Estimation of rating classes and default probabilities in credit risk models with dependencies

Let Y = m(X) + ε be a regression model with a dichotomous output Y and a one‐step regression function m . In the literature, estimators for the three parameters of m , that is, the breakpoint θ and the levels a and b , are proposed for independent and identically distributed (i.i.d.) observations. We show that these standard estimators also work in a non‐i.i.d. framework, that is, that they are strongly consistent under mild conditions. For that purpose, we use a linear one‐factor model for the input X and a Bernoulli mixture model for the output Y . The estimators for the split point and the risk levels are applied to a problem arising in credit rating systems. In particular, we divide the range of individuals' creditworthiness into two groups. The first group has a higher probability of default and the second group has a lower one. We also stress connections between the standard estimator for the cutoff θ and concepts prevalent in credit risk modeling, for example, receiver operating characteristic. Copyright © 2014 John Wiley & Sons, Ltd.     

Use of the Bell–Evans–Polanyi Principle to predict regioselectivity of nucleophilic aromatic photosubstitution reactions

Regioselectivity of nucleophilic aromatic photosubstitution has been shown experimentally to depend upon activation energies of the competing transition states. Computational means of determining relative activation energies were sought, therefore, in order to predict regioselectivity. Optimization of the three triplet transition states of 2-chloro-4-nitroanisole with hydroxide ion gave energies of insufficient accuracy to predict regioselectivity. Computed enthalpy changes from the first triplet transition state to the triplet σ-complexes correlated precisely with the experimental activation energies. This exemplifies the Bell–Evans–Polanyi Principle, and it provides an accurate means of assessing regioselectivity.     

二乙二醇十八烷基醚单甲基丙烯酸酯及其聚合物的制备和表征简

以二乙二醇十八烷基醚和甲基丙烯酰氯为原料,采用醇钠-酰氯法合成了二乙二醇十八烷基醚单甲基丙烯酸酯(DEGOEMA),并利用自由基聚合得到聚(二乙二醇十八烷基醚单甲基丙烯酸酯)(PDEGOEMA). 采用凝胶渗透色谱(GPC)分析测试了PDEGOEMA的分子量和分子量分布. 通过傅里叶变换红外光谱(FTIR)、核磁共振氢谱(1H NMR)、差示扫描量热(DSC)、热重(TG)和X射线衍射(XRD)对DEGOEMA和PDEGOEMA的结构、相变行为、热稳定性和晶体结构进行了研究. 结果表明,这种新型单体及其聚合物是一种具有稳定的结构、良好的结晶性能、高相变焓及良好热稳定性的相变材料. PDEGOEMA的起始吸热温度为41 ℃,起始放热温度为36 ℃,热焓为73 J/g,在314 ℃以下热稳定性良好,可用于加工或使用温度较高的环境.     

石蜡/膨胀石墨/石墨烯复合相变储热材料的制备及性能

以石蜡(PA)作为相变储热材料、 膨胀石墨(EG)作为主导热材料和支撑材料, 石墨烯气凝胶(GA)作为导热增强材料和辅支撑材料制备了PA/EG/GA复合相变材料, 研究了GA添加量对复合相变材料相变温度、 相变潜热、 导热性能以及循环稳定性的影响. 结果表明, 所制备的80%PA-17%EG-3%GA复合相变材料导热性能良好, 循环稳定性出色. 与80%PA-20%EG复合材料相比, 该材料的相变温度、 相变潜热以及循环稳定性无明显变化, 但导热系数由4.089 W/(m·K)提升到了5.336 W/(m·K), 显示出良好的应用前景.     

碱性电解液中K3[Fe(CN)6]在锌阳极上的自发还原和吸附延长锌镍电池的循环寿命

采用K₃[Fe(CN)₆]作为锌镍电池的电解液添加剂,克服了锌阳极的变形。此外,通过一系列实验设计和表征,探索了电解液中金属锌与K₃[Fe(CN)₆]的反应机理。通过XRD (X-ray diffraction)和XPS (X-ray photo-electron spectroscopy)测试,我们发现金属锌在KOH水溶液中能够与K₃[Fe(CN)₆]反应,将[Fe(CN)₆]^3–还原为[Fe(CN)₆]⁴⁻。添加K₃[Fe(CN)₆]的锌镍电池实现了更长的循环寿命,比不添加K₃[Fe(CN)₆]的锌镍电池长3倍以上。在相同循环次数下,改性电解质中锌阳极循环不仅形状变化较小,而且没有出现“死”锌现象,电极添加剂和粘结剂也没有发生偏析。此外,不同于一般的有机添加剂,K₃[Fe(CN)₆]的加入不仅不会增大电极的极化,还能够提高锌镍电池的放电容量和倍率性能。因此,考虑到这一改性策略有着较高的可行性和较低的成本,K₃[Fe(CN)₆]添加剂在锌镍电池的实际应用中具有极大的推广潜力。     

Paternal genetic structure of Kyrgyz ethnic group in China revealed by high-resolution Y-chromosome STRs and SNPs

Kyrgyz ethnic group is one of the nomads in China, with the majority in Xinjiang and a small part of them living in Heilongjiang province. Historically, they have went through five migrations westward due to the wars. The name “Kyrgyz” means 40 tribes, originating from the primary groups of Kyrgyz. However, it is a largely understudied population, especially from the Y chromosome. In this study, we used a previously validated high-resolution Y-chromosome single nucleotide polymorphisms (Y-SNPs) and short tandem repeats (Y-STRs) system to study Kyrgyz ethnic group. A total of 314 male samples of Kyrgyz ethnic group were genotyped by 173 Y-SNPs and 27 Y-STRs. After data analysis, the results unveiled that Kyrgyz ethnic group was a population with high percentage of both haplogroup C2a1a3a1d∼-F10091 (91/134) and R1a1a1b2a2-Z2124 (109/134), which has never been reported. This implied that Kyrgyz ethnic group might have gone through bottleneck effects twice, with these two main lineages left. Mismatch analysis indicated that the biggest mismatch number in haplogroup C2a1a3a1d∼-F10091 was 10, while that of haplogroup R1a1a1b2a2-Z2124 was 20. This huge difference reflected the different substructure in two lineages, suggesting that haplogroup C2a1a3a1d∼-F10091 might have the least admixture compared to the other two lineages. After admixture modelling with other datasets, the conclusion could be drawn that Kyrgyz ethnic group had great genetic affinity with Punjabi from Lahore, Pakistan, which supported that Kyrgyz ethnic group in China was close to central Asian.     

基于快速热释放功能的相变偶氮苯/织物复合材料

针对偶氮基光敏分子存在放热速率慢和温度难以控制的难点,在分子结构设计基础上,采用氧化偶合法制备了具有固-液相变功能的4,4′-对-二正己基偶氮苯(AZO-L6).由于分子间作用力较低,偶氮苯分子呈现低熔、快异构化的特点,在发生反-顺异构化转变时大幅降低分子的熔点.固-液相变过程实现了光热能和相变焓的存储,在结构回复时同时放出储存的能量(231.8 kJ/kg),并将相变偶氮苯应用于可穿戴聚合物复合织物中.结果显示储能后的相变偶氮苯分子在蓝光(440 nm)刺激下在60 s内可将材料温度提升0.8℃,获得了具有自加热功能的可穿戴复合织物,为探索多功能自保温可穿戴装置提供了研究思路.     

应用于相变存储器的Cu-Ge3Sb2Te5薄膜的结构及相变特性研究

采用磁控溅射法制备了不同Cu含量的Cu-Ge₃Sb₂Te₅薄膜, 原位测试了薄膜电阻与温度的关系, 并利用X射线衍射仪、透射电镜、透过和拉曼光谱仪分别研究了 Cu-Ge₃Sb₂Te₅薄膜的晶体结构、微结构、禁带宽度及成键情况. 结果表明, Cu-Ge₃Sb₂Te₅薄膜的结晶温度和结晶活化能随着Cu含量的增加而增大, Cu的加入有效改善Ge₃Sb₂Te₅薄膜的热稳定性和10年数据保持力. 随着Cu含量的增加, 非晶态Cu-Ge₃Sb₂Te₅薄膜的禁带宽度逐渐减小. 同时, 拉曼峰从129 cm^-1向127 cm^-1处移动, 这是由于Cu–Te极性键振动增强的缘故. Cu-Ge₃Sb₂Te₅结晶为均匀、相互嵌套的六方Cu₂Te和Ge₂Sb₂Te₅相.     

Fenna-Matthews-Olson捕光复合物中的冗余结构

研究了绿色硫细菌中捕光天线复合物Fenna-Matthews-Olson的一个子单元和反应中心的能量传递.通过细菌叶绿素分子的能量和耦合强度,构建了包含反应中心的哈密顿量及约化模型.通过级联运动方程研究了不同分子间和反应中心的激子布居演化.计算了Fenna-Matthews-Olson及其约化模型的二维三阶光子回波谱,获得能量传榆过程中不同激子态间的相干性.结果表明在能量捕获过程中,Fenna-Matthews-Olson复合物存在冗余结构.