Robust risk-taking under a sustainable constraint

We consider a model in which the representative investor makes optimal portfolio and consumption choices robust to ambiguity with a sustainable constraint. We find that the influences of ambiguity on risk-taking are two ways. Those are gambling when the risk-free interest rate is less than a critical value, but derisk when the risk-free interest rate is greater than the critical value. Moreover, the erosion of ambiguity on consumption is more substantial in constrained cases, and ambiguity will magnify welfare losses.     

增量式Huber-支持向量回归机算法研究

传统的面向支持向量回归的一次性建模算法中样本增加时,均需从头开始学习,而增量式算法可以充分利用上一阶段的学习成果。SVR的增量算法通常基于ε-不敏感损失函数,该损失函数对大的异常值比较敏感,而Huber损失函数对异常值敏感度低。所以在有噪声的情况下,Huber损失函数是比ε-不敏感损失函数更好的选择,在现实情况当中。基于此,本文提出了一种基于Huber损失函数的增量式Huber-SVR算法,该算法能够持续地将新样本信息集成到已经构建好的模型中,而不是重新建模。与增量式ε-SVR算法和增量式RBF算法相比,在对真实数据进行预测建模时,增量式Huber-SVR算法具有更高的预测精度。     

Field-induced structural ordering in electrorheological fluids

Structural relaxations of an electrorheological fluid (ERF) due to changes in the applied electrical field strength or shear rate are observed on time scales 1 s<t<40 000 s. Commercial ERFs consisting of mesoscopic polyurethane particles in a silicone oil matrix were studied by three different experimental techniques in order to obtain and compare the characteristic relaxation times. It is demonstrated that dielectric spectroscopy, viscosimetry and light transmission experiments represent the same results concerning the structural relaxation phenomena of ERFs when electrical fields are applied. The tendency of strong induced dipoles to align the particles in the direction of the field increases the effective dipole moment and therefore , the shear viscosity and the amount of light transmitted along the field direction in an ITO/glass sandwich cell. The optical experiment is capable of resolving fast processes within the first 1 ms if large electrical fields are applied. The effects of electrophoresis and shearing, which both counteract the field induced structures, are also addressed.     

Second-order properties of the loss probability inM/M/s/s +c systems

The Erlang loss function, which gives the steady state loss probability in anM/M/s/s system, has been extensively studied in the literature. In this paper, we look at the similar loss probability inM/M/s/s + c systems and an extension of it to nonintegral number of servers and queue capacity. We study its monotonicity properties. We show that the loss probability is convex in the queue capacity, and that it is convex in the traffic intensity if is below some ^* and concave if is greater that ^*, for a broad range of number of servers and queue capacities. We prove that the one-server loss system is the onlyM/M/s/s +c system for which the loss probability is concave in the traffic intensity in all its range.Research supported by Grant BD/645/90-RM from Junta Nacional de Investigação Científica e Tecnológica.On leave from: Departamento de Matemática, Instituto Superior Técnico, Av. Rovisco Pais, 1096 Lisboa Codex, Portugal.     

SYNTHESIS AND THERMAL PROPERTIES OF POLYBENZOXAZOLE FROM SOLUBLE PRECURSOR WITH HYDROXY-SUBSTITUTED POLYENAMINONITRILE

Aromatic polybenzoxazole (PBO) precursor, hydroxy-substituted polyenaminonitrile, was prepared by direct polycondensation of 1,4-bis(l-chloro-2,2-dicyanovinyl)benzene (CCB) and 4,6-diaminoresorcinol dihydrochloride (DAR) using pyridine and N,N-dimethylacetamide as condensing agent and solvent. The precursor has good solubility in polar aprotic solvent which is due to the strong dipolar nature of the main chain. The soluble precursor was subjected to thermal cyclization in an inert atmosphere to convert it into the corresponding PBO, which has its 5% weight loss temperature at 540℃ The fully cyclized PBO were characterized by FT-IR and TGA. The introduction of 10% mol 1,3,5-benzenetricarboxylic chloride (BTC) into the main chain not only has little effect on the solubility of PBO precursor but also raises its 5% weight loss temperature to 552℃ and char yield at 700℃ for the cyclized PBO with BTC.     

Electron and light microscopical investigation of defect structures in mesophases of pharmaceutical substances

 Transmission electron microscopy of freeze fractured and replicated samples (TEM) and polarizing light microscopy (PLM) are used to investigate the defect structures of the thermotropic and lyotropic mesophases of the non-steroidal antiinflammatory drug fenoprofen sodium and of the thermotropic mesophase of the nonionic surfactant sucrose oleate (O1570). All mesophases have a layered, smectic structure. The thermotropic liquid crystal of feno-profen sodium is an interdigitated smectic A phase (smectic Ad) having the highest viscosity of the investigated samples. The thermotropic mesophase of the sugar ester is also of the type smectic A, likely to be of subtype smectic A2 (bilayered smectic structure). The lyotropic mesophase is of lamellar liquid crystalline nature and has a much lower viscosity than the thermotropic mesophases. In the PLM the lyotropic fenoprofen mesophase has a strong tendency to form a pseudoisotropic texture, indicating a strong tendency to form undisturbed layered structures. Other textures exhibited in the PLM are fan-shaped texture and maltese-cross texture. Confocal domains, cylinders, pits and peaks as well as screw dislocations are found in great number in the TEM. However, no greater regions of undisturbed lamellar arrangement in the lyotropic mesophase could be detected. The only texture of the thermotropic fenoprofen mesophase visible in the PLM is the fan-shaped texture, indicating confocal domains as predominant structural elements. However, no confocal domains (tori or Dupin cyclides) are found in the TEM. In the PLM the sugar–ester mesophase exhibited a fan-shaped texture, maltese crosses and oily streaks as dominant textures. In the TEM only a few +π and −π disclinations and imperfect confocal domains could be detected. The discrepancies in the appearance of defect structures and textures between the mesophases as well as the discrepancies in the findings in the PLM and in the TEM investigations are caused by the different sample preparation and the different viscosities of the mesophases. Received: 28 May 1997 Accepted: 2 September 1997     

DFT study of the conductance of molecular wire:The effect of coupling geometry and intermolecular interaction on the transport properties

The density functional theory (DFT) combining with the non-equilibrium Green functions (NEGF) method is applied to the study of the electronic transport properties for a Di-thiol-benzene (DTB) molecule coupled to two Au(111) surfaces. The dependence of the transport properties on the bias, the coupling geometry of the molecule-electrode interface, and the intermolecular interaction are examined in detail. The results show that the existence of the hydrogen atom at the end of the DTB molecule would significantly decrease the transmission coefficients, and then the differential conductance (dI/dV). By changing the position of the DTB molecule located between two electrodes a maximum value of calculated current is observed. It is also found that the intermolecular interaction will strongly influence the transport properties of the system studied.     

Energy filtered transmission electron microscopy for the physico-chemical characterization of aquatic submicron colloids

A combination of energy filtered transmission electron microscopic (EF-TEM) procedures is proposed for the non-perturbing physico-chemical characterization of submicron mineral and organic colloids in aquatic systems. Synthetic hematite microparticles and xanthan polysaccharides were used as well-characterized model colloids in order to determine the optimum EF-TEM analysis conditions. In this paper, it is demonstrated that (i) our model colloids are morphologically representative of naturally occurring mineral/organic associations, (ii) EF-TEM allows the detection of fine xanthan ultrastructures without artefacts of conventional staining methods and (iii) submicron hematite particles can be specifically visualized and spectrometrically measured by EF-TEM within a hematite/xanthan mixture. This EF-TEM procedure appears to be appropriate for the characterization of real aquatic samples.     

矿区植物重金属元素测定的两种前处理方法比较

分别采用酸消解法和干灰化法处理16种矿区植物,并用原子吸收分光光度法测定其中的Mn、Cd、Cr和Zn的含量。结果表明:除Cd外,两种处理方法对Mn、Cr、Zn的测定结果有明显影响。测定植物组织Cd时,两种处理方法都可采用;测定Mn、Cr元素,采用酸消解法较为合适;测定Zn则宜采用干灰化法,并可适当延长木质部分(根、茎)的灰化时间。