基于择券和择时的国债期货定价

文章研究了基于择券和择时的国债期货定价问题,提出了在随机利率模型下,同时量化"择券期权"和"择时期权"的算法.通过对2015年至2017年中国国债期货市场进行实证研究,发现该算法对市值拟合度较高,并为敏感性因子计算和风险管理提供有力的支持.此外文章还分析了市场利率环境发生变化时"择券期权"和"择时期权"的特点,发现极端利率环境下,需要对"期权"价值重点关注.     

Convenient synthesis of stable silver quantum dots with enhanced photoluminescence emission by laser fragmentation

A new strategy for the facile synthesis of very stable and mono-dispersed silver(Ag) quantum dots(QDs) is developed by laser fragmentation of bulk Ag in water using polysorbate 80 as a dispersing and stabilizing agent. The surfactant plays an important role in the formation of size-controlled Ag nano-structures. The Ag QDs have excellent photo-stability of～ 500 h and enhanced photoluminescence(PL) at 510 nm. This has significant implications for selective and ultrasensitive PL probes. Based on laser fragmentation in the biocompatible surfactant solution, our results have opened up a novel paradigm to obtain stable metal QDs directly from bulk targets. This is a breakthrough in the toxicity problems that arise from standard chemical fabrication.     

Mode analysis and design of 0.3-THz Clinotron

To develop a high-power continuous-wave terahertz source, a Clinotron operating at 0.3 THz is investigated. Based on the analyses of field distribution and coupling impedance, the dispersion characteristic of a rectangular resonator is preliminarily studied. The effective way to select fundamental mode to interact with the electron beam is especially studied.Finally, the structure is optimized by particle-in-cell simulation, and the problems of manufacture tolerance, current density threshold, and heat dissipation during Clinotron's operation are also discussed. The optimum device can work with a good performance under the conditions of 8 k V and 60 m A. With the generation of signal frequency at 315.89 GHz and output power at 12 W on average, this device shows great prospects in the application of terahertz waves.     

酪氨酸猝灭Eosin Y的荧光

氨基酸残基对探针分子的荧光猝灭行为可以为生物大分子的结构及构象动力学研究提供重要的信息.本文运用飞秒瞬态吸收光谱和时间相关单光子计数实验系统研究了在水(H₂O)和氘代水(D₂O)溶液中乙酰基取代酪氨酸(AcTyr)对Eosin Y的超快荧光猝灭动力学过程.发现导致AcTyr对Eosin Y荧光猝灭的主要原因是由于它们之间形成了短寿命的基态复合物.我们还发现Eosin Y与AcTyr形成的基态复合物的激发态寿命具有明显的动力学同位素效应,表明AcTyr对Eosin Y的荧光猝灭是通过质子耦合电子转移过程发生的.     

考虑服务水平的逆向物流网络优化决策

针对电子产品的售后维修服务问题,建立了一个同时考虑成本和服务质量的多目标逆向物流网络优化模型;该问题是多目标的NP-hard问题,应用NSGA-II算法和多目标模拟退火算法(MOSA)两种多目标进化算法,对模型进行求解并对其求解的效果进行比较分析;多组算例测试结果表明,NSGA-II相比MOSA更具优势。     

基于双字典和稀疏表示的医学图像超分辨率重建

在医学影像图像处理过程中,由于成像技术和成像时间的限制,还无法获取满足诊断需求的清晰图像,这使得在现有技术和极短时间内所获取的医学病理图像需要进行超分辨率的重建处理;基于学习的图像超分辨率思想是从已建立的先验模型中重建出高频细节;在文章中,将要估计的高频信息认为是由主要高频和冗余高频两部分组成,提出了一种基于双字典学习和稀疏表示的医学图像超分辨率重建算法,由主要字典学习和冗余字典学习组成,分别渐近地恢复出主要高频细节和冗余高频细节;实验结果的数据分析和视觉效果显示,所提出双层递进方法能够恢复更多的图像细节且在性能指标上比现有的其他几种方法均有所提高。     

A simple method to simultaneously achieve synchronization andanti-synchronization in chaotic systems

In this paper, a novel adaptive control approach is presented to simultaneously achieve synchronization and anti-synchronization in partially linear chaotic systems. Through appropriately separating state vectors of such systems, synchronization and anti-synchronization could be simultaneously realized in different subspaces, which may be strictly proven theoretically. Simulation results for a Lorenz chaotic system and a new hyper-chaotic system are provided to illustrate the effectiveness of the proposed method. Finally, a new secure communication scheme based on such a synchronization phenomenon of the hyper-chaotic system is demonstrated. Numerical results show success in transmitting a periodic signal with high security.     

基于低通滤波函数实现陀螺系统的反馈控制

研究了采用有界阻尼反馈实现陀螺系统的控制问题.首先利用LaSalle不变原理对受控系统进行了稳定性分析，然后在反馈中引入二阶Butterworth低通滤波函数，设计出依赖于可测信号的反馈控制策略.数值模拟结果表明采用该方法能够有效的将混沌陀螺系统稳定到周期轨或者平衡点.此外还讨论了控制参数及噪声对控制效果的影响，结果表明该控制方法不仅操作简单，易于实现，而且在弱噪声干扰下具有较强的鲁棒性. 关键词： 反馈控制 陀螺系统 Butterworth 低通滤波器     

槲皮素与腺嘌呤氢键作用的最佳位点

本文优化得到了16个由槲皮素与腺嘌呤形成的氢键复合物的稳定结构,并计算了它们的结合能.研究发现,在气相和水相中,槲皮素均通过qu1位点与腺嘌呤作用形成稳定的氢键复合物.比较了腺嘌呤与槲皮素形成的氢键复合物、腺嘌呤与胸腺嘧啶形成的Watson-Crick碱基对的相对稳定性.在气相条件下Watson-Crick碱基对更稳定,在水相条件下腺嘌呤与槲皮素形成的氢键复合物更稳定,说明水相条件下腺嘌呤与槲皮素之间的相互作用强于与胸腺嘧啶之间的相互作用.基于标准反应Gibbs自由能变的计算结果估算了水相条件下腺嘌呤与槲皮素形成的氢键复合物和Watson-Crick碱基对的相对平衡浓度.