Arbitrage‐free call option surface construction using regression splines

In this work, we suggest a novel quadratic programming‐based algorithm to generate an arbitrage‐free call option surface. The empirical performance of the proposed method is evaluated using S&P 500 Index call options. Our results indicate that the proposed method provides a more precise fit to observed option prices than other alternative methodologies. Copyright © 2014 John Wiley & Sons, Ltd.     

Comparison of fast field-cycling magnetic resonance imaging methods and future perspectives

ABSTRACT

Fast field-cycling (FFC) nuclear magnetic resonance relaxometry is a well-established method to determine the relaxation rates as a function of magnetic field strength. This so-called nuclear magnetic relaxation dispersion gives insight into the underlying molecular dynamics of a wide range of complex systems and has gained interest especially in the characterisation of biological tissues and diseases. The combination of FFC techniques with magnetic resonance imaging (MRI) offers a high potential for new types of image contrast more specific to pathological molecular dynamics. This article reviews the progress in FFC-MRI over the last decade and gives an overview of the hardware systems currently in operation. We discuss limitations and error correction strategies specific to FFC-MRI such as field stability and homogeneity, signal-to-noise ratio, eddy currents and acquisition time. We also report potential applications with impact in biology and medicine. Finally, we discuss the challenges and future applications in transferring the underlying molecular dynamics into novel types of image contrast by exploiting the dispersive properties of biological tissue or MRI contrast agents.     

QEPAS系统中石英音叉模态仿真计算与研究

对石英音叉增强型光声光谱(QEPAS)系统中常用的石英音叉进行了有限元模态计算，获得石英音叉前6阶振型与模态频率，认知了第4阶对称摆动振型为有效振动，利用单因素法分析了石英音叉的音臂长度l₁、音臂宽度w₁、音臂厚度t、音臂切角θ、音臂圆孔直径d及音臂圆孔高度h对低阶有效共振频率(Fre)的影响，敏感度依次为： l₁> w₁>d>θ>t>h，考虑实际设计情形，筛选出了l₁，w₁，d与h四个石英音叉设计变量，采用Box-Behnken实验设计方案与RSM(response surface methodology)方法，以Fre为函数目标，建立l₁，w₁，d与h的二次回归响应面模型，得到了参数之间的交互作用，利用Design-Expert软件对响应面模型进行设计参数反求，结果表明，在15 000 Hz≤Fre≤25 000 Hz计算区域内误差较小，基本满足QEPAS系统的计算需求，所提出的研究与设计方法具有一定通用性，可为QEPAS系统中石英音叉结构参数设计提供参考。     

Probing the Catalytic Activity of Reduced Graphene Oxide Decorated with Au Nanoparticles Triggered by Visible Light

Hybrid materials in which reduced graphene oxide (rGO) is decorated with Au nanoparticles (rGO–Au NPs) were obtained by the in situ reduction of GO and AuCl₄^?_(aq) by ascorbic acid. On laser excitation, rGO could be oxidized as a result of the surface plasmon resonance (SPR) excitation in the Au NPs, which generates activated O₂ through the transfer of SPR‐excited hot electrons to O₂ molecules adsorbed from air. The SPR‐mediated catalytic oxidation of p‐aminothiophenol (PATP) to p,p′‐dimercaptoazobenzene (DMAB) was then employed as a model reaction to probe the effect of rGO as a support for Au NPs on their SPR‐mediated catalytic activities. The increased conversion of PATP to DMAB relative to individual Au NPs indicated that charge‐transfer processes from rGO to Au took place and contributed to improved SPR‐mediated activity. Since the transfer of electrons from Au to adsorbed O₂ molecules is the crucial step for PATP oxidation, in addition to the SPR‐excited hot electrons of Au NPs, the transfer of electrons from rGO to Au contributed to increasing the electron density of Au above the Fermi level and thus the Au‐to‐O₂ charge‐transfer process.     

焦炉上升管内壁结焦炭层的光谱学分析及结焦机理研究

以焦炉上升管内壁结焦炭层块为研究对象，采用X射线荧光光谱仪（XRF）、X射线衍射仪（XRD）、傅里叶红外光谱仪（FTIR）和激光共聚焦拉曼光谱仪（Raman）对结焦炭层的元素组成，以及各结焦炭层的矿物组成、组成结构和分子结构进行测试。分析从结焦炭层块外表面向内表面过渡的各结焦炭层的差异性，揭示焦炉上升管内壁结焦机理。结果表明焦炉上升管内粉尘中Fe，S和Cr极易催化荒煤气中蒽、萘等稠环芳烃化合物成炭，在焦炉上升管内壁形成炭颗粒沉积，为焦油凝结挂壁提供载体，在荒煤气温度降至结焦温度时易结焦积碳。结焦炭层均含有芳香层结构，随着结焦炭层从外表面向内表面过渡，各结焦炭层的面层间距(d₀₀₂)逐渐降低、层片直径(L_a)先降低后增加、层片堆砌高度(Lc)和芳香层数(N)先稳定后增加。结焦炭层石墨化过程是由结焦炭层内表面向外表面进行，主要包括其片层外缘的羧基和部分C-O结构的降解剥离，从而形成高度规整的共轭结构。结焦炭层块中C元素是以结晶碳与无定型碳的混合物形式存在。以上研究为解决焦炉上升管内壁结焦及腐蚀问题，提高换热器换热效率，有效回收焦炉荒煤气显热，降低焦化企业能耗提供实验基础和理论依据。     

Eye-safe compact scanning LIDAR technology

A 1.5-μm eye-safe, 3-D scanning, and compact Mie LIght Detection and Ranging (LIDAR) is presented. The transmitter of the LIDAR is based on a KTA optical parameter oscillator (OPO) resonator. For detecting return signals, an InGaAs APD is used. The all solid-state OPO laser transmitter has the feature of small volume and lightweight, which allows a 165-lb compact eye-safe scanning LIDAR to be constructed. A system simulation using our own model was conducted to direct the system development. A method to solve the problem with small active area APD detectors was developed and described. The preliminary field-test measurement results indicated that the LIDAR has the capability to detect aerosols and clouds in lower atmospheres up to three dimensions.     

Character of the thermal motion of water molecules according to the data on quasielastic incoherent scattering of slow neutrons

The paper discusses the applicability of quasi-crystalline approximation to describing the thermal motion of water molecules in their normal and supercooled states. The problem is subjected to the critical analysis of experimental data on incoherent scattering of slow neutrons based on theories developed by Singwi-Sjolander [1] and Oskotsky [2] modified to duly take into account the limited applicability range of diffusion approximation. The applicability conditions of quasi-crystalline approximation are shown to be consistently satisfied only when water is in supercooled state and within a narrow temperature range above the melting temperature.     

胆绿素及其铜配合物的表面增强拉曼光谱研究

本文研究了胆绿素的表面增强拉曼光谱。结果表明，在溶液酸度不同时，拉曼光谱特征频率的变化表现出胆绿素的质子化。铜离子与胆绿素的相互作用实验结果说明金属铜离子可与胆绿素生成金属配合物。     

Scattering of Laser Light from Mixed Micelles

Dynamic and static scattering of light was employed to investigate mixed micelles of two homologous anionic surfactants-sodium octyl sulfate and sodium hexadecyl sulfate, above the phase boundary temperature and critical micelle concentrations (cmc). The results indicate that the mixed micelles change from prolate to sphcrical as the molar ratio SOS/SHS increases from 1 to 8. Below 1 or above 8, the formation of micelles is due to one surfactant dissolving the other.