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.     

Potts models with magnetic field: Arithmetic,geometry, and computation

We give a sheaf theoretic interpretation of Potts models with external magnetic field, in terms of constructible sheaves and their Euler characteristics. We show that the polynomial countability question for the hypersurfaces defined by the vanishing of the partition function is affected by changes in the magnetic field: elementary examples suffice to see non-polynomially countable cases that become polynomially countable after a perturbation of the magnetic field. The same recursive formula for the Grothendieck classes, under edge-doubling operations, holds as in the case without magnetic field, but the closed formulae for specific examples like banana graphs differ in the presence of magnetic field. We give examples of computation of the Euler characteristic with compact support, for the set of real zeros, and find a similar exponential growth with the size of the graph. This can be viewed as a measure of topological and algorithmic complexity. We also consider the computational complexity question for evaluations of the polynomial, and show both tractable and NP-hard examples, using dynamic programming.     

The effects of resource limitation and consensual incentives on cooperation

Exploring the evolution of cooperation has been one of the most challenging topics and attracted increasing attention in various realms. Hereby, we institute an analytic model where the relationship between the common benefits and contributions is the typical saturation nonlinearity. We investigate the evolutionary dynamics of cooperation with and without consensual incentives respectively. The population always evolves to full defection when the incentives are absent. Cooperation, however, can be promoted by consensual incentives when the degree of cooperators' preferences for incentives is great. There exists an intermediate amount of resources at which the positive effect of consensual incentives on cooperation is minimized. Furthermore, there is a U-shape relationship between the degree of cooperators' preference for an incentive and the evolution of cooperation. A greater basin of full cooperation can be induced when the cooperators' preference for reward is more pronounced than that for punishment.     

Norbornene derivatives from a metal‐free,strain‐promoted cycloaddition reaction: New building blocks for ring‐opening metathesis polymerization reactions

The preparation of new ring opening metathesis polymerization (ROMP) monomers using a 1,3‐dipolar cycloaddition between aryl azides and norbornadiene is described. Various norbornenetriazolines, obtained through a solvent‐and catalyst‐free reaction, can subsequently be incorporated into polymer backbones through ROMP reactions. Furthermore, thermal decomposition of the triazoline moiety can allow for further polymer functionalization. © 2015 Wiley Periodicals, Inc. J. Polym. Sci., Part A: Polym. Chem. 2015 , 53, 2357–2362     

Controlled synthesis of ZnO nanoparticles from a Zn(II) coordination polymer: Structural characterization,optical properties and photocatalytic activity

A zinc coordination polymer derived from pyridine-2,6-dicarboxylate (PDC), {[Zn₂(PDC)₂]}_n, was successfully prepared via conventional, sonication and microwave-irradiation methods. The composition and characteristics of the obtained coordination polymers (CPs) were investigated by elemental analysis, TGA/DTA, X-ray diffraction and spectroscopic techniques. The so obtained CPs were heat-treated in the air at 600 °C for 2 h to produce ZnO of nanosized particles (NPs). It is of interest to note that the synthesis approach of the precursor greatly affects both the nanoparticle size and the structure of the resulting ZnO NPs. Moreover, the smallest particle size was associated with the sample derived from the ultrasonically prepared precursor. TEM analysis revealed that all samples have sphere-like morphologies. Structural analysis of the prepared ZnO samples was conducted and compared using Rietveld analysis of their PXRD patterns. Optical band gap calculations based on analysis of the UV–vis spectra of ZnO samples using Tauc's power law were achieved. The highest band gap of 3.63 eV was observed for ZnO sample obtained from the ultrasonically prepared precursor. Furthermore, the photocatalytic activity of ZnO NPs for the removal of Eosin Y color was monitored. The highest removal efficiency was recorded for ZnO originated from the ultrasonically synthesized precursor. Enhancement of removal efficiency that reached 98% was attained in only a period of 8 min. Its recycling test showed that it can be reused without structural changes over four cycling experiments.     

基于DIS数字信息化系统对透光物质透光性能的研究

采用DIS数字信息化系统,对不同浓度的蓝墨水溶液在激光光源照射下的透射平均照度及照度分布图像进行实验研究,得到了平均照度值随溶液浓度变化的规律。对不同颜色塑料膜片对白炽灯光源透过照度值及照度分布图像进行实验研究得到及其相关之规律。     

Synthesis,Crystal Structure,and Magnetic Properties of a New Dinuclear Iron Complex with Schiff Base Ligand

A new dinuclear iron(Ⅲ) complex has been synthesized and structurally characterized by X-ray crystallography: [FeⅢ2(L)(C6H5COO)(SO4)(CH3OH)2]·CH3CN·CH3OH(1, H3 L = N,N'-bis(salicylidene)-1,3-diamino-2-propanol). Complex 1 belongs to orthorhombic space group Pna21 with a = 11.4400(8), b = 22.9705(2), c = 12.5712(9) , V = 3303.5(4) 3, Z = 4, F(000) = 1576, Dc = 1.531 g·cm–3, Mr = 761.36, μ = 1.007 mm–1, S = 1.014, the final R = 0.0505 and wR = 0.1018. The crystal packing is stabilized by intermolecular O–H···O hydrogen bonds, forming an extended one-dimensional chain structure. The temperature dependence of magnetic susceptibility measurement shows that antiferromagnetic interaction is propagated between the metal centers. Fit as dinuclear arrangement gave parameters of J = 19.7 cm-1, g = 1.89 and R2 = 0.9999.     

Studies on metabolism of total glucosides of paeony from Paeoniae Radix Alba in rats by UPLC‐Q‐TOF‐MS/MS

Total glucosides of paeony are the active constituents of Paeoniae Radix Alba. In this study, a novel strategy was proposed to find more metabolites and the differences between paeoniflorin, albiflorin and total glucosides of paeony (TGP). This strategy was characterized as follows: firstly, the animals were divided into three groups (paeoniflorin, albiflorin and TGP) to identify the source of TGP metabolites from paeoniflorin or albiflorin; secondly, a generic information‐dependent acquisition scan for the low‐level metabolites was triggered by the multiple mass defect filter and dynamic background subtraction; thirdly, the metabolites were identified with a combination of data‐processing methods including mass defect filtering, neutral loss filtering and product ion filtering; finally, a comparative study was used in the metabolism of paeoniflorin, albiflorin and TGP. Based on the strategy, 18 metabolites of TGP, 10 metabolites of paeoniflorin and 13 metabolites of albiflorin were identified respectively. The results indicated that the hydrolysis, conjugation reaction and oxidization were the major metabolic pathways, and the metabolic sites were the glycosidic linkage, the ester bond and the benzene ring. This study is first to explore the metabolism of TGP, and these findings enhance our understanding of the metabolism and the interactions of paeoniflrin and albiflorin in TGP. Copyright © 2015 John Wiley & Sons, Ltd.