一种区间数的因子分析技术及其在证券市场中的应用

传统的因子分析技术能够有效地对高维变量空间进行降维处理,但它对于样本空间却缺乏行之有效的降维效果.为了解决这一问题,一种针对大量样本数据、新的因子分析技术———区间数因子分析技术(intervaldatafactoranalysis,IFA)被提出并得到了迅速的发展。IFA方法对传统的数据概念做了本质性的扩张,运用'数据打包'的理念,对海量原始数据在不破坏其原有内在逻辑关系的前提下,可以进行变量和样本点维度的双重降维。本文详细阐述了区间数因子分析技术的原理,并以中国股票市场为案例研究背景,结果表明IFA分析技术对大规模多维数据系统做综合简化是十分有效的。     

SHFE与LME期铜价格关系实证研究

本文介绍了Granger引导关系模型,并利用这个模型对伦敦金属交易所(LME)三个月期铜和上海期货交易所(SHFE)五个月期铜进行了价格引导关系检验。检验结果显示,伦敦金属交易所三个月期铜价格滞后引导上海期货交易所五个月期铜价格,但是上海期货交易所对伦敦金属交易所的期铜价格不具有滞后价格引导关系。     

Effect of nanotube functionalization on the properties of single‐walled carbon nanotube/polyurethane composites

A commercially available aliphatic thermoplastic polyurethane formulated with a methylene bis(cyclohexyl) diisocyanate hard segment and a poly(tetramethylene oxide) soft segment and chain‐extended with 1,4‐butanediol was dissolved in dimethylformamide and mixed with dispersed single‐walled carbon nanotubes. The properties of composites made with unfunctionalized nanotubes were compared with the properties of composites made with nanotubes functionalized to contain hydroxyl groups. Functionalization almost eliminated the conductivity of the tubes according to the conductivity of the composites above the percolation threshold. In most cases, functionalized and unfunctionalized tubes yielded composites with statistically identical mechanical properties. However, composites made with functionalized tubes did have a slightly higher modulus in the rubbery plateau region at higher nanotube fractions. Small‐angle X‐ray scattering patterns indicated that the dispersion reached a plateau in the unfunctionalized composites that was consistent with the plateau in the rubbery plateau region. The room‐temperature modulus and tensile strength increase was proportionally higher than almost all increases seen previously in thermoplastic polyurethanes; however, the increase was still an order of magnitude below what has been reported for the best nanotube–polymer systems. Nanotube addition increased the hard‐segment glass transition temperature slightly, whereas the soft‐segment glass transition was so diffuse that no conclusions could be drawn. Unfunctionalized tubes suppressed the crystallization of the hard segment; whereas functionalized tubes had no effect. © 2007 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 45: 490–501, 2007     

Competitive influence of atactic polystyrene and supercritical carbon dioxide on the conformation of syndiotactic polystyrene

The crystallization behavior of miscible syndiotactic polystyrene (sPS) and atactic polystyrene (aPS) blends with different sPS/aPS weight ratios was investigated in supercritical CO₂ by using Fourier‐transform infrared spectroscopy, differential scanning calorimetry, and wide‐angle X‐ray diffraction. Supercritical CO₂ and aPS exhibited different effects on the conformational change of sPS and competed with each other. Increasing the content of amorphous aPS in the blends made its effect on the conformational change of sPS gradually surpass that of supercritical CO₂. Supercritical CO₂ favored the formation of the helical conformation of sPS in lower temperature range and the all trans planar conformation in higher temperature range, instead of forming the latter one only in higher temperature range in ambient atmosphere. However, increasing aPS content in the blends pushed the range for forming the helical conformation to lower temperature and made the all trans planar conformation dominant in aPS/sPS 25/75 blend after treating in supercritical CO₂ above 60 °C. The all trans planar zigzag conformation was more favorable than the helical conformation after mixing aPS in sPS in supercritical CO₂. © 2007 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 45: 1755–1764, 2007     

Photocatalytic Synthesis of Oxygenates from Gaseous CO2 and CH4 over Semiconductor

Photoinduced synthesis of CO2 and CH4 was investigated using a batch reaction system on several photoactive materials supported on silicon dioxide. Single semiconductor showed higher selectivity to C1 compounds. The production of C2-C3 oxygenates took place preferentially on composite semiconductor photocatalysts. In particular, it was found that acetone was the primary product over Cu/CdS-TiO2/SiO2.     

大黄酸修饰电极对细胞色素C的催化还原

研究了大黄酸修饰电极的性质及对细胞色素C的催化还原，并研究了其电极应用机理。     

Gradient‐enhanced one‐dimensional pulse schemes for quaternary and methylene carbon detection

Gradient‐enhanced pulse schemes are presented for the detection of quaternary and methylene carbons. The new pulse schemes permit the detection of quaternary and methylene (—CH₂) carbons or CH₂ carbons alone from a single experiment. Efficient suppression of CH and CH₃ carbons in all the pulse schemes is achieved by creating their antiphase magnetization and then dephasing using gradients. In the pulse schemes for detection of only CH₂ carbons, the quaternary carbons are also suppressed either by dephasing using gradients or by rendering them unobservable by retaining in longitudinal order. The experimental results of the gradient pulse schemes are demonstrated on cholesteryl acetate and cyclosporin A. These one‐dimensional techniques, because of their simplicity and the ease of performing the experiments, can be important for routine chemical applications. Copyright © 2003 John Wiley & Sons, Ltd.     

Alternating copolymerization of carbon dioxide and epoxide by manganese porphyrin: The first example of polycarbonate synthesis from 1-atm carbon dioxide

The first successful example of the formation of polycarbonate from 1-atm carbon dioxide and epoxide was demonstrated by the alternating copolymerization of carbon dioxide and epoxide with manganese porphyrin as a catalyst. The copolymerization of carbon dioxide and cyclohexene oxide with (porphinato)manganese acetate proceeded under the 1-atm pressure of carbon dioxide to give a copolymer with an alternating sequence. © 2003 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 41: 3549–3555, 2003     

Analysis of a Duopoly Supply Chain and its Application in Electricity Spot Markets

This paper studies a supply chain consisting of two suppliers and one retailer in a spot market, where the retailer uses the newsvendor solution as its purchase policy, and suppliers compete for the retailer’s purchase. Since each supplier’s bidding strategy affects the other’s profit, a game theory approach is used to identify optimal bidding strategies. We prove the existence and uniqueness of a Nash solution. It is also shown that the competition between the supplier leads to a lower market clearing price, and as a result, the retailer benefits from it. Finally, we demonstrate the applicability of the obtained results by deriving optimal bidding strategies for power generator plants in the deregulated California energy market. Supported in part by RGC (Hong Kong) Competitive Earmarked Research Grants (CUHK4167/04E and CUHK4239/03E), a Distinguished Young Investigator Grant from the National Natural Sciences Foundation of China, and a grant from Hundred Talents Program of the Chinese Academy of Sciences.     

同步辐射小角x射线散射方法研究由城市固体垃圾制备的活性炭

应用同步辐射小角x射线散射方法研究了由不同城市固体垃圾制备而成的活性炭的孔结构-结果发现利用木类、纸张、塑料这三类典型垃圾组分的热解残余物为原料制备中孔发达的活性炭是可行的-活性炭的形态和结构取决于垃圾热解残余物的组分和热解程度等因素- 关键词： 小角x射线散射 活性炭 分形维数 平均孔径