A Simple Approach for Multi‐fidelity Experimentation Applied to Financial Engineering

In practical applications, information about the accuracy or ‘fidelity’ of alternative surrogate systems may be ambiguous and difficult to determine. To address this problem, we propose to treat surrogate system fidelity level as a categorical factor in optimal response surface design. To design the associated experiments, we apply the Expected Integrated Mean Squared Error optimal design criterion, which takes into account both variance and bias errors. The performance of the proposed design was compared using three test cases to four types of alternatives using the Empirical Integrated Squared Error. Because of its ability to foster relatively accurate predictions, the proposed design is recommended in fidelity experimental design, particularly when the experimenters lack sufficient information about the fidelity levels of surrogate systems. The method was applied to the case of intraday trading optimization in which data were collected from the Taiwan Futures Exchange. We also calculated the implied volatility from the Merton's Jump‐diffusion model via the fast Fourier transform algorithm with three different models of varying fidelity levels. Copyright © 2014 John Wiley & Sons, Ltd.     

Influence of sputter power on structural and electrical properties of TiO2 films for Al/TiO2/Si gate capacitors

Titanium dioxide (TiO₂) thin films were deposited onto p‐Si substrates held at room temperature by reactive Direct Current (DC) magnetron sputtering at various sputter powers in the range 80–200 W. The as‐deposited TiO₂ films were annealed at a temperature of 1023 K. The post‐annealed films were characterized for crystallographic structure, chemical binding configuration, surface morphology and optical absorption. The electrical and dielectric properties of Al/TiO₂/p‐Si structure were determined from the capacitance–voltage and current–voltage characteristics. X‐ray diffraction studies confirmed that the as‐deposited films were amorphous in nature. After post‐annealing at 1023 K, the films formed at lower powers exhibited anatase phase, where as those deposited at sputter powers > 160 W showed the mixed anatase and rutile phases of TiO₂. The surface morphology of the films varied significantly with the increase of sputter power. The electrical and dielectric properties on the air‐annealed Al/TiO₂/p‐Si structures were studied. The effect of sputter power on the electrical and dielectric characteristics of the structure of Al/TiO₂/p‐Si (metal‐insulator‐semiconductor) was systematically investigated. Copyright © 2014 John Wiley & Sons, Ltd.     

Rapid analysis of phthalic acid esters in environmental water using fast elution gas chromatography with mass spectrometry and adaptive library spectra

A method for the fast determination of the components in a complex sample by using gas chromatography with mass spectrometry was developed and used for the quantitative analysis of phthalic acid esters in environmental water. In the method, the adaptively corrected mass spectra were used to compensate for the differences between the library spectra and the measured ones in the experiment. The correction was obtained by the iterative transformation of the library spectra using iterative target transformation factor analysis, and the resolution was performed by non‐negative immune algorithm using the corrected spectra. Rapid analysis of 16 phthalic acid esters in water samples was achieved using fast elution gas chromatography with mass spectrometry measurements. The results show that the mass spectra and chromatographic profiles of the phthalic acid esters can be obtained from the overlapping signal of 13 min elution, and accurate quantitative analysis can be obtained. The recoveries of the phthalic acid esters obtained by standard addition are between 90.3 and 107.4%, and the relative standard deviations obtained in repeated measurements are less than 9%.     

热力学数据对1, 3-丁二烯燃烧特性的影响

基于G4方法, 计算了1,^{3-丁二烯框架燃烧反应机理中102个物种的热力学数据, 并考察了振动非谐性、 频率校正因子以及受阻内转动对结果的影响. 结果表明, 考虑振动非谐性或采用不同的频率校正因子, 对热力学数据的影响不大; 考虑内转动后, 对热力学数据有较大影响. 而且考虑内转动后, 得到的热力学数据与实验热力学数据吻合得更好. 用所得热力学数据模拟了1,3-丁二烯的绝热燃烧温度以及点火延迟时间, 结果显示, 要得到可靠的绝热火焰温度, 对小分子(如CO和CO₂等)的热力学数据需要采用实验结果. 将用所得热力学数据模拟得到的点火延迟时间, 与机理本身的热力学数据所得点火延迟时间进行对比, 二者差别显著, 表明所得热力学数据主要通过改变一些反应的逆反应速率常数来影响点火延迟时间. 进一步确定了用所得热力学数据对点火延迟时间有显著影响的一些物种.}     

Enhanced stability designs of cell membrane chromatography for screening drug leads

Cell membrane chromatography is an effective method for screening bioactive components acting on specific receptors in complex systems, which maintains the biological activity of the membrane receptors and improves screening efficiency. However, traditional cell membrane chromatography suffers from poor stability, resulting in a limited life span and low reproducibility, greatly limiting the application of this method. To address this problem, cyanuric chloride-decorated silica gel was used for the covalent immobilization of the cell membranes. Cyanuric chloride reacts with amino groups on the cell membranes and membrane receptors to form covalent bonds. In this way, the cell membranes are not easy to fall off. The column life of the cyanuric chloride-decorated epidermal growth factor receptor/cell membrane chromatography column was extended to more than 8 days, whereas the column life of the normal cell membrane chromatography column dropped sharply in the first 3 days. A cyanuric chloride-decorated epidermal growth factor receptor/cell membrane chromatography online HPLC-IT-TOF-MSn system was applied for screening drug leads from Trifolium pratense L. One potential drug lead, formononetin, which acts on the epidermal growth factor receptor, was screened. Our strategy of covalently immobilizing cell membrane receptors also improved the stability of cell membrane chromatography.     

Hypertension in Prenatally Undernourished Young-Adult Rats Is Maintained by Tonic Reciprocal Paraventricular–Coerulear Excitatory Interactions

Prenatally malnourished rats develop hypertension in adulthood, in part through increased α₁-adrenoceptor-mediated outflow from the paraventricular nucleus (PVN) to the sympathetic system. We studied whether both α₁-adrenoceptor-mediated noradrenergic excitatory pathways from the locus coeruleus (LC) to the PVN and their reciprocal excitatory CRFergic connections contribute to prenatal undernutrition-induced hypertension. For that purpose, we microinjected either α₁-adrenoceptor or CRH receptor agonists and/or antagonists in the PVN or the LC, respectively. We also determined the α₁-adrenoceptor density in whole hypothalamus and the expression levels of α_1A-adrenoceptor mRNA in the PVN. The results showed that: (i) agonists microinjection increased systolic blood pressure and heart rate in normotensive eutrophic rats, but not in prenatally malnourished subjects; (ii) antagonists microinjection reduced hypertension and tachycardia in undernourished rats, but not in eutrophic controls; (iii) in undernourished animals, antagonist administration to one nuclei allowed the agonists recover full efficacy in the complementary nucleus, inducing hypertension and tachycardia; (iv) early undernutrition did not modify the number of α₁-adrenoceptor binding sites in hypothalamus, but reduced the number of cells expressing α_1A-adrenoceptor mRNA in the PVN. These results support the hypothesis that systolic pressure and heart rate are increased by tonic reciprocal paraventricular–coerulear excitatory interactions in prenatally undernourished young-adult rats.     

The Protection of Lactic Acid Bacteria Fermented-Mango Peel against Neuronal Damage Induced by Amyloid-Beta

Mango peels are usually discarded as waste; however, they contain phytochemicals and could provide functional properties to food and promote human health. This study aimed to determine the optimal lactic acid bacteria for fermentation of mango peel and evaluate the effect of mango peel on neuronal protection in Neuron-2A cells against amyloid beta (Aβ) treatment (50 μM). Mango peel can be fermented by different lactic acid bacteria species. Lactobacillus acidophilus (BCRC14079)-fermented mango peel produced the highest concentration of lactic acid bacteria (exceeding 10⁸ CFU/mL). Mango peel and fermented mango peel extracts upregulated brain-derived neurotrophic factor (BDNF) expression for 1.74-fold in Neuron-2A cells. Furthermore, mango peel fermented products attenuated oxidative stress in Aβ-treated neural cells by 27%. Extracts of L. acidophilus (BCRC14079)-fermented mango peel treatment decreased Aβ accumulation and attenuated the increase of subG1 caused by Aβ induction in Neuron-2A cells. In conclusion, L. acidophilus (BCRC14079)-fermented mango peel acts as a novel neuronal protective product by inhibiting oxidative stress and increasing BDNF expression in neural cells.     

Frequency combinations in the magnetoresistance oscillations spectrum of a linear chain of coupled orbits with a high scattering rate

The oscillatory magnetoresistance spectrum of the organic metal (BEDO)₅Ni(CN)₄. 3C₂H₄(OH)₂ has been studied up to 50 T, in the temperature range from 1.5 K to 4.2 K. In high magnetic field, its Fermi surface corresponds to a linear chain of quasi-two-dimensional orbits coupled by magnetic breakdown (MB). The scattering rate consistently deduced from the data relevant to the basic α and the MB-induced β orbits is very large which points to a significant reduction of the chemical potential oscillation. Despite of this feature, the oscillations spectrum exhibits many frequency combinations. Their effective masses and (or) Dingle temperature are not in agreement with either the predictions of the quantum interference model or the semiclassical model of Falicov and Stachowiak.     

Year Discrimination of Mild Aroma Chinese Liquors Using Three-Dimensional Fluorescence Spectroscopy Combined with Parallel Factor and Neural NetworkSCIEI北大核心CSCD

Three-dimensional fluorescence spectroscopy coupled with parallel factor analysis and neural network was applied to the year discrimination of mild aroma Chinese liquors. The excitation-emission fluorescence matrices (EEMs) of 120 samples with various years were measured by FLS920 fluorescence spectrometer. The trilinear decomposition of the data array was performed and the loading scores of and the excitation-emission profiles of four components were also obtained. The scores were employed as the inputs of the BP neural networks and the PARAFAC-BP identification model was constructed. 10 samples were collected from 10, 20 and 30 years of liquors respectively, and 30 samples were selected as the test sets. The remaining 90 samples were used as the training sets to build the training model. The year prediction of unknown samples was also carried out, and the prediction accuracy was 90%, 100% and 100%, respectively. Meanwhile, the discrimination analysis method and the multi way partial least squares discriminant analysis were compared, namely PARAFAC-BP and NPLS-DA. The results indicated that parallel factor combined with the neural network (PARAFAC-BP) has higher prediction accuracy. The proposed method can effectively extract the spectral characteristics, and also reduce the dimension of the input variables of neural network. A good year discrimination result was finally achieved.     

弛豫对光磁共振实验的影响

研究了弛豫对光磁共振实验的影响,弛豫过程影响粒子的分布,进而影响光抽运信号以及光磁共振信号的观测,但是对g因子的测量几乎没有影响。本文的研究结果将会加深对光磁共振实验及仪器工作原理的认识。