双渠道下制造商现金流套期保值决策研究

由于汇率、利率、商品价格的变化以及双渠道供应链关系的复杂性,企业的现金流存在较大的波动性。本文研究双渠道销售模式下,制造商对现金流进行套期保值的决策问题。重点关注垄断企业在拥有一个分销商和线上销售的双渠道销售模式下,并利用内部融资将现金流用于提高生产效率时,如何根据现金流的波动程度、市场需求、替代产品敏感系数以及批发价格进行套期保值决策。研究了双渠道销售模式下制造商的均衡问题,比较了两种决策下的均衡解,并通过数值分析给出了直观的结论:市场最大需求与替代产品敏感系数增加时,企业更倾向于选择套期保值;现金流波动程度与批发价格增加时,企业更倾向于不选择套期保值。     

Convolution semigroups and central limit theorem associated with a dual convolution structure

We consider hypergroups associated with Jacobi functions ⁽⁾ (x), (–1/2). We prove the existence of a dual convolution structure on [0,+[i(]0,s ₀]{{) =++1,s ₀=min(,–+1). Next we establish a Lévy-Khintchine type formula which permits to characterize the semigroup and the infinitely divisible probabilities associated with this dual convolution, finally we prove a central limit theorem.     

Chains of strongly non-reflexive dual groups of integer-valued continuous functions

Answering a question of Eklof-Mekler (Almost free modules, set-theoretic methods, North-Holland, Amsterdam, 1990), we prove: (1) If there exists a non-reflecting stationary set of consisting of ordinals of cofinality for each , then there exist abelian groups such that and for each . (2) There exist abelian groups such that for each and for each . The groups are the groups of -valued continuous functions on a topological space and their dual groups.

     

A quadratically convergent O(\sqrt n L)-iteration algorithm for linear programming

Recently, Ye, Tapia and Zhang (1991) demonstrated that Mizuno—Todd—Ye's predictor—corrector interior-point algorithm for linear programming maintains the O( L)-iteration complexity while exhibiting superlinear convergence of the duality gap to zero under the assumption that the iteration sequence converges, and quadratic convergence of the duality gap to zero under the assumption of nondegeneracy. In this paper we establish the quadratic convergence result without any assumption concerning the convergence of the iteration sequence or nondegeneracy. This surprising result, to our knowledge, is the first instance of a demonstration of polynomiality and superlinear (or quadratic) convergence for an interior-point algorithm which does not assume the convergence of the iteration sequence or nondegeneracy.Supported in part by NSF Grant DDM-8922636 and NSF Coop. Agr. No. CCR-8809615, the Iowa Business School Summer Grant, and the Interdisciplinary Research Grant of the University of Iowa Center for Advanced Studies.Supported in part by NSF Coop. Agr. No. CCR-8809615, AFOSR 89-0363, DOE DEFG05-86ER25017 and ARO 9DAAL03-90-G-0093.Supported in part by NSF Grant DMS-9102761 and DOE Grant DE-FG05-91ER25100.     

手性氮磷配体与钌的配位过程的研究—原位变温 31P核磁及分子模拟计算

用原位变温 ³¹P NMR和分子模拟研究了手性氮磷配体与金属钌的配位过程。首先确定了配体及其与金属的配合物的化学位移信号分别在δ=-13.0ppm和δ=48.2ppm。配位过程在293～343K温度范围内,相继生成四配位和五配位中间体。四配位体在 ³¹P NMR上对应于30.8ppm和-15.0ppm的两个信号;五配位中间体对应于35.1ppm和-16.5ppm的两个信号;最后在343K,产物中只有六配位的配合物存在,其信号出现在48.2ppm。为了得到各种中间体的结构,用分子模拟方法进行了结构优化计算,并比较了它们的构象能。计算结果表明,四配位中间体有两种构象,能量相差9kcal·mol^-1,它们可能同时存在于平衡状态。而五配位中间体只有一种绝对优势构象,尚有一个磷原子未参与配位。六配位的钌金属配合物的结构优化结果显示,两个氯原子分别位于PNNP原子所构成平面的两侧。其构象能为162.0kcal·mol^-1,其中键角能的贡献是112.5kcal·mol^-1,而非键静电作用是-41.4kcal·mol^-1,这表明分子内的静电吸引力对于形成完全配位产物是十分有利的,但是收敛的配体分子却承受了较大的键角张力。     

Synthesis and Characterization of Dual Acidic Ionic Liquids

Novel ionic liquids with dual acidity, of which the cation contains Brφnsted acidity and anions contain Lewis acidity were synthesized. These ionic liquids obtained were identified by NMR, FF-IR, SDT and FAB-MS. Their acidities were determined by pyridine probe on IR spectrography.     

QSAR Studies on the COX-2 Inhibition by 3,4-Diarylcycloxazolones Based on MEDV Descriptor

Selective inhibition of cyclooxygenase-2 (COX-2) might avoid the side effects of current available nonsteroidal antiinflammatory drugs while retaining their therapeutic efficacy. A novel variable selection and modeling method based on prediction is developed to construct the quantitative structure-activity relationships (QSAR) between the molecular electronegativity distance vector (MEDV) based on 13 atomic types and the biological activities of a set of selective cyclooxygenase-2 inhibitory molecules, 3,4-diarylcycloxazolones (DAA) plus indomethacin,naproxen, and celecoxib. Using multiple linear regression, a 5-variable linear model is developed with the calibrated correlation coefficient of 0.9271 and root mean square error of 0.17 in modeling stage and the validated correlation coefficient of 0.9030 and root mean square error of 0.20 in leave-one-out validation step, respectively. To further test the predictive ability of the model, 20 DAA compounds are picked up to construct a training set which is used to build a QSAR model and then the model is employed to predict the biological activities of the balance compounds. The predicted correlation coefficient and root mean square error are 0.9332 and 0.19, respectively.     

New silver(i) thiazole-based coordination polymers: structural and photophysical investigation

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