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The Cross-Sectional Risk Premium of Decomposed Market Volatility in UK Stock Market  [PDF]
Yan Yang, Laurence Copeland
Open Journal of Social Sciences (JSS) , 2014, DOI: 10.4236/jss.2014.27006
Abstract:

We decompose UK market volatility into short- and long-run components using EGARCH component model and examine the cross-sectional prices of the two components. Our empirical results suggest that these two components are significantly priced in the cross-section and the negative risk premia are consistent with the existing literature. The Fama-French three-factor model is improved by the inclusion of the two volatility components. However, our ICAPM model using market excess return and the decomposed volatility components as state variables compares inferiorly to the traditional three-factor model.

Nitrogen Fertilization Impacts on Phosphorus Cycling in Grazed Grass-Legume Pasture  [PDF]
Sandra L. Dillard, Charles Wesley Wood, Brenda H. Wood, Yucheng Feng, Walter Frank Owsley, Russell B. Muntifering
Agricultural Sciences (AS) , 2015, DOI: 10.4236/as.2015.69107
Abstract: The impact of different N regimes on P intake and excretion by grazing cattle and P return to soil from feces in a P-enriched pasture was investigated. Six 0.28-ha plots were over seeded with triticale (×Triticosecale rimpaui Wittm.) and crimson clover (Trifolium incarnatum) into tall fescue (Lolium arundinacea)/bermudagrass (Cynodon dactylon). Treatments included: 100% of N in split application, 50% of N in single application, and 0% of N. In summer, plots were over seeded with cowpea (Vigna unguiculata) and fertilizer treatments were applied. Forage intake was estimated from fecal excretion and fecal degradation and nutrient return to soil at 0, 28, 56, 84, and 112 days after application were determined. Forage P was not affected by season or treatment (P > 0.10); forage P mass was greater in cool than warm season. Phosphorus intake and water-soluble P output were not affected (P > 0.10) by season or treatment. Phosphorus output increased (P = 0.087) with increasing N in cool season, but not warm season. Soil P was greater (P < 0.0001) in warm than cool season. Feces remaining, P, and water-soluble P in feces were not affected by N treatment or season, but decreased (P < 0.10) with time. Sufficient P was returned to soil from feces to support forage growth, even in the absence of N fertilization. In a high-P pasture, N did not affect intake and fecal returns of P by cattle, foliar P uptake, nor rate and extent of assimilation of P into soil from feces.
Recent Modifications of Adomian Decomposition Method for Initial Value Problem in Ordinary Differential Equations  [PDF]
M. Almazmumy, F. A. Hendi, H. O. Bakodah, H. Alzumi
American Journal of Computational Mathematics (AJCM) , 2012, DOI: 10.4236/ajcm.2012.23030
Abstract: In this paper, some modifications of Adomian decomposition method are presented for solving initial value problems in ordinary differential equations. Also, the restarted and two-step methods are applied to the problem. The effectiveness of the each modified is verified by several examples.
Cyclic Operator Decomposition for Solving the Differential Equations  [PDF]
Ivan Gonoskov
Advances in Pure Mathematics (APM) , 2013, DOI: 10.4236/apm.2013.31A025
Abstract:

We present an approach how to obtain solutions of arbitrary linear operator equation for unknown functions. The particular solution can be represented by the infinite operator series (Cyclic Operator Decomposition), which acts the generating function. The method allows us to choose the cyclic operators and corresponding generating function selectively, depending on initial problem for analytical or numerical study. Our approach includes, as a particular case, the perturbation theory, but generally does not require inside any small parameters and unperturbed solutions. We demonstrate the applicability of the method to the analysis of several differential equations in mathematical physics, namely, classical oscillator, Schrodinger equation, and wave equation in dispersive medium.

Solving Linear Systems via Composition of their Clans  [PDF]
Dmitry A. ZAITSEV
Intelligent Information Management (IIM) , 2009, DOI: 10.4236/iim.2009.12012
Abstract: The decomposition technique for linear system solution is proposed. This technique may be combined with any known method of linear system solution. An essential acceleration of computations is obtained. Methods of linear system solution depend on the set of numbers used. For integer and especially for natural numbers all the known methods are hard enough. In this case the decomposition technique described allows the exponential acceleration of computations.
Chemical Reaction and Crystalline Procedure of Bismuth Titanate Nanoparticles Derived by Metalorganic Decomposition Technique  [PDF]
Weiliang Liu, Xinqiang Wang, Dong Tian, Chenglong Xiao, Zengjiang Wei, Shouhua Chen
Materials Sciences and Applications (MSA) , 2010, DOI: 10.4236/msa.2010.12016
Abstract: The homogeneous bismuth titanate single-phase nanoscaled ceramic powders have been prepared by means of metalorganic decomposition. The thermal decomposition/oxidation of the preheated precursor, as investigated by differential thermalgravimetric analysis, X-ray powder diffraction, and environment scanning electron microscope, lead to the formation of a well-defined orthorhombic bismuth titanate compound. Formation of the layered perovskite-like bismuth titanate occurs via intermediates with sequential changes in the coordination polyhedron of bismuth. The chemical reactions of precursor powder in heat treatment process have been investigated further by Raman and Fourier transform infrared spectra, and the reaction mechanism was tentatively proposed thereafter.
Time Domain Signal Analysis Using Wavelet Packet Decomposition Approach  [PDF]
M. Y. Gokhale, Daljeet Kaur Khanduja
Int'l J. of Communications, Network and System Sciences (IJCNS) , 2010, DOI: 10.4236/ijcns.2010.33041
Abstract: This paper explains a study conducted based on wavelet packet transform techniques. In this paper the key idea underlying the construction of wavelet packet analysis (WPA) with various wavelet basis sets is elaborated. Since wavelet packet decomposition can provide more precise frequency resolution than wavelet decomposition the implementation of one dimensional wavelet packet transform and their usefulness in time signal analysis and synthesis is illustrated. A mother or basis wavelet is first chosen for five wavelet filter families such as Haar, Daubechies (Db4), Coiflet, Symlet and dmey. The signal is then decomposed to a set of scaled and translated versions of the mother wavelet also known as time and frequency parameters. Analysis and synthesis of the time signal is performed around 8 seconds to 25 seconds. This was conducted to determine the effect of the choice of mother wavelet on the time signals. Results are also prepared for the comparison of the signal at each decomposition level. The physical changes that are occurred during each decomposition level can be observed from the results. The results show that wavelet filter with WPA are useful for analysis and synthesis purpose. In terms of signal quality and the time required for the analysis and synthesis, the Haar wavelet has been seen to be the best mother wavelet. This is taken from the analysis of the signal to noise ratio (SNR) value which is around 300 dB to 315 dB for the four decomposition levels.
EPR Study of the Thermal Decomposition of Transannular Peroxide of Anthracene  [PDF]
Lubomír Lap?ík, Barbora Lap?íková, Andrej Sta?ko
International Journal of Organic Chemistry (IJOC) , 2011, DOI: 10.4236/ijoc.2011.12007
Abstract: Thermal decomposition of transannular peroxide of anthracene (POA) (or 9,10-epidioxido anthracene) was studied by means of electron paramagnetic resonance spectroscopy (EPR) in the solid as well as in the liquid phases. Decomposition process proceeds via cleavage of the O-O bridge of the POA molecule, generating thus an alcoxy intermediate radical. Its concentration increases to a certain equilibrium stage during the time scale of the experiment. EPR spectra in the solid state were of the singlet type at the temperatures over 350 K, a doublet like anisotropic spectra were measured at the room temperature, both having g-value 2.0033. EPR spectrum from POA decomposed in benzene indicates four protons with higher (2aH = 0.305 mT, 2aH = 0.335 mT) and four protons with a lower (2aH = 0.075 mT, 2aH = 0.105 mT) splitting constants, corresponding well the radical expected after cleavage of O-O bridge.
On Discrete Adomian Decomposition Method with Chebyshev Abscissa for Nonlinear Integral Equations of Hammerstein Type  [PDF]
H. O. Bakodah, Mohamed Abdalla Darwish
Advances in Pure Mathematics (APM) , 2012, DOI: 10.4236/apm.2012.25042
Abstract: We study approximate solutions of a nonlinear integral equation of Hammerstein type. We describe the principle of discrete Adomian decomposition method (DADM). DADM is considered in the case we evaluate numerical integration by using Chebyshev roots. This technique gives an accurate solutions as will shown by illustrate examples.
Simulating Solute Transport in Porous Media Using Model Reduction Techniques  [PDF]
Bruce A. Robinson, Zhiming Lu, Donatella Pasqualini
Applied Mathematics (AM) , 2012, DOI: 10.4236/am.2012.310170
Abstract: In this study, we introduce a numerical method to reduce the solute transport equation into a reduced form that can replicate the behavior of the model described by the original equation. The basic idea is to collect an ensemble of data of state variables (say, solute concentration), called snapshots, by running the original model, and then use the proper orthogonal decomposition (POD) techniques (or the Karhunen-Loeve decomposition) to create a set of basis functions that span the snapshot collection. The snapshots can be reconstructed using these basis functions. The solute concentration at any time and location in the domain is expressed as a linear combination of these basis functions, and a Galerkin procedure is applied to the original model to obtain a set of ordinary differential equations for the coefficients in the linear representation. The accuracy and computational efficiency of the reduced model have been demonstrated using several one-dimensional and two-dimensional examples
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