A Simple Approach to Evaluating the Stability of Optimal Portfolios

2014 ◽  
Author(s):  
Zhongjin Yang ◽  
Keli Han ◽  
Marat Molyboga ◽  
Georgiy Molyboga
Author(s):  
Jean B. Chabi Orou

A simple approach is proposed in this chapter to get started on the synchronization of oscillators study. The basics are given in the beginning such that the reader can get quickly familiar with the main concepts which lead to many kinds of synchronization configurations. Chaotic synchronization is next addressed and is followed by the stability of the synchronization issue. Finally, a short introduction of the influence of noise on the synchronization process is mentioned.


2016 ◽  
Vol 17 (3-4) ◽  
Author(s):  
Gernot Hochleitner ◽  
Almoatazbellah Youssef ◽  
Andrei Hrynevich ◽  
Jodie N. Haigh ◽  
Tomasz Jungst ◽  
...  

AbstractAdditive manufacturing with electrohydrodynamic direct writing is a promising approach for the production of polymeric microscale objects. In this study we investigate the stability of one such process, melt electrospinning writing, to maintain accurate placement of the deposited fibre throughout the entire print. The influence of acceleration voltage and feeding pressure on the deposited poly(ε-caprolactone) fibre homogeneity is described, and how this affects the variable lag of the jet drawn by the collector movement. Three classes of diameter instabilities were observed that led to poor printing quality: (1) temporary pulsing, (2) continuous pulsing, and (3) regular long bead defects. No breakup of the electrified jet was observed for any of the experiments. A simple approach is presented for the melt electrospinning user to evaluate fibre writing integrity, and adjust the processing parameters accordingly to achieve reproducible and constant diameter fibres.


1989 ◽  
Vol 111 (3) ◽  
pp. 351-353
Author(s):  
Wen Zhang

The paper is devoted to the estimation of the lower bound of the stability threshold speed (STS) of a flexible rotor system supported in fluid-film bearings. It is proved theoretically that the STS of any multi-degree-of-freedom flexible rotor system is always higher than the STS of the corresponding equivalent single disk rotor. The conclusion offers us a simple approach to estimate the STS of any actual rotor system and provides a theoretical foundation for the approach.


2016 ◽  
Vol 502 (1-2) ◽  
pp. 18-27 ◽  
Author(s):  
Sneha Subramanian ◽  
Iftikhar Khan ◽  
Oshadie Korale ◽  
Mohamed Albed Alhnan ◽  
Waqar Ahmed ◽  
...  

Buildings ◽  
2019 ◽  
Vol 9 (10) ◽  
pp. 216
Author(s):  
Shehu ◽  
Angjeliu ◽  
Bilgin

In the last decades, the possibility to use the inelastic capacities of structures have driven the seismic design philosophy to conceive structures with ductile elements, able to obtain large deformations without compromising structural safety. In particular, the utilization of high-strength elements combined with the purpose of reducing inertial masses of the construction has highlighted the second-order effect as a result of the “lightweight” structure’s flexibility. Computational aspects of inclusion of the second-order effects in the structural analysis remain an open issue and the most common method in the current design practices uses the stability coefficient θ. The stability coefficient estimates the ratio between the second-order effect and lateral loads’ effects. This coefficient is used then to amplify the lateral loads’ effects in order to consider the second-order effects, within a certain range proposed by codes of practices. In the present paper, we propose a simple approach, as an alternative to the stability coefficient method, in order to take into consideration P-Delta effects for earthquake-resisting ductile frame structures in the design process. The expected plastic deformations, which can be assessed by the behavior factor and the elastic deformations of the structure, are expected to magnify the P-Delta effects compared to those estimated from an elastic approach. The real internal forces are approximated by modifying the stiffness matrix of the structure in such a way as to provide a compatible amplification effect. This concept is herein implemented with a three-step procedure and illustrated with well-documented case studies from the current literature. The obtained results show that the method, although simple, provides a good approximation compared to more refined and computationally expensive methods. The proposed method seems promising for facilitating the design computations and increasing the accuracy of the internal forces considering the second-order effects and the amplification from the inelastic deformations.


PeerJ ◽  
2016 ◽  
Vol 4 ◽  
pp. e2136 ◽  
Author(s):  
Oscar D. Luna-Martínez ◽  
Abraham Vidal-Limón ◽  
Miryam I. Villalba-Velázquez ◽  
Rosalba Sánchez-Alcalá ◽  
Ramón Garduño-Juárez ◽  
...  

Mutating residues has been a common task in order to study structural properties of the protein of interest. Here, we propose and validate a simple method that allows the identification of structural determinants; i.e., residues essential for preservation of the stability of global structure, regardless of the protein topology. This method evaluates all of the residues in a 3D structure of a given globular protein by ranking them according to their connectivity and movement restrictions without topology constraints. Our results matched up with sequence-based predictors that look up for intrinsically disordered segments, suggesting that protein disorder can also be described with the proposed methodology.


2016 ◽  
Vol 25 (1) ◽  
pp. 37-45
Author(s):  
Zhongjin Yang ◽  
Keli Han ◽  
Marat Molyboga ◽  
Georgiy Molyboga

2020 ◽  
Author(s):  
Hao Qu ◽  
Qihui Ma ◽  
Lu Wang ◽  
Yu Mao ◽  
Michael Eisenstein ◽  
...  

AbstractFolding energy offers a useful metric for characterizing the stability and function of aptamers. However, experimentally measuring the folding energy is challenging and there is currently no general technique to measure this parameter directly. In this work, we present a simple approach for measuring aptamer folding energy. First, the aptamer is stretched under equilibrium conditions with a double-stranded DNA “molecular clamp” that is coupled to the aptamer ends. We then measure the total internal energy of stressed DNA molecules using time-lapse gel electrophoresis and compare the folding and unfolding behavior of molecular clamp-stressed molecules that incorporate either the aptamer or unstructured random single-stranded DNA in order to derive the aptamer folding energy. Using this approach, we measured a folding energy of 10.40 kJ/mol for the HD22 thrombin aptamer, which is consistent with other predictions and estimates. We also analyzed a simple hairpin structure, generating a folding energy result of 9.05 kJ/mol, consistent with the value predicted by computational models (9.24 kJ/mol). We believe our strategy offers an accessible and generalizable approach for obtaining such measurements with virtually any aptamer.


Symmetry ◽  
2019 ◽  
Vol 11 (4) ◽  
pp. 518 ◽  
Author(s):  
Janak Raj Sharma ◽  
Deepak Kumar ◽  
Ioannis K. Argyros

Many higher order multiple-root solvers that require derivative evaluations are available in literature. Contrary to this, higher order multiple-root solvers without derivatives are difficult to obtain, and therefore, such techniques are yet to be achieved. Motivated by this fact, we focus on developing a new family of higher order derivative-free solvers for computing multiple zeros by using a simple approach. The stability of the techniques is checked through complex geometry shown by drawing basins of attraction. Applicability is demonstrated on practical problems, which illustrates the efficient convergence behavior. Moreover, the comparison of numerical results shows that the proposed derivative-free techniques are good competitors of the existing techniques that require derivative evaluations in the iteration.


2011 ◽  
Vol 57 (2) ◽  
pp. 286-290 ◽  
Author(s):  
David M Nathan ◽  
Michael W Steffes ◽  
Wanjie Sun ◽  
Gregory P Rynders ◽  
John M Lachin

BACKGROUND Determining the stability of stored samples for assays that were not available at the time of original collection is problematic. To assess sample stability for a relatively new assay of glycated albumin (GA), we first measured GA in fresh samples and in samples stored for 19–23 years. We then compared the regression of the contemporaneous glycohemoglobin (Hb A1c) values against the GA results from fresh vs stored samples, reasoning that similar slopes and intercepts would provide strong, albeit indirect, support for the stability of the stored samples for GA measurements. METHODS We assayed 90 samples frozen for 19–23 years and 90 fresh samples from participants in the Diabetes Control and Complications trial cohort for GA. Hb A1c was measured contemporaneously in fresh samples at each time period. A single normal-errors linear model regressed the Hb A1c values on the GA, with an additional effect for collection period (fresh vs stored for GA) and the interaction of period and GA. RESULTS Analysis of the regressions lines between GA and Hb A1c revealed intercepts (3.69 and 2.97 for the fresh and stored samples, respectively) and slopes (0.198 vs 0.187) that were not significantly different (P = 0.182 and P = 0.639, respectively). CONCLUSIONS This simple approach can be used to assess the stability of stored samples in new assays. Samples stored for as long as 23 years are suitable for the GA assay.


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