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A generic model for risk-based food inspection in Canada: assessment of initial biological hazards and risk ranking for inspectionMarmah, Nana 27 October 2014 (has links)
Risk-based inspection provides a framework whereby inspection resources can be prioritized and targeted towards foods that pose the highest risk to human health. To provide a risk assessment of the initial biological hazards associated with foods consumed, criteria related to hazard identification, hazard characterization and exposure assessment were developed for all foods inspected by the Canadian Food Inspection Agency.Using Canadian scientific data, food-pathogen pairs most responsible for foodborne illness were developed and ranked. To characterize the overall population burden of these food-pathogen pairs, a model adapted from the European Food Safety Authority (EFSA) was developed which incorporated criteria related to pathogen characteristics and probability of exposure of humans by food.The top risk-ranked food-pathogen pairs were Campylobacter spp. and poultry, pathogenic Escherichia coli and beef, Salmonella spp. and poultry, Salmonella spp. and produce, and Campylobacter spp. and dairy.
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Optimal Pairs Trading: Static and Dynamic ModelsZhengqin, Zeng 07 July 2014 (has links)
Pairs trading has been a popular statistical arbitrage strategy among hedge funds. One important research field in pairs trading is to maximize the return under differential constraints and assumptions. In this thesis, we develop two models to optimize the performance of pairs trading. In the static model, we find the analytic solution of optimal thresholds for pairs trading to maximize the long run profit per unit time. Comparison is made between the optimal rules we developed and the common practice. To overcome limitations of the static model, we extend our research to dynamic pairs trading, where a continuous time Markov chain is used to model the change of parameters. Our objective is to maximize the expected return in the finite horizon under the Constant Relative Risk Aversion (CRRA) utility. Numerical examples are presented to illustrate the impact of price limits, risk aversion rate and regime switching on consumers' investment decision.
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Um estudo sobre certos invariantes homológicos relativos duaisGazon, Amanda Buosi [UNESP] 02 March 2012 (has links) (PDF)
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gazon_ab_me_sjrp.pdf: 514461 bytes, checksum: a28c7f2428994893238d1ea3bcd3a9b1 (MD5) / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / Baseado na teoria de cohomologia de grupos, Andrade e Fanti definiram um invariante algébrico, denotado por E(G;S;M), onde G é um grupo, S é uma família de subgrupos de G de índice finito e Mé um Z 2G-módulo. O objetivo deste trabalho é definir um invariante dual a E(G;S;M), que denotaremos por E (G;S;M), utilizando a homologia de grupos em vez da cohomologia. Com este invariante, obtemos diversos resultados e aplicações, principalmente nas teorias de grupos e pares de dualidade e de decomposição de grupos. Estes resultados fornecem uma maneira alternativa de obter aplicações e propriedades nestas teorias. E, para desenvolver este trabalho, estudamos as teorias de (co)homologia absoluta e relativa de grupos, bem como suas interpretações topológicas, e a teoria de grupos e pares de dualidade / Based on the cohomology theory of groups, Andrade and Fanti defined an algebraic invariant, denoted by E(G;S;M), where G is a group, S is a family of subgroups of G with nite index and M is a Z 2G-module. The purpose of this work is to define a dual invariant of E(G;S;M), which we denote by E (G;S;M), using the homology of groups instead of cohomology. With this invariant, we obtain many results and applications, especially in the duality and splitting theories of groups. These results provide an alternative way to get applications and properties in these theories. And to develop this work, we studied the absolute and relative (co)homology theories of groups, as well as their topological interpretations, and the theories of duality groups and pairs
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Swedish Equities: Casanovas or commited Cointegrated partnersFors, Alexander, Markiewicz, Ossian January 2016 (has links)
This thesis investigates the long-run stability of Cointegrated pairs in the Swedish Equity Market. Stability is evaluated by estimating pairs in an in-sample period then rolling the win- dow forward. A Pairs Trading strategy is then applied to the estimated pairs and traded out-of-sample. The relationships are found to diminish over time and most break o. Negative compound annual growth rates are obtained for the period. However there are enough lasting cointegrating relationships for the strategy to be applicable but the returns are highly dependent on the complexity of the trading rules.
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Transition Metal Complexes and Main Group Frustrated Lewis Pairs for Stoichiometric and Catalytic P-P and H-H Bond ActivationGeier, Stephen 15 February 2011 (has links)
Stoichiometric and catalytic small molecule activation reactions are vital for the synthesis of new materials. The activation of phosphorus-hydrogen or phosphorus-phosphorus bonds allows for the facile synthesis of new phosphorus-containing molecules for a wide variety of applications.1
An investigation of the P-H dehydrocoupling reaction was undertaken utilizing two rhodium(I) based catalysts. Over the course of this investigation it was found that the Rh(I) systems were also active catalysts for the reverse reaction: phosphorus-phosphorus bond hydrogenation (and hydrosilylation). This reaction was exploited for the synthesis of novel phosphines from P-P bound species. Molecules with P-P bonds were reacted in a stoichiometric fashion with the catalyst precursor, producing a variety of novel species with interesting bonding features which shed some light on the reaction mechanism.
Following the discovery in 2006 that a linked phosphine-borane system could reversibly activate hydrogen2 a tremendous effort has been put forth to understand and expand this unprecedented reactivity.3,4 This new archetype for metal-free small molecule activation, containing a bulky Lewis acid and Lewis base which are unable to bond directly due to steric repulsion, has been termed a “frustrated Lewis pair” (FLP).3,4
The FLP concept is expanded to include bulky P-P bound species, pyridines and P-O bound Lewis bases as partners for B(C6F5)3. In some cases small molecule activation produced ion pairs or zwitterions related to those found for reactions with tertiary phosphines,3,4 but in others novel reaction pathways were discovered including phosphorus-phosphorus bond cleavage, catalytic hydrogenations and the formation of novel intramolecular FLPs. An unexpected situation was observed for the pair of 2,6-lutidine with B(C6F5)3, where adduct formation was observed along with free Lewis acid and base, but H2 activation by the FLP proceeded smoothly.
Covalently bound phosphinoboranes of the general formula R2PB(C6F5)2 are synthesized. While systems with small R groups dimerized, monomers existed for cases with bulkier R groups. These monomers were found to exhibit extraordinarily short phosphorus-boron bonds yet were still capable of H2 activation analogous to bimolecular phosphine-borane systems. These systems also showed unique reactivity with Lewis acids and Lewis bases.
This work further demonstrates the broad and general utility of the FLP concept in the synthesis of new materials and in catalytic transformations.
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Transition Metal Complexes and Main Group Frustrated Lewis Pairs for Stoichiometric and Catalytic P-P and H-H Bond ActivationGeier, Stephen 15 February 2011 (has links)
Stoichiometric and catalytic small molecule activation reactions are vital for the synthesis of new materials. The activation of phosphorus-hydrogen or phosphorus-phosphorus bonds allows for the facile synthesis of new phosphorus-containing molecules for a wide variety of applications.1
An investigation of the P-H dehydrocoupling reaction was undertaken utilizing two rhodium(I) based catalysts. Over the course of this investigation it was found that the Rh(I) systems were also active catalysts for the reverse reaction: phosphorus-phosphorus bond hydrogenation (and hydrosilylation). This reaction was exploited for the synthesis of novel phosphines from P-P bound species. Molecules with P-P bonds were reacted in a stoichiometric fashion with the catalyst precursor, producing a variety of novel species with interesting bonding features which shed some light on the reaction mechanism.
Following the discovery in 2006 that a linked phosphine-borane system could reversibly activate hydrogen2 a tremendous effort has been put forth to understand and expand this unprecedented reactivity.3,4 This new archetype for metal-free small molecule activation, containing a bulky Lewis acid and Lewis base which are unable to bond directly due to steric repulsion, has been termed a “frustrated Lewis pair” (FLP).3,4
The FLP concept is expanded to include bulky P-P bound species, pyridines and P-O bound Lewis bases as partners for B(C6F5)3. In some cases small molecule activation produced ion pairs or zwitterions related to those found for reactions with tertiary phosphines,3,4 but in others novel reaction pathways were discovered including phosphorus-phosphorus bond cleavage, catalytic hydrogenations and the formation of novel intramolecular FLPs. An unexpected situation was observed for the pair of 2,6-lutidine with B(C6F5)3, where adduct formation was observed along with free Lewis acid and base, but H2 activation by the FLP proceeded smoothly.
Covalently bound phosphinoboranes of the general formula R2PB(C6F5)2 are synthesized. While systems with small R groups dimerized, monomers existed for cases with bulkier R groups. These monomers were found to exhibit extraordinarily short phosphorus-boron bonds yet were still capable of H2 activation analogous to bimolecular phosphine-borane systems. These systems also showed unique reactivity with Lewis acids and Lewis bases.
This work further demonstrates the broad and general utility of the FLP concept in the synthesis of new materials and in catalytic transformations.
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An Empirical Assessment of Statistical Arbitrage : A Cointegrated Pairs Trading ApproachLoodh, Dennis, Carlsson, Daniel January 2015 (has links)
This paper assesses the aspect of market neutrality for a pairs trading strategy built on cointegration. This was conducted by evaluating the strategy?s performance during a negative market environment, 2007-06-01 to 2008-12-30, and a positive market environment, 2013-05-31 to 2014-12-30, for the stocks listed in the OMXS30 index. The results indicate market neutrality and that profitability of pairs trading is higher in prolonged periods of turbulence.
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A new approach to Pairs Trading : Using fundamental data to find optimal portfoliosJakobsson, Erik January 2015 (has links)
Since its’ invention at Morgan Stanley in 1987 pairs trading has grown to be one of the most common and most researched strategies for market neutral returns. The strategy identifies stocks, or other financial securities, that historically has co-moved and forms a trading pair. If the price relation is broken a short position is entered in the overperforming stock and a long in the underperforming. The positions are closed when the spread returns to the long-term relation. A pairs trading portfolio is formed by combining a number of pairs. To detect adequate pairs different types of data analysis has been used. The most common way has been to study historical price data with different statistical models such as the distance method. Gatev et al (2006) used this method and provided the most extensive research on the subject and this study will follow the standards set by that article and add new interesting factors. This is done through an investigation on how the analysis can be improved by using the stocks fundamental data, e.g. P/E, P/B, leverage, industry classification. This data is used to set up restrictions and Lasso models (type of regression) to optimize the trading portfolio and achieve higher returns. All models have been back-tested using S&P 500 stocks between 2001-04-01 and 2015-04-01 with portfolios changed every six months. The most important finding of the study is that restricting stocks to have close P/E-ratios combined with traditional price series analysis increases returns. The most conservative measure gives annual returns of 3.99% to 4.98% depending on the trading rules for this portfolio. The returns are significantly (5%-level) higher than those obtained by the traditional distance method. Considerable variations in return levels is shown to be created when capital commitments are changed and trading rules, transaction costs and restrictions on unique portfolio stocks are implemented. Further research regarding how analysis of P/E-ratios can improve pairs trading is suggested. The thesis has been written independently without an external client and studied an area that the author found interesting.
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Minimal contrasts and maximal oppositions : an evidence-based practice briefCrockett, Jeffrey Neil 07 August 2012 (has links)
This report presents a comprehensive review of efficacy studies for minimal contrasts therapy and maximal oppositions therapy. The target population was defined as children with phonological disorders who had no co-occurring impairments in hearing, receptive language, speech articulation, or oral-motor structure and function. Thirty three minimal contrasts studies from 1981 to 2008 and six maximal oppositions studies from 1990 to 2008 were identified. No studies from 2009 to 2012 were found. The majority of the studies were either Level III (descriptive studies, 34.2%) or Level IIb (quasi-experimental studies, 57.9%). Twenty three studies reported treatment duration, which ranged from six to 58 hours. Based on reports of treatment success and generalization to new linguistic and communicative contexts, it was found that minimal contrasts therapy has greater support in the literature. Additional studies using a uniform methodology will be needed to establish the validity of maximal oppositions therapy. Recommendations are made for future studies of minimal contrasts and maximal oppositions. / text
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The Activation of Small Molecules Employing Main Group and Transition Metal Frustrated Lewis PairsNeu, Rebecca C. 18 December 2012 (has links)
Combinations of sterically encumbered Lewis acids and Lewis bases are precluded from dative bond formation, failing to yield classical Lewis acid-base adducts. These unique systems are referred to as frustrated Lewis pairs (FLPs) and demonstrate a plethora of unique small molecule activations.Herein, the syntheses of phosphonium alkoxy- and aryloxyborate salts in addition to phosphonium thioborate salts are detailed. The scope of Lewis acid and base, alcohol and thiol, that are effective in this chemistry, is also detailed.
The syntheses of novel borate and boronate esters of the form B(OR)3 and (C6R4O2)B(C6F5) are detailed and applied in metal-free heterolytic dihydrogen activation with phosphines. The further study of a variety of perfluoroboranes in the activation of H2 with tertiary phosphines is also detailed. Derivatization of triarylboranes, boronate esters, borinic esters and chloroboranes by reaction with one or two equivalents of alky- or aryldiazomethane is achieved yielding the corresponding RR’C insertion products. The solid-state structures of the free boranes, in addition to Lewis base adducts of a sampling of these species, are detailed. Reactivity of the resulting sterically encumbered boranes in imine hydrogenations, H2 and XeF2 activation are also detailed.
Combinations of intermolecular frustrated Lewis pairs are found to react collaboratively to activate greenhouse gases such as carbon dioxide (CO2) and nitrous oxide (N2O), yielding the corresponding zwitterionic compounds R3P(CO2)BR2R’ and R3P(N2O)BR’3. Atom connectivity has been established via X-ray crystallographic studies and molecular structures and parameters are discussed. Subsequent exchange chemistry of both CO2 and N2O species with transition metal and other d-block Lewis acids are investigated and yield zwitterionic compounds and ion pairs which are otherwise unobtainable employing more conventional methods. Transition metal containing Lewis acids are employed in conjunction with tri(tert-butyl)phosphine for the FLP-mediated direct activation of N2O.
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