Computing strategies for achieving acceptability: A Monte Carlo approach

We consider a trader who wants to direct his or her portfolio towards a set of acceptable wealths given by a convex risk measure. We propose a Monte Carlo algorithm, whose inputs are the joint law of stock prices and the convex risk measure, and whose outputs are the numerical values of initial capital requirement and the functional form of a trading strategy for achieving acceptability. We also prove optimality of the capital obtained. Explicit theoretical evaluations of hedging strategies are extremely difficult, and we avoid the problem by resorting to such computational methods. The main idea is to utilize the finite Vapnik–C?ervonenkis dimension of a class of possible strategies.     

Functional Central Limit Theorems for Triangular Arrays of Function-Indexed Processes under Uniformly Integrable Entropy Conditions

Functional central limit theorems for triangular arrays of rowwise independent stochastic processes are established by a method replacing tail probabilities by expectations throughout. The main tool is a maximal inequality based on a preliminary version proved by P. Gaenssler and Th. Schlumprecht. Its essential refinement used here is achieved by an additional inequality due to M. Ledoux and M. Talagrand. The entropy condition emerging in our theorems was introduced by K. S. Alexander, whose functional central limit theorem for so-calledmeasure-like processeswill be also regained. Applications concern, in particular, so-calledrandom measure processeswhich include function-indexed empirical processes and partial-sum processes (with random or fixed locations). In this context, we obtain generalizations of results due to K. S. Alexander, M. A. Arcones, P. Gaenssler, and K. Ziegler. Further examples include nonparametric regression and intensity estimation for spatial Poisson processes.     

β-D-核糖（ RI）与一价、二价金属离子相互作用的理论研究

在HF和MP2水平用全电子(AE)和相对论有效芯势(RECP)方法研究了Ⅰa、Ⅰb、Ⅱa和Ⅱb族金属离子与β D 核糖(RI)的相互作用. 结果表明, RECP能可靠地用于重金属离子;二价金属离子(M2＋)比一价金属离子(M＋)更易使β D 核糖(RI)变形;二价金属离子络合物(RI M2＋)比一价金属离子络合物(RI M＋)稳定. 电荷布居分析的结果支持上述结论.     

化学位移估算研究ATP构象随溶液pH值的变化

利用Johnson和Bovey的理论和方法计算了不同扭曲角χ(O4′－C1′－N9－C4)的ATP(5′-三磷酸腺苷)分子中糖环质子H1′和H2′由于环流效应引起的化学位移.H1′的化学位移与扭曲角χ有较强的依赖关系,反映了ATP在溶液中细微的构象变化.将计算结果与实验结果比较,证明在本文讨论的pH值范围(1～10)内,Mg2＋加入后,ATP的扭曲角χ在230～360°范围内变化.随溶液的pH值减小,ATP分子的构象由trans 构象通过-gauche构象转变为cis构象. 从而证明在酸性条件下, ATP倾向于以cis构象存在,而在碱性条件下trans构象更为稳定,从另一方面支持了在酸性条件下N1参与配位而在碱性条件下N7参与配位的结论.在讨论中也考虑了由pH变化所引起的环流强度的变化.     

Aggregation phenomena in the suspension polymerization of VCM

In the suspension polymerization of VCM, insoluble polymer particles are formed inside the monomer droplets. The growth and aggregation of these particles are responsible for important polymer properties, such as porosity. It is well established that the most characteristic polymer particles, the primary particles, are of a narrow distribution with a size (diameter) ranging from 0.10–0.20 m. This work studied the formation of primary particles based on the aggregation phenomena that take place inside a monomer droplet. This was done by formulating a population balance equation, which was based on the following considerations: a) polymerization occurs in both the monomer and the polymer phases; b) there is continuous formation of the basic particles in the monomer phase; c) the growth of the polymer particles occurs as a result of both polymerization in the polymer phase and aggregation of the particles; d) the colloidal properties of the particles that are responsible for the aggregation phenomena were considered to be the net result of attraction and repulsion energies.It was shown that for particles carrying a constant charge it was not possible to predict the formation of primary particles of size 0.10–0.20 m. The particle size distribution had a mode diameter equal to the diameter of the basic particles. Consequently, the particle charge was allowed to vary in a way proportional to the particle radius raised to a power coefficient. For values of the coefficient greater than zero, i. e., when the particle charge increased during polymerization, the aggregation of the basic particles was efficient enough to result in the formation of large primary particles.     

Evidence for resonant structures in e＋e-→π＋π-hc

Abstract： The cross sections of e＋e-→π＋π-hc at center-of-mass energies from 3.90 to 4.42 GeV were measured by the BESIII and the CLEO-c experiments. Resonant structures are evident in the e＋e-→π＋π-hc line shape. The fit to the line shape results in a narrow structure at a mass of （4216±18） MeV/c2 and a width of （39±2） MeV, and a possible wide structure of mass （4293±9） MeV/c2 and width （222=k67） MeV. Here, the errors are combined statistical and systematic errors. This may indicate that the Y（4260） state observed in e＋e-→π＋π-J/ψ has a fine structure in it.     

Preparation of novel chelating sponge as an adsorbent for the removal of Cu~（2＋） from water

The novel chelating sponge modifed with hydroxamic acid groups was prepared by a grafting polymerization followed by a nucleophilic substitution reaction.Elementary analysis,SEM,FT-IR spectroscopy and XPS were used to characterize the spongy adsorbent（PVA-MA-HH）.Adsorption isotherm study indicated that PVA-MA-HH had high equilibrium adsorption capacity for Cu2＋.     

Synthesis and Crystal Structure of （E）-2-phenyl-6,7dihydrobenzofuran-4（5H）-one O-cyanomethyl Oxime

A pair of E/Z-isomers of 2-phenyl-6,7-dihydrobenzofuran-4（5H）-one O-cyanomethyl oxime,C16H14N2O2,as potential drugs for treating peptic ulcer and other acid-related diseases have been synthesized and characterized by IR,MS and NMR spectra.Meanwhile,the crystal of IIIa was obtained and determined by X-ray single-crystal diffraction.Crystal data： monoclinic system,space group P21 /c,a = 8.423（8）,b = 19.596（16）,c = 8.770（8）,β = 107.750（12）°,V = 1379（2）3,Z = 4,F（000） = 560,Dc = 1.283 g/cm3,μ = 0.086 mm 1,R = 0.0681 and wR = 0.2029 for 14472 independent reflections（Rint = 0.0782） and 2428 observed ones（I 2σ（I））.     

DNA增强金纳米颗粒过氧化物模拟酶活性检测K~+

许多纳米材料因具有与天然酶类似的催化活性而被应用于过程催化和酶促动力学分析等领域.本研究发现,当单链DNA如核酸适配子包被在金纳米颗粒表面时,金纳米颗粒的过氧化物模拟酶活性被增强,能催化更多的酶底物3,3′,5,5′-四甲基联苯胺(TMB)生成氧化态的蓝色产物,在650 nm处出现特征吸收峰.若进一步加入能与核酸适配子结合的靶物如K+,由于靶物与核酸适配子的特异性结合形成G-4折叠而从金纳米颗粒表面脱离,导致模拟酶活性降低,溶液颜色变浅,650 nm处的吸光度值随之降低.以此为反应基础,建立了靶物K+的可视化检测分析方法.以650 nm处吸收值变化(ΔA650)对K+浓度的自然对数进行拟合,发现在1.5×10-4~2.8×10-3 mol/L范围内有良好的线性关系,相关系数(r)为0.9916.本方法有很好的选择性,同时具有较强的普适性,可应用于其他具有核酸适配体的物质检测.