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.     

控温相变免疫分析测定雌酮

通过热引发聚合与氧化还原引发聚合，合成水凝胶，作为雌酮全抗原(E1— BSA)载体；以异硫氰基灾光素标记雌酮的单克隆抗体(McAb)作为示踪剂，建立了控温相变竞争免疫分析测定雌酮(EI)的方法并应用于分析血清样品。实验表明：以热引发聚合合成的水凝胶为载体的荧光免疫分析方法具有更高的灵敏度，它的线性范围为10-700μg/L，检出限为1μg／L(n=10，3倍空白)。经水凝胶性质的比较(包括LCST、非特异性吸附、抗原与抗体反应时间及固定化抗原活性)，证明了热引发聚合的水凝胶较氧化还原引发聚合的水凝胶更适合于作为免疫分析的载体。     

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.     

Broadband spectral shaping in a Ti:sapphire regenerative amplifier

A birefringent crystal quartz plate of known thickness has been used as a spectral filter for spectral shaping in a Ti:sapphire regenerative amplifier. The spectral profile of the amplified pulse ejected from the regenerative amplifier was observed while adjusting the birefringent crystal plate in the cavity. By altering the gain spectrum, the bandwidth of the regeneratively amplified pulse was increased from 18 to 35 nm by using a 0.34-mm thick birefringent plate. The output pulse spectrum from the regenerative amplifier neared the bandwidth of the seed pulse. As a comparison, we used a coated filter outside the regenerative amplifier cavity, and the bandwidth of the regeneratively amplified pulse was stretched to 28 nm. When the bandwidth was stretched to 35 nm, the pulse was compressed to 35 fs.     

A Comparative Study on Dynamic and Static Sparsity Patterns in Parallel Sparse Approximate Inverse Preconditioning

Sparse approximate inverse (SAI) techniques have recently emerged as a new class of parallel preconditioning techniques for solving large sparse linear systems on high performance computers. The choice of the sparsity pattern of the SAI matrix is probably the most important step in constructing an SAI preconditioner. Both dynamic and static sparsity pattern selection approaches have been proposed by researchers. Through a few numerical experiments, we conduct a comparable study on the properties and performance of the SAI preconditioners using the different sparsity patterns for solving some sparse linear systems. This revised version was published online in July 2006 with corrections to the Cover Date.     

Kinetics of phenyl radical reactions with propane,n‐butane,n‐hexane,and n‐octane: Reactivity of C6H5 toward the secondary C?H bond of alkanes

The kinetics of C₆H₅ reactions with n‐C_nH_2n+2 (n = 3, 4, 6, 8) have been studied by the pulsed laser photolysis/mass spectrometric method using C₆H₅COCH₃ as the phenyl precursor at temperatures between 494 and 1051 K. The rate constants were determined by kinetic modeling of the absolute yields of C₆H₆ at each temperature. Another major product C₆H₅CH₃ formed by the recombination of C₆H₅ and CH₃ could also be quantitatively modeled using the known rate constant for the reaction. A weighted least‐squares analysis of the four sets of data gave k (C₃H₈) = (1.96 ± 0.15) × 10¹¹ exp[?(1938 ± 56)/T], and k (n‐C₄H₁₀) = (2.65 ± 0.23) × 10¹¹ exp[?(1950 ± 55)/T] k (n‐C₆H₁₄) = (4.56 ± 0.21) × 10¹¹ exp[?(1735 ± 55)/T], and k (n?C₈H₁₈) = (4.31 ± 0.39) × 10¹¹ exp[?(1415 ± 65)T] cm³ mol^?1 s^?1 for the temperature range studied. For the butane and hexane reactions, we have also applied the CRDS technique to extend our temperature range down to 297 K; the results obtained by the decay of C₆H₅ with CRDS agree fully with those determined by absolute product yield measurements with PLP/MS. Weighted least‐squares analyses of these two sets of data gave rise to k (n?C₄H₁₀) = (2.70 ± 0.15) × 10¹¹ exp[?(1880 ± 127)/T] and k (n?C₆H₁₄) = (4.81 ± 0.30) × 10¹¹ exp[?(1780 ± 133)/T] cm³ mol^?1 s^?1 for the temperature range 297‐‐1046 K. From the absolute rate constants for the two larger molecular reactions (C₆H₅ + n‐C₆H₁₄ and n‐C₈H₁₈), we derived the rate constant for H‐abstraction from a secondary C? H bond, k_s?CH = (4.19 ± 0.24) × 10¹⁰ exp[?(1770 ± 48)/T] cm³ mol^?1 s^?1. © 2003 Wiley Periodicals, Inc. Int J Chem Kinet 36: 49–56, 2004     

Effects of barium on the nonlinear electrical characteristics and dielectric properties of SnO2-based varistors

The effects of barium on electrical and dielectric properties of the SnO_2·Co_2O_3·Ta_2O_5 varistor system sintered at 1250℃ for 60min were investigated. It is found that barium significantly improves the nonlinear properties. The breakdown electrical field increases from 378.0 to 2834.5V/mm, relative dielectric constant (at 1kHz) falls from 1206 to 161 and the resistivity (at 1kHz) rises from 60.3 to 1146.5kΩ·cm with an increase of BaCO_3 concentration from 0mol% to 1.00mol%. The sample with 1.00mol% barium has the best nonlinear electrical property and the highest nonlinear coefficient (α=29.2). A modified defect barrier model is introduced to illustrate the grain-boundary barrier formation of barium-doped SnO_{2}-based varistors.     

Low-threshold, high-efficiency, high-repetition-rate optical parametric generator based on periodically poled LiNbO3

We report a high-repetition-rate optical parametric generator (OPG) with a periodically poled lithium niobate (PPLN) crystal pumped by an acousto-optically Q-switched CW-diode-end-pumped Nd:YVO_4 laser. For the maximum 1064nm pump power of 970mW, the maximum conversion efficiency is 32.9% under the conditions of 250℃, 1064nm pulse repetition rate of 22.6kHz and pulse width of 12ns, and the PPLN OPG threshold in the collinear case is less than 23.7μJ. The output power increases with the increase of the crystal temperature. The 1485－1553nm signal wave and 3383－3754nm idler wave are obtained by changing the temperature and the angle of the PPLN crystal.