基于时变Copula模型的 基金收益率相依关系的应用研究

基于时变Copula模型,获得预测方差,确定单个基金收益率序列的边缘分布.利用常见的静态Copula和时变Copula模型对基金收益率序列间两两相依关系进行建模并进行对比分析.应用研究表明,基于MCMC方法的时变Copula模型能更有效地度量基金收益率序列的风险.     

基于碳关税和配额的再制造决策研究

在跨国闭环供应链中考虑碳关税、碳配额和碳税三种政策的影响,分别建立了出口国制造商(OEM)再制造模型和OEM授权进口国零售商进行再制造模型,得到不同模型中OEM和零售商的最优价格、最优销售量、最优利润,进一步分析了产品碳排放总量是否超过配额的不同情形下新产品碳排放量对新产品和再制造品价格、销售量的影响以及其中碳关税和碳税发挥的作用.结果表明,在配额限制下,存在碳关税、碳税以及两种政策共同约束的取值区间,当税率水平在不同区间时,新产品碳排放量对两种产品的价格、销售量有不同的影响.     

Bogdanov-Takens Bifurcation in a Host-parasitoid Model

In this paper, we study a host-parasitoid model with Holling II Functional response, where we focus on a special case: the carrying capacity K2 for parasitoids is equal to a critical value r 1η. It is shown that the model can undergo Bogdanov-Takens bifurcation. The approximate expressions for saddle-node, Homoclinic and Hopf bifurcation curves are calculated. Numerical simulations, including bifurcation diagrams and corresponding phase portraits, are also given to illustrate the theoretical results.     

Atmospheric oxidation chemistry of 1–methoxy 2–propyl acetate initiated by OH radicals: kinetics and mechanisms

Kinetics and mechanism of the gas-phase reaction of CH₃C(O)OCH(CH₃)CH₂OCH₃ (MPA) with OH radicals in the presence of O₂ and NO have been investigated theoretically by performing a high and reliable level of theory, viz., CCSD(T)/6-311?+?G(d,p)//BH&HLYP/6-311++G(d,p)?+?0.9335×ZPE. The calculations predict that the H-abstraction from the ?CH₂?O? position of MPA is the most facile channel, which leads to the formation of the corresponding alkoxy radicals CH₃C(O)OCH(CH₃)C(O ?)HOCH₃ under atmospheric conditions. This activated radicals CH₃C(O)OCH(CH₃)C(O ?)HOCH₃ will undergo further rearrangement, fragmentation and oxidative reactions and predominantly leads to the formation of various products (methyl formate HC(O)OCH₃ and acetic anhydride CH₃C(O)OC(O)CH₃). In the presence of water, acetic anhydride can convert into acetic acid CH₃C(O)OH via the hydrolysis reaction. The calculated total rate constants over the temperature range 263–372?K are used to derive a negative activation energy (E_a= ?5.88 kJ/mol) and an pre-exponential factor (A?=?1.78×10^?12 cm³ molecule^?1 s^?1). The obtained Arrhenius parameters presented here are in strong agreement with the experimental values. Moreover, the temperature dependence of the total rate constant over a temperature range of 263?1000?K can be described by k?=?5.60 × 10^?14×(T/298?K)^3.4×exp(1725.7?K/T) cm³ molecule^?1 s^?1.     

Periodic solutions of a periodic stochastic human immunodeficiency virus model with distributed delay and cytotoxic T lymphocytes immune response

In this paper, a periodic stochastic human immunodeficiency virus (HIV) model with distributed delay and cytotoxic T lymphocytes (CTL) immune response is investigated. First, by It $ô$'s formula, we show that the solution with any positive initial value is global and positive. Then, by the stochastic comparison theorem, we obtain the sufficient conditions guaranteeing the existence and global attractivity of infection-free periodic solution. Furthermore, we discuss the existence of the infective periodic solution by Has'minskii theory. Finally, numerical examples are given to illustrate the results.     

Dynamical Analysis of a New Chaotic Fractional Discrete-Time System and Its Control

This article proposes a new fractional-order discrete-time chaotic system, without equilibria, included two quadratic nonlinearities terms. The dynamics of this system were experimentally investigated via bifurcation diagrams and largest Lyapunov exponent. Besides, some chaotic tests such as the 0–1 test and approximate entropy (ApEn) were included to detect the performance of our numerical results. Furthermore, a valid control method of stabilization is introduced to regulate the proposed system in such a way as to force all its states to adaptively tend toward the equilibrium point at zero. All theoretical findings in this work have been verified numerically using MATLAB software package.     

Topological entropy of continuous self-maps on closed surfaces

The objective of this work is to present sufficient conditions for having positive topological entropy for continuous self-maps defined on a closed surface by using the action of this map on the homological groups of the closed surface.     

Multifunctional Sulfur-Hyperdoped Silicon Nanoparticles with Engineered Mid-Infrared Sulfur-Impurity and Free-Carrier Absorption

Si nanoparticles (NPs), which are innovative promising light-harvesting components of thin-film solar cells and key-enabling biocompatible theranostic elements of infrared-laser and radiofrequency hyperthermia-based therapies of cancer cells in tumors and metastases, are significantly advanced in their near/mid-infrared band-to-band and free-carrier absorption via donor sulfur-hyperdoping during high-throughput facile femtosecond-laser ablative production in liquid carbon disulfide. High-resolution transmission electron microscopy and Raman microscopy reveal their mixed nanocrystalline/amorphous structure, enabling the extraordinary sulfur content of a few atomic percents and very minor surface oxidation/carbonization characterized by energy-dispersive X-ray spectroscopy and X-ray photoelectron spectroscopy. A 200-nm thick layer of the nanoparticles exhibits near−mid-infrared absorbance, comparable to that of the initial 380-micron thick n-doped Si wafer (phosphor-dopant concentration ≈10¹⁵ cm⁻³), with the corresponding extinction coefficient for the hyperdoped NPs being 4–7 orders higher over the broadband spectral range of 1–25 micrometers. Such ultimate, but potentially tunable mid-IR structured, multi-band absorption of various sulfur-impurity clusters and smooth free-carrier absorption are break through advances in mid-infrared (mid-IR) laser and radiofrequency (RF) hyperthermia-based therapies, as envisioned in the RF-heating tests, and in fabrication of higher-efficiency thin-film and bulk photovoltaic devices with ultra-broad (UV−mid-IR) spectral response.     

Dinuclear gold (I)-di-N-heterocyclic carbene complexes: syntheses,structure, density functional theory calculation and photoluminescence study

The synthesis and characterizations for a series of dinuclear gold (I)-di-NHC complexes, 1–8 through the trans-metalation method of their respective silver (I)-di-NHC complexes, i–viii are reported (where NHC = N-heterocyclic carbene). The successful complexation of a series of unusual non-symmetrical and symmetrical di-NHC ligands, 3,3'-(ethane-1,2-diyl)-1-alkylbenzimidazolium-1'-butylbenzimidazolium (with alkyl = methyl, ethyl, propyl, butyl, pentyl, hexyl, heptyl, benzyl) with the gold (I) ions are suggested by elemental analysis, Fourier transform-infrared, ¹H- and ¹³C-NMR data. The ¹³C-NMR spectra of 1–8 show a singlet sharp peak in the range of 190.00–192.00 ppm, indicating the presence of a carbene carbon that bonded to the gold (I) ion. From single crystal X-ray diffraction data, the structure of complex 6 with the formula of [di-NHC-Au (I)]₂·2PF₆ is obtained [where NHC = 3,3'-(ethane-1,2-diyl)-1-hexylbenzimidazolium-1'-butylbenzimidazolium]. The photophysical study in solid state of 6 displays an intense photoluminescence with a strong emission maxima, λ_em = 480 nm, upon excitation at 340 nm at room temperature. Interestingly, the emission maximum at 77 K shows a structural character with a strong peak at 410 nm, a medium at 433 nm and a weak at 387 nm, accompanied by a tail band to about 500 nm.