基于多分辨分析的沪深股市相关性分析

为了有效地揭示沪深股市不同交易周期股票交易的相关性,本文采用极大重叠离散小波变换,将上证指数和深圳成指高频收益率分解在不同的交易周期上,对各个周期的收益率采用semi-GPD模型作为其边缘分布分别进行拟合,在此基础上采用Copula函数方法建立同周期收益率的联合分布,度量了沪深两市同周期交易的相关性.实证表明,不同交易周期所表现出的相关性存在明显差异,并且随着交易期的增长,沪深两市非对称结构逐步明显。     

Analysis of oxytetracycline, tetracycline, and chlortetracycline in water using solid-phase extraction and liquid chromatography-tandem mass spectrometry

A method using liquid chromatography-tandem mass spectrometry has been developed for determination of trace levels of tetracycline antibiotics in ground water and confined animal feeding operation waste water. Oxytetracycline (OTC), tetracycline (TC), and chlortetracycline (CTC) were extracted from water samples using both polymeric and C18 extraction cartridges. The addition of a buffer containing potassium phosphate and citric acid improved tetracycline recoveries in lagoon water. Method detection limits determined in reagent water fortified with 1 microg l(-1) OTC, TC, and CTC were 0.21, 0.20, and 0.28 microg l(-1). Method detection limits in lagoon water samples fortified at 20 microg l(-1) for OTC, TC, and CTC were 3.6, 3.1, and 3.8 microg l(-1). Variability in recovery from laboratory fortified blanks ranged from 86 to 110% during routine analysis.     

Highly Catalytic Enantioselective Addition of Diethyl Zinc to Aldehydes and Chalcone in the Presence of Chiral Ligands

Catalytic asymmetric carbon-carbon bond formation is one of the most important reactions and have attracted much attention to develop more efficient enantioselective C-C formation methods in organic synthesis. In this field, asymmetric addition of diethylzinc to aldehydes[1] and conjugate addition to enones[2] have drawn special interests and have been greatly developed. Regardless of it, much spaces in these areas still exist, so it needs more extensive and intensive researches for the purpose of as follows: (1) attaching ligands to a polymer for the easy separation of the catalysts so as to be able to allow very efficient recovery and reuse of the catalysts, and the possibility of carrying out the desired transfomation in continuous mode in a flow reactor, etc., (2) searching for novel chiral catalysts with such features as more suitable for more extensive substrates varieties, and more convenient and economical as well as possessing applicable prospect, and so on. Here we report some works in these areas done in our laboratory.     

掺杂和未掺杂氧化锌薄膜的拉曼光谱

利用拉曼光谱分别对不同衬底上,未掺杂和掺杂以及掺杂浓度不同的ZnO薄膜进行了系统的分析研究。其中ZnO薄膜均由溶胶-凝胶法制得,掺杂源为LiCl。测得的拉曼光谱显示,Pt/Ti/SiO2/Si衬底上生长的ZnO薄膜的拉曼特征峰(437cm-1)的强度明显高于SiO2/Si衬底上ZnO薄膜的拉曼特征峰的强度,说明Pt/Ti/SiO2/Si衬底上ZnO的晶化程度比SiO2/Si上ZnO的晶化程度高;但ZnO拉曼特征峰的位置和半高宽并没有发生变化,说明两种衬底上ZnO薄膜中应力大小没有发生变化。掺Li+后,580cm-1处的峰位向高频方向移动,且掺杂浓度越大频移量越大,说明掺杂已经在不同程度上引起了ZnO晶体中自由载流子浓度的变化。此外,还分析了掺Li+未在很大程度上引起ZnO晶格畸变的原因。     

2,2-亚戊基-1,3-二氧六环-4,6-二酮与原甲酸三乙酯和芳香胺的反应

剂,在有机合成中已有一定应用。开展Meldrum's 酸系列化合物的研究,旨在:1.寻找有结构特点的新试剂,2.合成一系列新化合物,3.研究新化合物的应用。本文通过控制反应温度(28～29℃)催化剂用量(比文献用量多近一倍),提高了2,2-亚戊基-1,3-二氧六环-4,6-二酮(PDDO,3)的制备得率(由15%     

碱基在十二胺-N,N-二亚甲基膦酸改性氧化锆固定相上色谱行为的研究

研究了碱基在十二胺-N,N-二亚甲基膦酸(DDPA)改性氧化锆固定相（DPZ）上的色谱保留行为,考察了流动相中甲醇含量、流动相pH值、缓冲溶液中离子类型和离子强度对碱基保留的影响,对DDPA在氧化锆表面的吸附方式进行了研究。研究结果表明,DDPA仅以一个膦酸基与氧化锆结合,因而DPZ固定相表面上除了有长链的疏水烷基外,还有酸性的膦酸基和碱性的氨基。碱基分子中也存在氨基和酰胺基等极性基团,因此碱基在DPZ固定相上除了有疏水作用外,还具有电荷排斥作用、离子交换作用等多种保留机理。由于多种保留机理的存在,使得碱基在DPZ固定相上具有较好的分离选择性,在酸性条件下对碱基混合样品的分离取得了满意的结果。     

甘氨酸衍生化β-环糊精键合硅胶液相色谱固定相的合成与评价

 β-环糊精键合硅胶经对甲苯磺酰化后,与甘氨酸反应得到甘氨酸衍生化β-环糊精键合硅胶固定相(GCDS)。考察了GCDS对位置异构体、丹磺酰化氨基酸异构体、苯丙酸类药物等的分离性能,研究了流动相中甲醇浓度、pH以及柱温对色谱保留行为的影响。     

利用浅海声场干涉条纹反演海底参数方法研究

浅海频散特性导致声场在距离-频率平面形成干涉条纹,该干涉条纹蕴含着声源以及海底信息。本文通过降噪、滤波等方法,提取船舶辐射噪声干涉条纹中距离域干涉准周期、波导不变量以及去扩展衰减系数(不考虑扩展损失后接收到噪声级随距离的衰减程度)三种特征量的观测值,基于无限均匀沉积层海底模型,采用简正波计算程序理论计算上述三种特征量作为拷贝,提出一种以模拟退火法作为搜索寻优策略的新的匹配反演海底参数的方法。海试数据处理结果表明,该方法反演估计所得海底密度、声速、衰减系数三参数用于浅海负跃层条件下的声场预报效果比较良好。     

有机杂化硫代碲酸盐化合物(H_2en)TeS_3和[Ni(en)_3]TeS_3的溶剂热合成与表征

用低温溶剂热法合成了2种分立结构的有机杂化硫代碲(Ⅳ)酸盐化合物(H2en)TeS3(1)和[Ni(en)3]TeS3(2)(en=乙二胺),通过X-射线单晶衍射,红外光谱,元素分析等手段对它们的结构进行了表征。晶体结构解析结果表明:2个化合物均属单斜晶系,空间群分别为P21和P21/c。化合物1和2具有孤立三角锥[TeS3]2-阴离子,化合物1的平衡阳离子为双质子化乙二胺[H2en]2+,阴离子基团[TeS3]2-和阳离子基团[H2en]2+之间通过N-H…S氢键连接。化合物2的阳离子基团为过渡金属Ni与乙二胺的配合物[Ni(en)3]2+。另外,对该2种晶体进行了紫外-可见漫反射光谱测试和热重分析。