基于持有成本理论的期货套期保值决策模型

运用几何布朗运动模型预测未来的现货价格,将未来的现货价格参数代入持有成本理论模型,预测出期货价格,根据最小方差套期比公式,建立了基于持有成本理论的期货套期保值决策模型。通过蒙特卡罗模拟现货价格和期货价格的走势并进行实证分析,研究结果表明基于持有成本理论的期货套期保值决策模型优于传统的最小方差模型、Sharp模型、完全套期保值模型和最小二乘等四种流行的套期保值模型。本文的主要创新与特色一是建立反映现货价格对期货价格影响的套期保值决策模型。解决了现有研究忽略现货价格对期货价格影响的问题。二是用改进的持有成本理论揭示了期货价格与期货交易费用、持有成本波动的函数关系。三是用Mote Carlo模拟现货价格和期货价格未来的走势。克服现有研究主要通过历史数据对套期保值比进行确定的不足。     

大气湍流对天文望远镜光电导行精度的影响

讨论了由大气湍流造成的望远镜导行误差,这一误差将给望远镜光电导行的精度带来较大影响。其中使用单点源目标的导行精度受限于大气相干长度和大气相干时间,而多点源目标及面源的导行精度还与湍流随高度的变化有关。通过分析和仿真(数值模拟)结果表明,现代天文观测必须考虑大气湍流对光电导行精度的影响。通过延长曝光时间可以有效降低湍流大气的影响,同时也降低了光电导行的反馈控制频率。当导行信标为多星或面源则可在一定程度上降低高层大气湍流带来的光电导行误差,从而可以适度减少光电导行曝光时间,提高其反馈控制频率。     

Influence of an inserted bar on the flow regimes in the hopper

We investigated the influence of an inserted bar on the hopper flow experimentally.Three geometrical parameters,size of upper outlet D1,size of lower outlet D0,and the height of bar H,are variables here.With varying H we found three regimes:one transition from clogging to a surface flow and another transition from a surface flow to a dense flow.For the dense flow,the flow rate follows Beverloo’s law and there is a saturation of inclination of free surfaceθ.We plotted the velocity field and there is a uniform linear relation between the particle velocity and depth from the free surface.We also found that the required value of D₁ to guarantee the connectivity of flow is little smaller than D₀.For the transition from a surface flow to a dense flow,there is a jump of flow rate and the minimumθfor flowing is two degrees larger than the repose angle.     

新型镇痛药AF-353的合成

以1-（2-羟基-5-甲氧基）乙-1-酮为反应原料,经6步反应制得关键中间体2-（5-碘-2-异丙基-4-甲氧基苯氧）乙腈（8）,再与Bredereck试剂、盐酸苯胺和碳酸胍经“一锅法”合成新型镇痛药AF-353,总收率55%,其结构经¹H NMR和MS确证。     

白僵菌液体培养物中甾体基质和产物的薄层色谱及光密度扫描测定

为测定白僵菌液体培养物中基质Reichsteins化合物S(I)和它的11α-羟基化产物表皮质醇(Ⅱ),我们建立了薄层色谱(TLC)及光密度扫描测定法。现将本方法报告如下。     

重掺杂P型SiC的熔融KOH刻蚀行为研究

本文采用熔融KOH刻蚀方法详细研究了液相法生长的重掺杂P型6H-SiC晶体中的位错情况,探究了时间、温度变化对液相法生长的重掺杂P型6H-SiC晶片表面刻蚀的影响。当提高腐蚀时间或腐蚀温度时,晶片表面的腐蚀坑尺寸均表现出不同程度的增加,过高的温度及长时间刻蚀均导致过腐蚀现象的发生。根据不同腐蚀条件下腐蚀坑的形貌与分布,确定出刻蚀重掺杂P型6H-SiC晶片的最佳工艺参数。利用晶片在不同温度下的腐蚀速率变化关系及阿伦尼乌斯公式计算出晶体的反应活化能为10.59 kcal/mol。最后,对穿透型螺位错(TSD)和穿透型刃位错(TED)的形貌、尺寸和内部结构进行了详细的表征和分析,结果表明P型6H-SiC晶体中腐蚀坑的倾角与腐蚀时间无关。     

Calculation of the wide-angle neutron spectra from the ~9Be(d,xn) reaction in a thick beryllium target

The multi-layer computing model is developed to calculate wide-angle neutron spectra, in the range from0° to 180° with a 5° step, produced by bombarding a thick beryllium target with deuterons. The double-differential cross-sections(DDCSs) for the ~9 Be(d, xn) reaction are calculated using the TALYS-1.8 code. They are in agreement with the experimental data, and are much better than the PHITS-JQMD/GEM results at 15°, 30°, 45° and 60° neutron emission angles for deuteron energy of 10.0 MeV. In the TALYS-1.8 code, neutron contributions from direct reactions(break-up, stripping and knock-out reactions) are controlled by adjustable parameters, which describe the basic characteristics of typical direct reactions and control the relative intensity and the position of the ridgy hillock at the tail of DDCSs. It is found that the typical calculated wide-angle neutron spectra for different neutron emission angles and neutron angular distributions agree quite well with the experimental data for 13.5 MeV deuterons. The multi-layer computing model can reproduce the experimental data reasonably well by optimizing the adjustable parameters in the TALYS-1.8 code. Given the good agreement with the experimental data, the multi-layer computing model could provide better predictions of wide-angle neutron energy spectra, neutron angular distributions and neutron yields for the ~9 Be(d, xn) reaction neutron source.     

分幅相机像面一致性分析及分幅方法改进

为了提高分幅相机的像面一致性,从分孔径和分振幅两种分幅方法的原理出发,分析了物体辐射特性影响像面一致性的原因.基于光纤传像器件匀光作用,提出了一种提高像面一致性的方法,并以棱锥分孔径实现六分幅为例,在LightTools软件中仿真了光纤面板厚度、纤芯直径、光线入射角度等参量对像面一致性的影响.结果表明,当光束主光线在光纤前端的入射角在±15°内变化时,增大光纤面板厚度或减小纤芯直径,可使得六幅像面能量差小于0.3%.基于光纤传像器件的棱锥分幅结构,可有效提高分幅相机的像面一致性.     

20Mgβ衰变谱学与15O(α,γ)19Ne反应(英文)

15O（α,γ）19Ne（p,γ）20Na反应链是高温CNO循环向快速质子俘获过程突破的一条关键路径,相关的反应率输入量可通过20Mg的β衰变可布居19Ne共振态并测量其衰变性质来获得。通过高效率高精度地测量20Mg β衰变中产生的质子与γ射线得到了20Mg衰变的详细信息,并构建了完整的衰变纲图,还进行了19Ne 4 033 keV共振态衰变性质的探索,获得了该态在20Mg β衰变中被布居的分支比上限。通过比20Mg和20O镜像能级跃迁的结果确认了同位旋非对称性,为检验相关理论模型提供了精确的实验数据。对于突破路径中有重要影响的19Ne 4 033 keV共振态的性质,有待更高统计的实验进一步研究。The breakout from the hot CNO cycle to the rapid proton capture process can occur via the 15O(α,γ)19Ne(p,γ)20Na reaction sequence, and the β decay of 20Mg can be used as an alternative method to characterize some specific resonances, which will provide detailed nuclear structure input for reaction rate calculations. The reliable information on the decay properties and structure of 20Mg was obtained by measuring the emitted particles and γ-rays in the β decay with high efficiency and high resolution. Attempt was also made to search for the decay channels associated with the 4 033 keV resonance in 19Ne. To test fundamental symmetries, the transitions in the mirror decays of 20Mg and 20O were compared. The precise experimental data presented here would be important to constrain the theoretical calculations. It is desirable to clarify the astrophysically relevant problem by further experiments with improved statistics on the basis of the present work.     

MPI在蒙特卡罗程序GMT中的应用和发展

针对ADS颗粒靶概念的研究和设计,中国科学院近代物理研究所自主研发了蒙特卡罗模拟软件GMT。为了提高GMT程序的计算效率,研究了MPI在GMT中的应用和发展,实现了大规模随机数在进程中的随机分配,并采用快速读写文件的方式替代了MPI相关数据通信函数,极大地提高了计算效率。并研究了不同规模计算实例进程数、加速比、效率之间的关系,确定了最大加速进程数及并行效率最高时的进程数,为科研工作者在计算资源和计算效率之间选择最优计算方案提供了科学依据。MPI在GMT中的成功应用使计算资源得到了充分、高效的利用,极大地提高了计算效率,解决了蒙特卡罗方法中大规模事件模拟计算时间长、计算不稳定等问题,在散裂靶大规模扫描计算中发挥了重要的作用。For the research and design of the ADS granular-flow target concept, the Institute of Modern Physics, CAS has developed a Monte Carlo simulation software (GPU-accelerated Monte Carlo Transport program, GMT). In order to improve the computational efficiency of the GMT program, development and application of MPI in GMT were studied, to realize random distribution of the large-scale random number in the sub processes. Rapid reading and writing files were employed instead of the MPI data communication function, which greatly improves the computational efficiency. Different scale calculations were performed to study the relationship of process instance number, speedup to find the maximum acceleration process number and the number of processes when parallel efficiency is highest, which provides a scientific basis for researchers to optimize the computational program between computational resources and computation efficiency. The successful application of MPI in GMT, utilizes the computing resources fully and efficiently, improves the computational efficiency, solve the long time cost and unstable problem of Monte Carlo method in large-scale event simulations, plays an important role in the large-scale scanning calculation of the spallation target.