A new test on the conditional capital asset pricing model

Testing the validity of the conditional capital asset pricing model(CAPM) is a puzzle in the finance literatureLewellen and Nagel[14]find that the variation in betas and in the equity premium would have to be implausibly large to explain important asset-pricing anomaliesUnfortunately, they do not provide a rigorous test statisticBased on a simulation study, the method proposed in Lewellen and Nagel[14]tends to reject the null too frequently.We develop a new test procedure and derive its limiting distribution under the null hypothesis.Also, we provide a Bootstrap approach to the testing procedure to gain a good finite sample performanceBoth simulations and empirical studies show that our test is necessary for making correct inferences with the conditional CAPM.     

Three dimensional accurate morphology measurements of polystyrene standard particles on silicon substrate by electron tomography

Polystyrene latex (PSL) nanoparticle (NP) sample is one of the most widely used standard materials. It is used for calibration of particle counters and particle size measurement tools. It has been reported that the measured NP sizes by various methods, such as Differential Mobility Analysis, dynamic light scattering (DLS), optical microscopy (OM), scanning electron microscopy (SEM) and atomic force microscopy (AFM), differ from each other. Deformation of PSL NPs on mica substrate has been reported in AFM measurements: the lateral width of PSL NPs is smaller than their vertical height. To provide a reliable calibration standard, the deformation must be measured by a method that can reliably visualize the entire three dimensional (3D) shape of the PSL NPs. Here we present a method for detailed measurement of PSL NP 3D shape by means of electron tomography in a transmission electron microscope. The observed shape of the PSL NPs with 100 nm and 50 nm diameter were not spherical, but squished in direction perpendicular to the support substrate by about 7.4% and 12.1%, respectively. The high difference in surface energy of the PSL NPs and that of substrate together with their low Young modulus appear to explain the squishing of the NPs without presence of water film.     

经验模态分解与样本熵在并网型光伏逆变器故障诊断中的应用

摘要：针对光伏并网逆变器电路中故障信号的非线性、非平稳特点,提出一种基于经验模态分解(EMD)和样本熵(SampEn)的故障诊断方法。首先,利用经验模态分解对逆变器的三相输出电压进行分解,得到有限个本征模式分量(IMF),从中选取包含故障主要信息的前几个本征模式分量提取故障信息。然后,计算本征模式分量的样本熵,从而得到用于故障诊断的特征向量;最后,将逆变器开路故障进行分类和编码,将故障特征向量输入BP神经网络进行模式识别,从而达到故障诊断的目的。在Matlab环境下对光伏并网逆变器的故障诊断进行了实验,实验结果证明了文中方法能实现对光伏并网逆变器的故障诊断,且与小波包变换相比,该方法具有诊断效率高和准确度高等特点。     

高能电子辐照绝缘厚样品的表面电位动态特性

采用数值计算和实验测量相结合的方法, 阐明了高能电子束照射下绝缘厚样品的表面电位和电子产额动态特性. 结果表明: 由于电子在样品内部的散射和输运, 沿着深度方向, 空间电位先缓慢下降到最小值, 然后逐渐升高并趋近于零; 随着电子束照射, 样品的表面电位逐渐下降, 可至负千伏量级, 电子总产额逐渐增大至一个接近于1的稳定值; 电子束停止照射后, 长时间放置下, 表面电位将逐渐升高, 但带电并不会消除; 表面电位随电子束能量的升高近似线性下降, 随入射角的增大而升高, 而随样品厚度的增大仅略有下降.     

基于样本熵的听觉神经锁相机理的实验分析

锁相是指系统的响应与周期性刺激的特定相位同步的物理现象. 听觉神经的锁相对揭示人的听觉认知基本的神经机理及改善听觉感知有重要意义. 然而, 现有研究主要集中于心理物理方法和幅度谱分析, 不能有效区分包络响应和时域细节结构响应, 不能直观反映神经锁相. 本文主要利用拔靴法和离散傅里叶变换, 提出了基于样本熵的时域细节结构频率跟随响应(temporal-fine-structure-related frequency following response, FFR_T)的神经锁相值(phase locking value, PLV)计算方法, 用于分析神经物理实验数据. 两个脑电实验结果表明: FFR_T的PLV样本熵显著大于包络相关频率跟随响应(envelope-related frequency following response, FFR_E)的PLV, 且二者正交独立, 新方法能有效地分别反映听觉系统对包络和时间细节结构的锁相机理; 基频处的响应主要来源于FFR_E的锁相; 基频处, 不可分辨谐波成分包络的锁相能力优于对可分辨谐波; 基频缺失时, 畸变产物是不同的听觉神经通路的FFR_E的混合; 谐波处, FFR_E 集中于低频, FFR_T则集中于中、高频; 听觉神经元锁相能力与声源的频率可分辨性相关. FFR_T的PLV方法克服了现有FFR分析的局限性, 可用于深入研究听觉神经机理.     

Sample Preparation Methods for Lipidomics Approaches Used in Studies of Obesity

Obesity is associated with alterations in the composition and amounts of lipids. Lipids have over 1.7 million representatives. Most lipid groups differ in composition, properties and chemical structure. These small molecules control various metabolic pathways, determine the metabolism of other compounds and are substrates for the syntheses of different derivatives. Recently, lipidomics has become an important branch of medical/clinical sciences similar to proteomics and genomics. Due to the much higher lipid accumulation in obese patients and many alterations in the compositions of various groups of lipids, the methods used for sample preparations for lipidomic studies of samples from obese subjects sometimes have to be modified. Appropriate sample preparation methods allow for the identification of a wide range of analytes by advanced analytical methods, including mass spectrometry. This is especially the case in studies with obese subjects, as the amounts of some lipids are much higher, others are present in trace amounts, and obese subjects have some specific alterations of the lipid profile. As a result, it is best to use a method previously tested on samples from obese subjects. However, most of these methods can be also used in healthy, nonobese subjects or patients with other dyslipidemias. This review is an overview of sample preparation methods for analysis as one of the major critical steps in the overall analytical procedure.     

Evaluation of an Element-Tagged Duplex Immunoassay Coupled with Inductively Coupled Plasma Mass Spectrometry Detection: A Further Study for the Application of the New Assay in Clinical Laboratory

Background: Element-tagged immunoassay coupled with inductively coupled plasma mass spectrometry (ICP-MS) detection has the potential to revolutionize immunoassay analysis for multiplex detection. However, a further study referring to the standard evaluation and clinical sample verification is needed to ensure its reliability for simultaneous analysis in clinical laboratories. Methods: Carcinoembryonic antigen (CEA) and α-fetoprotein (AFP) were chosen for the duplex immunoassay. The performance of the assay was evaluated according to guidelines from the Clinical and Laboratory Standards Institute (CLSI). Moreover, reference intervals (RIs) of CEA and AFP were established. At last, 329 clinical samples were analyzed by the proposed method and results were compared with those obtained with electrochemiluminescent immunoassay (ECLIA) method. Results: The measurement range of the assay was 2–940 ng/mL for CEA and 1.5–1000 ng/mL for AFP, with a detection limit of 0.94 ng/mL and 0.34 ng/mL, respectively. The inter-assay and intra-assay imprecision were all less than 6.58% and 10.62%, respectively. The RI of CEA and AFP was 0–3.84 ng/mL and 0–9.94 ng/mL, respectively. Regarding to clinical sample detection, no significant difference was observed between the proposed duplex assay and the ECLIA method. Conclusions: The ICP-MS-based duplex immunoassay was successfully developed and the analytical performance fully proved clinical applicability. Well, this could be different with other analytes.     

用于荧光光谱测定的微量固体粉末样品制样优化*

为满足微量固体粉末荧光检测要求,采用薄层制样法,改变黏结剂种类、黏结剂的用量、涂层厚度以及后处理方法来进行其制样工艺优化。 结果表明:以聚乙烯醇做黏结剂、1∶5的固液比、在50 ℃烘干30 min、涂片次数3层的薄层制样优化工艺可满足荧光固体测样的要求。采用t检验比较固体样品池装样和薄层制样法的荧光检测结果发现两者无显著性差异,薄层制样优化工艺的需样量较样品池减少90%。     

教育实证研究中样本选择的原则及品质要求

我国教育研究领域大力倡导实证研究,却面临操作指南缺乏和品质标准不够明晰的问题,导致高质量的实证研究案例不多。研究样本的数量及其代表性或立意是保证实证研究品质的重要因素,讨论了定量研究和质性研究中选择研究样本的原则,明确了实证研究论文写作中研究样本部分的品质指标及内容要求,利用构建的品质指标及内容要求分析了4个教育实证研究论文案例。研究发现,提升我国教育实证研究质量的任务还是比较艰巨的。     

基于液相色谱-质谱技术的肾脏代谢组学分析方法研究

建立了一种基于高效液相色谱-超高分辨质谱技术的肾脏代谢组学分析方法。肾脏组织于液氮中研磨成粉后,采用甲基叔丁基醚/甲醇/水溶剂体系进行提取,分别得到强极性部分(下层)和弱极性部分(上层)提取物,依次采用HILIC亲水色谱柱和反相C18色谱柱进行梯度洗脱分离后,进行高分辨质谱分析。采用电喷雾离子源(ESI),正、负离子模式检测,扫描方式为全扫描,扫描范围为100~1000 Da,质量分辨率为120000。结果表明,该方法灵敏度高,专属性强,稳定性良好,可同时获取肾脏组织中的强极性和弱极性代谢物信息,可为肾脏疾病和药物肾毒性生物标志物的发现提供一种新的方法。