期货经纪公司保证金的一种确定方法

本文基于马尔可夫链在存储论中的应用，结合Ergodic定理，得到确定期货经纪公司保证金的Ergodic模型，即一个双目标规划问题，然后应用乘积最大化准则，将该模型转化为单目标规划问题来求解。该方法考虑期货经纪公司承担的风险和对投资者的吸引程度，为保证金的确定提供新的思路。     

Effects of diamines and their fluorinated groups on the color lightness and preparation of organosoluble aromatic polyimides from 2,2‐bis[4‐(4‐amino‐2‐trifluoromethylphenoxy)phenyl]‐hexafluoropropane

To investigate the position and amount of the CF₃ group affecting the coloration of polyimides (PIs), we prepared 2,2‐bis[4‐(4‐amino‐2‐trifluoromethylphenoxy)phenyl]hexafluoropropane ( 2 ) with four CF₃ groups with 2‐chloro‐5‐nitrobenzotrifluoride and 2,2‐bis(4‐hydroxyphenol)hexafluoropropane. A series of soluble and light‐colored fluorinated PIs ( 5 ) were synthesized from 2 and various aromatic dianhydrides ( 3a – 3f ). 5a – 5f had inherent viscosities ranging from 0.80 to 1.19 dL/g and were soluble in amide polar solvents and even in less polar solvents. The glass‐transition temperatures of 5 were 221–265 °C, and the 10% weight‐loss temperatures were above 493 °C. Their films had cutoff wavelengths between 343 and 390 nm, b* values (a yellowness index) ranging from 5 to 41, dielectric constants of 2.68–3.01 (1 MHz), and moisture absorptions of 0.03–0.29 wt %. In a comparison of the PI series 6 – 8 based on 2,2‐bis[4‐(4‐aminophenoxy)phenyl]hexafluoropropane, 2,2‐bis[4‐(4‐amino‐2‐trifluoromethylphenoxy)phenyl]propane, and 2,2‐bis[4‐(4‐aminophenoxy)phenyl]propane, we found that the CF₃ group close to the imide group was more effective in lowering the color; this means that CF₃ of 5 , 7 , and 8f was more effective than that of 6c . The color intensity of the four PI series was lowered in the following order: 5 > 7 > 6 > 8 . The PI 5f , synthesized from diamine 2 and 4,4′‐hexafluoroisopropylidenediphthalic anhydride, had six CF₃ groups in a repeated segment, so it exhibited the lightest color among the four series. © 2003 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 41: 922–938, 2003     

Bounds to optimal burn‐in and optimal work size

Burn‐in is a widely used method to improve the quality of products or systems after they have been produced. In this paper, we consider the problem of determining the optimal burn‐in time and optimal work size maximizing the long‐run average amount of work saved per time unit in the computer applications. Assuming that the underlying lifetime distribution of the computer has an initially decreasing or/and eventually increasing failure rate function, an upper bound for the optimal burn‐in time is derived for each fixed work size and a uniform (with respect to the burn‐in time) upper bound for the optimal work size is also obtained. Furthermore, it is shown that a non‐trivial lower bound for the optimal burn‐in time can be derived if the underlying lifetime distribution has a large initial failure rate. Copyright © 2005 John Wiley & Sons, Ltd.     

A non‐linear and non‐local boundary condition for a diffusion equation in petroleum engineering

This article deals with a boundary value problem for Laplace equation with a non‐linear and non‐local boundary condition. This problem comes from petroleum engineering and is used to obtain an estimation of well productivity. The non‐linear and non‐local boundary condition is written on the well boundary. On the outer reservoir boundaries, we have both Dirichlet and Neumann conditions. In this paper, we prove the existence and uniqueness of a solution to this problem. The existence is proved by Schauder theorem and the uniqueness is obtained under more restricted conditions, when the involved operator is a contraction. Copyright © 2005 John Wiley & Sons, Ltd.     

Direct numerical simulation of settling of a large solid particle during bioconvection

Settling of a large solid particle in bioconvection flow caused by gyrotactic microorganisms is investigated. The particle is released from the top of the bioconvection chamber; its settling pattern depends on whether it is released in the centre of the bioconvection plume or at its periphery. The Chimera method is utilized; a subgrid is generated around a moving particle. The method suggested by Liu and Wang (Comput. Fluid 2004; 33 :223–255) is further developed to account for the presence of a moving boundary in the streamfunction‐vorticity formulation using the finite‐difference method. A number of cases for different release positions of the particle are computed. It is demonstrated that bioconvection can either accelerate or decelerate settling of the particle depending on the initial position of the particle relative to the plume centre. It is also shown that the particle impacts bioconvection plume by changing its shape and location in the chamber. Copyright © 2005 John Wiley & Sons, Ltd.     

New poly(butylene succinate)/layered silicate nanocomposites. II. Effect of organically modified layered silicates on structure,properties, melt rheology,and biodegradability

A series of new poly(butylene succinate) (PBS)/layered silicate nanocomposites were prepared successfully by simple melt extrusion of PBS and organically modified layered silicates (OMLS). Three different types of OMLS were used for the preparation of nanocomposites: two functionalized ammonium salts modified montmorillonite and a phosphonium salt modified saponite. The structure of the nanocomposites in the nanometer scale was characterized with wide-angle X-ray diffraction and transmission electron microscopic observations. With three different types of layered silicates modified with three different types of surfactants, the effect of OMLS in nanocomposites was investigated by focusing on four major aspects: structural analysis, materials properties, melt rheological behavior, and biodegradability. Interestingly, all these nanocomposites exhibited concurrent improvements of material properties when compared with pure PBS. © 2003 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 41: 3160–3172, 2003     

Yellow‐light‐emitting cyano‐substituted poly[(1,3‐phenylene vinylene)‐alt‐(1,4‐phenylene vinylene)] derivative: Its synthesis and optical properties

A soluble cyano‐substituted poly[(1,3‐phenylene vinylene)‐alt‐(1,4‐phenylene vinylene)] derivative ( 9 ) was synthesized and characterized. Comparison between 9 and its model compound ( 10 ) showed that the chromophore in 9 remained to be well defined as a result of a π‐conjugation interruption at adjacent m‐phenylene units. The attachment of a cyano substituent only at the β position of the vinylene allowed the maximum electronic impact of the cyano group on the optical properties of the poly(p‐phenylene vinylene) material. At a low temperature (?108 or ?198 °C), the vibronic structures of 9 and 10 were partially resolved. The absorption and emission spectra of a film of 9 were less temperature‐dependent than those of a film of 10 , indicating that the former had a lower tendency to aggregate. A light‐emitting diode (LED) based on 9 emitted yellow light (λ_max ≈ 578 nm) with an external quantum efficiency of 0.03%. © 2003 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 41: 3149–3158, 2003     

Roles of rhenium diimine complexes as metal‐ion probes and photosensitizers in functional polyurethanes

Polyurethanes incorporated with rhenium diimine complexes were synthesized. The polymers exhibited interesting morphologies and solution properties. Results from gel permeation chromatography suggested the formation of polymer aggregates in solutions. The polymers could act as probes for metal ions. The addition of metal ions to polymer solutions led to significant changes in the electronic absorption properties of the polymer solutions. This was attributed to the interactions between the polyether moieties and metal ions. The metal complexes could also act as efficient photosensitizers. After doping with charge‐transport viologens, the photoconductivity of the polymers was greatly enhanced. The experimental quantum efficiency was simulated with Onsager's theory. The thermalization distances and the primary yields were typically 12–14 Å and 10^?3, respectively. © 2003 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 41: 1708–1715, 2003     

Crystallographic report: Diiodo[tris(2‐pyridyl)amine]mercury(II), [(C5H4N)3N]HgI2

In mononuclear HgI₂[(C₅H₄N)₃N], mercury is tetrahedrally coordinated by two nitrogen atoms of a tris(2‐pyridyl)amine ligand and two iodides. The coordination moieties are connected by weak intermolecular Hg(II)···I interactions to give a one‐dimensional structure. Copyright © 2003 John Wiley & Sons, Ltd.