资产组合的CVaR风险的敏感度分析

基于CVaR风险计量技术，分别给出了正态和t分布情形下资产组合的CVaR值，对一般情形下风险资产组合的CVaR风险关于头寸的敏感度进行了分析，研究了其经济意义。     

Winograd矩阵乘法算法用于任意阶矩阵时的一种新处理方法

摘要t矩阵乘法StraSsen算法及其变形winograd算法用分而治之的方法把矩阵乘法时间复杂性由传统的D(n。)改进到0(佗kg。n.但是对于奇数阶矩阵,在划分子矩阵时,要作特殊处理才能继续使用此算法.本文提出了一种非等阶“十”字架划分方法,可以最少化填零,最大化性能,使得奇数阶矩阵乘法的时间复杂性更加接近偶数阶矩阵乘法的效果.计算实例显示该方法是有效的.     

CRYSTAL STRUCTURE AND MORPHOLOGY OF NASCENT SAMPLES OF SYMMETRIC AROMATIC POLYESTERS——Ⅱ. POLY(p-PHENYLENE 2,6-NAPHTHALATE)

Confined thin film melt polymerization (CTFMP) of naphthalene chloride/hydroquinone (NCMQ, 1/1, molar)mixtures at polymerization temperatures (T_p) below ca. 300℃ resulted in relatively thick, elongated crystals. Polymerizationof NC/HQ above 300℃ between glass yielded well-formed lamellar crystals ca. 100 A thick. Phase Ⅰ and Ⅱ [001] EDpatterns were obtained for all T_p, the relative amount of phase Ⅰ increasing with T_p. Polymerization of naphthalenedicarboxylic acid/hydroquinione diacetate 1/1 mixtures at high T_p also yielded lamellar crystals that "curled up" off of thesubstrate. When the high temperature CTFMP polymerization was conducted between mica, aggregates of lamellae on-edgedeveloped but epitaxial growth did not occur. Epitaxial growth of lamellae between mica could be obtained, however, byconfined thin film solution polymerization, with both of the latter samples yielding apparently related ED patterns from adifferent unit cell than phase Ⅰ or Ⅱ. Fiber patterns, obtained from sheared samples, indicated considerably greater crystaldisorder than in the nascent crystals. Refinement of the phase Ⅰ unit cell parameters, based on the [001] and [01 1] EDpatterns, with modeling based on Cerius~2, suggests a monoclinic phase Ⅰ unit cell with a = 7.76, b = 5.71, c = 14.99 A, α = γ= 90°, β= 99.7°, ρ = 1.47 g/cm~3, space group P12_1/al.     

Tuning inventory policy parameters in a small chemical company

A project to improve inventory management in a small UK chemical company is described. A research group comprising university academics and company managers for logistics and information technology examined current practices and analysed a database of historical records of business operations of the company. Based on the analysis, a scheme to categorise stock and set ordering policies to optimise inventory costs was developed. Some comments are made on process issues and the learning that took place.     

Energy and momentum losses in the process of neutrino scattering on plasma electrons in the presence of a magnetic field

The neutrino-electron scattering in a dense degenerate magnetized plasma under the conditions μ ² > 2eB ≫ μE is investigated. The volume density of the neutrino energy and momentum losses due to this process are calculated. The results we have obtained demonstrate that plasma in the presence of an external magnetic field is more transparent for neutrino than for non-magnetized plasma. It is shown that neutrino scattering under conditions considered does not lead to the neutrino force acting on plasma.     

Difference in micellar properties of sodium dodecyl sulfonate from sodium 4-decyl naphthalene sulfonate in D2O solution studied by 1H NMR relaxation and 2D NOESY

¹H chemical shift changes of sodium 4-decyl naphthalene sulfonate (SDNS) at 313 K show that its critical micellar concentration lies between 0.82 and 0.92 mmol/dm³, which is in the same range as that of the previous study at 298 K. The spin–lattice relaxation time, spin–spin relaxation time and two-dimensional nuclear Overhauser enhancement spectroscopy experiments give information about the structure of the SDNS micelle and the dynamics of the molecules in the micelle. The size of the SDNS micelle remains almost unchanged in the temperature range from 298 to 313 K as deduced by analyzing the self-diffusion coefficient. Special arrangement of the naphthyl rings of SDNS in the micelles affects the packing of these hydrophobic chains. The methylene groups of the alkyl chain nearest the naphthalene groups penetrate into the aromatic region, which results in a more tightly packed hydrophobic micellar core than that of sodium dodecyl sulfonate.     

Synthesis,properties, and crystal structure of a novel 3-hydroxy-(4<Emphasis Type="Italic">H</Emphasis>)-benzopyran-4-one containing copper(II) complex,and its oxygenation and relevance to quercetinase

The preparation, spectroscopic properties, and crystal structure of [Cu(ind)(mco)] [ind is the anion of 1,3-bis(2-pyridylimino)isoindoline and mco is the anion of 3-hydroxy-(4H)-benzopyran-4-one] are reported. The complex exhibits a distorted square pyramidal geometry. The oxygenation of the title compound results in oxidative cleavage of the heterocyclic ring to give the (acetylsalicylato)copper(II) complex [Cu(asp)(ind)] (asp is the anion of acetylsalicylic acid) and CO as primary products, which reaction resembles the enzymatic reaction of quercetinase.     

Mother-to-child transmission of HIV: a simulation-based approach for the evaluation of intervention strategies

Mother-to-child transmission (MTCT) of HIV is the most significant source of HIV infection in children below the age of 15 years. In 2000 alone, about 600 000 new infections occurred, the vast majority from mothers living in developing countries who were not aware of their HIV-positive status. To date, at least 4.3 million children have died from AIDS. In this paper, we discuss the development of an operational model that can be used to evaluate intervention options for the prevention of MTCT of HIV. The problem was approached by defining suitable pregnancy risk groups, prevention options and the required model outputs to evaluate different intervention strategies. The method chosen to approach the problem was a discrete-event, three-phase simulation, built in Visual Basic, with a stochastic semi-Markov structure. The developed model takes individual pregnant women through each stage of their pregnancy, labour and birth. Different intervention strategies may be modelled at any time, including short-course antiretroviral drugs and cessation of breastfeeding. The model is demonstrated with data from Botswana, which has one of the highest HIV-infection rates in the world.     

Finite Hurwitz braid group actions for Artin groups

We prove that (with two possible exceptions) the Hurwitz braid group action on the sequence of standard generators of an irreducible Artin group has a finite orbit if and only if the Artin group is of finite type (i.e., the corresponding Coxeter group is finite).