微量吸附量热技术在NH2-SBA-15合成中的应用

采用共价接枝法, 以氨丙基-三乙氧基硅烷为氨源, 制备了一系列的NH2-SBA-15催化剂, 通过微量吸附量热技术定量地分析了该催化剂表面碱性中心的强度、数量和分布状态. 实验结果表明, SBA-15在 550 ℃焙烧6 h, 氨基硅源与SBA-15质量比为1.5, 是合成NH2-SBA-15催化剂最适宜的条件. 运用微量吸附量热技术实现了对NH2-SBA-15催化剂合成条件的优化.     

On-channel base stacking in microchip capillary gel electrophoresis for high-sensitivity DNA fragment analysis

We evaluated a novel strategy for high-sensitivity DNA fragment analysis in a conventional glass double-T microfluidic chip. The microchip allows for a DNA on-channel concentration based on base stacking (BS) with a microchip capillary gel electrophoretic (MCGE) separation step in a poly(vinylpyrrolidone) (PVP) sieving matrix. Depending if low conductivity caused a neutralization reaction between the hydroxide ions and the run buffer component Tris+, the stacking of DNA fragments were processed in the microchip. Compared to a conventional MCGE separation with a normal electrokinetic injection, the peak heights of 50-2650-base pair (bp) DNA fragments on the MCGE-BS separation were increased 3.9-8.0-fold. When we applied the MCGE-BS method to the analysis of a clinical sample of bovine theileria after PCR reaction, the peak height intensity of the amplified 816-bp DNA fragment from the 18S rRNA of T. buffeli was enhanced 7.0-fold compared to that of the normal injection method.     

Molecular modeling on recognition of sheared and normal DNA by novel metal complex Λ- and Δ-[Co(phen)2hpip]

Recognition of sheared and normal DNA by a novel metal complex [Co(phen)₂hpip]³⁺ (phen=1,10-phenanthroline, HPIP=2-(2-hydroxyphenyl)imidazole[4,5-f][1,10]phenanethroline) is studied by molecular modeling. Calculating results indicate that, this complex can specifically recognize DNA segment of sequence –MMNNMM– (M means mismatch base pairs and N means normal base pairs). Intercalating from minor groove between the middle normal duplex into the sheared DNA with the depth of 1.2 nm is of preference and enantioselectivity is observed. Comparison on the two DNA structures of optimal conformation and analysis on the interaction between DNA and the two tail ligands of the complex show that, the effect of the two neighboring mismatch duplexes on the structure of the middle normal base pairs and the steric interaction between the mismatch duplexes and the two tail ligands of the complex are the essential reason to the segment specificity. Investigation on the detailed energy terms indicate that, in effecting enantioselectivity, the electrostatic distribution of the complex is in the majority and steric interaction is at the next place. But, steric interaction is surely the only factor determining the intercalating from minor groove.     

The Cross-Sectional Intrinsic Entropy—A Comprehensive Stock Market Volatility Estimator

To take into account the temporal dimension of uncertainty in stock markets, this paper introduces a cross-sectional estimation of stock market volatility based on the intrinsic entropy model. The proposed cross-sectional intrinsic entropy (CSIE) is defined and computed as a daily volatility estimate for the entire market, grounded on the daily traded prices—open, high, low, and close prices (OHLC)—along with the daily traded volume for all symbols listed on The New York Stock Exchange (NYSE) and The National Association of Securities Dealers Automated Quotations (NASDAQ). We perform a comparative analysis between the time series obtained from the CSIE and the historical volatility as provided by the estimators: close-to-close, Parkinson, Garman–Klass, Rogers–Satchell, Yang–Zhang, and intrinsic entropy (IE), defined and computed from historical OHLC daily prices of the Standard & Poor’s 500 index (S&P500), Dow Jones Industrial Average (DJIA), and the NASDAQ Composite index, respectively, for various time intervals. Our study uses an approximate 6000-day reference point, starting 1 January 2001, until 23 January 2022, for both the NYSE and the NASDAQ. We found that the CSIE market volatility estimator is consistently at least 10 times more sensitive to market changes, compared to the volatility estimate captured through the market indices. Furthermore, beta values confirm a consistently lower volatility risk for market indices overall, between 50% and 90% lower, compared to the volatility risk of the entire market in various time intervals and rolling windows.     

连续信息基

D.Scott在20世纪60年代引入了domain理论,并给出了两种等价形式——信息系统和邻域系。在型论(typetheory)基础上,G.Sambin提出了形式拓扑(Formal topology)理论,并证明了一元形式拓扑与代数Scott domain等价,从而推出代数信息基的概念,同时作为信息系统与邻域系的推广。本文从信息基的观点出发,提出了连续信息基的概念,证明了它与连续Scott domain的等价性。     

Neural Networks for Financial Time Series Forecasting

Financial and economic time series forecasting has never been an easy task due to its sensibility to political, economic and social factors. For this reason, people who invest in financial markets and currency exchange are usually looking for robust models that can ensure them to maximize their profile and minimize their losses as much as possible. Fortunately, recently, various studies have speculated that a special type of Artificial Neural Networks (ANNs) called Recurrent Neural Networks (RNNs) could improve the predictive accuracy of the behavior of the financial data over time. This paper aims to forecast: (i) the closing price of eight stock market indexes; and (ii) the closing price of six currency exchange rates related to the USD, using the RNNs model and its variants: the Long Short-Term Memory (LSTM) and the Gated Recurrent Unit (GRU). The results show that the GRU gives the overall best results, especially for the univariate out-of-sample forecasting for the currency exchange rates and multivariate out-of-sample forecasting for the stock market indexes.     

经济增长影响因素实证研究

本文将人力资本作为生产要素之—,运用误差校正模型,估计出中国1952-1998年期间扩展的索洛模型。研究结果表明,物质资本存量的增长仍然是经济增长的主要因素,教育对经济增长有显著作用但贡献率不高(12.00%),劳动对经济增长的作用十分有限,三种投入要素对经济增长的总贡献仅占69.11%,其余应归功于包括技术进步在内的综合要素。     

α-苯甲胺基-β-(3-吲哚基)-丙酸甲酯的合成

以L-色氨酸为原料经过4步得到α-苯甲胺基-β-(3-吲哚基)-丙酸甲酯,它是一种具有潜在的抗肿瘤活性的吲哚二酮哌嗪化合物的中间体,首先通过“酰氯法”合成L-色氨酸甲酯盐酸盐,再脱去盐酸,与苯甲醛发生缩合反应形成希夫碱,最后选择性还原,得目的产物,得率54.9%.     

主动发起的融资融券交易对中国股票市场的影响

本文以融资买入和融券卖出为研究对象,分析了投资者主动发起的融资融券交易对股票回报、流动性和波动性的影响,给出了中国股票市场融资融券发展现状。研究发现,融资买入(融券卖出)对当日股票回报有显著为正(负)的影响,交易表现与政策制定动机——融资反映投资者看涨情绪、融券反映投资者看跌情绪一致。此外,融资买入(融券卖出)增加了(降低)股票流动性;融资买入(融券卖出)降低(增加)了股票波动性;融资融券对股票交易特征的影响有随时间逐渐改善的趋势。最后,本文发现融资融券对股票回报、流动性和波动性产生的影响与股票所在板块有关,随着中小板和创业板股票所占比重的增加,调整和优化融资融券对股票市场的影响仍然是监管者未来主要任务之一。