中国股票市场风险的实证分析研究

本文从实证角度说明了上证指数和深证成份指数存在着GARCH现象 ,并建立了沪、深两市股指波动率的IGARCH(1,1) M模型与EGARCH(1,1) M模型。将估计的IGARCH(1,1) M模型与EGARCH(1,1) M模型比较得出 ,对上证指数的波动率 ,IGARCH(1,1) M模型与EGARCH(1,1) M模型的模拟效果基本相同 ,而对深证成份指数的波动率 ,IGARCH M模型要略优于EGARCH M模型。同时还对两市的股指收益的波动率进行了预测分析     

New Branch-and-Cut Algorithm for Bilevel Linear Programming

Linear mixed 0–1 integer programming problems may be reformulated as equivalent continuous bilevel linear programming (BLP) problems. We exploit these equivalences to transpose the concept of mixed 0–1 Gomory cuts to BLP. The first phase of our new algorithm generates Gomory-like cuts. The second phase consists of a branch-and-bound procedure to ensure finite termination with a global optimal solution. Different features of the algorithm, in particular, the cut selection and branching criteria are studied in details. We propose also a set of algorithmic tests and procedures to improve the method. Finally, we illustrate the performance through numerical experiments. Our algorithm outperforms pure branch-and-bound when tested on a series of randomly generated problems. Work of the authors was partially supported by FCAR, MITACS and NSERC grants.     

Dihalodimethyltin(IV) complexes of 2‐(pyrazol‐1‐ylmethyl)pyridine

Reaction of dichloro‐ and dibromodimethyltin(IV) with 2‐(pyrazol‐1‐ylmethyl)pyridine (PMP) afforded [SnMe₂Cl₂(PMP)] and [SnMe₂Br₂(PMP)] respectively. The new complexes were characterized by elemental analysis and mass spectrometry and by IR, Raman and NMR (¹H, ¹³C) spectroscopies. Structural studies by X‐ray diffraction techniques show that the compounds consist of discrete units with the tin atom octahedrally coordinated to the carbon atoms of the two methyl groups in a trans disposition (Sn? C = 2.097(5), 2.120(5) Å and 2.110(6), 2.121(6) Å in the chloro and in the bromo compounds respectively), two cis halogen atoms (Sn? Cl = 2.4908(16), 2.5447(17) Å; Sn? Br = 2.6875(11), 2.7464(9) Å) and the two donor atoms of the ligand (Sn? N = 2.407(4), 2.471(4) Å and 2.360(5), 2.455(5) Å). In both cases, the Sn? N(pyridine) bond length is markedly longer than the Sn? N(pyrazole) distance. Copyright © 2003 John Wiley & Sons, Ltd.     

Liquid-phase chlorination ofC-chlorovinylsilanes

Liquid-phase chlorination of a number of chloro(chlorovinyl)methylsilanes was investigated. A number of novelC-chlorosilanes were characterized by IR and¹H NMR spectra. Some regularities of these reactions were determined; correlations between the structure of chloro(chlorovinyl)methylsilanes and their reactivities were identified.Translated fromIzvestiya Akademii Nauk. Seriya Khimicheskaya, No. 11, pp. 2256–2260, November, 1995.     

PLD法生长n-Zn1-xCoxO/p-Si异质结的电学性能研究

用高功率脉冲激光轰击Zn1-xCoxO,得到锌、钴和氧的原子、分子和团簇等混合体,并在p型单晶Si表面反应生成n型Zn1-xCoxO.X射线衍射(XRD)、原子力显微镜(AFM)研究表明,这层材料是结构致密均匀、呈c轴高度择优取向的薄膜,与p型Si材料形成n-Zn1-xCoxO/p-Si异质结.在Zn1-xCoxO中加入H,生成了Co-H-Co聚合体,异质结的势垒高度随着Co含量的增加而增加,同时深能级的Co-d轨道捕获作为浅施主的间隙H提供的电子,造成的体系n型半导体层的载流子浓度降低,电阻率提高,使得n-Zn1-xCoxO/p-Si异质结在6.5V时漏电流降致6×10-3 mA,反向击穿电压超过20V,电学性能得到显著改进.     

Study of local lattice relaxation of substitutional impurities in silicon and germanium

Local lattice relaxation of substitutional donors in silicon investigated using self‐consistent multiple scattering Xα (MSXα) method within the framework of the standard muffin‐tin potential approximation is extended to substitutional donors in germanium and substitutional acceptors in both silicon and germanium. Incorporating the effect of lattice relaxation surrounding the impurity makes the model suitable for both shallow and deep levels. Chemical trends of some aspects of impurity states, such as local lattice relaxation and charge transfer, of the impurities both in silicon and germanium are inferred. © 2004 Wiley Periodicals, Inc. Int J Quantum Chem, 2004     

Isosteres of peptides: boron analogs as dipolar forms of α‐amino acids – a theoretical study

Modification of peptides to produce peptidomimetics is of great interest, with the aim of designing potent, selective, and metabolically stable analogs having certain conformational properties. Organoboranes have been reported in the literature with a wide range of therapeutic applications. One of the therapeutically important class of molecules is amine‐carboxyboranes derived from amino acids by replacement of the Cα atom of an amino acid/peptide by boron. The conformational preferences of these peptides, with respect to backbone ω, ?, and ψ torsion angles, have been investigated by theoretical calculations. The amide bond in these molecules has the same geometry in the ground and transition states as the natural peptides. However, the boron isosteres of glycine and alanine peptides are less structured than their natural derivatives, but are distinguished by structures with a positive value for the ? angle, which is normally disfavored for natural peptides. This property could be used to build peptides with a geometry not usually seen in natural peptides. Copyright © 2007 John Wiley & Sons, Ltd.     

Pattern Search Method for Discrete <Emphasis Type="Italic">L</Emphasis><Subscript>1</Subscript>–Approximation

We propose a pattern search method to solve a classical nonsmooth optimization problem. In a deep analogy with pattern search methods for linear constrained optimization, the set of search directions at each iteration is defined in such a way that it conforms to the local geometry of the set of points of nondifferentiability near the current iterate. This is crucial to ensure convergence. The approach presented here can be extended to wider classes of nonsmooth optimization problems. Numerical experiments seem to be encouraging. This work was supported by M.U.R.S.T., Rome, Italy.     

The spectrum of BSA(v, 3, λ; α) with α = 2,3

In this article, a kind of auxiliary design BSA^* for constructing BSAs is introduced and studied. Two powerful recursive constructions on BSAs from 3‐IGDDs and BSA^*s are exploited. Finally, the necessary and sufficient conditions for the existence of a BSA(v, 3, λ; α) with α = 2, 3 are established. © 2006 Wiley Periodicals, Inc. J Combin Designs 15: 61–76, 2007     

Characterization of reduced iso‐α‐acids derived from hops (Humulus lupulus) by NMR

Reduced forms of iso‐α‐acids (isohumulones), used in modern beer brewing were separated and characterized by ¹H and ¹³C NMR spectroscopy. Components from mixtures of rho‐iso‐α‐acids, tetrahydro‐iso‐α‐acids, and hexahydro‐iso‐α‐acids were isolated using high‐performance liquid chromatography (HPLC) and analyzed by use of one‐ and two‐dimensional NMR experiments. The data presented assign the identities of the main peaks in the HPLC traces for the reduced iso‐α‐acids. Previous tentative assignments regarding the cis and trans configurations and the structures of the acyl residues of the reduced iso‐α‐acids were confirmed and extensive NMR assignments were made. Furthermore, the previously unknown stereochemistry in the C‐4 side‐chain of the rho‐ and hexahydro‐iso‐α‐acids was assigned. Copyright © 2003 John Wiley & Sons, Ltd.