Maximum likelihood estimation for stochastic volatility in mean models with heavy‐tailed distributions

In this article, we introduce a likelihood‐based estimation method for the stochastic volatility in mean (SVM) model with scale mixtures of normal (SMN) distributions. Our estimation method is based on the fact that the powerful hidden Markov model (HMM) machinery can be applied in order to evaluate an arbitrarily accurate approximation of the likelihood of an SVM model with SMN distributions. Likelihood‐based estimation of the parameters of stochastic volatility models, in general, and SVM models with SMN distributions, in particular, is usually regarded as challenging as the likelihood is a high‐dimensional multiple integral. However, the HMM approximation, which is very easy to implement, makes numerical maximum of the likelihood feasible and leads to simple formulae for forecast distributions, for computing appropriately defined residuals, and for decoding, that is, estimating the volatility of the process. Copyright © 2017 John Wiley & Sons, Ltd.     

基于Aspen Plus耦合生命周期评价的科研案例在环境工程原理教学中的应用

将化工流程模拟Aspen Plus软件与环境影响评估领域常用的生命周期评价(LCA)进行集成应用,围绕环境工程原理教学中有关化工过程质量能量衡算与环境污染防治内容的协同应用与拓展,构建化工流程模拟-环境风险评估科研案例“苯酐生产流程模拟及环境风险研究”,并将其作为环境工程原理的综合教学案例。教学实践经验表明,通过引入工程相关综合教学案例,不仅使得抽象的理论知识更加生动具体,而且在深化学生对课程理论知识理解的同时,提高学生应用专业知识分析和解决化工生产环境污染工程问题的综合能力和素质,为学生将来步入相关领域工作奠定扎实的基础。     

“功能涂料”课程的教学改革:打造趣味性、互动性和挑战性的课堂*

本着培养涂料行业精英人才的宗旨,针对涂料行业对人才需求的特点,结合多年教学经验,从教材的选择、教学内容设置、教学方法改进以及考核方法改革等4个方面探索了“功能涂料”课程的教学方法改革与课程实践。通过自编教材,精心设置授课内容,将科研成果、前沿知识、生活场景、新闻事件与书本知识相结合,提高课堂的趣味性;通过讨论法和交换式互动上课来加强课堂的互动性;通过过程性评价提高课程的学业挑战度。通过教学改革,本课程的选课率和出勤率得到了大幅提高,学生对涂料的兴趣明显增加,毕业后选择进入涂料领域工作的学生也越来越多。     

重视反馈的逆向教学设计:以质谱课程的教学为例*

基于逆向教学设计的特点及实践,分析了传统逆向教学设计的课堂实现中存在的关于预期评估与实际评估脱节的问题,阐述了教学反馈的重要性。从而提出了一种重视反馈的逆向教学设计方法。这种方法将评估预判和反馈策略充分结合到逆向教学设计中,在评估和反馈之间进行了有效关联,很好地解决了以上问题。结合笔者在质谱课程中的实践经验,对相应的教学设计的过程进行了举例说明。     

Fitting elephants in the density functionals zoo: Statistical criteria for the evaluation of density functional theory methods as a suitable replacement for counting parameters

Counting parameters has become customary in the density functional theory community as a way to infer the transferability of popular approximations to the exchange‐correlation functionals. Recent work in data science, however, has demonstrated that the number of parameters of a fitted model is not related to the complexity of the model itself, nor to its eventual overfitting. Using similar arguments, here, we show that it is possible to represent every modern exchange‐correlation functional approximations using just one single parameter. This procedure proves the futility of the number of parameters as a measure of transferability. To counteract this shortcoming, we introduce and analyze the performance of three statistical criteria for the evaluation of the transferability of exchange‐correlation functionals. The three criteria are called Akaike information criterion, Vapnik‐Chervonenkis criterion, and cross‐validation criterion and are used in a preliminary assessment to rank 60 exchange‐correlation functional approximations using the ASCDB database of chemical data.     

Quality-by-Design-Based Development of n-Propyl-Gallate-Loaded Hyaluronic-Acid-Coated Liposomes for Intranasal Administration

The present study aimed to develop n-propyl gallate (PG)-encapsulated liposomes through a novel direct pouring method using the quality-by-design (QbD) approach. A further aim was to coat liposomes with hyaluronic acid (HA) to improve the stability of the formulation in nasal mucosa. The QbD method was used for the determination of critical quality attributes in the formulation of PG-loaded liposomes coated with HA. The optimized formulation was determined by applying the Box–Behnken design to investigate the effect of composition and process variables on particle size, polydispersity index (PDI), and zeta potential. Physiochemical characterization, in vitro release, and permeability tests, as well as accelerated stability studies, were performed with the optimized liposomal formulation. The optimized formulation resulted in 90 ± 3.6% encapsulation efficiency, 167.9 ± 3.5 nm average hydrodynamic diameter, 0.129 ± 0.002 PDI, and −33.9 ± 4.5 zeta potential. Coated liposomes showed significantly improved properties in 24 h in an in vitro release test (>60%), in vitro permeability measurement (420 μg/cm²) within 60 min, and also in accelerated stability studies compared to uncoated liposomes. A hydrogen-peroxide-scavenging assay showed improved stability of PG-containing liposomes. It can be concluded that the optimization of PG-encapsulated liposomes coated with HA has great potential for targeting several brain diseases.     

Analysis of a “3-(Naphthalen-1-ylimino)indolin-2-one” Compound and Its Antimicrobial Assessment Using Lipid-Based Self-Nanoemulsifying Formulations

In recent years, indole derivatives have acquired conspicuous significance due to their wide spectrum of biological activities—antibacterial, antiviral, and anticonvulsant. This compound is derived from naturally grown plants. Therefore, synthesis of a novel “3-(Naphthalen-1-ylimino)indolin-2-one” compound (2) and its analysis using UPLC systems along with antimicrobial assessment was the aim of the current study. Isatin was used as a parent drug for synthesizing compound (2). Liquid Chromatographic analysis was performed using a C18 BEH column (1.7 μm 2.1 × 50 mm) by UPLC systems. Degradation studies were carried out to see whether acid, base, thermal, and oxidizing agents had any impact on the synthesized molecule in stress conditions (100 °C). A lipid-based self-nanoemulsifying formulation was developed and selectivity, specificity, recovery, accuracy, and precision were measured as part of the UPLC system’s validation process. Antimicrobial studies were conducted using gram-positive and gram-negative bacteria. The standard samples were run with a concentration range of 5.0–100.0 μg/mL using the isocratic mobile phase comprising of methanol/water (70/30 %v/v) at 234 nm; good linearity (R² = 0.9998) was found. The lower limits of detection (LOD) and quantitation (LOQ) of the method were found to be 0.81 μg/mL and 2.5 μg/mL, respectively. The coefficients of variation were found to be less than 2%. The antimicrobial study suggests that compound (2) has a substantial growth effect against gram-negative bacteria. It was successfully synthesized and applied to measure the concentrations in lipid-based dosage form, along with potent antimicrobial activities.     

西南山地煤矿区耕地土壤-农作物重金属富集及健康风险评价

为了解西南某典型山地煤矿区周边农田土壤、农作物重金属的富集情况及对当地人群健康的影响程度,采集矿区周边农田土壤样品和对应的农作物样品,测定重金属Cr、Mn、Zn、As、Pb的含量。运用Nemero指数法、潜在风险指数法对土壤重金属的污染程度进行评价;采用靶标危害系数法(THQ)评价农作物重金属对人体的健康风险。结果显示,Cr、Mn、Zn、As、Pb分别是背景值的1.81、1.90、2.89、1.30、0.86倍,处于轻度污染级别,轻微危害程度。农作物重金属Cr、Pb和As含量的超标情况较严重,Zn的含量超标相对较小。各农作物富集的重金属对人体的健康风险大小为：高粱>玉米>白菜>葱>辣椒。农作物重金属对儿童健康的危害均达到了慢性中毒;对成人健康的影响,高粱处于慢性中毒,其它农作物重金属处于产生较大影响的危害程度。农作物重金属与土壤重金属的相关性分析表明,农作物重金属的含量与土壤重金属全量并无线性关系;各重金属在农作物中的转移能力不同;Pb,As在农作物中的转移能力较大,而Cr相对较小。鉴于矿区重金属的富集情况,应尽快采取修复治理措施,为保证当地人群健康,建议当地居民不再食用和种植富集重金属严重的高粱、玉米农作物。     

微波消解-ICP-MS测定电镀污泥中的重金属

采用微波消解系统对某电镀污泥进行消解,利用ICP-MS对污泥中的重金属进行测定。称取制备后样品,置于消解罐中充分反应后,赶酸、定容后利用电感耦合等离子体质谱法进行测定。电镀污泥中的铬为18845.2mg/kg、镉为10.3mg/kg、镍为5200.0mg/kg、铅为189.7mg/kg、铜为3271.7mg/kg、锌为49632.6mg/kg。测定结果表明所检测项目工作曲线线性关系好,相关系数r均大于0.999。铬加标回收率在91.6～97.7%之间、镉加标回收率在92.0～97.0%之间、镍加标回收率在95.1～98.0%之间、铅加标回收率在94.3～95.2%之间、铜加标回收率在97.1～102%之间、锌加标回收率在96.3～98.7%之间,均满足相关测定要求。计算的潜在生态危害系数、潜在生态危害指数结果表明,电镀污泥中的铬、镉、铅、铜、锌为轻微生态危害,镍为强生态危害;潜在生态危害指数RI计算值为216.69,属于中等生态危害。     

吊车荷载作用下钢结构吊车梁的疲劳可靠寿命评估

从Miner累积损伤的定义出发，视累积损伤为随机过程，临界损伤为随机变量，基于疲劳动态可靠性理论，提出了在役钢结构吊车梁疲劳剩余寿命的可靠寿命评估法。之后与现行《钢结构检测评定与加固技术规程》(YB9257-96)中安全期限寿命评估法进行了分析比较，说明了安全寿命评估方法的概率意义。算例分析结果表明，本文提出的可靠寿命评估方法更加合理。