非线性模型中VaR估测的正态性改进

VaR风险测度技术已经被学界和业界广泛使用,但其局限性也是显而易见的,国内外学者对其进行了一系列的改进.由线性模型扩展为非线性模型以及由正态假定转换到非正态性均源于风险测度的精确化.探讨依数据特征改进和扩展VaR估测方法,使用Johnson转换方法与Cornish-Fisher扩展方法这两种正态性改进方法改善VaR估值,一方面利用正态假定成熟理论结果简化VaR估测方法的推演,另一方面从实证分析角度论证了正态性改进方法在VaR估测中的准确性与有效性.     

拉曼光谱数据库及信息查询系统

随着拉曼光谱议的不断发展,尤其是便携式拉曼光谱仪的普及,与其配套的各种拉曼数据库的建立是十分重要的。目前大多数实验室都依赖进口仪器及其相应的数据库。因此建立我国自己的拉曼数据库具有重要的意义。本文采用目前最先进的数据库软件平台,构建了大型拉曼光谱数据库。本数据库包括宝玉石及其填充物、原生矿物、毒品,农药,打印复印墨迹、化学药剂等数个子数据库,总计有数千条图谱及数据信息。可以通过中文名称、英文名称、化学式、特征峰等多种方式进行查询。系统具有智能化的信息查询模块,并且支持模糊查询。根据最强的三个特征峰值进行搜索,是其区别其他数据库的显著特点。在特征峰搜索模式中,通过依次输入拉曼图谱中的最强特征峰值,经过几次比对和确认可以显示出满足搜索条件的图谱,最终逼近真实结果。操作人员只需经过简单的培训,使用较低硬件配置的计算机,就能够在几秒钟内根据实际测得拉曼图谱,从数据库中查找出与其匹配的信息,从而快速准确的鉴定出其构成与或所属矿物。本数据库在功能上可以不断扩展,包含的数据信息可以不断扩充。该数据库可广泛应用于公安法学,宝玉石真伪,化学分析等各种物相鉴定领域。     

Structure elucidation and 1H/13C NMR spectral assignments of four trabectedin related compounds

This article presents the structure elucidation of four new compounds, formed during the hemisynthetic preparation of trabectedin, an anti-tumor natural product from Ecteinascidia turbinata. We report herein on the use of UV, MS and NMR spectroscopic data along with (1)H and (13)C spectral assignments obtained by means of 1D and 2D homo- and heteronuclear NMR techniques.     

β-环糊精与土霉素的相互作用研究及分析应用

以荧光法研究了土霉素（OTC）与环糊精（β-CD）的包合作用,并利用β-CD对OTC荧光的增敏作用建立了一种高灵敏度测定OTC的新方法,土霉素在9.19×10^-8-1.66×10^-5mol/L范围内与荧光强度成正比,方法的检出限为7.4×10^-9mol/L,方法用于药物制剂中土霉素的测定,结果与标示量吻合。荧光光度法测得OTC与β-CD形成1∶1包合物,包合物形成常数为3.68×10^2L/mol。从土霉素和环糊精的分子结构出发,对包合物的形成机理进行了探讨。     

Multi-electron reduction from alkyl/hydride ligand combinations in U4+ complexes

The U4+ mixed alkyl hydride complex (C5Me5)U[mu-C5Me3(CH2)2](mu-H)2U(C5Me5)2, 1, which contains a cyclopentadienyl ligand with two metalated methylene substituents, can effect four, six, and eight-electron reductions in which the combination of the two H1- ligands and the [C5Me3(CH2)2]3- moiety delivers four electrons and forms (C5Me5)1-. The reaction is formally equivalent to an alkyl hydride reductive elimination, a transformation common with transition metals not previously observed with f element compounds. This type of alkyl hydride reduction reactivity is also observed with a combination of U4+ alkyl and hydride complexes, (C5Me5)2UMe2/[(C5Me5)2UH2]2, which reduces benzene to make [(C5Me5)2U]2(C6H6), a U3+ complex formally containing a (C6H6)2- ligand.     

Organolanthanide-based synthesis of 1,2,3-triazoles from nitriles and diazo compounds

The reaction of [(C5Me5)2Ln][(mu-Ph)2BPh2] complexes with the lithium salt of (trimethylsilyl)diazomethane, Li[Me3SiCN2], gave products formulated as the dimeric isocyanotrimethylsilyl amide complexes {(C5Me5)2Ln[mu-N(SiMe3)NC]}2 (Ln = Sm, 1; La, 2). Reactions of (C5Me5)2Sm and [(C5Me5)2Sm(mu-H)]2 with Me3SiCHN2 also form 1. Complexes 1 and 2 react with Me3CCN to form the 1,2,3-triazolato complexes (C5Me5)2Ln(NCCMe3)[NNC(SiMe3)C(CMe3)N] (Ln = Sm, 3; La, 4). Complex 2 reacts with Me3SiN3 to make the isocyanide ligated azide complex {(C5Me5)2La[CNN(SiMe3)2](mu-N3)}3, 5.     

用对磺基苯亚甲基硫代若丹宁为显色剂固相萃取光度法测定环境样品中痕量汞

合成了新试剂对磺基苯亚甲基硫代若丹宁(SBDTR),并用红外光谱、核磁共振氢谱和元素分析鉴定其结构.试验表明:在 pH 3.5 的 HOAc-NaOAc 缓冲介质中,吐温-80 存在下,SBDTR与汞反应生成 2:1 稳定络合物,该络合物可被 Waters Sep-Pak C,18 固相萃取小柱固相萃取,用乙醇洗脱后在乙醇介质中,在此络合物的吸收峰 550 nm 波长处测定其吸光度.体系的摩尔吸光率为 8.42×104L·mol-1·cm-1.汞的质量浓度在 0.1～4.0 mg·L-1 范围内符合比耳定律,应用于河水及食品试样中汞的测定,所得结果与原子吸收光谱法的测定结果相符.     

基于非参数面板数据模型的我国城镇居民消费与收人关系的区域差异性实证分析

为了定量认识我国东、中、西部城镇居民消费与可支配收入关系的区域差异性,本文基于29个省市的1991-2013年经济面板数据,建立了三个区域城镇居民消费性支出的固定效应参数模型和非参数模型,结果表明:非参数模型的拟合误差小于参数模型的拟合误差,并且非参数模型的波动边际消费倾向比参数模型的固定边际消费倾向更为合理。此外,东中西部城镇居民边际消费倾向的波动情况存在较大差异,东部波动变化持续性强,西部波动变化最敏感。     

不同LET碳离子束辐照拟南芥干种子的当代损伤效应

本研究以拟南芥（Columbia野生型）干种子为材料,利用兰州重离子研究装置（HIRFL）产生的碳离子束对材料进行辐射处理,统计其存活率、根长、下胚轴长及每果荚种子数,以探讨不同传能线密度（Linear Energy Transfer,LET）的碳离子束辐照对拟南芥当代损伤效应的影响。结果表明,在相同LET辐射条件下,随着辐射剂量的增大,拟南芥的存活率、根长、下胚轴长度、每果荚种子数都呈现下降趋势。在相同剂量不同LET辐射处理情况下,随着LET的增大,存活率、根长、下胚轴长、每果荚种子数都显著下降,可见高LET辐射严重抑制了拟南芥的生长和发育。研究表明,当LET为50 keV/μm时,碳离子束辐射拟南芥干种子对应的最佳诱变剂量为200 Gy,为后续开展碳离子束辐射的诱变效率研究奠定了前期基础。Aimed to study the biological effects of carbon ion beams with different linear energy transfer (LET) values provided by Heavy Ion Research Facility in Lanzhou (HIRFL), dry seeds of Arabidopsis thaliana (Columbia-WT) were irradiated and a series of biological effects of postembryonic development, such as survival rate, primary root length, hypocotyls length and number of seeds per silique, were investigated. The results showed that, under the radiation condition of the same LET value, the survival rate, root length, hypocotyls length and number of seeds per silique were decreased with the increasing dose. In addition, under the radiation conditions with different LET values, but same dose, the extent of the decline of the survival rate, root length, hypocotyls length and number of seeds per silique were reinforced with the increasing LET. It was also found that high LET radiations inhibited the subsequent growth and development of Arabidopsis thaliana severely. In brief, it was suggested that the optimum dose of carbon ion beam with 50 keV/μm value on Arabidopsis thaliana dry seeds was 200 Gy. This research complemented the preliminary theoretical foundation for the comparative study of the highest mutation efficiency of carbon ion beam irradiations at IMP, CAS(Institute of Modern Physics, Chinese Academy of Sciences).     

Pt/Nafion膜制备的研究

采用还原剂渗透还原法制备了不同Pt载量的Pt/Nafion膜,并利用扫描电镜(SEM),X射线衍射分析(XRD)对反应不同时间制得的Pt/Nafion膜中的Pt在膜内及膜表面的生长情况进行了研究。实验发现:Pt在膜内及膜表面均能发生生长,且主要沉积在膜内靠近膜表面处的一段区间。采用KBH~4还原H~2PtCl~6有利于Pt(111)晶面的生长。分析不同反应时间的横截面及正面照片,提出了Pt生长的可能机理。