半参数门限广义非对称随机波动模型研究

为了能够同时刻画和描述金融资产收益序列的偏态、厚尾以及序列的门限效应、非对称杠杆效应等特性,提出把门限广义非对称随机波动模型与非参数Dirichlet过程混合模型有机结合,构建了半参数门限广义非对称随机波动模型,并对模型进行了贝叶斯分析.实证研究中,利用上海黄金价格收益率序列数据进行建模分析,结果表明:半参数门限广义非对称随机波动模型能够有效地刻画上海黄金价格收益率序列波动率的动态特征.     

上海光源储存环工作点测量系统

报道了工作点测量技术的研究现状,对束流频谱分析用于工作点测量的方法进行了详细说明。介绍了上海光源储存环工作点测量系统的物理需求、方案设计、硬件结构及关键设备选型。采用束流实验的方法对系统配置参数进行优化,对系统测量误差及分辨力进行测试评估,讨论了测量系统不同工作模式的优缺点,并给出加速器不同运行阶段应该采用的运行模式。优化后的上海光源工作点测量系统,其系统测量误差小于0.000 1,测量分辨力好于0.000 05,测量过程对束流轨道及等效束斑尺寸的扰动控制在μm量级,现已在上海光源运行及机器研究中投入实用。     

用束流位置监测器精确测量储存环流强

 束流位置监测器（BPM）是粒子加速器束测系统中最为常见的元件,该探头输出信号中除包含束流位置信息外还包含电荷量等其它信息,可作为多参数束流诊断设备。采用BPM理论分析和数值仿真分析相结合的方法讨论了该种探头同时用于束流流强测量的可行性。在上海光源储存环上进行了束流试验,测定了全环140个BPM的流强标定系数,对BPM用于流强测量的分辨率、束流位置依赖性、频率依赖特性进行了测试,根据实验结果讨论了该方法在当前技术条件下所能达到的性能及其局限性。     

基于加权支持向量机的VaR计算方法研究

针对统计学框架下传统VaR计算方法的不足，发展了基于加权支持向量机（W—SVM）的VaR计算新方法．为了在VaR模型中计入金融时间序列的记忆效应，采用最优市场因子作为支持向量机的加权模型．对2001—2009年上证综指的实证研究表明，基于W—SVM的VaR模型优于传统的VaR方法，在小样本、厚尾、非线性及有异常波动的市场条件下，各种置信度下的W—SVM方法均能取得较好的性能．     

Rapid and selective chelatometric titration of aluminium in non-ferrous alloys

A rapid chelatometric method for the determination of Al (4–20%) in magnesium, copper and chromium-aluminium-iron alloys is proposed. HEDTA is used as titrant and Zn solution as back-titrant, with hydrazidazol as indicator. Mn(II), Cu(II), Cd, Zn, Pb, Co(II), Ni, Hg(II), Fe(III), Bi, Cr(III), Sb(III), Ce(III), La, Sn(IV), Ti(IV), Zr and Mo(VI) do not interfere. High selectivity is achieved by a combination of group separation, masking and interference correction. The coefficient of variation varies from 0.2 to 1%.     

Orbit response matrix analysis and lattice periodicity restoration of the SSRF storage ring

In this paper, we present numerically and experimentally the linear beam-optics distortion in the SSRF storage ring and the correction of optics by using a number of quadrupole magnets installed in the storage ring. The measured orbit-response matrices were fitted to the model-response matrices to obtain the β and the dispersion functions in the storage ring. By readjusting the currents of quadrupole-magnet power supplies, we were able to successfully restore the optics parameters to values very close to the design ones, with rms deviations around 1%. This periodicity restoration is verified with the β function measurement,     

自回归条件异方差模型在我国沪市的应用研究

应用自回归条件异方差(ARCH)模型对上海股市2000年—2004年4月上证指数收益率进行建模分析;实证结果反映上证指数收益率具有明显的群集聚集性、波动性、尖峰厚尾的特征,并且ARCH模型的预测能力较强.     

Halogenation of 1,1-diarylethylenes by N-halosuccinimides

An efficient method for the preparation of 2,2-diarylvinyl halides from the corresponding 1,1-diarylethylenes has been developed. N-Halosuccinimides (N-bromosuccinimide or N-chlorosuccinimide) were used as the halogenation reagents. The practicability of this method is highlighted by its simple operation, broad substrate scope and capability for large-scale reaction.     

K-doping effect of the superconductivity in K2xFeTe1-xSx (0.07≤x≤0.3)

Bulk samples of K doping K_2xFeTe_1-xS_x with x = 0.07, 0.1, 0.2, 0.3 are successfully prepared by using easy-to-use stable compound K₂S as the reactant. The lattice constant calculated from X-ray diffraction patterns indicate that K ions enter the Fe-Te-S layers. K doping is beneficial enhance the superconductivity transition temperature from the R-T curves. The apparent diamagnetic signal is observed in M-T curves when the content of K is smaller than 0.1. However, differential curves (dM/dT) in K-rich samples appear sharp slope mutations, which means that the Meissner effect signal is covered by the increased excess ferromagnetic ions. The number of excess Fe magnetic ions is proportional to K content, which may play an important role in determining the superconductivity.     

上海深部硬土渗透特性试验研究

上海深部硬土层的沉降显著滞后于水位变化, 本文通过一系列渗透试验进行了相关问题的研究, 包括初始水力坡度, 结核对渗透性的影响, 压力对渗透性的作用, 以及孔隙比与渗透系数之间规律的研究。结果表明硬土的渗透速率与水力坡度之间符合良好的线性关系, 满足达西定律; 大量的致密结核对渗透性影响微弱; 应力增加导致渗透性降低, 渗透系数与孔隙比呈指数规律变化。基于试验成果评价了1989～2007年天然硬土的渗透性变化, 此期间硬土层边界水位下降了近30m, 硬土层的沉降造成了该层渗透性的降低, 但土层的平均渗透系数改变不大。