817 research outputs found
Shortcomings of a parametric VaR approach and nonparametric improvements based on a non-stationary return series model
No full textA non-stationary regression model for financial returns is examined theoretically in this paper. Volatility dynamics are modelled both exogenously and deterministic, captured by a nonparametric curve estimation on equidistant centered returns. We prove consistency and asymptotic normality of a symmetric variance estimator and of a one-sided variance estimator analytically, and derive remarks on the bandwidth decision. Further attention is paid to asymmetry and heavy tails of the return distribution, implemented by an asymmetric version of the Pearson type VII distribution for random innovations. By providing a method of moments for its parameter estimation and a connection to the Student-t distribution we offer the framework for a factor-based VaR approach. The approximation quality of the non-stationary model is supported by simulation studies. --heteroscedastic asset returns,non-stationarity,nonparametric regression,volatility,innovation modelling,asymmetric heavy-tails,distributional forecast,Value at Risk (VaR)
KONFLIK BATIN TOKOH YUICHI TANABE PADA NOVEL 'KITCHEN' KARYA BANANA YOSHIMOTO
No full textManusia akan berusaha memutuskan pilihan terbaik dalam hidupnya. Namun pada kenyatannya manusia kerap kali menghadapi kebimbangan dalam menentukan mana keputusan yang baik atau buruk yang pada akhirnya memicu konflik batin dalam dirinya. Konflik batin sering terjadi pada diri tiap orang, contoh paling sederhana adalah ketika seseorang ingin melanjutkan tidurnya di pagi hari namun ia sadar ia harus bangun dan berangkat bekerja. Jika ia memilih tidur ia akan terlambat bekerja, jika ia memilih bangun ia akan bekerja dalam keadaan masih mengantuk. Dalam hal ini tidur disebut dengan gagasan menyenangkan sedangkan bangun untuk bekerja disebut dengan gagasan tidak menyenangkan. Gagasan mana yang akan dipilih ini tentunya memiliki konsekuensinya masing-masing. Penulis mengambil contoh konflik batin yang digambarkan secara mendetail melalui karya sastra berupa novel berjudul Kitchen karya Banana Yoshimoto. Penulis menemukan penggambaran konflik yang dialami oleh tokoh bernama Yuichi Tanabe pada novel ini. Metode yang digunakan dalam pengambilan data adalah studi literatur. Tujuan penulisan makalah ini adalah menemukan bentuk dari konflik batin yang dialami Yuichi lalu pilihan mana yang akhirnya diputuskan Yuichi ketika mengalami konflik tersebut. Ditemukan 19 data berisi konflik batin yang dialami Yuichi, dan 14 di antaranya merupakan pilihan dengan sifat tidak menyenangkan. Hal ini disebabkan Yuichi punya pengalaman traumatik karena meninggalnya Eriko, ayah kandung Yuichi yang mengubah dirinya menjadi wanita. Pada akhirnya konflik batin yang dialami Yuichi sirna karena Yuichi membuka dirinya terhadap tokoh utama novel ini yaitu gadis bernama Mikage Sakurai.
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Humans will try to decide the best choice in life. But in reality, humans often face indecision in determining which decision is good or bad, which in turn triggers inner conflict within themselves. Inner conflict often occurs in everyone, the simplest example is when someone wants to continue sleeping in the morning but he realizes he has to get up and go to work. If he chooses to sleep he will be late for work, if he chooses to wake up he will work while still sleepy. In this case sleeping is called a pleasant idea while getting up for work is called an unpleasant idea. Which idea to choose has its own consequences. The author takes an example of inner conflict that is described in detail through a literary work in the form of a novel entitled Kitchen by Banana Yoshimoto. The author finds the depiction of conflict experienced by a character named Yuichi Tanabe in this novel. The method used in data collection is literature study. The purpose of writing this paper is to find the form of inner conflict experienced by Yuichi and then which choice Yuichi finally decided when experiencing the conflict. Found 19 data containing inner conflict experienced by Yuichi, and 14 of them are choices with unpleasant properties. This is because Yuichi had a traumatic experience due to the death of Eriko, Yuichi's biological father who turned into a woman. In the end, the inner conflict experienced by Yuichi disappeared because Yuichi opened himself to the main character of this novel, a girl named Mikage Sakurai
Analysis of Amae's Behavior Reflected in the Characters of Mikage and Yuichi in the Novel "Kitchen" Works Yoshimoto Banana
No full textJapan has a unique culture called "Amae" which describes the behavior of a person's dependence on others for attention and affection. This concept is explored in the novel "Kitchen" by Yoshimoto Banana. The research theory used is the moral approach and sociological aspects in the novel. In this research, the author specializes in describing amae behavior as reflected in the characters Mikage and Yuichi in the novel Kitchen and describes the lives of Mikage and Yuichi with the concept of amae. The results of the research show that amae's behavior is reflected in the characters Mikage and Yuichi and explains the lives of the characters Mikage and Yuichi with the concept of amae used by the author in the novel "Kitchen" through three sub-concepts, namely kuyami (feeling regret), toriiru (attracting attention), and tanomu (relying on oneself). These concepts show that good relationships can provide motivation and survival for the characters Mikage and Yuichi. In the novel, the concept of amae is a real example of how Japanese society interacts, influences and relates to its social environment.48 pagesSkripsi Sarjan
Pulsatory rise of microbubble swarm along a vertical wall
No full textBased on the experimental finding that microbubble swarms dramatically promote heat transfer from a vertical heated wall, despite their potentially adiabatic nature, tests of microbubble fluid mechanics in the isothermal state are performed to clarify the unique motion characteristics of microbubble swarms. At constant bubble flow rate, the microbubble swarm shows a significant pulsatory rise along a vertical flat wall, particularly for small bubbles. Particle tracking velocimetry applied to the microbubbles shows that a two-way interaction between the microbubbles and the liquid flow self-excites the pulsation during their co-current rise. The sequence consists of the following processes: (i) increase in the bubble number density close to the wall as a result of the liquid velocity gradient driven by the microbubbles themselves; (ii) wave generation inside the microbubble swarm to induce the pulsatory rise of the swarm; and (iii) amplification of the waves, which results in void-bursting motion in the final stage
Luminescent lanthanide coordination polymers with transformative energy transfer processes for physical and chemical sensing applications
No full textThe photophysical process of lanthanide(III) ion is based on the 4f-4f transition, which is the Laporte forbidden with narrow emission band and long emission lifetime. The 4f-4f emission process is affected by introducing aromatic organic ligands. In this review, recent progress of one-, two-, and three-dimensional polymer-typed lanthanide complexes, luminescent lanthanide coordination polymers, are focused for physical and chemical sensing applications. Their changeable luminescence depended on the physical and chemical environments come from the energy transfer between lanthanide(III) ions and aromatic organic ligands. The characteristic physical (temperature, pressure, pH and mechanical force) and chemical (adsorption of metal ions and molecules) sensitive luminescence of lanthanide coordination polymers are useful for future sensing applications
Luminescent Europium(III) Coordination Zippers Linked with Thiophene-Based Bridges
No full textNovel Eu-III coordination polymers [Eu(hfa)(3)(dpt)](n)(dpt: 2,5-bis(diphenylphosphoryl)thiophene) and [Eu(hfa)(3)(dpedot)](n) (dpedot: 2,5-bis(diphenylphosphoryl)ethylenedioxythiophene) with hydrogen-bonded zipper structures are reported. The coordination polymers are composed of Eu-III ions, hexafluoroacetylacetonato ligands, and thiophene-based phosphine oxide bridges. The zig-zag orientation of single polymer chains induced the formation of densely packed coordination structures with multiple intermolecular interactions, resulting in thermal stability above 300 degrees C. They exhibit a high intrinsic emission quantum yield (ca. 80%) due to their asymmetrical and low-vibrational coordination structures around Eu-III ions. Furthermore, the characteristic alternative orientation of substituents also contributes to the dramatically high ligand-to-metal energy transfer efficiencies of up to 80% in the solid state
Triboluminescence of Lanthanide Coordination Polymers with Face-to-Face Arranged Substituents
No full textLuminescence upon the grinding of solid materials (triboluminescence, TL) has long been a puzzling phenomenon in natural science and has also attracted attention because of its broad application in optics. It has been generally considered that the TL spectra exhibit similar profiles as those of photoluminescence (PL), although they occur from distinct stimuli. Herein, we describe for the first time a large spectral difference between these two physical phenomena using lanthanide(III) coordination polymers with efficient TL and PL properties. They are composed of emission centers (Tb-III and Eu-III ions), antenna (hexafluoroacetylacetonate=hfa), and bridging ligands (2,5-bis(diphenylphosphoryl)furan=dpf). The emission color upon grinding (yellow TL) is clearly different from that upon UV irradiation (reddish-orange PL) in Tb-III/Eu-III-mixed coordination polymers [Tb,Eu(hfa)(3)(dpf)](n) (Tb/Eu=1). The results directly indicate the discrete excitation processes of PL and TL
コサイスミックな地下水変化のメカニズムの研究 - 異なる歪レスポンス特性を持つ複数の帯水層から成る地下水モデルを用いた解釈
No full text京都大学0048新制・課程博士博士(理学)甲第7661号理博第2046号新制||理||1090(附属図書館)UT51-99-G255京都大学大学院理学研究科地球惑星科学専攻(主査)教授 島田 充彦, 教授 奥西 一夫, 教授 尾池 和夫学位規則第4条第1項該当Doctor of ScienceKyoto UniversityDA
Photoswitchable Faraday effect in EuS-Au nanosystems
No full textEffective photoswitchable europium sulfide nanocrystals with gold nanoparticles using dithiol (DDT: 1,10-decanedithiol) joint molecules, EuS-Au nanosystems, are demonstrated. The TEM image indicates the formation of EuS-Au nanosystems composed of cube-shaped EuS nanocrystals and spherical Au nanoparticles. Under visible-light irradiation, a drastic change of absorption band of EuS-Au nanosystems at around 600 nm was observed. The Faraday effects of EuS-Au nanosystems were estimated using magnetic circular dichroism (MCD) measurements. The effective change of the MCD spectra of EuS-Au nanosystems under visible-light irradiation was successfully observed at around 670 nm for the first time. The effective reversible changes in MCD spectra with the alternative irradiation cycles of visible light (>440 nm) and dark are also presented. The decrease rate of rotation angle at 670 nm of EuS-Au nanosystems is larger than that of absorbance. These results indicate that the effective change of MCD spectra of EuS-Au nanosystems would be dominated not only by a drastic change of absorption band related to enhanced LSPR of Au nanoparticles but also by specific interaction between EuS and Au in nanosystem under irradiation
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