Search Results - (Author, Cooperation:T. S. Ho)

2015-03-15

American Association for the Advancement of Science (AAAS)

0036-8075

1095-9203

Biology

Chemistry and Pharmacology

Computer Science

Medicine

Natural Sciences in General

Physics

Antibodies, Monoclonal, Humanized/*therapeutic use ; Antineoplastic Agents/*therapeutic use ; CD8-Positive T-Lymphocytes/immunology ; Carcinoma, Non-Small-Cell Lung/*drug therapy/*genetics/immunology ; Cohort Studies ; DNA Repair/genetics ; Disease-Free Survival ; Drug Resistance, Neoplasm/*genetics ; Humans ; Lung Neoplasms/*drug therapy/*genetics/immunology ; Mutation ; Programmed Cell Death 1 Receptor/*antagonists & inhibitors ; Smoking/genetics

2018-03-28

The American Society for Microbiology (ASM)

0066-4804

1098-6596

Biology

Medicine

1468-036X

Blackwell Publishing Journal Backfiles 1879-2005

Economics

We consider portfolios whose returns depend on at least three variables and show the effect of the correlation structure on the probabilities of the extreme outcomes of the portfolio return, using a multivariate binomial approximation. the portfolio risk is then managed by using derivatives. We illustrate this risk management both with simple options, whose payoff depends upon only one of the underlying variables, and with more complex instruments, whose payoffs (and values) depend upon the correlation structureThe question of benchmarking portfolio performance is complicated by the use of derivatives, especially complex derivatives, since these instruments fundamentally alter the distribution of returns. We use the multivariate binomial model to set performance benchmarks for multicurrency, international portfolios. Our model is illustrated using a simple example where a German institution invests a proportion of its funds in Germany equities and the remainder in UK equities. Portfolio performance is measured in Deutsche Marks and depends upon (1) the DAX index, (2) the FTSE index and (3) the Deutsche Mark-Sterling exchange rate.The output of the model is a simulation of possible outcomes from the portfolio hedging strategy. the difference in our methodology is that we are able to retain the simplicity of the binomial distribution, used extensively in the analysis of options, in a multivariate context. This is achieved by building three (or more) binomial trees for the individual variables and capturing the correlation structure with the use of varying conditional probabilities.

Electronic Resource

1089-7690

AIP Digital Archive

Physics

Chemistry and Pharmacology

Three-body interactions in a homonuclear van der Waals bound trimer (the 1 4A2′ state of Na3) are studied spectroscopically for the first time using laser induced emission spectroscopy on a liquid helium nanodroplet coupled with ab initio calculations. The van der Waals bound, spin polarized sodium trimers are prepared via pickup by, and selective survival in, a beam of helium clusters. Laser excitation from the 1 4A2′ to the 2 4E′ state, followed by dispersion of the fluorescence emission, allows for the resolution of the structure due to the vibrational levels of the lower state and for the gathering of precise information on the three-body interatomic potential. From previous experiments on Na2 we know that the presence of the liquid helium perturbs the spectra by a very small amount [see J. Higgins et al., J. Phys. Chem. 102, 4952 (1998)]. Ab initio potential energy calculations are carried out at 42 geometries of the lowest quartet state using the coupled cluster method at the single, double, and noniterative triple excitations level [CCSD(T)]. The full potential energy surface is obtained from the ab initio points using an interpolation procedure based on a Reproducing Kernel Hilbert Space (RKHS) methodology. This surface is compared to a second, constructed using an analytical model function for both the two-body interaction and the nonadditivity correction. The latter is calculated as the difference between the CCSD(T) points and the sum of the two-body interactions. The bound vibrational states are calculated using the two potential energy surfaces and are compared to the experimentally determined levels. The calculated bound levels are combined with an intensity calculation of the ν2″ mode of E′ symmetry derived from a Jahn–Teller analysis of the excited electronic state. The calculated frequencies of ν1″ and ν2″ are found to be 37.1 cm−1 and 44.7 cm−1, respectively, using the RKHS potential surface while values of 37.1 cm−1 and 40.8 cm−1 are obtained from the analytical potential. These values are found to be in good to fair agreement with those obtained from the emission spectrum and to be significantly different from any values calculated from additive potential energy surfaces. The 1 4A2′ Na3 potential energy surface is characterized by a D3h symmetry minimum of −850 cm−1 (relative to the three 3 2S Na atom dissociation limit) with a bond distance of 4.406 Å. This bond distance differs by about 0.8 Å from the value of 5.2 Å found for the sodium triplet dimer. This means that approximately 80% of the binding energy at the potential minimum is due to three-body effects. This strong nonadditivity is overwhelmingly due to the deformability of the valence electron density of the Na atoms which leads to a significant decrease of the exchange overlap energy in the trimer. © 2000 American Institute of Physics.

Electronic Resource

1089-7690

AIP Digital Archive

Physics

Chemistry and Pharmacology

This work describes an extension of the Reproducing Kernel Hilbert Space (RKHS) method, in conjunction with the Tikhonov regularization, for constructing potential energy surfaces, with correct asymptotic forms, from high quality experimental measurements. The method is applied to the construction of new, global potential energy curves of the two lowest states X 1Σg+ and a 3Σu+ of the sodium dimer using rovibrational spectral measurements. The exchange interaction of Na2 at intermediate and long ranges is accordingly derived and adopted for determining the ionization energy of the corresponding valence electron. It is found that the resulting ground-state X 1Σg+ dissociation energy 6022.025 (±0.049) cm−1 of Na2 agrees within the experimental errors with the most recent experimental value [6022.0286 (±0.0053) cm−1, Jones et al., Phys. Rev. A 54, R1006 (1996)]. The well depth of the a 3Σu+ state is determined to be 174.96 (±1.18) cm−1, compared to the Rydberg–Klein–Rees (RKR) value of 174.45 (±0.36) cm−1 [Li et al., J. Chem. Phys. 82, 1178 (1985)]. Moreover, the equilibrium positions of both RKHS potential curves, 3.0796 (±0.0010) Å for the X 1Σg+ state and 5.089 (±0.062) Å for the a 3Σu+ state, are in excellent agreement with previously determined RKR results of 3.079 53 Å [Babaky and Hussein, Can. J. Phys. 67, 912 (1989)] and 5.0911 Å (Li et al.), respectively. The experimentally determined values of the equilibrium position and well depth for the a 3Σu+ state differ from recent theoretical values of 5.192 Å and 177.7 cm−1 obtained by highly accurate ab initio calculations [Gutowski, J. Chem. Phys. 110, 4695 (1999)]. Finally, both RKHS potential curves at large distances reproduce very recent theoretical dispersion coefficients within 1.0×10−5 percentage errors. © 2000 American Institute of Physics.

Electronic Resource

0368-1874

Elsevier Journal Backfiles on ScienceDirect 1907 - 2002

Chemistry and Pharmacology

Electronic Resource

0009-2614

Elsevier Journal Backfiles on ScienceDirect 1907 - 2002

Chemistry and Pharmacology

Physics

Electronic Resource

0009-2614

Elsevier Journal Backfiles on ScienceDirect 1907 - 2002

Chemistry and Pharmacology

Physics

Electronic Resource

0009-2614

Elsevier Journal Backfiles on ScienceDirect 1907 - 2002

Chemistry and Pharmacology

Physics

Electronic Resource

0009-2614

Elsevier Journal Backfiles on ScienceDirect 1907 - 2002

Chemistry and Pharmacology

Physics

Electronic Resource