Microstructure noise in the continuous case: The pre-averaging approach

This paper presents a generalized pre-averaging approach for estimating the integrated volatility, in the presence of noise. This approach also provides consistent estimators of other powers of volatility — in particular, it gives feasible ways to consistently estimate the asymptotic variance of the estimator of the integrated volatility. We show that our approach, which possesses an intuitive transparency, can generate rate optimal estimators (with convergence rate n^−1/4$n^{-1/4}$).     

The tail probability of the product of dependent random variables from max-domains of attraction

In this article, we investigate the tail probability of the product of finitely many non-negative dependent random variables. They follow distributions from max-domains of attraction of extreme value distributions and their dependence is modeled via a multivariate Farlie–Gumbel–Morgenstern distribution. For each of the Fréchet, Gumbel and Weibull cases, we obtain an explicit asymptotic formula for the tail probability of the product. Our study extends a few known results in the literature.     

关于格的卡氏积的特征多项式和几何性

利用格L_i(i=1,2)的性质研究了它们的卡氏积L=L_1×L_2的性质,得到了L的秩函数、Mbius函数和特征多项式,并且由L_i的几何性证明了L的几何性.     

多周期多种设备公用工程系统优化模型的改进及应用

本文提出了多周期多种设备公用工程系统改进的混合整数双线性优化模型,它含有两种优化变量和系统运行过程的离散动态约束,期望系统总设备投资(含设备折旧)与全周期运行操作费用之和最小。针对改进优化模型求解上的困难,给出将改进优化模型分解成有限多个关于连续变量的线性规划。论述了改进优化模型与分解模型的等价性以及两种模型的主要数学性质,并在此基础上提出了求解策略。最后将改进优化模型应用于某石化企业的蒸汽动力系统最优设计与运行优化集成实例。     

新疆区域农业品牌价值最大化及其评价指标与模型

基于对区域农业品牌和新疆区域农业品牌发展的研究综述,应用产品整体概念理论探讨了新疆农产品多层面产品要素的品牌化和综合品牌价值最大化,分析了支撑新疆农产品品牌价值最大化的产业链管理与创新,构建了新疆农业品牌价值最大化评价指标体系,并请新疆的11位农业专家进行评分,应用AHP方法得到了各指标的权重,构建了定量评价模型,以库尔勒香梨为案例,应用模糊综合评价方法测度了特定农产品品种的区域品牌价值,明确了新疆区域农业品牌发展面临的薄弱环节,为新疆政府和企业的品牌农业决策提供了理论依据.     

关于（F,ρ）—不变凸性函数多目标规划的最优性条件

本文给出了一类更一般的广义凸性函数的定义：（Ｆ，ρ）——不变凸性函数，并讨论了其最优性条件。     

A GENERALIZED RESULT ON THE POLYNOMIAL-LIKE ITERATIVE EQUATION

Most results on the polynomial-like iterative equation are given under the condition that the given function is monotone,while a work by L.Liu and X.Gong gets nonmonotone PM solutions with height 1 when the given function is of the same case.Removing the condition on height for the given function,we first give a method to assert the nonexistence of C⁰solutions,then present equivalent conditions for the existence of PM solutions with finite height.Finally,as an application of the equivalent conditions,we construct the PM solutions in the case that the given function has one fort.     

一般非线性渗流方程正性的扩展

本文研究一般非线性渗流方程解的一种性态.利用De Giorgi方法与BCP估计相结合,得到了一般非线性渗流方程正性的扩展性质,推广了非线性渗流方程的结果.     

ALGEBROIDAL FUNCTION AND ITS DERIVED FUNCTION IN UNIT CIRCULAR DISC

In this article,the authors define the derived function of an algeboidal function in the unit disc,prove it is an algabriodal function,and study the order of algebroidal function and that of its derived function in unit circular disc.     

去甲斑蝥素对人胰腺癌PANC-1 细胞凋亡作用的研究

目的 探讨去甲斑蝥素对人胰腺癌PANC-1细胞凋亡的作用及其机制。方法 将PANC-1 细胞株随机分为处理组 和对照组,处理组加入不同浓度的去甲斑蝥素培养24h后,CCK-8 法检测细胞增殖情况;流式细胞术分析细胞的凋亡情况;免疫印迹法检测细胞内质网应激和凋亡相关蛋白的表达;荧光定量PCR 技术检测细胞内质网应激和凋亡相关蛋白mRNA表达。结果 不同浓度去甲斑蝥素处理PANC-1细胞24h后,与对照组相比,能降低细胞的存活率并诱导其凋亡。与对照组相比,处理组中内质网应激和凋亡相关蛋白的表达水平均上调（均P＜0.05）,同时其mRNA 的表达水平亦均上调（均P＜0.05）。结论 去甲斑蝥素能明显抑制人胰腺癌PANC-1 细胞的生长并诱导其凋亡,并且具有浓度依赖性,这一作用可能是通过内质网应激介导的凋亡途径实现的。