新高考背景下高考化学试题分析与命题研究——水溶液主题

通过建立模型分析了近6年来的北京市高考试题。从试题水平来看,学生需要建立水溶液问题的基本认识角度和分析思路;从能力要求来看,部分试题实现了对关键能力的融合考查。在此基础上进行试题命制和施测,发现学生不能自主调用多个认识角度形成思路,提出了比较不同问题情境中的共同认识角度与建立“水溶液-平衡”二元分析模型的教学改进策略。     

深入理解化学平衡常数及其应用——对2019年全国理综(Ⅰ卷)化学第28题的分析

在已有的化学平衡常数教学的基础上,提出认知化学平衡常数的新角度--化学平衡常数的多种表达式。依据教材中用浓度表示的化学平衡常数并结合理想气体状态方程,推导用物质的量分数及分压表示的化学平衡常数表达式,分析3者之间的区别和联系,进而应用化学平衡常数的多种表达形式解决2019年全国(Ⅰ卷)化学第28题中的相关问题,使学生深入理解解答这道高考试题的关键所在。同时,拓展了学生对平衡常数的认识,提升了学生灵活应用平衡常数解决问题的能力。     

高中生如何解元素推断题

研究高中生如何解元素推断题能加深对化学问题解决的认识。用整群随机抽样法,以海南省某中学高二和高三年级各一个班的学生为被试,以改编的高考元素推断题为工具,用NVivo分析学生解题的书面报告,发现元素的解法和顺序有多种类型。这种多样性由不同的问题表征方式和解决策略引起。对课程与教学的启示:采用科学表征,并促进学生科学表征建构;重视问题解决的算法,矫正启发法造成的偏差。     

基于学科能力视角的江苏高考化学试题研究

以化学学科能力模型为依据,确定化学学科能力评价指标,并以此为基础,对2008-2020年江苏高考化学试题学科能力要求进行分析,得出江苏卷对于化学学科能力的考查特点及变化趋势,并提出了相关教学建议。     

On the construction of non-affine jump-diffusion models

We describe a method for construction of jump analogues of certain one-dimensional diffusion processes satisfying solvable stochastic differential equations. The method is based on the reduction of the original stochastic differential equations to the ones with linear diffusion coefficients, which are reducible to the associated ordinary differential equations, by using the appropriate integrating factor processes. The analogues are constructed by means of adding the jump components linearly into the reduced stochastic differential equations. We illustrate the method by constructing jump analogues of several diffusion processes and expand the notion of market price of risk to the resulting non-affine jump-diffusion models.     

股票市场的长记忆及其动态结构

本文提出了结合平均小波系数法和自回归原始自助法的稳健长记忆检验,蒙特卡罗模拟显示该方法对于短期记忆过程具有稳定性。基于该方法对2005年4月8日至2015年6月30日的中国、美国、香港和德国股市进行了实证分析。全局检验结果表明仅中国的股票市场存在显著的长记忆,并且风险因素无法对长记忆解释,而美国、德国和香港的股市不存在长记忆。基于递增窗口的动态Hurst指数分析显示,金融危机时期4个股市都存在显著的长记忆。2010年后,除中国股市外,其余三个股市几乎不存在长记忆现象。     

Optimal portfolio execution under time-varying liquidity constraints

In this article, we take an algorithmic approach to solve the problem of optimal execution under time-varying constraints on the depth of a limit order book (LOB). Our algorithms are within the resilience model proposed by Obizhaeva and Wang (2013) with a more realistic assumption on the order book depth; the amount of liquidity provided by an LOB market is finite at all times. For the simplest case where the order book depth stays at a fixed level for the entire trading horizon, we reduce the optimal execution problem into a one-dimensional root-finding problem which can be readily solved by standard numerical algorithms. When the depth of the order book is monotone in time, we apply the Karush-Kuhn-Tucker conditions to narrow down the set of candidate strategies. Then, we use a dichotomy-based search algorithm to pin down the optimal one. For the general case, we start from the optimal strategy subject to no liquidity constraints and iterate over execution strategy by sequentially adding more constraints to the problem in a specific fashion until primal feasibility is achieved. Numerical experiments indicate that our algorithms give comparable results to those of current existing convex optimization toolbox CVXOPT with significantly lower time complexity.     

A STUDY ON FLOW RESISTANCE IN THE ENTRANCE REGION OF ISOSCELES TRIANGULAR DUCTS

In the present paper the variational solution of velocity profile for anincompressible laminar and fully developed flow in isosceles triangular ducts is derivedby applying the Kantovorich method.The theoretical and experimental results ofpressure loss are also given.The velocity distribution model,additional pressure losscoefficient and calculating method of inlet length in the entrance region of isoscelestriangular ducts are also derived,which are suitable for various kinds of vertex angles.The calculations and experiments are also performed for two models:the isoscelestriangular channels with vertex angles2α=45.1°and2α=60°.Comparisons aremade between the theoretical analysis in this paper and those of the other authors.Itcan be seen that the present analytical result is of high.accuracy and widepracticability,and agrees well with the authors’experiment.     

An Entropy-Based Approach to Measurement of Stock Market Depth

The aim of this study is to investigate market depth as a stock market liquidity dimension. A new methodology for market depth measurement exactly based on Shannon information entropy for high-frequency data is introduced and utilized. The proposed entropy-based market depth indicator is supported by an algorithm inferring the initiator of a trade. This new indicator seems to be a promising liquidity measure. Both market entropy and market liquidity can be directly measured by the new indicator. The findings of empirical experiments for real-data with a time stamp rounded to the nearest second from the Warsaw Stock Exchange (WSE) confirm that the new proxy enables us to effectively compare market depth and liquidity for different equities. Robustness tests and statistical analyses are conducted. Furthermore, an intra-day seasonality assessment is provided. Results indicate that the entropy-based approach can be considered as an auspicious market depth and liquidity proxy with an intuitive base for both theoretical and empirical analyses in financial markets.