A Monte Carlo simulation to the performance of the R/S and V/S methods—Statistical revisit and real world application

A correct or precise estimation of the Hurst exponent is one of the fundamentally important problems in the financial economics literature. There are three widely used tools to estimate the Hurst exponent, the canonical rescaled range (R/S), the variance rescaled statistic (V/S) and the Modified rescaled range (Modified R/S). To clarify their performance, we compare them by Monte Carlo simulations; we generate many time-series of a fractal Brownian motion, of a Weierstrass–Mandelbrot cosine fractal function and of a fractionally integrated process, whose theoretical Hurst exponents are known, to compare the Hurst exponents estimated by the three methods. To better understand their pragmatic performance, we further apply all of these methods empirically in real-world applications. Our results imply it is not appropriate to conclude simply which method is better as V/S performs better when the analyzed market is anti-persistent while R/S seems to be a reliable tool used in persistent market.     

Raman spectroscopic study on the structure in the surface and the bulk shell of Ce(x)Pr(1-x)O(2-delta) mixed oxides

The difference between the surface and the bulk shell of Ce(x)Pr(1-x)O(2-delta) mixed oxides was studied by Raman spectroscopy with four different excitation lasers. Two Raman peaks appear at 465 and 570 cm(-1) under all of the four lasers. The former is attributed to the Raman active F(2g) mode of CeO2, while the latter is attributed to oxygen vacancy. On the basis of the fact that the laser with shorter wavelength is closer to the electronic adsorption of samples, it is found that the Raman information detected by excitation laser with shorter wavelength is more sensitive to the surface region of samples. An inflection is observed in the relationship of the value I570/I465 to the Ce content in Ce(x)Pr(1-x)O(2-delta). With the increase in the wavelength of excitation laser, the Ce content corresponding to the inflection decreases. Combined with the surface concentration obtained by XPS, it can be deduced that the composition of Ce(x)Pr(1-x)O(2-delta) mixed oxide particles in the surface region and the bulk shell are different, the former is enrichment of Pr component and the latter is enrichment of Ce component. The thickness of the surface layer with rich Pr component decreases with the increase in the Ce content.     

Effects of pH on Oxaliplatin-Induced Condensation of Single DNA Molecules

By using magnetic tweezers, atomic force microscope and mass spectrometry, we study the effects of pH on oxaliplatin-induced DNA condensation, the DNA persistence length, the amounts of micro-loops and of oxaliplatin bound to DNA. It is found that the DNA condensation degree, the amounts of micro-loops and of oxaliplatin bound to DNA increase with the decrease in the pH value while the DNA persistence length has an opposite behavior. The observed effects may be related to the drug resistance of cancer cells.     

One-dimensional Coordination Polymers Assembled into Two Supramolecular Frameworks with High Stability

The dual ligand system of V-shaped 5-(4-carboxy-2-nitrophenoxy)-isophthalic acid(Hcn-H2ipa) and dipyridy-type molecules produces two new coordination polymers: {[Ni(cn-Hipa)(bpa)(H2O)3]·1.5H2O}n 1 and {[Cu(Hcn-ipa)(ppe)2]}n 2(bpa = 1,2-bis(4-pyridyl)ethane, and ppe = trans-1-(2-pyridyl)-2-(4-pyridyl)ethylene). Two complexes have been characterized by single-crystal X-ray diffraction, elemental analysis, IR, and thermogravimetric analysis(TGA). Complex 1 is of monoclinic system, space group C2 with a = 25.936(3), b = 7.6100(10), c = 16.558(2), β = 105.9470(10)°, V = 3142.4(7) ?3, Dc = 1.415 g/cm3, Mr = 669.23, Z = 4, F(000) = 1388, μ = 0.687 mm-1, the final R = 0.0397 and w R = 0.0967 for 12070 observed reflections with I 2σ(I). Complex 2 belongs to the triclinic system, space group P1 with a = 10.165(5), b = 14.946(7), c = 15.506(11) ?, α = 106.461(7), β = 102.454(8), γ = 107.861(5)°, V = 2029(2) ?3, Dc = 1.266 g/cm3, Mr = 773.20, Z = 2, F(000) = 794, μ = 0.595 mm-1, the final R = 0.0538 and w R = 0.1378 for 15488 observed reflections with I 2σ(I). Two complexes show that the 1D polymeric chains are cohered together by extensive H-bonds to complete stable supramolecular microporous frameworks.     

两个以3-硝基邻苯二甲酸为配体构筑的锌和钴配位聚合物的合成、晶体结构和性质

通过水热法合成了2种配位聚合物{[Zn(3-Nbdc)(bpmp)]·H₂O}_n (1)和{[Co(3-Nbdc)(bpmp)(H₂O)]·H₂O}_n (2)(3-Nbdc^2-=3-硝基邻苯二甲酸根, bpmp=1, 4-二(4-吡啶甲基)哌嗪), 并通过X-射线单晶衍射、元素分析和红外光谱对其结构进行了表征。配合物1和2均为二维(4, 4)格子层结构, 其中1含有双核单元, 2含有螺旋金属羧酸链。此外, 对它们的热重、粉末X-射线衍射、固体荧光和磁性性能进行了考察。1显示与游离的3-硝基邻苯二甲酸相似的荧光性质, 锌离子的配位环境和配体之间的耦合作用对其荧光性能几乎没有影响。2在低温区表现出铁磁耦合作用, 高温区的χ_MT值降低主要是由于八面体钴的自旋轨道耦合导致的。     

基于半刚性的4-羧基苯乙酸和富氮共配体组装的Zn(Ⅱ)/Cd(Ⅱ)配位聚合物的合成、结构和性质

采用溶剂热法合成了一系列Zn（Ⅱ）/Cd（Ⅱ）配位聚合物：{[Zn（cbaa）（bpmp）_0.5（H₂O）]·2H₂O}_n（1）、[Zn（cbaa）（bip）]_n（2）、[Cd（cbaa）（Hizb）]_n（3）和[Cd₂（cbaa）₂（itmb）（H₂O）]_n（4）（H₂cbaa=4-羧基苯乙酸;bpmp=1,4-二（4-吡啶甲基）哌嗪;bip=3,5-双（1-咪唑基）吡啶;Hizb=2-（4-咪唑-1-基苯基）-1H-苯并咪唑;itmb=1-（咪唑-1-基）-4-（1,2,4-三唑-1-基甲基）苯）。X射线单晶衍射结果表明,半刚性的4-羧基苯乙酸和富氮辅助配体构筑形成了4个多样化拓扑结构的配位聚合物。化合物1和2是Zn（Ⅱ）配位聚合物：1是由2个Zn-羧酸盐链之间通过富氮配体桥连形成的一维梯形结构,而2是由Zn-羧酸盐链之间通过富氮配体拓展形成的二维单层结构;化合物3和4是Cd（Ⅱ）配位聚合物：3是由Cd-O无机链之间通过羧酸配体的桥连拓展形成的二维单层结构,富氮配体作为伸出层平面的悬臂仅仅起到结构修饰作用,而4则形成了Cd-羧酸盐空旷双层结构,富氮配体填充在层内空腔中,从而导致了致密双层结构的产生。另外,考察了4个化合物的热稳定性和光致发光性能。     

New coordination polymers from 1D chain, 2D layer to 3D framework constructed from 1,2-phenylenediacetic acid and 1,3-bis(4-pyridyl)propane flexible ligands

The hydrothermal reactions of Cd, Zn, or Cu(II) acetate salts with H₂PHDA and BPP flexible ligands afford three new coordination polymers, including [Cd(PHDA)(BPP)(H₂O)]_n(1), [Zn(PHDA)(BPP)]_n(2), and [Cu₂(PHDA)₂(BPP)]_n(3) (H₂PHDA=1,2-phenylenediacetic acid, BPP=1,3-bis(4-pyridyl)propane). The single-crystal X-ray diffractions reveal that all three complexes feature various metal carboxylate subunits extended further by the BPP ligands to form a diverse range of structures, displaying a remarked structural sensitivity to metal(II) cation. Complex 1 containing PHDA-bridged binuclear cadmium generates 1D double-stranded chain, complex 2 results in 2D→2D interpenetrated (4,4) grids, and complex 3 displays a 3D self-penetrated framework with 4⁸6⁶8 rob topology. In addition, fluorescent analyses show that both 1 and 2 exhibit intense blue-violet photoluminescence in the solid state.     

Color-tunable Upconversion Properties of Tb~(3+)/Er~(3+)/Yb~(3+) Tri-doped Na_5Gd(WO_4)_4 Crystals

In this work, novel phosphors Na5Gd(WO4)4: Tb^3+/Yb^3+ and Na5Gd(WO4)4: Tb^3+/Er^3+/Yb^3+ phosphors were synthesized by the solid state reaction method. The photoluminescence properties were investigated. The introduction of Er^3+ to NGW: Tb^3+/Yb^3+ was used to modify the chromaticity coordinates, then providing a good color tunable property. The change in the chromaticity coordinates induces the shift of emission color from yellow-green to blue-green for NGW: Tb^3+/Er^3+/Yb^3+ as the temperature increases. All the results indicate that the NGW: Er^3+/Tb^3+/Yb^3+ phosphors may be used as optical temperature sensing materials.     

Multifractal Detrended Cross-Correlation Analysis of agricultural futures markets

We investigated geographically far but temporally correlated China’s and US agricultural futures markets. We found that there exists a power-law cross-correlation between them, and that multifractal features are significant in all the markets. It is very interesting that the geographically far markets show strong cross-correlations and share much of their multifractal structure. Furthermore, we found that for all the agricultural futures markets in our studies, the cross-correlation exponent is less than the averaged generalized Hurst exponents (GHE) when q < 0 and greater than the averaged GHE when q > 0.