Multi-objective possibilistic model for portfolio selection with transaction cost

AbstractIn this paper, we introduce the possibilistic mean value and variance of continuous distribution, rather than probability distributions. We propose a multi-objective Portfolio based model and added another entropy objective function to generate a well diversified asset portfolio within optimal asset allocation. For quantifying any potential return and risk, portfolio liquidity is taken into account and a multi-objective non-linear programming model for portfolio rebalancing with transaction cost is proposed. The models are illustrated with numerical examples

Non-Hermitian Quantum Mechanics with Minimal Length Uncertainty

We study non-Hermitian quantum mechanics in the presence of a minimal length. In particular we obtain exact solutions of a non-Hermitian displaced harmonic oscillator and the Swanson model with minimal length uncertainty. The spectrum in both the cases are found to be real. It is also shown that the models are η pseudo-Hermitian and the metric operator is found explicitly in both the cases

Pseudo Hermitian formulation of Black-Scholes equation

We show that the non Hermitian Black-Scholes Hamiltonian and its various generalizations are eta-pseudo Hermitian. The metric operator eta is explicitly constructed for this class of Hamitonians. It is also shown that the effective Black-Scholes Hamiltonian and its partner form a pseudo supersymmetric system

Observation of multiple doubly degenerate bands in ¹⁹⁵Tl

The High-spin states in 195 Tl, populated through the 185,187 Re( 13 C, xn) fusion evaporation reaction at the beam energy of 75 MeV, were studied using the Indian National Gamma Array (INGA). More than 50 new γ transitions have been placed in the proposed level scheme which is extended up to the excitation energy of ≈ 5.6 MeV and spin =22.5ħ . Two pairs of degenerate bands based on two different quasi-particle configurations have been identified in this nucleus indicating the first observation of such bands in an odd- A nucleus in A∼190 region and signify the first evidence of multiple chiral bands in a nucleus in this region. The total Routhian surface calculations predict triaxial shapes for both the configurations and thereby, support the experimental observation. The importance of multiple neutron holes in the i13/2 orbital and the stability of shapes for these two configurations have been discussed.Financial support of Department of Science & Technology, Govt. of India for clover detectors of INGA (Grant No. IR/S2/PF-03/2003-II) is greatfully acknowledged. One of the authors (S. Bhattacharya) acknowledges with thanks the financial support received as Raja Ramanna Fellowship from the Department of Atomic Energy, Govt. of India. T.R and Md. A.A acknowledge with thanks the financial support received as research fellows from the Department of Atomic Energy (DAE), Govt. of India

A class of exactly solvable Schroedinger equation with moving boundary conditions

Using first and second order supersymmetry formalism we obtain a class of exactly solvable potentials subject to moving boundary conditions

Exact solution of the Klein Gordon equation in the presence of a minimal length

We obtain exact solutions of the (1+1) dimensional Klein Gordon equation with linear vector and scalar potentials in the presence of a minimal length. Algebraic approach to the problem has also been studied

Cryopreservation of animal oocytes and embryos: current progress and future prospects

Cryopreservation describes techniques that permit freezing and subsequent warming of biological samples without loss of viability. The application of cryopreservation in assisted reproductive technology encompasses the freezing of gametes, embryos and primordial germ cells. Whilst some protocols still rely on slow-freezing techniques, most now use vitrification, or ultra-rapid freezing, for both oocytes and embryos due to an associated decreased risk of damage caused by the lack of ice crystal formation, unlike in slow-freezing techniques. Vitrification has demonstrated its use in many applications, not only following in vitro fertilisation (IVF) procedures in human embryology clinics, but also following in vitro production (IVP) of embryos in agriculturally important, or endangered animal species, prior to embryo transfer. Here we review the various cryopreservation and vitrification technologies that are used in both humans and other animals and discuss the most recent innovations in vitrification with a particular emphasis on their applicability to animal embryology

Pion Freeze-Out Time in Pb+Pb Collisions at 158 A GeV/c Studied via pi-/pi+ and K-/K+ Ratios

The effect of the final state Coulomb interaction on particles produced in Pb+Pb collisions at 158 A GeV/c has been investigated in the WA98 experiment through the study of the pi-/pi+ and K-/K+ ratios measured as a function of transverse mass. While the ratio for kaons shows no significant transverse mass dependence, the pi-/pi+ ratio is enhanced at small transverse mass values with an enhancement that increases with centrality. A silicon pad detector located near the target is used to estimate the contribution of hyperon decays to the pi-/pi+ ratio. The comparison of results with predictions of the RQMD model in which the Coulomb interaction has been incorporated allows to place constraints on the time of the pion freeze-out.Comment: 9 pages, 12 figure

Central Pb+Pb Collisions at 158 A GeV/c Studied by Pion-Pion Interferometry

Two-particle correlations have been measured for identified negative pions from central 158 AGeV Pb+Pb collisions and fitted radii of about 7 fm in all dimensions have been obtained. A multi-dimensional study of the radii as a function of kT is presented, including a full correction for the resolution effects of the apparatus. The cross term Rout-long of the standard fit in the Longitudinally CoMoving System (LCMS) and the vl parameter of the generalised Yano-Koonin fit are compatible with 0, suggesting that the source undergoes a boost invariant expansion. The shapes of the correlation functions in Qinv and Qspace have been analyzed in detail. They are not Gaussian but better represented by exponentials. As a consequence, fitting Gaussians to these correlation functions may produce different radii depending on the acceptance of the experimental setup used for the measurement.Comment: 13 pages including 10 figure

Search for Disoriented Chiral Condensates in 158 AGeV Pb+Pb Collisions

The restoration of chiral symmetry and its subsequent breaking through a phase transition has been predicted to create regions of Disoriented Chiral Condensates (DCC). This phenomenon has been predicted to cause anomalous fluctuations in the relative production of charged and neutral pions in high-energy hadronic and nuclear collisions. The WA98 experiment has been used to measure charged and photon multiplicities in the central region of 158 AGeV Pb+Pb collisions at the CERN SPS. In a sample of 212646 events, no clear DCC signal can be distinguished. Using a simple DCC model, we have set a 90% C.L. upper limit on the maximum DCC production allowed by the data.Comment: 20 Pages, LaTeX, uses elsart.cls, 8 eps figures included, submitted to Physics Letters