Vanguard provides low cost cap-weighted mutual funds: traditional index funds. The asset allocation of DFA's core funds is determined by fundamentals as well as market cap. RAFI's allocation depends on four fundamental factors — dividends, cash flow, sales, and book equity value. WisdomTree's...

We develop an efficient algorithm to implement the adjoint method that computes sensitivities of an interest rate derivative (IRD) with respect to different underlying rates in the co-terminal swap-rate market model. The order of computation per step of the new method is shown to be proportional...

We first develop an efficient algorithm to compute Deltas of interest rate derivatives for a number of standard market models. The computational complexity of the algorithms is shown to be proportional to the number of rates times the number of factors per step. We then show how to extend the...

Three guanidinium salts based on high-oxygen-balanced 1,4-dinitramino-3,5-dinitropyrazolate anion were synthesized. And the structures of these salts were characterized by NMR ( 1 H and 13 C), IR spectroscopy, and elemental analysis, and single crystal X-ray diffraction. Furthermore, their...

This book presents papers based on the presentations and discussions at the international workshop on Big Data Smart Transportation Analytics held July 16 and 17, 2016 at Tongji University in Shanghai and chaired by Professors Ukkusuri and Yang. The book is intended to explore a...