown that this difference is due to very different exposure of the discharge-synthesized and surface-bound nanotubes to ion fluxes, with the ratio of the ion fluxes collected per nanotube in the two cases reaching up to six orders of magnitude. Depending on the plasma parameters and the sizes of the nanotubes and metal catalyst particles, four distinct growth modes of the nanotubes in the plasma bulk have been identified. These results shed light on why single-walled carbon nanotube growth is more favourable in the bulk of arc plasmas rather than on plasma-exposed surfaces.

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The effect of the nonuniformity of the electron density on the dispersion properties of surface waves propagating in a direction transverse to an external magnetic field is studied for the model of a two-layer plasma structure bounded by a metal. It is shown that the spectra of the waves can be effectively controlled by varying the degree of nonuniformity of the density and the dimensions of the layers.

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The dispersion properties and topography of the fields of azimuthal surface wave (ASW) in a coaxial semiconductor structure with metal walls, placed in an external magnetic field, are investigated analytically and numerically. It is shown that an ASW phase-shifting device can be realized in the proposed structure. The conditions are indicated for which wave perturbations exist having frequencies that depend on the direction of phase change.

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The results of a study on the influence of the nonparabolicity of the free carriers dispersion law on the propagation of surface polaritons (SPs) located near the interface between an n-type semiconductor and a metal arc reported. The semiconductor plasma is assumed to be warm and nonisothermal. The nonparabolicity of the electron dispersion law has two effects. The first one is associated with nonlinear self-interaction of the SPs. The nonlinear dispersion equation and the nonlinear Schrodinger equation for the amplitude of the SP envelope are obtained. The nonlinear evolution of the SP is studied on the base of the above mentioned equations. The second effect results in third harmonics generation. Analysis shows that these third harmonics may appear as a pure surface polariton, a pseudosurface polariton, or a superposition of a volume wave and a SP depending on the wave frequency, electron density and lattice dielectric constant.

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This article enhances existing approaches to present-day asynchronous awareness concepts by providing the means to explicitly represent and mediate contextual information. The resulting concept of contextual awareness takes different notions of the term context into account. Following a human-centered approach, the proposed methods serve as mediators for context between persons rather than automatically detecting context. Based on this variant of awareness, the atmosphere framework is introduced to provide mechanisms to deal with the problem of workload in tandem with contextual information. Atmosphere provides a highly tailorable structure and interface to deal with a wide variance of user and organizational requirements. The article closes with the description of a partial implementation of the framework and its evaluation.

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Experimental investigation of functionally graded calcium phosphate-based bio-active films on Ti-6A1-4V orthopaedic alloy prepared in an RF magnetron sputtering plasma reactor is reported. The technique involves concurrent sputtering of Hydroxyapatite (HA) and Ti targets, which results in remarkably enhanced adhesion of the film to the substrate and stability of the interface. The films have been characterized using X-ray diffraction (XRD) and X-ray photoelectron spectroscopy (XPS). The XPS data show that the films are composed of O, Ca, P and Ti, and reveal the formation of O=P groups and hybridization of O-Ca-P. The XRD pattern shows that the Ca-P thin films are of crystalline calcium oxide phosphate (4CaO·P2O5) with preferred orientation varying with processing parameters. High-resolution optical emission spectra show that the emission of CaO is dominant. The CaO, PO and CaPO species are strongly influenced by deposition conditions. The introduction of Ti element during deposition provides a stable interface between bio-inert substrates Ti-6A1-4V and bioactive HA coating. In-vitro cell culturing tests suggest excellent biocompatibility of the Ca-P-Ti films.

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A nonlinear process is considered of the surface wave third harmonics generation in a slowing-down semiconductor-metal structure. The process is conditioned by non-parabolicity of the charge carrier dispersion law. It is shown that in narrow-gap semiconducting materials it is necessary to account for the process together with the surface wave second harmonics generation conditioned by nonlinearity of quasi-hydrodynamics and the Maxwell equations. The conclusion is made that the third harmonies amplitude in narrow-gap semiconductors may exceed substantially the signal amplitude at the 3w frequency in a gas plasma and be of the same order with the surface waves second harmonies amplitude.

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The problem concerning the excitation of high-frequency surface waves (SW) propagating across an external magnetic field at a plasma-metal interface is considered. A homogeneous electric pump field is applied in the direction transverse with respect to the plasma-metal interface. Two high-frequency SW from different frequency ranges of existence and propagating in different directions are shown to be excited in this pump field. The instability threshold pump-field values and increments are obtained for different parameters of the considered waveguide structure. The results associated with saturation of the nonlinear instability due to self-interaction effects of the excited SW are given as well. The results are appropriate for both gaseous and semiconductor plasmas.

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The results of theoretical investigations of two-channel waveguide modulator based on Surface Wave (SW) propagation are presented. The structure studied consists of two n-type semiconductor waveguide channels separated from each other by a dielectric gap and coated by a metal. The SW propagates at the semiconductor-metal interface across an external magnetic field which is parallel to the interface. An external dc voltage is applied to the metal surface of one channel to provide a small phase shift between two propagating modes. In a coupled mode approximation, two possible regimes of operation of the structure, namely as a directional coupler and as an electro-optical modulator, are considered. Our results suggest new applications in millimeter and submillimeter wave solid-state electronics and integrated optics.