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.     

Enhancing signal-to-noise ratio and resolution in low-field NMR relaxation measurements using post-acquisition digital filters

The traditional way to enhance signal-to-noise ratio (SNR) of nuclear magnetic resonance (NMR) signals is to increase the number of scans. However, this procedure increases the measuring time that can be prohibitive for some applications. Therefore, we have tested the use of several post-acquisition digital filters to enhance SNR up to one order of magnitude in time domain NMR (TD-NMR) relaxation measurements. The procedures were studied using continuous wave free precession (CWFP-T₁) signals, acquired with very low flip angles that contain six times more noise than the Carr–Purcell–Meiboom–Gill (CPMG) signal of the same sample and experimental time. Linear (LI) and logarithmic (LO) data compression, low-pass infinity impulse response (LP), Savitzky–Golay (SG), and wavelet transform (WA) post-acquisition filters enhanced the SNR of the CWFP-T₁ signals by at least six times. The best filters were LO, SG, and WA that have high enhancement in SNR without significant distortions in the ILT relaxation distribution data. Therefore, it was demonstrated that these post-acquisition digital filters could be a useful way to denoise CWFP-T₁, as well as CPMG noisy signals, and consequently reducing the experimental time. It was also demonstrated that filtered CWFP-T₁ method has the potential to be a rapid and nondestructive method to measure fat content in beef and certainly in other meat samples.     

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.     

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.     

Extraction of methyl xanthines and their UHPLC–DAD determination in consumable beverages used in Eastern province of Saudi Arabia

Coffee and tea are the most widely consumed beverages worldwide. However, the consumer may be unaware of the exact amount of methyl xanthine (MX, i.e. caffeine [C], theobromine [TB] and theophylline [TH]) consumed, as most of the products do not list the proper amounts. This may lead to serious risks including cardiovascular, kidney and stimulant effects. The aim of the study was to determine the MX amount in ready-to-use beverages (coffee and tea) collected from various outlets in the city of Al-Khobar, Saudi Arabia. Forty different samples of espresso, black coffee and red tea were collected. A fast, reliable and efficient UHPLC–DAD method was developed and validated for MX determination. Total lipids were extracted and fractionated in order to determine glycolipids, phospholipids and neutral lipids. The r² value for the method was 0.980–0.988 in a linearity range of 0.5–200 ppm. The range for MX (C [0.02–2.39 mg/ml], TB [0.00–0.10 mg/ml] and TH [0.00–0.004 mg/ml]) and total lipids was 1–5 g. The amount of glycolipids (3.1 g) was higher among the lipid fractions followed by phospholipids (1.8 g) and neutral lipids (0.25 g). In general, espresso beverages (20–30 ml) contained high amounts of MX whereas black coffee beverages contained high amount of lipids. Most of the beverages expressed C, TB, TH, lipids or their fractions; however, the product with high amounts of MX and lipids at the same time was espresso (brands Chemistry and Wogard). Although the MX and lipid levels in these beverages well below the allowed limits, care must still be taken, especially when using the beverages with high serving volumes (200–250 ml) or coffee prepared via the filter method i.e. black coffee, using a high temperature for a longer time.     

Anti-neuraminidase activity of chemical constituents of Balanophora involucrata

Balanophora involucrata J. D. Hooker has been known to possess potential anti-inflammatory and antibacterial activities; however, its antiviral activity has not been evaluated so far. In order to find new neuraminidase inhibitors (NAIs), the neuraminidase (NA) inhibition activity of different B. involucrata extracts was evaluated. In this study, an in vitro NA inhibition assay was performed to identify which extract of B. involucrata exhibits (maximal) inhibitory activity against NA. Ultra high performance liquid chromatography/quadrupole time-of-flight–tandem mass spectroscopy (MS/MS) and molecular docking techniques were used to identify the specific compounds responsible for the anti-influenza activity of the extract, and to explore the potential natural NAIs. The ethyl acetate extract of B. involucrata exhibited significant inhibitory activity against NA with 50% inhibitory concentration (IC₅₀) value of 159.5 μg/mL. Twenty compounds were identified according to the MS/MS spectra; among them two compounds (quercitrin and phloridzin) showed obvious inhibitory activity against NA, with IC₅₀ of 311.76 and 347.32 μmol/L, respectively. This study suggested that B. involucrata can be a potential natural source of NAIs and may be useful in the fight against ferocious influenza viruses.     

Gravitational wave imprint of new symmetry breaking

It is believed that there are more fundamental gauge symmetries beyond those described by the Standard Model of particle physics. The scales of these new gauge symmetries are usually too high to be reachable by particle colliders. Considering that the phase transition (PT) relating to the spontaneous breaking of new gauge symmetries to the electroweak symmetry might be strongly first order, we propose considering the stochastic gravitational waves (GW) arising from this phase transition as an indirect way of detecting these new fundamental gauge symmetries. As an illustration, we explore the possibility of detecting the stochastic GW generated from the PT of \begin{document}$ {\bf{B}}-{\bf{L}}$\end{document} in the space-based interferometer detectors. Our study demonstrates that the GW energy spectrum is reachable by the LISA, Tianqin, Taiji, BBO, and DECIGO experiments only for the case where the spontaneous breaking of \begin{document}$ {\bf{B}}-{\bf{L}}$\end{document} is triggered by at least two electroweak singlet scalars.     

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.