基于时变Copula模型的 基金收益率相依关系的应用研究

基于时变Copula模型,获得预测方差,确定单个基金收益率序列的边缘分布.利用常见的静态Copula和时变Copula模型对基金收益率序列间两两相依关系进行建模并进行对比分析.应用研究表明,基于MCMC方法的时变Copula模型能更有效地度量基金收益率序列的风险.     

Amphiphilic thermoset elastomers from metal‐free,click crosslinking of PEG‐grafted silicone surfactants

The hydrophobicity of silicone elastomers can compromise their utility in some biomaterials applications. Few effective processes exist to introduce hydrophilic groups onto a polysiloxane backbone and subsequently crosslink the material into elastomers. This problem can be overcome through the utilization of metal‐free click reactions between azidoalkylsilicones and alkynyl‐modified silicones and/or PEGs to both functionalize and crosslink silicone elastomers. Alkynyl‐functional PEG was clicked onto a fraction of the available azido groups of a functional polysiloxane, yielding azido reactive PDMS‐g‐PEG rake surfactants. The reactive polymers were then used to crosslink alkynyl‐terminated PDMS of different molecular weights. Using simple starting materials, this generic yet versatile method permits the preparation and characterization of a library of amphiphilic thermoset elastomers that vary in their composition, crosslink density, elasticity, hydrogel formation, and wettability. An appropriate balance of PEG length and crosslink density leads to a permanently highly wettable silicone elastomer that demonstrated very low levels of protein adsorption. © 2015 Wiley Periodicals, Inc. J. Polym. Sci., Part A: Polym. Chem. 2015 , 53, 1082–1093     

Theory of chemical bonds in metalloenzymes XXII: a concerted bond-switching mechanism for the oxygen–oxygen bond formation coupled with one electron transfer for water oxidation in the oxygen-evolving complex of photosystem II

ABSTRACT

QM(UB3LYP)/MM(AMBER) calculations were performed for the locations of the transition structure (TS) of the oxygen–oxygen (O–O) bond formation in the S₄ state of the oxygen-evolving complex (OEC) of photosystem II (PSII). The natural orbital (NO) analysis of the broken-symmetry (BS) solutions was also performed to elucidate the nature of the chemical bonds at TS on the basis of several chemical indices defined by the occupation numbers of NO. The computational results revealed a concerted bond switching (CBS) mechanism for the oxygen–oxygen bond formation coupled with the one-electron transfer (OET) for water oxidation in OEC of PSII. The orbital interaction between the σ-HOMO of the Mn(IV)₄–O₍₅₎ bond and the π*-LUMO of the Mn(V)₁=O₍₆₎ bond plays an important role for the concerted O–O bond formation for water oxidation in the CaMn₄O₆ cluster of OEC of PSII. One electron transfer (OET) from the π-HOMO of the Mn(V)₁=O₍₆₎ bond to the σ*-LUMO of the Mn(IV)₄–O₍₅₎ bond occurs for the formation of electron transfer diradical, where the generated anion radical [Mn(IV)₄–O₍₅₎]^-? part is relaxed to the ?Mn(III)₄?…?O₍₅₎^- structure and the cation radical [O₍₆₎=Mn(V)₁]⁺ ? part is relaxed to the ⁺O₍₆₎–Mn(IV)₁? structure because of the charge-spin separation for the electron-and hole-doped Mn–oxo bonds. Therefore, the local spins are responsible for the one-electron reductions of Mn(IV)₄->Mn(III)₄ and Mn(V)₁->Mn(IV)₁. On the other hand, the O₍₅₎^- and O₍₆₎⁺ sites generated undergo the O–O bond formation in the CaMn₄O₆ cluster. The Ca(II) ion in the cubane- skeleton of the CaMn₄O₆ cluster assists the above orbital interactions by the lowering of the orbital energy levels of π*-LUMO of Mn(V)₁=O₍₆₎ and σ*-LUMO of Mn(IV)₄–O₍₅₎, indicating an important role of its Lewis acidity. Present CBS mechanism for the O–O bond formation coupled with one electron reductions of the high-valent Mn ions is different from the conventional radical coupling (RC) and acid-base (AB) mechanisms for water oxidation in artificial and native photosynthesis systems. The proton-coupled electron transfer (PC-OET) mechanism for the O–O bond formation is also touched in relation to the CBS-OET mechanism.     

Pentapnictogen heterocyclic monoanions: Structure,stability, and aromaticity

Inorganic planar ring-shape molecules with 4n + 2 π electrons are always the focus of experimental synthesis and theoretical research due to their potential aromaticity and stability. In this work, the whole series of five-membered heterocycle monoanions X _nY_5-n⁻ (X, Y = group 15 elements; n = 1-4) were thoroughly investigated by means of density functional theory calculations. They all have large formation energies and HOMO-LUMO gap energies, suggesting the potential thermodynamic and kinetic stability. Their aromaticities are comparable to that of typical aromatic hydrocarbons. Their thermal stabilities were firmly established by the ab initio molecular dynamics simulations. As most of them are predicted for the first time, their various spectra were simulated for experimental characterization. Furthermore, we demonstrate that these five-membered cyclic anions can be employed as η⁵-ligand to construct novel all-inorganic metallocenes, which may serve as the building blocks of low-dimensional nanomaterials.     

Azobenzene‐Functionalized Cage Silsesquioxanes as Inorganic–Organic Hybrid,Photoresponsive, Nanoscale,Building Blocks

Mono‐ and octa‐azobenzene‐functionalized cage silsesquioxanes were easily synthesized by the reaction of 4‐bromoazobenzene with monovinyl‐substituted octasilsesquioxane and cubic octavinylsilsesquioxane through the Heck coupling reaction. Excited‐state energies obtained from time‐dependent density functional theory (TDDFT) and the CAM‐B3LYP functional correlate very well with experimental trans–cis photoisomerization results from UV/Vis spectroscopy. These azobenzene‐functionalized cages exhibit good thermal stability and are fluorescent with maximum emission at approximately 400 nm, making them potential materials for blue‐light emission.     

Characterization of new Pt(IV)–thiazole complexes: Analytical,spectral, molecular modeling and molecular docking studies and applications in two opposing pathways

New thiazole derivatives were synthesized and fully characterized, then coordinated with PtCl₄ salt. Also, the newly synthesized Pt(IV) complexes were investigated analytically (elemental and thermogravimetric analyses), spectrally (infrared, UV–visible, mass, ¹H NMR, ¹³C NMR, X‐ray diffraction) as well as theoretically (kinetics, modeling and docking). The data extracted led to the establishment of the best chemical and structural forms. Octahedral geometry was the only formula proposed for all complexes, which is favorable for d⁶ systems. The molecular ion peaks from mass spectral analysis coincide with all analytical data, confirming the molecular formula proposed. X‐ray diffraction (XRD) and scanning electron microscopy (SEM) allowed discrimination of features between crystalline particles and other amorphous morphology. By applying Gaussian09 as well as HyperChem 8.2 programs, the best structural forms were obtained, as well as computed significant parameters. Computed parameters such as softness, hardness, surface area and reactivity led us towards application in two opposing pathways: tumor inhibition and oxidation activation. The catalytic oxidation for CO was conducted over PtO₂, which was yielded from calcination of the most reactive complex. The success of catalytic role for synthesized PtO₂ was due to its particulate size and surface morphology, which were estimated from XRD patterns and SEM images, respectively. The antitumor activity was tested versus HCT‐116 and HepG‐2 cell lines. Mild toxicity was recorded for two of the derivatives and their corresponding complexes. This degree of toxicity is more favorable in most cases, due to exclusion of serious side effects, which is coherently attached with known antitumor drugs.     

Nb(iPrNPMe2)3Fe–PMe3: A potential high reactivity heterobimetallic catalyst for acetylene cycloadditions

Alkynes cycloaddition reactions are powerful tools for constructing cyclic molecules with optimal atom efficiency, but these reactions cannot proceed at ambient temperature without transition-metal catalysts. In this work, a heterobimetallic complex featuring an Nb–Fe triple bond, Nb(ⁱPrNPMe₂)₃Fe–PMe₃, has been evaluated as the potential catalyst for acetylene cycloaddition, using density functional theory. The calculated results show that the singlet-state (i.e. ground-state) Nb(ⁱPrNPMe₂)₃Fe–PMe₃ can be applied to benzene synthesis, but is not suitable for cyclobutadiene. Benzene can be obtained easily at room temperature and is the unique product on the singlet potential surface. The irradiation of infrared-red light can drive the excitation of singlet Nb(ⁱPrNPMe₂)₃Fe–PMe₃ to its triplet state. Both benzene and cyclobutadiene can be formed on the triplet reaction potential surface due to their low energy barriers. Therefore, Nb(ⁱPrNPMe₂)₃Fe–PMe₃ is a potential high reactivity heterobimetallic catalyst for the cyclotrimerization of alkynes. In the reaction process, the catalytic active site of Nb(ⁱPrNPMe₂)₃Fe–PMe₃ moves from niobium to iron.     

The energy-critical nonlinear wave equation with an inverse-square potential

We study the energy-critical nonlinear wave equation in the presence of an inverse-square potential in dimensions three and four. In the defocussing case, we prove that arbitrary initial data in the energy space lead to global solutions that scatter. In the focusing case, we prove scattering below the ground state threshold.     

Dinuclear gold (I)-di-N-heterocyclic carbene complexes: syntheses,structure, density functional theory calculation and photoluminescence study

The synthesis and characterizations for a series of dinuclear gold (I)-di-NHC complexes, 1–8 through the trans-metalation method of their respective silver (I)-di-NHC complexes, i–viii are reported (where NHC = N-heterocyclic carbene). The successful complexation of a series of unusual non-symmetrical and symmetrical di-NHC ligands, 3,3'-(ethane-1,2-diyl)-1-alkylbenzimidazolium-1'-butylbenzimidazolium (with alkyl = methyl, ethyl, propyl, butyl, pentyl, hexyl, heptyl, benzyl) with the gold (I) ions are suggested by elemental analysis, Fourier transform-infrared, ¹H- and ¹³C-NMR data. The ¹³C-NMR spectra of 1–8 show a singlet sharp peak in the range of 190.00–192.00 ppm, indicating the presence of a carbene carbon that bonded to the gold (I) ion. From single crystal X-ray diffraction data, the structure of complex 6 with the formula of [di-NHC-Au (I)]₂·2PF₆ is obtained [where NHC = 3,3'-(ethane-1,2-diyl)-1-hexylbenzimidazolium-1'-butylbenzimidazolium]. The photophysical study in solid state of 6 displays an intense photoluminescence with a strong emission maxima, λ_em = 480 nm, upon excitation at 340 nm at room temperature. Interestingly, the emission maximum at 77 K shows a structural character with a strong peak at 410 nm, a medium at 433 nm and a weak at 387 nm, accompanied by a tail band to about 500 nm.