基于下半矩风险度量与t分布的单向金融指数跟踪模型

本文探讨沿如下新的思路构造投资组合来最有效地单向"跟踪"某个金融指数;为灵活刻画不同投资者对跟踪风险的感知,我们采用跟踪偏差相应阶数的下半矩作为风险的度量;为较好描述证券收益分布的厚尾现象,我们假设市场上风险资产的收益服从多元t分布.在分析基于上述框架所建立跟踪优化模型基本性质的同时,我们还设计出相应的求解算法.实证检验结果不仅表明新模型与算法的有效性和实用价值,而且较好地克服了基于MAD等准则的传统跟踪方法的不足.     

固相萃取-高效液相色谱-质谱法测定污水中糖皮质激素

建立了同时测定污水中7种糖皮质激素的固相萃取-超高效液相色谱串联质谱的分析方法.利用单因素实验优化固相萃取影响因素:洗脱液、洗脱体积、水样pH值及淋洗液.在此基础上,进行L9(34)正交实验.通过直观分析和方差分析区分主次因素,确定了最佳固相萃取条件:洗脱剂为乙酸乙酯,洗脱剂用量为10 mL,pH=5.0,清洗剂为20％甲醇.7种糖皮质激素的检出限为1.56～10.59 ng/L;在20～100 ng/L的3个添加水平范围内的平均回收率为72.5％～101.4％,相对标准偏差(RSD)小于10.9％.     

How to measure the internuclear vector from photoelectron angular distributions

This paper uses a nonperturbative scattering theory to study photoelectron angular distributions of homonuclear diatomic molecules irradiated by circularly polarized laser fields. This study shows that the nonisotropic feature of photoelectron angular distributions is not due to the polarization of the laser field but the internuclear vector of the molecules. It suggests a method to measure the molecular orientation and the internuclear distance of molecules through the measurement of photoelectron angular distributions.     

温度荷载下薄板的弹性理论分析

把三边简支一边固支矩形薄板受沿厚度方向均匀变化的温差荷载作用的问题视为一边作用等效温差力矩的四边简支板与在温差荷载作用下的四边简支板的叠加。根据固定边界的位移协调条件导出温差荷载引起的板内力的表达式和挠度方程。     

安徽省木本油料产业发展前景

从几种常见的木本油料作物的科研状况、经济效益两方面入手,分析木本油料产业发展的可行性,并结合实际情况分析木本油料作物在安徽省的发展前景。     

二氧化钛纳米管对环氧树脂膨胀阻燃体系的协效阻燃作用

以双酚A型环氧树脂为基体、甲基纳迪克酸酐为固化剂、聚磷酸铵为膨胀阻燃剂、水热法制备的二氧化钛纳米管(TNTs)为阻燃协效剂,共混后交联固化制得了膨胀阻燃型环氧树脂复合材料。采用极限氧指数测试、垂直燃烧实验、扫描电镜和拉曼光谱分析了添加TNTs对环氧树脂膨胀阻燃材料的阻燃成炭协效作用。结果表明:TNTs的引入提高了环氧树脂膨胀阻燃材料的极限氧指数以及垂直燃烧UL-94测试评级。当TNTs质量分数为2%时,膨胀阻燃体系的极限氧指数达到28.4%,UL-94达到V-1级。同时,TNTs延缓了环氧树脂膨胀阻燃材料在高温下的热降解,提升了体系高温热稳定性和成炭性能。TNTs可以作为成炭的网络骨架,并促进高温下生成更多连续致密的炭层结构,且高温煅烧后残留的炭层具有更低的ID/IG(拉曼光谱在1 360cm-1及1 600cm-1处的吸收峰强度比)值,石墨化程度更高,炭层结构更加致密规整。     

石蜡/P(MMA-co-AA)核壳结构相变蓄能微胶囊的制备

以熔点在58~60℃的半精炼石蜡作为相变芯材,与单体、分散剂水溶液形成核壳结构分散液,室温下自由基聚合制备甲基丙烯酸甲酯-丙烯酸的共聚物(P(MMA-co-AA))为壳材的微胶囊.分别用相差显微镜、扫描电镜、差示扫描量热分析仪和傅里叶变换红外光谱仪测定了微胶囊的形貌、热性能和壳材化学结构.微胶囊的直径范围为1~5μm,其中相变芯材的含量可达70%左右,具有较高的相变潜热(99 J/g),有望应用于空调、供暖等领域.     

基于下半概率风险度量并兼顾收益分布厚尾性的新型金融指数跟踪模型

考虑到投资者通常采取安全第一的准则,采用跟踪偏差的下半概率作为跟踪风险的度量;而为在恰当描述证券收益分布的厚尾特性的同时克服机会约束对模型求解所造成的困难,假设风险资产的收益服从多元t分布,由此建立了新型金融指数跟踪模型.在分析所建立模型结构特性的基础上,文中还导出了该模型的解析最优解.实证结果表明了新模型的有效性和实用价值.     

Jet-like structures in photoelectron angular distributions

The photoelectron angular distributions (PADs) of hydrogen atoms in an intense laser field of linear polarization are studied using the S-matrix theory in the length gauge. The PADs show main lobes along the laser polarization and jet-like structures sticking from the waist of main lobes. Our previous prediction, based on a nonperturbative scattering theory of photoionization developed by Guo et al, showing that the number of jets on one side of PADs may increase by one, three, or other odd numbers and may decrease by one when one more photon is absorbed, is confirmed by this treatment. Within the strong-field approximation, good agreement is obtained between these two quite different treatments. We further study the influence of the Coulomb attraction to PADs, by taking a Coulomb--Volkov state as the continuum state of photoelectrons. We find that under the influence of the Coulomb attraction, the PADs change greatly but the predicted phenomena still appear. This study verifies that the jet-like structures have no relation with the angular momentum of photoelectrons.