Optimisation of the structure of the dealing service of the bank with a limited base of counteragents Оптимизация структуры дилинговой службы банка с ограниченной базой контрагентов

The article considers methods of assessment of optimal parameters of the dealing service of the bank with a limited base of counteragents. The methods are based on a mathematical model of microstructure of the interbank currency market [5]. The methods allow identification of optimal parameters of the infrastructure of the dealing service of the bank based on indicators of dynamics of currency rates and market environment of the bank.В статье рассматривается методика оценки оптимальных параметров дилинговой службы банка с ограниченной базой контрагентов. Методика основана на математической модели микроструктуры межбанковского валютного рынка [5]. Методика позволяет определить оптимальные параметры инфраструктуры дилинговой службы банка, исходя из показателей динамики валютных курсов и рыночного окружения банка

Compressible spherical dipolar glass model of relaxor ferroelectrics

The interactions between the dielectric polarization and the fluctuations of the strain (stress) tensor in relaxor ferroelectrics are shown to give rise to the anisotropy of the anharmonic P4-term in the Landau-type free energy, however, the harmonic P2-term is still properly described by the rigid spherical random bond--random field model. These are the essential features of the compressible spherical dipolar glass model, which is used to calculate the singularities of the specific heat near field-induced critical points. The results agree with recent high-resolution calorimetric experiments in PMN [110].Comment: 5 pdf pages, 4 figure

Pressure on charged domain walls and additional imprint mechanism in ferroelectrics

The impact of free charges on the local pressure on a charged ferroelectric domain wall produced by an electric field has been analyzed. A general formula for the local pressure on a charged domain wall is derived considering full or partial compensation of bound polarization charges by free charges. It is shown that the compensation can lead to a very strong reduction of the pressure imposed on the wall from the electric field. In some cases this pressure can be governed by small nonlinear effects. It is concluded that the free charge compensation of bound polarization charges can lead to substantial reduction of the domain wall mobility even in the case when the mobility of free charge carriers is high. This mobility reduction gives rise to an additional imprint mechanism which may play essential role in switching properties of ferroelectric materials. The effect of the pressure reduction on the compensated charged domain walls is illustrated for the case of 180-degree ferroelectric domain walls and of 90-degree ferroelectric domain walls with the head-to-head configuration of the spontaneous polarization vectors.Comment: subm. to PRB. This verion is extended by appendi

Coarse-Grained Modeling of Genetic Circuits as a Function of the Inherent Time Scales

From a coarse-grained perspective the motif of a self-activating species, activating a second species which acts as its own repressor, is widely found in biological systems, in particular in genetic systems with inherent oscillatory behavior. Here we consider a specific realization of this motif as a genetic circuit, in which genes are described as directly producing proteins, leaving out the intermediate step of mRNA production. We focus on the effect that inherent time scales on the underlying fine-grained scale can have on the bifurcation patterns on a coarser scale in time. Time scales are set by the binding and unbinding rates of the transcription factors to the promoter regions of the genes. Depending on the ratio of these rates to the decay times of the proteins, the appropriate averaging procedure for obtaining a coarse-grained description changes and leads to sets of deterministic equations, which differ in their bifurcation structure. In particular the desired intermediate range of regular limit cycles fades away when the binding rates of genes are of the same order or less than the decay time of at least one of the proteins. Our analysis illustrates that the common topology of the widely found motif alone does not necessarily imply universal features in the dynamics.Comment: 29 pages, 16 figure

Migration and Final Location of Hot Super Earths in the Presence of Gas Giants

Based on the conventional sequential-accretion paradigm, we have proposed that, during the migration of first-born gas giants outside the orbits of planetary embryos, super Earth planets will form inside the 2:1 resonance location by sweeping of mean motion resonances (Zhou et al. 2005). In this paper, we study the subsequent evolution of a super Earth (m_1) under the effects of tidal dissipation and perturbation from a first-born gas giant (m_2) in an outside orbit. Secular perturbation and mean motion resonances (especially 2:1 and 5:2 resonances) between m_1 and m_2 excite the eccentricity of m_1, which causes the migration of m_1 and results in a hot super Earth. The calculated final location of the hot super Earth is independent of the tidal energy dissipation factor Q'. The study of migration history of a Hot Super Earth is useful to reveal its Q' value and to predict its final location in the presence of one or more hot gas giants. When this investigation is applied to the GJ876 system, it correctly reproduces the observed location of GJ876d around 0.02AU.Comment: 7 pages, 4 figure

Core measures of inflation as predictors of total inflation

Two rationales offered for policymakers' focus on core measures of inflation as a guide to underlying inflation are that core inflation omits food and energy prices, which are thought to be more volatile than other components, and that core inflation is thought to be a better predictor of total inflation over time horizons of import to policymakers. The authors' investigation finds little support for either rationale. They find that food and energy prices are not the most volatile components of inflation and that depending on which inflation measure is used, core inflation is not necessarily the best predictor of total inflation. However, they do find that combining CPI and PCE inflation measures can lead to statistically significant more accurate forecasts of each inflation measure, suggesting that each measure includes independent information that can be exploited to yield better forecasts.Inflation (Finance)

Core measures of inflation as predictors of total inflation

Policymakers tend to focus on core inflation measures because they are thought to be better predictors of total inflation over time horizons of import to policymakers. The authors find little support for this assumption. While some measures of core inflation are less volatile than total inflation, core inflation is not necessarily the best predictor of total inflation. The relative forecasting performance of models using core inflation and those using only total inflation depends on the inflation measure and time horizon of the forecast. Unlike previous studies, the authors provide a measure of the statistical significance of the difference in forecast errors. ; Supersedes Working Paper 08-9.Inflation (Finance)

Canonical General Relativity on a Null Surface with Coordinate and Gauge Fixing

We use the canonical formalism developed together with David Robinson to st= udy the Einstein equations on a null surface. Coordinate and gauge conditions = are introduced to fix the triad and the coordinates on the null surface. Toget= her with the previously found constraints, these form a sufficient number of second class constraints so that the phase space is reduced to one pair of canonically conjugate variables: \Ac_2\and\Sc^2. The formalism is related to both the Bondi-Sachs and the Newman-Penrose methods of studying the gravitational field at null infinity. Asymptotic solutions in the vicinity of null infinity which exclude logarithmic behavior require the connection to fall off like $1/r^3$ after the Minkowski limit. This, of course, gives the previous results of Bondi-Sachs and Newman-Penrose. Introducing terms which fall off more slowly leads to logarithmic behavior which leaves null infinity intact, allows for meaningful gravitational radiation, but the peeling theorem does not extend to $\Psi_1$ in the terminology of Newman-Penrose. The conclusions are in agreement with those of Chrusciel, MacCallum, and Singleton. This work was begun as a preliminary study of a reduced phase space for quantization of general relativity.Comment: magnification set; pagination improved; 20 pages, plain te