893 resultados para Size anomalies in bank stock returns
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Aerosol particles and water vapour are two important constituents of the atmosphere. Their interaction, i.e. thecondensation of water vapour on particles, brings about the formation of cloud, fog, and raindrops, causing the water cycle on the earth, and being responsible for climate changes. Understanding the roles of water vapour and aerosol particles in this interaction has become an essential part of understanding the atmosphere. In this work, the heterogeneous nucleation on pre-existing aerosol particles by the condensation of water vapour in theflow of a capillary nozzle was investigated. Theoretical and numerical modelling as well as experiments on thiscondensation process were included. Based on reasonable results from the theoretical and numerical modelling, an idea of designing a new nozzle condensation nucleus counter (Nozzle-CNC), that is to utilise the capillary nozzle to create an expanding water saturated air flow, was then put forward and various experiments were carried out with this Nozzle-CNC under different experimental conditions. Firstly, the air stream in the long capillary nozzle with inner diameter of 1.0~mm was modelled as a steady, compressible and heat-conducting turbulence flow by CFX-FLOW3D computational program. An adiabatic and isentropic cooling in the nozzle was found. A supersaturation in the nozzle can be created if the inlet flow is water saturated, and its value depends principally on flow velocity or flow rate through the nozzle. Secondly, a particle condensational growth model in air stream was developed. An extended Mason's diffusion growthequation with size correction for particles beyond the continuum regime and with the correction for a certain particle Reynolds number in an accelerating state was given. The modelling results show the rapid condensational growth of aerosol particles, especially for fine size particles, in the nozzle stream, which, on the one hand, may induce evident `over-sizing' and `over-numbering' effects in aerosol measurements as nozzle designs are widely employed for producing accelerating and focused aerosol beams in aerosol instruments like optical particle counter (OPC) and aerodynamical particle sizer (APS). It can, on the other hand, be applied in constructing the Nozzle-CNC. Thirdly, based on the optimisation of theoretical and numerical results, the new Nozzle-CNC was built. Under various experimental conditions such as flow rate, ambient temperature, and the fraction of aerosol in the total flow, experiments with this instrument were carried out. An interesting exponential relation between the saturation in the nozzle and the number concentration of atmospheric nuclei, including hygroscopic nuclei (HN), cloud condensation nuclei (CCN), and traditionally measured atmospheric condensation nuclei (CN), was found. This relation differs from the relation for the number concentration of CCN obtained by other researchers. The minimum detectable size of this Nozzle-CNC is 0.04?m. Although further improvements are still needed, this Nozzle-CNC, in comparison with other CNCs, has severaladvantages such as no condensation delay as particles larger than the critical size grow simultaneously, low diffusion losses of particles, little water condensation at the inner wall of the instrument, and adjustable saturation --- therefore the wide counting region, as well as no calibration compared to non-water condensation substances.
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Liquid Crystal Polymer Brushes and their Application as Alignment Layers in Liquid Crystal Cells Polymer brushes with liquid crystalline (LC) side chains were synthesized on planar glass substrates and their nematic textures were investigated. The LC polymers consist of an acrylate or a methacrylate main chain and a phenyl benzoate group as the mesogenic unit which is connected to the main chain via a flexible alkyl spacer composed of six CH2 units. The preparation of the LC polymer brushes was carried out according to the grafting from technique: polymerization is carried out from azo-initiators that have been previously self-assembled on the substrate. LC polymer brushes with a thickness from a few nm to 230 nm were synthesized by varying the monomer concentration and the polymerization time. The LC polymer brushes were thick enough to allow for direct observation of the nematic textures with a polarizing microscope. The LC polymer brushes grown on untreated glass substrates exhibited irregular textures (polydomains). The domain size is in the range of some micrometers and depends only weakly on the brush thickness. The investigations on the texture-temperature relationship of the LC brushes revealed that the brushes exhibit a surface memory effect, that is, the identical texture reappears after the LC brush sample has experienced a thermal isotropization or a solvent treatment, at which the nematic LC state has been completely destroyed. The surface memory effect is attributed to a strong anchoring of the orientation of the mesogenic units to heterogeneities at the substrate surface. The exact nature of the surface heterogeneities is unknown. The effect was observed for the LC brushes swollen with low molecular weight nematic molecules, as well. Rubbing the glass substrate with a piece of velvet cloth prior to the surface modification with the initiator and the brush growth gives rise to the formation of homogenous alignment of the mesogenic units in the LC polymer side chains. Monodomain textures were obtained for these LC brushes. The mechanism for the homogeneous alignment is based on the transfer of Nylon fibers during the rubbing process. A surfactant was mixed with the azo-initiator in modifying rubbed substrates for subsequent brush generation. Such brushes exhibited biaxial optical properties. Hybrid LC cells made from a substrate modified with biaxial brushes and a rubbed glass substrate show an orientation with a tilt angle of a = 15.6 . This work shows that LC brushes grown on rubbed surfaces fulfill the important criteria for alignment layers: the formation of macroscopic monodomains. First results indicate that by diluting the brush with molecules which are also covalently bound to the surface but induce a different orientation, a system is obtained in which the two conflicting alignment mechanisms can be used to generate a tilted alignment. In order to allow for an application of the alignment layers into a potential product, subsequent work should focus on the questions how easy and in which range the tilt angle can be controlled.
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La sindrome di Noonan (SN) è una patologia a trasmissione autosomica dominante caratterizzata da bassa statura, difetti cardiaci congeniti, dismorfia facciale. In letteratura sono stati pubblicati pochi case reports riguardanti le condizioni orali-facciali in pazienti affetti da SN. Obiettivo. Individuare patologie di pertinenza ortopedico-ortodontica caratteristiche della sindrome utilizzando un campione di pazienti con diagnosi di SN. Metodi. Un gruppo di 10 pazienti affetti da SN è stato sottoposto a esame obiettivo extraorale ed intraorale, ortopantomografia, teleradiografia latero-laterale, impronte delle arcate dentarie. Le misurazioni sulle TLL sono state effettuate sulla base dell'analisi MBT; i valori palatali provengono dai modelli di studio dell’arcata superiore. È stata utilizzato il test t-Student per mettere a confronto il gruppo di studio e il gruppo di controllo riguardo le misure cefalometriche e i valori palatali. Risultati. Nel gruppo di studio sono state rilevate anomalie di numero (un dente deciduo soprannumerario e una agenesia di un dente permanente). Il test t-Student rivela differenze statisticamente significative per 7 variabili cefalometriche su 13 e per 2 variabili palatali. Conclusioni. Basandosi su questo studio è possibile concludere che i pazienti con SN mostrano II classe scheletrica di tipo mandibolare, crescita iperdivergente, tendenza al morso aperto scheletrico, palatoversione degli incisivi superiori, palato stretto. Questi risultati possono fornire informazioni utili sia per la diagnosi di SN sia per la pianificazione del corretto trattamento ortodontico.
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MFA and LCA methodologies were applied to analyse the anthropogenic aluminium cycle in Italy with focus on historical evolution of stocks and flows of the metal, embodied GHG emissions, and potentials from recycling to provide key features to Italy for prioritizing industrial policy toward low-carbon technologies and materials. Historical trend series were collected from 1947 to 2009 and balanced with data from production, manufacturing and waste management of aluminium-containing products, using a ‘top-down’ approach to quantify the contemporary in-use stock of the metal, and helping to identify ‘applications where aluminium is not yet being recycled to its full potential and to identify present and future recycling flows’. The MFA results were used as a basis for the LCA aimed at evaluating the carbon footprint evolution, from primary and electrical energy, the smelting process and the transportation, embodied in the Italian aluminium. A discussion about how the main factors, according to the Kaya Identity equation, they did influence the Italian GHG emissions pattern over time, and which are the levers to mitigate it, it has been also reported. The contemporary anthropogenic reservoirs of aluminium was estimated at about 320 kg per capita, mainly embedded within the transportation and building and construction sectors. Cumulative in-use stock represents approximately 11 years of supply at current usage rates (about 20 Mt versus 1.7 Mt/year), and it would imply a potential of about 160 Mt of CO2eq emissions savings. A discussion of criticality related to aluminium waste recovery from the transportation and the containers and packaging sectors was also included in the study, providing an example for how MFA and LCA may support decision-making at sectorial or regional level. The research constitutes the first attempt of an integrated approach between MFA and LCA applied to the aluminium cycle in Italy.
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In this work we studied the efficiency of the benchmarks used in the asset management industry. In chapter 2 we analyzed the efficiency of the benchmark used for the government bond markets. We found that for the Emerging Market Bonds an equally weighted index for the country weights is probably the more suited because guarantees maximum diversification of country risk but for the Eurozone government bond market we found a GDP weighted index is better because the most important matter is to avoid a higher weight for highly indebted countries. In chapter 3 we analyzed the efficiency of a Derivatives Index to invest in the European corporate bond market instead of a Cash Index. We can state that the two indexes are similar in terms of returns, but that the Derivatives Index is less risky because it has a lower volatility, has values of skewness and kurtosis closer to those of a normal distribution and is a more liquid instrument, as the autocorrelation is not significant. In chapter 4 it is analyzed the impact of fallen angels on the corporate bond portfolios. Our analysis investigated the impact of the month-end rebalancing of the ML Emu Non Financial Corporate Index for the exit of downgraded bond (the event). We can conclude a flexible approach to the month-end rebalancing is better in order to avoid a loss of valued due to the benchmark construction rules. In chapter 5 we did a comparison between the equally weighted and capitalization weighted method for the European equity market. The benefit which results from reweighting the portfolio into equal weights can be attributed to the fact that EW portfolios implicitly follow a contrarian investment strategy, because they mechanically rebalance away from stocks that increase in price.
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Ice clouds have a strong effect on the Earth-atmosphere radiative energy balance, on the distribution of condensable gases in the atmosphere, as well as on the chemical composition of the air. The ice particles in these clouds can take on a variety of shapes which makes the description of the cloud microphysical properties more difficult. In the tropical upper troposphere/lower stratosphere (UTLS), a region where ice cloud abundance is relatively high, different types of ice clouds can be observed. However, in situ measurements are rare due to the high altitude of these clouds and the few available research aircraft, only three worldwide, that can fly at such altitudes.rnThis work focuses on in situ measurements of the tropical UTLS clouds performedrnwith a Cloud Imaging Probe (CIP) and a Forward Scattering Spectrometer Probern(FSSP-100), whereof the CIP is the key instrument of this thesis. The CIP is anrnairborne in situ instrument that obtains two-dimensional shadow images of cloud particles. Several cloud microphysical parameters can be derived from these measurements, e.g. number concentrations and size distributions. In order to obtain a high quality data set, a careful image analysis and several corrections need to be applied to the CIP observations. These methods are described in detail.rnMeasurements within the tropical UTLS have been performed during two campaigns:rnSCOUT-O3, 2005 in Northern Australia and SCOUT-AMMA, 2006 inWest Africa. Thernobtained data set includes first observations of subvisible cirrus clouds over a continental area and observations of the anvils of deep convective clouds. The latter can be further divided into clouds in mesoscale convective system outflows of different ages and clouds in overshooting cloud turrets that even penetrated the stratosphere. The microphysical properties of these three cloud types are discussed in detail. Furthermore, the vertical structure of the ice clouds in the UTLS is investigated. The values of the microphysical parameters were found to decrease with increasing altitude in the upper troposphere. Particle numbers and maximum sizes were also decreasing with increasing age of the outflow clouds. Further differences between the deep convective clouds and subvisible cirrus were found in the particle morphology as well as in the ratio of the observed aerosol particles to cloud particles which indicates that the different freezing processes (deposition, contact, immersion freezing) play different roles in the formation of the respective clouds. For the achievementrnof a better microphysical characterisation and description numerical fits have been adjusted onto the cloud particle size distributions of the subvisible cirrus as well as on the size distributions of the clouds at different altitudes in the UTLS.
Potential vorticity and moisture in extratropical cyclones : climatology and sensitivity experiments
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The development of extratropical cyclones can be seen as an interplay of three positive potential vorticity (PV) anomalies: an upper-level stratospheric intrusion, low-tropospheric diabatically produced PV, and a warm anomaly at the surface acting as a surrogate PV anomaly. In the mature stage they become vertically aligned and form a “PV tower” associated with strong cyclonic circulation. This paradigm of extratropical cyclone development provides the basis of this thesis, which will use a climatological dataset and numerical model experiments to investigate the amplitude of the three anomalies and the processes leading in particular to the formation of the diabatically produced low-tropospheric PV anomaly.rnrnThe first part of this study, based on the interim ECMWF Re-Analysis (ERA-Interim) dataset, quantifies the amplitude of the three PV anomalies in mature extratropical cyclones in different regions in the Northern Hemisphere on a climatological basis. A tracking algorithm is applied to sea level pressure (SLP) fields to identify cyclone tracks. Surface potential temperature anomalies ∆θ and vertical profiles of PV anomalies ∆PV are calculated at the time of the cyclones’ minimum SLP and during the intensification phase 24 hours before in a vertical cylinder with a radius of 200 km around the surface cyclone center. To compare the characteristics of the cyclones, they are grouped according to their location (8 regions) and intensity, where the central SLP is used as a measure of intensity. Composites of ∆PV profiles and ∆θ are calculated for each region and intensity class at the time of minimum SLP and during the cyclone intensification phase.rnrnDuring the cyclones’ development stage the amplitudes of all three anomalies increase on average. In the mature stage all three anomalies are typically larger for intense than for weak winter cyclones [e.g., 0.6 versus 0.2 potential vorticity units (PVU) at lower levels, and 1.5 versus 0.5 PVU at upper levels].rnThe regional variability of the cyclones’ vertical structure and the profile evolution is prominent (cyclones in some regions are more sensitive to the amplitude of a particular anomaly than in other regions). Values of ∆θ and low-level ∆PV are on average larger in the western parts of the oceans than in the eastern parts. In addition, a large seasonal variability can be identified, with fewer and weaker cyclones especially in the summer, associated with higher low-tropospheric PV values, but also with a higher tropopause and much weaker surface potential temperature anomalies (compared to winter cyclones).rnrnIn the second part, we were interested in the diabatic low-level part of PV towers. Evaporative sources were identified of moisture that was involved in PV production through condensation. Lagrangian backward trajectories were calculated from the region with high PV values at low-levels in the cyclones. PV production regions were identified along these trajectories and from these regions a new set of backward trajectories was calculated and moisture uptakes were traced along them. The main contribution from surface evaporation to the specific humidity of the trajectories is collected 12-72 hours prior to therntime of PV production. The uptake region for weaker cyclones with less PV in the centre is typically more localized with reduced uptake values compared to intense cyclones. However, in a qualitative sense uptakes and other variables along single trajectories do not vary much between cyclones of different intensity in different regions.rnrnA sensitivity study with the COSMO model comprises the last part of this work. The study aims at investigating the influence of synthetic moisture modification in the cyclone environment in different stages of its development. Moisture was eliminated in three regions, which were identified as important moisture source regions for PV production. Moisture suppression affected the cyclone the most in its early phase. It led to cyclolysis shortly after its genesis. Nevertheles, a new cyclone formed on the other side of a dry box and developed relatively quickly. Also in other experiments, moisture elimination led to strong intensity reduction of the surface cyclone, limited upper-level development, and delayed or missing interaction between the two.rnrnIn summary, this thesis provides novel insight into the structure of different intensity categories of extratropical cyclones from a PV perspective, which corroborates the findings from a series of previous case studies. It reveals that all three PV anomalies are typically enhanced for more intense cyclones, with important regional differences concerning the relative amplitude of the three anomalies. The moisture source analysis is the first of this kind to study the evaporation-condensation cycle related to the intensification of extratropical cyclones. Interestingly, most of the evaporation occurs during the 3 days prior to the time of maximum cyclone intensity and typically extends over fairly large areas along the track of the cyclone. The numerical model case study complements this analysis by analyzing the impact of regionally confined moisture sources for the evolution of the cyclone.
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Polare Stratosphärenwolken (PSC), die unterhalb einer Temperatur von etwa -78 °C in polaren Regionen auftreten, üben einen starken Einfluss auf die stratosphärische Ozonschicht aus. Dieser Einfluss erfolgt größtenteils über heterogene chemische Reaktionen, die auf den Oberflächen von Wolkenpartikeln stattfinden. Chemische Reaktionen die dabei ablaufen sind eine Voraussetzung für den späteren Ozonabbau. Des Weiteren verändert die Sedimentation der Wolkenpartikel die chemische Zusammensetzung bzw. die vertikale Verteilung der Spurengase in der Stratosphäre. Für die Ozonchemie spielt dabei die Beseitigung von reaktivem Stickstoff durch Sedimentation Salpetersäure-haltiger Wolkenpartikeln (Denitrifizierung) eine wichtige Rolle. Durch gleichen Sedimentationsprozess von PSC Elementen wird der Stratosphäre des weiteren Wasserdampf entzogen (Dehydrierung). Beide Prozesse begünstigen einen länger andauernden stratosphärischen Ozonabbau im polaren Frühling.rnGerade im Hinblick auf die Denitrifikation durch Sedimentation größerer PSC-Partikel werden in dieser Arbeit neue Resultate von in-situ Messungen vorgestellt, die im Rahmen der RECONCILE-Kampagne im Winter des Jahres 2010 an Bord des Höhenforschungs-Flugzeugs M-55 Geophysica durchgeführt wurden. Dabei wurden in fünf Flügen Partikelgrößenverteilungen in einem Größenbereich zwischen 0,5 und 35 µm mittels auf der Lichtstreuung basierender Wolkenpartikel-Spektrometer gemessen. Da polare Stratosphärenwolken in Höhen zwischen 17 und 30 km auftreten, sind in-situ Messungen vergleichsweise selten, so dass noch einige offene Fragen bestehen bleiben. Gerade Partikel mit optischen Durchmessern von bis zu 35µm, die während der neuen Messungen detektiert wurden, müssen mit theoretischen Einschränkungen in Einklang gebracht werden. Die Größe der Partikel wird dabei durch die Verfügbarkeit der beteiligten Spurenstoffe (Wasserdampf und Salpetersäure), die Sedimentationsgeschwindigkeit, Zeit zum Anwachsen und von der Umgebungstemperatur begrenzt. Diese Faktoren werden in der vorliegenden Arbeit diskutiert. Aus dem gemessenen Partikelvolumen wird beispielsweise unter der Annahme der NAT-Zusammensetzung (Nitric Acid Trihydrate) die äquivalente Konzentration des HNO 3 der Gasphase berechnet. Im Ergebnis wird die verfügbare Konzentration von Salpetersäure der Stratosphäre überschritten. Anschließend werden Hypothesen diskutiert, wodurch das gemessene Partikelvolumen überschätzt worden sein könnte, was z.B. im Fall einer starken Asphärizität der Partikel möglich wäre. Weiterhin wurde eine Partikelmode unterhalb von 2-3µm im Durchmesser aufgrund des Temperaturverhaltens als STS (Supercooled Ternary Solution droplets) identifiziert.rnUm die Konzentration der Wolkenpartikel anhand der Messung möglichst genau berechnen zu können, muss das Messvolumen bzw. die effektive Messfläche der Instrumente bekannt sein. Zum Vermessen dieser Messfläche wurde ein Tröpfchengenerator aufgebaut und zum Kalibrieren von drei Instrumenten benutzt. Die Kalibration mittels des Tröpfchengenerators konzentrierte sich auf die Cloud Combination Probe (CCP). Neben der Messfläche und der Größenbestimmung der Partikel werden in der Arbeit unter Zuhilfenahme von Messungen in troposphärischen Wolken und an einer Wolkensimulationskammer auch weitere Fehlerquellen der Messung untersucht. Dazu wurde unter anderem die statistische Betrachtung von Intervallzeiten einzelner Messereignisse, die in neueren Sonden aufgezeichnet werden, herangezogen. Letzteres ermöglicht es, Messartefakte wie Rauschen, Koinzidenzfehler oder „Shattering“ zu identifizieren.rn