交易行为可作为价格波动的先行指标吗?——基于线性与非线性模型的比较研究

本文基于沪深300股指期货四个不同样本期的1分钟交易数据,比较研究了静态线性的马尔可夫转换自回归模型MSA(Markov Switch Autoregress Model)和动态非线性Symmetrised Joe-Clayton Copula模型在对金融变量间相互关系上建模的适用性。研究结果表明,当期价格波动与滞后一期交易行为间不存在稳定的线性关系,但存在明显的尾部相关结构,并且其相关性在趋势行情中尤为显著。这一结果不但表明,趋势行情中滞后一期的交易行为可以作为当期价格波动的先行指标,还展现出了非线性Copula模型在描述金融变量间的相互关系上的适用性和显著优势。     

直馏柴油中硫化物甲基锍盐合成及电喷雾-高分辨质谱分析

在四氟硼酸银的催化作用下,以碘甲烷对直馏柴油进行甲基衍生化反应,使其中的有机硫化物转变成极性较强的锍盐,再用电喷雾-傅立叶变换离子回旋共振质谱仪进行检测。结合气相色谱-脉冲火焰光度检测器(GC-PFPD)分析,研究不同类型的硫化物甲基衍生化反应的选择性和转化率。结果表明:柴油中硫化物在室温条件下容易与碘甲烷发生甲基化反应,大部分硫化物转化为锍盐,总转化率超过80%,苯并噻吩类比二苯并噻吩类更易发生甲基衍生化反应,转化率也相应较高。烷基二苯并噻吩不同取代位异构体间反应选择性存在较大差异,高分辨质谱分析结果表明,直馏柴油中存在环状硫醚类化合物。     

取代自由酞菁及二层和三层三明治型配合物的红外光谱

钕配合物;取代自由酞菁及二层和三层三明治型配合物的红外光谱     

热声热机热声核内传热与流动特性实验研究

本文通过搭建扬声器驱动的热声热机可视化实验台,利用粒子成像测速仪(PIV)和红外热像仪得到冷、热端换热器间速度及温度场分布,对有无声场两种情况下热声核中速度及温度场的变化进行了实验研究。实验结果表明,外加声场改变了热声核中热对流的基本模式,增强了冷热端换热器间的换热能力,对热声核中的温度分布有着显著的影响。揭示了热声核中的流动与换热规律。     

Ordered supramolecular assembly of bis[3,4,12,13,21,22,30,31-octa(dodecylthio)-2,3-naphthalocyaninato]erbium at the air/water interface

The supramolecular assembly of bis[3, 4, 12, 13, 21, 22, 30, 31-octa(dodecylthio)-2, 3-naphthalocyaninato] erbium complex (Er[Nc(SC12H25)8]2) was fabricated at the air/water interface by Langmuir monolayer technique. Surface pressure-area isotherm indicates that stable monolayer is formed. The monolayer morphology on mica was investigated by atomic force microscopy (AFM). Columnar domains of ca. 100 nm ×(20-30) nm appearing in the micrograph have ordered orientation. Polarized UV-vis spectra and small-angle X-ray diffraction pattern show that the macrocycles tilt in the monolayer. The orientation angle of the naphthalocyanine ring with respect to the substrate was found to be ca. 54°. Each monolayer is ca. 3.53 nm thick. The columnar domain comprises 4-6 rows of columnar supramolecular assemblies where the molecules stack face-to-face.     

IR and Raman Vibrational Assignments for Metal-free Phthalocyanine from Density Functional B3LYP／6-31G（d） Method

Vibrational (IR and Raman) spectra for the metal-free phthalocyanine (H2Pc) have been comparatively investigated through experimental and theoretical methods. The frequencies and intensities were calculated at density functional B3LYP level using the 6-3 IG(d) basis set. The calculated vibrational frequencies were scaled by the factor 0.9613 and compared with the experimental result. In the IR spectrum, the characteristic IR band at 1008.cm^-1 is interpreted as C-N (pyrrole) in-plane bending vibration, in contrast with the traditional assigned N-H in-plane or out-of-plane bending vibration. The band at 874 cm^-1 is attributed to the isoindole deformation and aza vibration. In the Raman spectrum, the bands at 540, 566, 1310, 1340, 1425, 1448 and 1618 cm^-1 are also re-interpreted. Assignments of vibrational bands in the IR and Raman spectra are given based on density functional calculations for the first time. The present work provides valuable information to the traditional empirical assignment and will be helpful for further investigation of the vibration spectra of phthalocyanine analogues and their metal complexes.     

气/液界面上双萘菁夹心化合物有序超分子结构的组装

研究了气/液界面上双(八-十二烷硫基)萘菁铒{Er[Nc(SC₁₂H₂₅)₈]₂}形成的Langmuir单层膜中的超分子结构. 表面压-面积(π -A)等温线表明该化合物形成了稳定的单层膜. 将其沉积在云母片上, 用原子力显微镜(AFM)进行观察, 表明分子形成了取向高度有序的结构, 聚集体特征长度在100 nm左右(有的长达300 nm), 宽为20~30 nm.用紫外-可见光谱、偏振紫外-可见光谱、小角X射线衍射等对 LB膜进行了研究, 发现分子大环平面与基片平面夹角为54°, 每层厚度为3.53 nm. 研究表明形成的超分子结构由4~6列以面对面堆积形成的柱状体构成.