A Simple Approach for Multi‐fidelity Experimentation Applied to Financial Engineering

In practical applications, information about the accuracy or ‘fidelity’ of alternative surrogate systems may be ambiguous and difficult to determine. To address this problem, we propose to treat surrogate system fidelity level as a categorical factor in optimal response surface design. To design the associated experiments, we apply the Expected Integrated Mean Squared Error optimal design criterion, which takes into account both variance and bias errors. The performance of the proposed design was compared using three test cases to four types of alternatives using the Empirical Integrated Squared Error. Because of its ability to foster relatively accurate predictions, the proposed design is recommended in fidelity experimental design, particularly when the experimenters lack sufficient information about the fidelity levels of surrogate systems. The method was applied to the case of intraday trading optimization in which data were collected from the Taiwan Futures Exchange. We also calculated the implied volatility from the Merton's Jump‐diffusion model via the fast Fourier transform algorithm with three different models of varying fidelity levels. Copyright © 2014 John Wiley & Sons, Ltd.     

Fabrication and Optimization of Poly(vinyl alcohol)/Zirconium Acetate Electrospun Nanofibers Using Taguchi Experimental Design

This paper presents an investigation regarding poly(vinyl alcohol)/zirconium acetate (organic–inorganic) (PVA/Zrace) nanofibers prepared by electrospinning which could be used as a precursor for fabricating ceramic metal oxide nanofibers. The effect of some processing variables, including polymer solution concentration, tip to collector distance and applied voltage of electrospinning, and the amount of Zrace and their interactions, on the diameter of the nanofibers were studied. Taguchi experimental design and a statistical analysis (ANOVA) were employed and the relationship between experimental conditions and yield levels determined. It was concluded that to obtain a narrow diameter distribution as well as maximum fiber fineness, a polymer concentration of 10 wt%, tip to collector distance of 18 cm and applied voltage of 20 kV variables were the optimum. Furthermore, it was also concluded that the ratio of Zrace (6 g) to PVA solution (10% wt) played an important role for achieving the minimum fiber diameter. Under these optimum conditions, the diameters of the electrospun composite fibers ranged from 86 nm to 381 nm with a diameter average of 193 nm. The experiments were done with Qualitek-4 software with “smaller is better” as the quality characteristics. The optimized conditions showed an improvement in the fibers diameter distribution and the average fibers diameter showed good resemblance with the result predicted using the Taguchi method and the Qualitek-4 software. The ANOVA results showed that all factors had significant effects on the fibers diameter and distribution, but the effect of PVA concentration and zirconium acetate were more significant than the other factors.     

基于FCS的海水痕量元素的通用测定平台

为了对海水痕量营养盐与重金属进行测定,基于FCS的设计思想,采用流动注射分光光度法研制了具有自适应外界设备、快速组建多种仪器及全数字化通信等特点的软硬件一体化的通用测定平台。平台以ARM(S3C2416)处理器为核心,Linux为操作系统,LCD作为人机交互显示,触摸屏或者USB鼠标完成输入控制,构成完整的嵌入式工控机系统;采用CAN总线并制定CAN应用层协议管理设备,提高了系统的可靠性及抗干扰能力。实际测试和应用证明,该平台自动化程度高,通用性、重用性及可扩展性均较强,可组建成亚硝氮、硝氮、氨氮、活性磷、铁等多种痕量元素的实验室、船载和原位分析系统,检测限为nmol/L级别。平台对样品的测试准确度与商品专用仪器无显著性差异。     

基于Web的实时漆包线材生产设备监控平台设计

为了实现漆包机生产的远程监控,设计了一款基于Web的实时漆包机远程监控平台。该平台使用模块化,可扩展的设计方案,采用了Spring MVC的后台Web应用程序框架,基于Modbus协议的数据交互,Ajax方式的网络数据异步提交以及无刷新的图表显示技术。传统的监控平台只能通过以太网在企业内部访问,而该平台可接入互联网,可实现随时随地通过电脑及或者移动终端对生产设备各部分的温度点、电机风机转速、耗电量统计的实时监视,对温度的上下限及电机转速进行远程控制,接收设备状态异常的实时报警,数据存储分析。实验测试表明,该平台的实时性和稳定性均能达到车间生产的要求。     

石化厂区有毒气体泄漏在线监测平台的构建

针对石化厂区在生产过程中可能发生有毒气体泄露带来的生产安全问题,构建了石化厂区有毒气体在线监测平台。该平台是由PC监控中心、网络监控中心、ARM便携式终端、安卓手机客户端组成。实现对石化厂区中有毒气体及环境参数的实时、在线监测和预警,使生产管理人员掌握石化厂区的有毒气体实时动态信息,对可能引发危险事故的因素及时排除,把危险控制在始发阶段,以实现化工生产的安全、持续、高效进行。测试结果表明该平台能实现所设计的各项功能,并具有良好的稳定性、安全性和实用性。     

化学能转化成电能的实验设计

以常见的铜锌原电池反应为例,设计了一组对比实验装置,即化学反应装置与原电池装置。以化学反应装置中的能量变化为依据,展示了化学反应中释放出的能量具体形式为“热”与“功”;通过与原电池装置的比较,证明原电池实验装置中的“热”转化为了电能。     

微信平台辅助的农科有机化学实验课混合式教学实践

利用微信公众平台和移动网络辅助教学的优点,改革农科院校中非化学专业公共基础有机化学实验课传统教学模式,构建了“课前翻转教学,课中解惑内化,课后巩固提高”的三段混合式新型教学模式,并对此类教学模式的构建原则,特色微信公众平台建设、应用情况及注意事项进行实践研究。     

功能高分子材料综合实验设计:荧光稀土液晶高分子防伪膜的制备

设计了一个综合性实验,将荧光稀土液晶高分子防伪膜的制备和现代分析测试技术应用于高分子专业的教学实验中,以提高学生的综合实践能力。实验包括荧光稀土液晶高分子的制备、表征、防伪性能评价3大部分。采用FTIR、荧光光谱仪、POM、XRD、TG表征荧光稀土液晶高分子的结构与性能;制备荧光稀土液晶高分子防伪膜对其防伪性能进行评价,给整个实验增添趣味性与实用性。通过开设该实验,可让学生了解功能高分子的前沿知识及现代分析测试技术的基本原理和用途,掌握专业的实验操作与数据处理方法,提高学生的综合实践能力和专业素质。学生实验证明该综合实验适用于本科实验教学。     

可控自由基聚合系列实验教学中的一些尝试与经验*

设计了基于可控自由基聚合的系列实验教学,包括:单体和引发剂精制、RAFT试剂合成、不同单体的RAFT/ATRP聚合、RAFT聚合制备嵌段聚合物、ATRP制备嵌段聚合物等。这些实验环环相扣,互相支撑,又有着明显的对比效果。这种尝试有效改进和扩充了常规高分子合成教学中的自由基聚合部分,有效激发了学生的主动性,提高了其分析问题、解决问题的能力。     

乙醛与新制氢氧化铜反应的条件分析及产物成分探究*

借助手持技术通过电化学方法测定乙醛与新制氢氧化铜反应的电压变化情况,揭示了该反应的本质,通过控制变量的思想探究了NaOH在该反应中所起的作用,并结合相关文献知识和实验对比进一步探究了乙醛与新制氢氧化铜反应产物的成分。