基于MRS-SJC-Copula模型对A股与港股的动态联动性研究

由于经济增长周期变化,导致不同股票市场存在高低状态转换的现象,在研究不同股票市场之间联动性的研究时,需要考虑股票波动均值和方差两种结构变化。基于具有马尔可夫状态转换的动态SJC-Copula,结合修正ICSS算法对我国内地股票市场和香港股票市场之间的联动性进行方差结构突变点的检验。实证结果表明:国内和香港股票市场之间存在非线性非对称的时变相依性,并持续存在高低两种不同状态的概率转换。股票指数由于动态联动受到负面消息的下跌幅度大于正面消息的变化幅度,且上下尾部均受上期信息的持续影响。“沪港通”、“深港通”、中美贸易战等因素使得其上下尾部发生结构突变,内地与香港股票市场的联动性增大和市场波动幅度趋强。     

Hierarchical fractal‐structured allophanate‐derived network formation in bulk polyurethane synthesis

Polyurethanes are among the most applied and researched polymers worldwide. Nevertheless, polyurethane synthesis is accompanied by a side‐reaction occurring between isocyanate groups and the secondary nitrogen of already formed urethane groups, leading to the formation of crosslinking allophanates. This inevitably requires the development of highly diagnostic direct analytical methods that can be performed in the solid state of the polymer. The present research focused on the direct investigation and diagnostic determination of the chemical structure formation in bulk polyurethane synthesis, using a combination of Fourier transform infrared and solid‐state ¹³C nuclear magnetic resonance analysis. Polyurethane syntheses were performed in bulk and designed as to obtain significantly strong diagnostic analytical measurements signals for the accurate identification of each of the investigated chemical structures. The present research results led to the conclusive analytical identification of allophanate formation during polyurethane synthesis. In addition, the occurrence of a new reaction mechanism was discovered in the present research. It was demonstrated in the present research that this newly described reaction occurs via the further reaction of the allophanate secondary nitrogen with an isocyanate group, the reaction creating a tertiary nitrogen and an additional reactive secondary nitrogen, and so on, in a consecutive step progression, leading to the formation of a 3‐dimensional hierarchical fractal‐like crosslinked polymeric structure. Solid‐state ¹³C nuclear magnetic resonance analysis results were highly consistent with the Fourier transform infrared results. The discovery of this newly described reaction can facilitate the optimization of industrial processes and potentially opens a new door to the development of a vast variety of biomedical and nanotechnology applications.     

Disjoint Paths in Decomposable Digraphs

The k‐linkage problem is as follows: given a digraph and a collection of k terminal pairs such that all these vertices are distinct; decide whether D has a collection of vertex disjoint paths such that is from to for . A digraph is k‐linked if it has a k‐linkage for every choice of 2k distinct vertices and every choice of k pairs as above. The k‐linkage problem is NP‐complete already for [11] and there exists no function such that every ‐strong digraph has a k‐linkage for every choice of 2k distinct vertices of D [17]. Recently, Chudnovsky et al. [9] gave a polynomial algorithm for the k‐linkage problem for any fixed k in (a generalization of) semicomplete multipartite digraphs. In this article, we use their result as well as the classical polynomial algorithm for the case of acyclic digraphs by Fortune et al. [11] to develop polynomial algorithms for the k‐linkage problem in locally semicomplete digraphs and several classes of decomposable digraphs, including quasi‐transitive digraphs and directed cographs. We also prove that the necessary condition of being ‐strong is also sufficient for round‐decomposable digraphs to be k‐linked, obtaining thus a best possible bound that improves a previous one of . Finally we settle a conjecture from [3] by proving that every 5‐strong locally semicomplete digraph is 2‐linked. This bound is also best possible (already for tournaments) [1].     

Dynamical structure of peptide molecules: Fourier transform microwave spectroscopy and ab initio calculations of N-methylformamide

Rotational spectra of both trans and cis forms of the N-methylformamide normal as well as deuterated (HCONDCH₃, referred to as N-D) species were observed by Fourier transform microwave spectroscopy in the frequency region from 5 to 118 GHz. Samples were prepared in the form of a beam by a pulsed jet valve maintained at 50 °C and were introduced in a high-vacuum cavity cell, with either Ne or Ar as a carrier gas at a backing pressure of 100 kPa. The observed spectra were analyzed to yield molecular parameters including rotational constants and barrier, V₃, to CH₃ internal-rotation: 53.9 (6) and 301 (4) cm⁻¹ for the trans and cis forms of the normal species, respectively, and 41.9 (6) and 309 (4) cm⁻¹ for the trans and cis forms of the N-D species, respectively. Spectra of four trans isotopologues with ¹³C, ¹⁵N, or ¹⁸O singly-substituted in the internal-rotation A state were observed and analyzed to derive the r_s structure of the trans form. For comparison with the experimental data, ab initio calculations were carried out at MP2/6-31G∗∗ level to derive molecular structure, potential barrier to CH₃ internal rotation, and the energy difference between the cis and trans forms. An extensive coupling was found between the CH₃ internal rotation and N-H out-of-plane bending, suggesting that the potential function for the CH₃ internal-rotation deviates considerably from a simple cos(3α) form. The effects of the V₆ term is briefly discussed.     

Reactivity of urethanes at high temperature: Transurethanization and side reactions

The reactivity of urethanes based on 1,6‐hexamethylene diisocyanate (HDI) and 4,4′‐methylene diphenyl diisocyanate (MDI) was investigated at temperatures between 190 °C and 235 °C. Diurethane model compounds end‐capped with either 1‐dodecanol (D‐core‐D) or 1‐hexadecanol (H‐core‐H) were mixed and annealed at high temperature. The core was either MDI or HDI. The transurethanization reaction was followed based on the formation of the compounds (H‐core‐D). The amount of H‐core‐D and of side products, which had formed after variable annealing times, were identified with ¹H NMR, FTIR, SEC, and MALDI‐TOF. Transurethanization was considerably faster for MDI‐based urethanes than for HDI‐based urethanes. Only traces of side products were formed during annealing of MDI‐based urethanes, whereas a significant amount of allophanates was formed from HDI‐based urethanes under the same conditions. © 2018 Wiley Periodicals, Inc. J. Polym. Sci., Part A: Polym. Chem. 2019 , 57, 621–629     

Electro-optic effect,propagation loss,and switching speed in polymers containing nano-sized droplets of liquid crystal

Polymers containing droplets of liquid crystal smaller than 100 nm, which have good transparency and easily form films, were prepared under various conditions to evaluate their potential as electro-optic materials for waveguide-type devices. By varying the liquid crystal concentration and the strength of the UV irradiation causing photo-induced phase separation of the droplets, we were able to control the droplet size and density. We have clarified how the birefringence generated in an applied electric field, switching speed, and optical loss of light propagating in the film depend on droplet size and density. Polymer materials having a large electro-optic effect (δn = 0.001 at 8 V μm^-1), low propagation loss (~2.5 dB cm^-1), and fast response time (~10 μs) have been developed.     

T-shaped non-symmetrical twin liquid crystalline compounds

New unconventional T-shaped non-symmetrical dimeric liquid crystalline compounds have been synthesised and their thermotropic properties studied on the hot-stage of a polarising microscope. These compounds consist of an azo-ester mesogenic unit with a range of terminal substituents (–CH₃, –OCH₃, –NO₂ or –Cl) at one end, interconnected by a flexible spacer (n?=?4, 5 or 10) via ether and ester linking units to a biphenyl moiety at the lateral hydroxyl position of the azo-ester. All the compounds were characterised using a combination of elemental analysis and standard spectroscopic methods. The compounds were found to exhibit enantiotropic nematic and smectic mesophases. The effect of different terminal substituents on mesomorphism is discussed.     

两个由铜离子与Waugh-型阴离子构筑的化合物的合成、晶体结构及表征

通过水热合成得到了一个新颖的包含四核铜配合物的无机-有机杂化化合物[CuCl(H₂O)₄)][CuCl(H₂O)(Phen)][{(CuPhen)₂Cl₂}₂(bdc)]₂[P₂W₁₈O₆₂]·5H₂O(1)(Phen=1,10-phenanthroline和bdc=1,4-benzenedicarboxylate),对其进行了元素分析、红外光谱、热重、电化学等表征,并用X-射线单晶衍射测定了它的晶体结构。化合物1含有由Cl和bdc桥连的四核铜配合物阳离子[{(CuPhen)₂Cl₂}₂(bdc)]²⁺。此外,化合物1的电化学研究表明其对亚硝酸的还原具有很好的电催化活性。     

Lanthanide/zinc centered photoactive hybrids with functional sulfonamide linkage: Coordination bonding assembly,characterization and photophysical properties

In this paper, two novel kinds of organic–inorganic monomer, SUA-APEMS and SUA-APS, have been achieved by modifying 5-sulfosalicylic acid (SUA) with 3-aminopropyl-methyl-diethoxylsilane (APEMS) and 3-aminopropyl trimethoxysilane (APS). These two organic–inorganic monomers were used as multi-functional bridged components, which can coordinate to metal ions (Tb³⁺/Eu³⁺/Zn²⁺) with carbonyl groups, strongly absorb ultraviolet and effectively transfer energy to metal ions through their triplet excited state, as well as involve in the sol–gel process with inorganic host precursor tetraethoxysilane (TEOS), resulting two series of molecular hybrid materials (named as SUA-APEMS/APS-RE) with double chemical bond (RE(Zn)–O coordination bond and Si–O covalent bond). The effective intra-molecular energy transfer process gives rise to the characteristic emission of metal ions and the chemical bond make the hybrid materials owning better properties.     

Synthesis and properties of new soluble aromatic polyamides and polyimides on the basis of N,N′‐bis(3‐aminobenzoyl)‐N,N′‐diphenyl‐1,4‐phenylenediamine

A new N‐phenylated amide (N‐phenylamide) unit containing aromatic diamine, N,N′‐bis(3‐aminobenzoyl)‐N,N′‐diphenyl‐1,4‐phenylenediamine, was prepared by the condensation of N,N′‐diphenyl‐1,4‐phenylenediamine with 3‐nitrobenzoyl chloride, followed by catalytic reduction. Two series of organosoluble aromatic poly(N‐phenylamide‐imide)s and poly(N‐phenylamide‐amide)s with inherent viscosities of 0.58–0.82 and 0.56–1.21 dL/g were prepared by a conventional two‐stage method and the direct phosphorylation polycondensation, respectively, from the diamine with various aromatic dianhydrides and aromatic dicarboxylic acids. All polyimides and polyamides are amorphous and readily soluble in many organic solvents such as N,N‐dimethylacetamide and N‐methyl‐2‐pyrrolidone. These polymers could be solution cast into transparent, tough, and flexible films with high tensile strengths. These polyimides and polyamides had glass‐transition temperatures in the ranges of 230–258 and 196–229 °C, respectively. Decomposition temperatures of the polyimides for 10% weight loss all occurred above 500 °C in both nitrogen and air atmospheres. © 2002 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 40: 2564–2574, 2002