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.     

A posteriori error estimation for a singularly perturbed Volterra integro-differential equation

Numerical Algorithms - A singularly perturbed Volterra integro-differential equation with an integrable singularity in the integral term is considered. The upwind difference method is used to...     

Nanostructured BiVO4 Derived from Bi-MOF for Enhanced Visible-light Photodegradation

BiVO4,a promising visible-light responding photocatalyst,has aroused extensive research interest because of inexpensiveness and excellent chemical stability.However,its main drawback is the poor photoinduced charge-transfer dynamics.Building nanostructures is an effective way to tackle this problem.Herein,we put forward a new method to prepare nanostructured BiVO4 from Bi-based metal-organic frameworks[Bi-MOF(CAU-17)]precursor.The as-prepared material has a rod-like morphology inherited from the Bi-MOF sacrificial template and consists of small nanoparticle as building blocks.Compared with its counterparts prepared by conventional methods,MOF-derived nanostructured BiVO4 shows better light absorption ability,narrower bandgap,and improved electrical conductivity as well as reduced recombination.Consequently,BiVO4 nanostructure demonstrates high photocatalytic activity under visible light towards the degradation of methylene blue.Methylene blue can be degraded up to 90%within 30 min with a reaction rate constant of 0.058 min-1.Moreover,the cycling stability of the catalyst is excellent to withstand unchanged degradation efficiency for at least 5 cycles.     

An incremental bundle method for portfolio selection problem under second-order stochastic dominance

Numerical Algorithms - We propose a preconditioner to accelerate the convergence of the GMRES iterative method for solving the system of linear equations obtained from discretize-then-optimize...     

Quantification and pharmacokinetic property of verubecestat an BACE1 inhibitor in rat plasma

In the present study, an ultra-performance liquid chromatography tandem mass spectrometry (UPLC–MS/MS) approach was designed to measure the rat plasma levels of verubecestat with diazepam as the internal standard. Acetonitrile-based protein precipitation was applied for sample preparation, then the analyte verubecestat was subjected to gradient elution chromatography with a mobile phase composed of acetonitrile (A) and 0.1% formic acid in water (B). Verubecestat was monitored by m/z 410.1 → 124.0 transition for quantification by multiple reaction monitoring (MRM) in positive ion electrospray ionization (ESI) source. When the concentration of verubecestat ranged from 1 to 2500 ng/mL, the method exhibited good linearity. For verubecestat, the intra- and inter-day precision were determined with the values of 2.9–9.0% and 0.4–6.5%, respectively; and the accuracy ranged from −2.2% to 10.4%. Matrix effect, extraction recovery, and stability data were in line with the standard FDA guidelines for validating a bioanalytical method. The validity of the developed method was confirmed through the pharmacokinetic study.     

Comparative proteomic analysis of round and elongated spermatids during spermiogenesis in mice

Spermiogenesis in mammals is an exclusive process during which haploid round spermatids mature into spermatozoa in the testis. Any abnormality in the process of spermiogenesis may result in male infertility. The aim of the present study was to characterize the differentially expressed proteins between round and elongated spermatids in mice using label-free quantitative mass spectrometry. Of the 2411 proteins identified in this study, 333 were differentially expressed with a ≥10-fold change, including 208 upregulated proteins and 125 downregulated proteins in round spermatids relative to elongated spermatids. Gene Ontology analysis showed that these differentially expressed proteins were categorized into 10 types of subcellular localizations, 9 molecular functions, and were involved in 9 biological processes. All the identified proteins participated in 268 different pathways. In addition, ubiquitin-mediated proteolysis and the proteasome pathway, autophagy, lysosome, and apoptosis pathways were involved in the mechanism of spermiogenesis. Our data may provide valuable information for a better understanding of spermiogenesis and help improve the diagnosis and treatment of male factor infertility.     

Development of an ultra-performance liquid chromatography-electrospray ionization-Orbitrap mass spectrometry method for determination of xanthopurpurin in rat plasma and its application to pharmacokinetic study

A rapid and sensitive method was developed and validated for the quantitative determination of xanthopurpurin (XPP) in rat plasma using ultra-performance liquid chromatography-electrospray ionization-Orbitrap mass spectrometry. XPP inhibits IgE production and prevents peanut-induced anaphylaxis. The XPP and emodin (internal standard) were determined in negative ion mode with m/z 239.0350 → 211.0400 and 269.0455 → 241.0507, respectively. The separation process was achieved using an ACQUITY UPLC HSS T₃ column with acetonitrile and 0.1% formic acid in water (85:15). The linear range was 0.5–100 ng/mL, and the correlation coefficient (r²) was > 0.993. The inter-day and intra-day precision was within an acceptable range of 15%. The extraction recovery and matrix effect were 78.9–87.2% and 94.3–98.5%, respectively. Under different conditions, the XPP was stable in the range of 5.6–10.6%. This method was successfully applied to study the pharmacokinetics of XPP with an oral dose of 10.0 mg/kg and intravenous dose of 2.0 mg/kg in rats. The absolute oral bioavailability of XPP was 4.6%.     

UPLC–ESI–Q-TOF–MS/MS analysis of anticancer fractions from Ophiocordyceps xuefengensis and Ophiocordyceps sinensis

Ophiocordyceps xuefengensis (O. xuefengensis), a new species of caterpillar fungus, has been identified as the sister taxon of Ophiocordyceps sinensis (O. sinensis). The aims of the present study are to evaluate the anticancer activity and to qualitatively analyze the potential bioactive chemical constituents of O. xuefengensis and O. sinensis, comparatively. An MTT assay was used to evaluate the in vitro anticancer activities of different fractions from O. xuefengensis and O. sinensis. The results show that ethyl acetate fractions of O. xuefengensis and O. sinensis have significant in vitro anticancer activity. These two bioactive fractions were analyzed by ultra-performance liquid chromatography–electrospray ionization with quadrupole–time of flight tandem mass spectrometry technology. A total of 82 compounds and 101 compounds were identified or tentatively characterized in the bioactive fractions of O. xuefengensis and O. sinensis, respectively. Among these compounds, 68 existed in both O. xuefengensis and O. sinensis. A total of 67 compounds were reported in O. xuefengensis and 8 compounds were reported in caterpillar fungus for the first time. This is the first detailed comparative analysis of the in vitro anticancer activity and chemical ingredients between O. xuefengensis and O. sinensis. The application of this work will provide reliable fundamental pharmacological substances for the use of O. xuefengensis by Yao people.