基于时变Copula模型的 基金收益率相依关系的应用研究

基于时变Copula模型,获得预测方差,确定单个基金收益率序列的边缘分布.利用常见的静态Copula和时变Copula模型对基金收益率序列间两两相依关系进行建模并进行对比分析.应用研究表明,基于MCMC方法的时变Copula模型能更有效地度量基金收益率序列的风险.     

Pentapnictogen heterocyclic monoanions: Structure,stability, and aromaticity

Inorganic planar ring-shape molecules with 4n + 2 π electrons are always the focus of experimental synthesis and theoretical research due to their potential aromaticity and stability. In this work, the whole series of five-membered heterocycle monoanions X _nY_5-n⁻ (X, Y = group 15 elements; n = 1-4) were thoroughly investigated by means of density functional theory calculations. They all have large formation energies and HOMO-LUMO gap energies, suggesting the potential thermodynamic and kinetic stability. Their aromaticities are comparable to that of typical aromatic hydrocarbons. Their thermal stabilities were firmly established by the ab initio molecular dynamics simulations. As most of them are predicted for the first time, their various spectra were simulated for experimental characterization. Furthermore, we demonstrate that these five-membered cyclic anions can be employed as η⁵-ligand to construct novel all-inorganic metallocenes, which may serve as the building blocks of low-dimensional nanomaterials.     

Nb(iPrNPMe2)3Fe–PMe3: A potential high reactivity heterobimetallic catalyst for acetylene cycloadditions

Alkynes cycloaddition reactions are powerful tools for constructing cyclic molecules with optimal atom efficiency, but these reactions cannot proceed at ambient temperature without transition-metal catalysts. In this work, a heterobimetallic complex featuring an Nb–Fe triple bond, Nb(ⁱPrNPMe₂)₃Fe–PMe₃, has been evaluated as the potential catalyst for acetylene cycloaddition, using density functional theory. The calculated results show that the singlet-state (i.e. ground-state) Nb(ⁱPrNPMe₂)₃Fe–PMe₃ can be applied to benzene synthesis, but is not suitable for cyclobutadiene. Benzene can be obtained easily at room temperature and is the unique product on the singlet potential surface. The irradiation of infrared-red light can drive the excitation of singlet Nb(ⁱPrNPMe₂)₃Fe–PMe₃ to its triplet state. Both benzene and cyclobutadiene can be formed on the triplet reaction potential surface due to their low energy barriers. Therefore, Nb(ⁱPrNPMe₂)₃Fe–PMe₃ is a potential high reactivity heterobimetallic catalyst for the cyclotrimerization of alkynes. In the reaction process, the catalytic active site of Nb(ⁱPrNPMe₂)₃Fe–PMe₃ moves from niobium to iron.     

Dinuclear gold (I)-di-N-heterocyclic carbene complexes: syntheses,structure, density functional theory calculation and photoluminescence study

The synthesis and characterizations for a series of dinuclear gold (I)-di-NHC complexes, 1–8 through the trans-metalation method of their respective silver (I)-di-NHC complexes, i–viii are reported (where NHC = N-heterocyclic carbene). The successful complexation of a series of unusual non-symmetrical and symmetrical di-NHC ligands, 3,3'-(ethane-1,2-diyl)-1-alkylbenzimidazolium-1'-butylbenzimidazolium (with alkyl = methyl, ethyl, propyl, butyl, pentyl, hexyl, heptyl, benzyl) with the gold (I) ions are suggested by elemental analysis, Fourier transform-infrared, ¹H- and ¹³C-NMR data. The ¹³C-NMR spectra of 1–8 show a singlet sharp peak in the range of 190.00–192.00 ppm, indicating the presence of a carbene carbon that bonded to the gold (I) ion. From single crystal X-ray diffraction data, the structure of complex 6 with the formula of [di-NHC-Au (I)]₂·2PF₆ is obtained [where NHC = 3,3'-(ethane-1,2-diyl)-1-hexylbenzimidazolium-1'-butylbenzimidazolium]. The photophysical study in solid state of 6 displays an intense photoluminescence with a strong emission maxima, λ_em = 480 nm, upon excitation at 340 nm at room temperature. Interestingly, the emission maximum at 77 K shows a structural character with a strong peak at 410 nm, a medium at 433 nm and a weak at 387 nm, accompanied by a tail band to about 500 nm.     

锡苯和铅苯二聚反应的理论研究

采用密度泛函理论B3LYP方法,研究了锡苯和铅苯的[2+2],[4+2]及[4+4]二聚反应的微观机理和势能剖面,考察了Sn(Pb)原子上的2,4,6-三甲基苯基(Mes)取代基对反应势能剖面的影响.研究结果表明,所有反应均为协同过程,且大多数情况下,2个C—Sn(Pb)键同步形成.[2+2]和[4+2]反应在热力学和动力学上均比相应的[4+4]反应容易进行,而[4+2]反应在动力学上比相应的[2+2]反应有利.Sn(Pb)原子上的Mes取代基在热力学和动力学上均不利于反应的进行.铅苯的动力学稳定性与锡苯相当,但其热力学稳定性高于锡苯.     

Designing spirobifullerene core based three-dimensional cross shape acceptor materials with promising photovoltaic properties for high-efficiency organic solar cells

The development of organic electron acceptor materials is one of the key factors for realizing high-performance organic solar cells (OSCs). Nonfullerene electron acceptors, compared to traditional fullerene acceptor materials, have gained much impetus owing to their better optoelectronic tunabilities and lower cost, as well as higher stability. Therefore, 5 three-dimensional (3D) cross-shaped acceptor materials having a spirobifullerene core flanked with 2,1,3-benzothiadiazole are designed from a recently synthesized highly efficient acceptor molecule SF(BR) ₄ and are investigated in detail with regard to their use as acceptor molecules in OSCs. The density functional theory (DFT) and time-dependent DFT (TDDFT) calculations have been performed for the estimation of frontier molecular orbital (FMO) analysis, density of states analysis, reorganization energies of electron and hole, dipole moment, open-circuit voltage, photo-physical characteristics, and transition density matrix analysis. In addition, the structure-property relationship is studied, and the influence of end-capped acceptor modifications on photovoltaic, photo-physical, and electronic properties of newly selected molecules ( H1-H5 ) is calculated and compared with reference ( R ) acceptor molecule SF(BR) ₄ . The structural tailoring at terminals was found to effectively tune the FMO band gap, energy levels, absorption spectra, open-circuit voltage, reorganization energy, and binding energy value in selected molecules H1 to H5 . The 3D cross-shaped molecules H1 to H5 suppress the intermolecular aggregation in PTB7-Th blend, which leads to high efficiency of acceptor material H1 to H5 in OSCs. Consequently, better optoelectronic properties are achieved from designed molecules H1 to H5 . It is proposed that the conceptualized molecules are superior than highly efficient spirobifullerene core-based SF(BR) ₄ acceptor molecules and, thus, are recommended to experiments for future developments of highly efficient solar cells.     

The 4D Klein-Gordon, Dirac and Quantization Equations from 5D Null Paths

Results from 5D induced-matter and membrane theory with null paths are extended to show that a particle obeys the 4D Klein-Gordon equation but with a variable mass. The Dirac equation also follows, but raises concerns about 4D quantization in the two natural 5D gauges, and reopens the question of a Regge-like trajectory for the spin angular momenta and squared masses of gravitationally-dominated systems.     

The mechanism of ethylene polymerization by nickel salicylaldiminato catalysts - Agostic interactions and their kinetic isotope effects

The ethylene polymerization reaction of a neutral nickel catalyst was studied by DFT calculations at the Becke3LYP/6-31G(d) level of theory. As in related cases a β-agostic bond stabilizes the nickel alkyl ground states. Transition states for the insertion of the olefin show a distinct α-agostic interaction, which has not been observed for late metal polymerization catalysts before. An ethylene-alkyl complex was identified as the resting state of the reaction. The overall barrier height of the reaction amounts to 17.54 kcal/mol, which slightly increases to 17.60 kcal/mol for the polymerization of deuterated ethylene. Therefore, a small positive kinetic isotope effect (k_H/k_D = 1.09) can be calculated, which is caused by the α-agostic interaction in the transition state. A comparison to other late metal based polymerization systems reveals that the ethylene coordination step of highly active catalysts is significantly lower in energy compared to catalysts which are only moderately active.     

Integral Kernel Operators on Fock Space – Generalizations and Applications to Quantum Dynamics

A general theory of operators on Boson Fock space is discussed in terms of the white noise distribution theory on Gaussian space (white noise calculus). An integral kernel operator is generalized from two aspects: (i) The use of an operator-valued distribution as an integral kernel leads us to the Fubini type theorem which allows an iterated integration in an integral kernel operator. As an application a white noise approach to quantum stochastic integrals is discussed and a quantum Hitsuda–Skorokhod integral is introduced. (ii) The use of pointwise derivatives of annihilation and creation operators assures the partial integration in an integral kernel operator. In particular, the particle flux density becomes a distribution with values in continuous operators on white noise functions and yields a representation of a Lie algebra of vector fields by means of such operators.