对称向量拟均衡问题有效解的存在性

利用标量化方法建立对称向量拟均衡问题有效解的存在性定理。作为标量化方法的应用，利用这一方法得到向量变分不等式和拟向量变分不等式有效解的存在性定理。     

有效因子综合偏好强度与CVaR整合优化模型

本文从股票多维特征因子中选择有效因子,融合形成最大化有效因子综合偏好强度(IPS)的附加理性,构建并验证IPS-均值-CVaR投资组合优化模型。基于沪深300股2006~2015年数据分析显示:(1)有效因子IPS投资组合优越于单因子投资组合;(2)IPS方法相较于因子打分法,具有更优的多维数据整合功效;(3)IPS-均值-CVaR投资组合优化模型相对于均值-CVaR模型具有更优越的资产选择能力,也拓展了投资组合模型的多维数据处理能力和适用性。     

企业自主研发与合作创新的风险测度及组合优化

企业在整合内部创新要素进行自主研发的同时,也会寻求外部创新资源进行合作创新,当前同时从事多个R&D项目已成为常见的企业经营活动,如何在不确定条件下分析多个R&D项目投资的策略选择及风险优化,对于企业的长期发展具有重要意义。根据企业是否采取合作创新策略,可将其R&D项目分为自主研发与合作创新两类,以项目的研发成功率和投资收益率代表技术风险和市场风险,分别测度自主研发与合作创新项目的风险特性,并在此基础上构建企业R&D项目投资组合优化模型,以在自主研发与合作创新项目之间进行权衡取舍。结果表明,企业对于自主研发与合作创新项目投资组合的最优投资权重,主要取决于这两类组合的期望收益率、收益率方差、期望成功率以及两组合之间的协方差。企业可基于关键参数制定出最优的R&D项目投资组合选择策略,合理分配资金以达到风险最小化的投资目标。     

Co3+-Rich Na1.95CoP2O7 Phosphates as Efficient Bifunctional Catalysts for Oxygen Evolution and Reduction Reactions in Alkaline Solution

Implementing sustainable energy conversion and storage technologies is highly reliant on crucial oxygen electrocatalysis, such as the oxygen evolution reaction (OER) and oxygen reduction reaction (ORR). However, the pursuit of low cost, energetic efficient and robust bifunctional catalysts for OER and ORR remains a great challenge. Herein, the novel Na-ion-deficient Na_2−xCoP₂O₇ catalysts are proposed to efficiently electrocatalyze OER and ORR in alkaline solution. The engineering of Na-ion deficiency can tune the electronic structure of Co, and thus tailor the intrinsically electrocatalytic performance. Among the sodium cobalt phosphate catalysts, the Na_1.95CoP₂O₇ (NCPO5) catalyst exhibits the lowest ΔE (E_J10,OER−E_J−1,ORR) of only 0.86 V, which favorably outperforms most of the reported non-noble metal catalysts. Moreover, the Na-ion deficiency can stabilize the phase structure and morphology of NCPO5 during the OER and ORR processes. This study highlights the Na-ion deficient Na_2−xCoP₂O₇ as a promising class of low-cost, highly active and robust bifunctional catalysts for OER and ORR.     

基于拟相对内部集值优化问题弱有效元的最优性条件

本文研究了基于拟相对内部的非凸集值优化问题弱有效元的最优性条件.首先,讨论了弱有效元与线性子空间之间的关系,利用涉及拟相对内部的凸集分离定理,获得了弱有效元的最优性条件.其次,给出了基于拟相对内部弱有效元的Lagrange乘子定理.     

Analysis of survivorship life insurance portfolios with stochastic rates of return

A general portfolio of survivorship life insurance contracts is studied in a stochastic rate of return environment with a dependent mortality model. Two methods are used to derive the first two moments of the prospective loss random variable. The first one is based on the individual loss random variables while the second one studies annual stochastic cash flows. The distribution function of the present value of future losses at a given valuation time is derived. For illustrative purposes, an AR(1) process is used to model the stochastic rates of return, and the future lifetimes of a couple are assumed to follow a copula model. The effects of the mortality dependence, the portfolio size and the policy type, as well as the impact of investment strategies on the riskiness of portfolios of survivorship life insurance policies are analyzed by means of moments and probability distributions.     

高效大面积有机白光照明研究及其展望

白光有机发光二极管(OLED)是新一代健康节能照明光源,光效性能已超过荧光灯水平。自从OLED技术问世以来,研究人员陆续开展了关于OLED照明的研究工作。本文介绍了OLED照明的特点,以及国内外OLED照明发展现状,讨论了发展OLED照明技术和装备国产化所亟待解决的重大难题和面临的挑战,重点论述了发展高效大面积OLED照明器件制备技术及推动OLED照明产业化的重要意义。