When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy minimizes a weighted combination of the expected value and the variance of the execution cost, where the weight is given by a nonnegative risk aversion parameter. The execution cost is determined from price impact func...

this article presents a fuzzy robust mixed - sensitivity gain - scheduled h controller based on the loop -shaping methodology for a class of mimo uncertain nonlinear time - varying systems. in order to design this controller, the nonlinear parameter - dependent plant is first modeled as a set of linear subsystems by takagi and sugeno’s (t - s) fuzzy approach. both loop - shaping methodology and...

A combined electrodeposition-ETAAS technique has been applied to the analysis of Pb, Cd, Co, Ni, Cr and Mn in biological samples in order to overcome interferences and to minimize sample pretreatment. It requires minimal sample preparation with the electrolysis process aiding partial decomposition of the organic matrix, adequate for the release and deposition of trace elements. In an initia...

So far, recombinant antigens of HIV-1, the etiologic cause of Acquired Immunodeficiency Syndrome (AIDS), have been widely used for the diagnosis and vaccine development. P17 or the matrix protein formed by the proteolytic cleavage of gag is strongly antigenic and is as conserved and immunogenic as p24. In some cases, antibodies to p17 are more prevalent than antibodies to p24 and the decline in...

Abstract cis-1,3,4,6-tetranitro-octahydroimidazo-[4,5-d]imidazole (BCHMX) was investigated as an energetic filler with three different plastic explosives based on matrices: C4 matrix, semtex10 matrix and EPX matrix. The original explosives, composition including RDX (1,3,5-trinitro-1,3,5-triazinane), Semtex 10 explosive PETN (pentaerythritoltetranitrate) RDX-silicone were included for compariso...

Sensitivity analysis attacks aim at estimating a watermark from multiple observations of the detector’s output. Subsequently, the attacker removes the estimated watermark from the watermarked signal. In order to measure the vulnerability of a detector against such attacks, we evaluate the fundamental performance limits for the attacker’s estimation problem. The inverse of the Fisher information...

In this paper, we study multi-parametric sensitivity analysis under perturbations in multiple rows or columns of the constraint matrix in programming problems with the piecewise linear fractional objective function using the concept of maximum volume in the tolerance region. The weak maximum volume region is defined for optimal region which can be solved through a maximization problem.A major d...

for $a,bin m_{nm},$ we say that $a$ is left matrix majorized (resp. left matrix submajorized) by $b$ and write $aprec_{ell}b$ (resp. $aprec_{ell s}b$), if $a=rb$ for some $ntimes n$ row stochastic (resp. row substochastic) matrix $r.$ moreover, we define the relation $sim_{ell s} $ on $m_{nm}$ as follows: $asim_{ell s} b$ if $aprec_{ell s} bprec_{ell s} a.$ this paper characterizes all linear p...

for vectors x, y ∈ rn, it is said that x is left matrix majorizedby y if for some row stochastic matrix r; x = ry. the relationx ∼` y, is defined as follows: x ∼` y if and only if x is leftmatrix majorized by y and y is left matrix majorized by x. alinear operator t : rp → rn is said to be a linear preserver ofa given relation ≺ if x ≺ y on rp implies that t x ≺ ty onrn. the linear preservers o...

in this article, we characterize the involutiveness of the linear combination of the forma1a1 +a2a2 when a1, a2 are nonzero complex numbers, a1 is a quadratic or tripotent matrix,and a2 is arbitrary, under certain properties imposed on a1 and a2.