Portfolio Analysis of Financial Market Risks by Random Set Tools

A new approach to portfolio analysis of financial market risks by random set tools is considered. Despite many attempts, the consistent and global modeling of financial markets remains an open problem. In particular it remains a challenge to find a simple and tractable economic and probabilistic approach to market modeling. This paper attempts to highlight fundamental properties that a market model should possess. The paper suggests a random set approach as a probabilistic base of this model. Using this approach it is possible to establish a corresponding interactive market dynamics that involves a minimal number of sets. These sets include the set of capital surpluses, the set of capital within assets and the set of capital deficits. Several interesting properties related to random volatility of assets quality, probabilities of quality categories and defaults and matrices of transition probabilities of switching among categories can be derived. In addition the random set approach allows to derive the so called transition set-matrices, random set invariants of capital redistribution processes. Empirical evidence will be given that confirm these random set findings. The approach is also illustrated by collapses in U.S. financial markets in 90's and can be used to explain Russian default'98

Portfolio Analysis of Financial Market Risks by Random Set Tools

A new approach to portfolio analysis of financial market risks by random set tools is considered. Despite many attempts, the consistent and global modeling of financial markets remains an open problem. In particular it remains a challenge to find a simple and tractable economic and probabilistic approach to market modeling. This paper attempts to highlight fundamental properties that a market model should possess. The paper suggests a random set approach as a probabilistic base of this model. Using this approach it is possible to establish a corresponding interactive market dynamics that involves a minimal number of sets. These sets include the set of capital surpluses, the set of capital within assets and the set of capital deficits. Several interesting properties related to random volatility of assets quality, probabilities of quality categories and defaults and matrices of transition probabilities of switching among categories can be derived. In addition the random set approach allows to derive the so called transition set-matrices, random set invariants of capital redistribution processes. Empirical evidence will be given that confirm these random set findings. The approach is also illustrated by collapses in U.S. financial markets in 90's and can be used to explain Russian default'98

Network Technologies for Solving Tasks of Providing Geodynamic Safety of Urban Territory by the Example of the City of Krasnoyarsk

Исследование посвящено разработке компьютерных приложений, создаваемых на единой алгоритмической платформе для обработки больших массивов данных геомониторинга, оценки геодинамической опасности и направлено на обеспечение геодинамической безопасности урбанизированной территории в рамках концепции «умный город» на примере г. Красноярска. Инновационные решения, предлагаемые в исследовании, соответствуют современным сетевым технологиях применительно к распределённым земельным кадастровым реестрам, а также страхованию соответствующих рисков и другим задачам цифровой экономики. Исследование выполнено в рамках гранта «Методические подходы к формированию концепции создания проекта «Умный город (Smart City)» в контексте трендов развития цифровой экономики» при финансовой поддержке Красноярского краевого фонда поддержки научной и научно-технической деятельностиThe research is focused on the development of computer applications, designed on the single algorithmic platform to processing large amounts of geomonitoring data, assessing geodynamic hazards and aimed at providing geodynamic safety of urban territory in the frame of the concept “Smart City” by the example of the city of Krasnoyarsk. The innovative solutions suggested by the research conform to modern network technologies relating to distributed land cadastral registries as well as to the insurance of correspondent risks and other tasks of digital economy. The research has been conducted within the scope of the grant “Methodical approaches for development of a concept of designing project “Smart City in the context of digital economy development trends” with the financial support from the Krasnoyarsk Regional Fund of Support of Scientific and Technical Activitie

Surface/Interface Effects by Alkali Postdeposition Treatments of (Ag,Cu)(In,Ga)Se2 Thin Film Solar Cells

Ag alloying and the introduction of alkali elements through a postdeposition treatment are two approaches to improve the performance of Cu(In,Ga)Se2 (CIGS) thin film solar cells. In particular, a postdeposition treatment of an alkali metal fluoride of the absorber has shown a beneficial effect on the solar cells performance due to an increase in the open circuit voltage (VOC) for both (Ag,Cu)(In,Ga)Se2 (ACIGS) and CIGS based solar cells. Several reasons have been suggested for the improved VOC in CIGS solar cells including absorber surface and interface effects. Less works investigated how the applied postdeposition treatment influences the ACIGS absorber surface and interface properties and the subsequent buffer layer growth. In this work we employed hard X-ray photoelectron spectroscopy to study the chemical and electronic properties at the real functional interface between a CdS buffer and ACIGS absorbers that have been exposed to different alkali metal fluoride treatments during preparation. All samples show an enhanced Ag content at the CdS/ACIGS interface as compared to ACIGS bulk-like composition, and it is also shown that this enhanced Ag content anticorrelates with Ga content. The results indicate that the absorber composition at the near-surface region changes depending on the applied alkali postdeposition treatment. The Cu and Ga decrease and the Ag increase are stronger for the RbF treatment as compared to the CsF treatment, which correlates with the observed device characteristics. This suggests that a selective alkali postdeposition treatment could change the ACIGS absorber surface composition, which can influence the solar cell behavior.Title in Web of Science: Surface/Interface Effects by Alkali Postdeposition Treatments of (Ag,Cu)(In,Ga)Se-2 Thin Film Solar Cells</p

Controllable p-doping of graphene on Ir(111) by chlorination with FeCl(3).

The in situ chlorination of graphene on Ir(111) has been achieved by depositing FeCl(3) followed by its thermal decomposition on the surface into FeCl(2) and Cl. This process is accompanied by an intercalation of Cl under graphene and formation of an epitaxial FeCl(2) film on top, which can be removed upon further annealing. A pronounced hole doping of graphene has been observed as a consequence of the annealing-assisted intercalation of Cl. This effect has been studied by a combination of core-level and angle-resolved photoelectron spectroscopies (CL PES and ARPES, respectively), near-edge x-ray absorption fine structure (NEXAFS) spectroscopy and low-energy electron diffraction (LEED). The ease of preparation, the remarkable reproducibility of the doping level and the reversibility of the doping upon annealing are the key factors making chlorination with FeCl(3) a promising route for tuning the electronic properties in graphene

Estimation of Emergencies Risks on the Hydroelectric Power Station in Krasnoyarsk Region

Рассмотрены проблемы анализа природно-техногенной опасности и оценки территориальных рисков, связанных с крупными гидротехническими сооружениями. Предложен алгоритм расчета последствий аварий на гидротехнических сооружениях ГЭС, который состоит из разработки соответствующих цифровых карт на основе моделей рельефа расчетной области, подготовки исходных данных об исследуемом неблагоприятном процессе, расчетов параметров волны прорыва, оценки затопленных площадей и объектов, а также оценки ущерба при реализации выделенных сценариев аварий. Приведены примеры оценки последствий гипотетических аварийных ситуаций для Красноярской и Богучанской ГЭС.Problems of the analysis of nature and technogenic danger and estimation of the territorial risks connected with large hydraulic engineering constructions are considered. The calculation algorithm for failure after-effects on hydraulic engineering constructions of the hydroelectric power station is proposed. It consists of the following steps: development of digital cards based on models of the estimated area relief, preparation of initial data about adverse process considered, calculations of break wave parameters, estimation of the flooded areas and objects, and estimation of damage if the scripts of failures marked out are realized. Examples of hypothetical failures for Krasnoyarsk and Boguchan HPS are described

Estimation of Emergencies Risks on the Hydroelectric Power Station in Krasnoyarsk Region

Рассмотрены проблемы анализа природно-техногенной опасности и оценки территориальных рисков, связанных с крупными гидротехническими сооружениями. Предложен алгоритм расчета последствий аварий на гидротехнических сооружениях ГЭС, который состоит из разработки соответствующих цифровых карт на основе моделей рельефа расчетной области, подготовки исходных данных об исследуемом неблагоприятном процессе, расчетов параметров волны прорыва, оценки затопленных площадей и объектов, а также оценки ущерба при реализации выделенных сценариев аварий. Приведены примеры оценки последствий гипотетических аварийных ситуаций для Красноярской и Богучанской ГЭС.Problems of the analysis of nature and technogenic danger and estimation of the territorial risks connected with large hydraulic engineering constructions are considered. The calculation algorithm for failure after-effects on hydraulic engineering constructions of the hydroelectric power station is proposed. It consists of the following steps: development of digital cards based on models of the estimated area relief, preparation of initial data about adverse process considered, calculations of break wave parameters, estimation of the flooded areas and objects, and estimation of damage if the scripts of failures marked out are realized. Examples of hypothetical failures for Krasnoyarsk and Boguchan HPS are described

Effect of electron injection in copper-contacted graphene nanoribbons

For practical electronic device applications of graphene nanoribbons (GNRs), it is essential to have abrupt and well-defined contacts between the ribbon and the adjacent metal lead. By analogy with graphene, these contacts can induce electron or hole doping, which may significantly affect the I/V characteristics of the device. Cu is among the most popular metals of choice for contact materials. In this study, we investigate the effect of in situ intercalation of Cu on the electronic structure of atomically precise, spatially aligned armchair GNRs of width N = 7 (7-AGNRs) fabricated via a bottom-up method on the Au(788) surface. Scanning tunneling microscopy data reveal that the complete intercalation of about one monolayer of Cu under 7-AGNRs can be facilitated by gentle annealing of the sample at 80 °C. Angle-resolved photoemission spectroscopy (ARPES) data clearly reflect the one-dimensional character of the 7-AGNR band dispersion before and after intercalation. Moreover, ARPES and core-level photoemission results show that intercalation of Cu leads to significant electron injection into the nanoribbons, which causes a pronounced downshift of the valence and conduction bands of the GNR with respect to the Fermi energy (ΔE ~ 0.5 eV). As demonstrated by ARPES and X-ray absorption spectroscopy measurements, the effect of Cu intercalation is restricted to n-doping only, without considerable modification of the band structure of the GNRs. Post-annealing of the 7-AGNRs/Cu/Au(788) system at 200 °C activates the diffusion of Cu into Au and the formation of a Cu-rich surface Au layer. Alloying of intercalated Cu leads to the recovery of the initial position of GNR-related bands with respect to the Fermi energy (EF), thus, proving the tunability of the induced n-doping. [Figure not available: see fulltext.

Synthesis of armchair graphene nanoribbons from the 10,10 '-dibromo-9,9 '-bianthracene molecules on Ag(111) : the role of organometallic intermediates

We investigate the bottom-up growth of N = 7 armchair graphene nanoribbons (7-AGNRs) from the 10,10'-dibromo-9,9'-bianthracene (DBBA) molecules on Ag(111) with the focus on the role of the organometallic (OM) intermediates. It is demonstrated that DBBA molecules on Ag(111) are partially debrominated at room temperature and lose all bromine atoms at elevated temperatures. Similar to DBBA on Cu(111), debrominated molecules form OM chains on Ag(111). Nevertheless, in contrast with the Cu(111) substrate, formation of polyanthracene chains from OM intermediates via an Ullmann-type reaction is feasible on Ag(111). Cleavage of C-Ag bonds occurs before the thermal threshold for the surface-catalyzed activation of C-H bonds on Ag(111) is reached, while on Cu(111) activation of C-H bonds occurs in parallel with the cleavage of the stronger C-Cu bonds. Consequently, while OM intermediates obstruct the Ullmann reaction between DBBA molecules on the Cu(111) substrate, they are required for the formation of polyanthracene chains on Ag(111). If the Ullmann-type reaction on Ag(111) is inhibited, heating of the OM chains produces nanographenes instead. Heating of the polyanthracene chains produces 7-AGNRs, while heating of nanographenes causes the formation of the disordered structures with the possible admixture of short GNRs

Network Technologies for Solving Tasks of Providing Geodynamic Safety of Urban Territory by the Example of the City of Krasnoyarsk

Исследование посвящено разработке компьютерных приложений, создаваемых на единой алгоритмической платформе для обработки больших массивов данных геомониторинга, оценки геодинамической опасности и направлено на обеспечение геодинамической безопасности урбанизированной территории в рамках концепции «умный город» на примере г. Красноярска. Инновационные решения, предлагаемые в исследовании, соответствуют современным сетевым технологиях применительно к распределённым земельным кадастровым реестрам, а также страхованию соответствующих рисков и другим задачам цифровой экономики. Исследование выполнено в рамках гранта «Методические подходы к формированию концепции создания проекта «Умный город (Smart City)» в контексте трендов развития цифровой экономики» при финансовой поддержке Красноярского краевого фонда поддержки научной и научно-технической деятельностиThe research is focused on the development of computer applications, designed on the single algorithmic platform to processing large amounts of geomonitoring data, assessing geodynamic hazards and aimed at providing geodynamic safety of urban territory in the frame of the concept “Smart City” by the example of the city of Krasnoyarsk. The innovative solutions suggested by the research conform to modern network technologies relating to distributed land cadastral registries as well as to the insurance of correspondent risks and other tasks of digital economy. The research has been conducted within the scope of the grant “Methodical approaches for development of a concept of designing project “Smart City in the context of digital economy development trends” with the financial support from the Krasnoyarsk Regional Fund of Support of Scientific and Technical Activitie