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February 17 - Raphael Douady(RiskData) Nonlinear polymodels and the measure of risk in scarce data environment Nonlinear Polymodels and the StressVaR: New Risk Concepts for Fund Allocation Raphael Douady, joint work with Ilija I. Zovko, Cyril Coste and Alexander Cherny We introduce a novel approach to risk estimation based on nonlinear "poly-models": rather than one multi-factor model, the risk of an invetsment is represented by a collection of nonlinear dynamic single factor models. ...

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... 12, 43 ­ 44 (2012) / DOI 10.1002/pamm.201210013 Cases of Complete Integrability in Transcendental Functions in Dynamics and Certain Invariant Indices Maxim V. Shamolin1, 1 Institute of Mechanics, Lomonosov Moscow State University, Michurinskii Ave., 1, 119899 Moscow, Russian Federation The results of this work appeared in the process of studying a certain problem on the rigid body motion in a medium with resistance, where we needed to deal with first integrals having nonstandard properties. ...

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... In particular spectral distributions of single counts and coincidence for pure biphoton states generated by a train of short pump pulses have been measured and the entanglement quantifier has been calculated. ... Considering that the pulse duration of the pump did not change we can observe that in this case the pump is 2.8 times greater than the coincidence spectrum whereas the single counts distribution is 64 times larger than the width of the pump. ... Phys. Rev. Lett., ... Phys., 9 (2006) S467. ...

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Disjoining pressure of an electrolyte film confined between semipermeable membranes Salim R. Maduar and Olga I. Vinogradova Citation: The Journal of Chemical Physics 141, 074902 (2014); doi: 10.1063/1.4892758 View online: http://dx.doi.org/10.1063/1.4892758 View Table of Contents: http://scitation.aip.org/content/aip/journal/jcp/141/7?ver=pdfcov Published by the AIP Publishing Articles you may be interested in Order of wetting transitions in electrolyte solutions J. Chem. ... Chem.- ... Phys. Commun. ...

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