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151.
《Operations Research Letters》2020,48(2):130-135
We consider the utility-based portfolio selection problem in a continuous-time setting. We assume the market price of risk depends on a stochastic factor that satisfies an affine-form, square-root, Markovian model. This financial market framework includes the classical geometric Brownian motion, CEV model, and Heston’s model as special cases. Adopting the BSDE approach, we obtain closed-form solutions for the optimal portfolio strategies and value functions for the logarithmic, power, and exponential utility functions. 相似文献
152.
菜籽油在加工及贮藏过程中,易受氧气、温度、光照等因素的影响,产生氧化酸败现象。为准确判断油脂氧化程度,实现不同氧化模式下菜籽油品质的快速判别,采用三维同步荧光光谱技术结合平行因子分析法及BP神经网络法建立菜籽油氧化状态的智能评价模型。以冷榨菜籽油为原料,将样品分别置于常温、Schaal烘箱、高温模式中氧化处理,期间采集菜籽油的三维同步荧光光谱数据及理化指标,当理化指标超出国标限定范围时,停止采集数据。结果表明,菜籽油中荧光物质在不同氧化模式中的演变规律呈显著差异,氧化温度对菜籽油荧光光谱有明显影响。常温氧化350 d与第1 d相比,菜籽油的特征荧光峰位置无变化,仅在激发波长Ex为620和660 nm附近荧光峰强度发生微弱变化;Schaal烘箱氧化26 d后,在激发波长Ex为620和660 nm附近荧光峰强度显著减弱,且在激发波长Ex为350~450 nm之间有新的荧光峰生成;高温氧化48 h后,Ex为620和660 nm处荧光峰消失,在Ex为400~550 nm处产生显著荧光峰,相对Schaal烘箱氧化,荧光波长发生一定程度红移,这是由于高温氧化过程中油脂氧化生成的物质稳定性较差引起的。利用平行因子分析法对三维同步荧光光谱数据进行分解获取有效的二维荧光光谱数据,当组分数为6,Δλ=60 nm时激发波长的载荷值最大,不同样品间差异最显著。选定Δλ=60 nm波段的二维荧光光谱数据用于智能评价,作为BP神经网络模型的输入值,以极性组分作为模型输出值,分别对菜籽油三种氧化模式数据建模训练。实验结果表明,三种氧化模式对应的训练集、验证集、测试集模型相关系数r均能达到0.9以上,其中常温氧化模式中验证集及测试集模型的相关系数r为1,输出值与目标值较接近,模型的预测效果较好;综合三种氧化模式数据建模,对应训练集、验证集、测试集模型的相关系数分别为0.999,0.913和0.988,均方误差均较小,说明该模型能准确判断菜籽油的不同氧化状态。因此,三维同步荧光光谱技术结合平行因子分析法、BP神经网络法建立快速检测模型能实现菜籽油不同氧化状态的判别,为菜籽油的氧化程度的评价提供新方法,同时为其他食用油的品质评价提供参考。 相似文献
153.
A water circulation system with the almost same element composition and socket type was adopted in coral Acropora culture under different seawater pH value conditions and the data of the relationship between boron isotopic compositions of coral and seawater pH value by thermoelectric ionization mass spectrometer were obtained. According to the correlations between αcarb-3 of coral and the pH value of cultured seawater, αcarb-3 was not a constant but related to pH value, indicating that B(OH)3 also incorporated carbonate. Therefore, the theoretical formula could not be used to calculate the seawater pH value from the δ11Bcarb value of the measured marine biological carbonate. The empirical equations obtained experimentally would be an alternative method to calculate the seawater pH value. In addition, the mixed precipitation of CaCO3 and Mg(OH)2 was found in aquaculture tanks with high pH value, and the δ11B of the solid was significantly higher than that of cultured seawater. The result indicated that the presence of Mg(OH)2 had a significant effect on the boron isotope fractionation, which deserved our attention. 相似文献
154.
In this paper, the three-dimensional (3D) interfacial fracture is analyzed in a one-dimensional (1D) hexagonal quasicrystal (QC) coating structure under mechanical loading. A planar interface crack with arbitrary shape is studied by a displacement discontinuity method. Fundamental solutions of interfacial concentrated displacement discontinuities are obtained by the Hankel transform technique, and the corresponding boundary integral-differential equations are constructed with the superposition principle. Green’s functions of constant interfacial displacement discontinuities within a rectangular element are derived, and a boundary element method is proposed for numerical simulation. The singularity of stresses near the crack front is investigated, and the stress intensity factors (SIFs) as well as energy release rates (ERRs) are determined. Finally, relevant influencing factors on the fracture behavior are discussed. 相似文献
155.
Due to their small size, differential microphone arrays (DMAs) are very attractive. Moreover, they have been effective in combating noise and reverberation. Recently, a new class of DMAs of different orders have been developed with the MacLaurin’s series and the frequency-independent patterns. However, the MacLaurin’s series does not approximate well the exponential function, which appears in the general definition of the beampattern, when the intersensor spacing is not small enough. To circumvent this problem, we propose in this paper to approximate the exponential function with the Jacobi–Anger expansion. Based on this approximation and the frequency-independent Chebyshev patterns, we derive first-, second-, and third-order DMAs. Furthermore, in order to improve the robustness of DMAs against white noise amplification, we propose to use more microphones combined with minimum-norm filters. It is also shown that the Jacobi–Anger expansion is optimal from a mean-squared error perspective. Simulations are carried out to evaluate the performance of the proposed DMAs. 相似文献
156.
Let be an abelian group. A finite multiset A over G is said to give a λ-fold factorization of G if there exists a multiset B over G such that each element of G occurs λ times in the multiset . In this article, restricting G to a cyclic group, we will provide sufficient conditions on a given multiset A under which the exact value or an upper bound of the minimum multiplicity λ of a factorization of G can be given by introducing a concept of ‘lcm-closure’. Furthermore, a couple of properties on a given factor A will be shown when A has a prime or prime power order (cardinality). A relation to multifold factorizations of the set of integers will be also glanced at a general perspective. 相似文献
157.
The study of worst case scenarios for risk measures (e.g. the Value at Risk) when the underlying risk vector (or portfolio of risks) is not completely specified is a central topic in the literature on robust risk measurement. In this paper we discuss partially specified factor models as introduced in Bernard et al. (2017) in more detail for the class of additive factor models which admit more explicit results. These results allow to describe in more detail the reduction of risk bounds obtainable by this method in dependence on the degree of positive resp. negative dependence induced by the systematic risk factors. The insight may help in applications of this reduction method to get a better qualitative impression on the range of influence of the partially specified factor structure. 相似文献
158.
Yanni Lv Xianpeng Shi Jia Fu Qianqian Jia Yuanyuan Lin Hongying Wang Xin Yang Shengli Han 《Biomedical chromatography : BMC》2019,33(9)
Marsdenia tenacissima, or Tongguanteng in Chinese, is a traditional Chinese herb and has a broad application in clinical practice for its pharmacological effects of treating asthma, pneumonia, tonsillitis, pharyngitis tumors, etc. However, few studies have reported the screening of the active components of this medicine for tumor therapy. In this work, a two‐dimensional analytical system was developed to screen antagonists of epidermal growth factor receptor (EGFR) from M. tenacissima. A fraction was retained on the EGFR cell membrane chromatography (CMC) column, separated and identified as tenacissoside G (TG), tenacissoside H (TH) and tenacissoside I (TI) by two‐dimensional HPLC–IT–TOF–MS. Molecular docking and 3‐(4,5‐dimethyl‐2‐thiazolyl)‐2,5‐diphenyl‐2‐H‐tetrazolium bromide (MTT) assay were carried out to assess the activity of TS (including TG, TH and TI). Molecular docking results showed that the binding mode of TS on EGFR is similar to that of gefitinib. The MTT assay demonstrated that gefitinib and TS (especially TI) could inhibit the growth of EGFR highly expressed cell lines in a dose‐dependent manner in the range of 5–50 μmol/L. In conclusion, the two‐dimensional EGFR/CMC–HPLC–IT–TOF–MS system could be a useful approach in drug discovery from traditional Chinese medicines for searching for potential antitumor candidates. 相似文献
159.
ABSTRACT In this paper, the radiation shielding parameters such as linear attenuation coefficients (LAC, µ), mass attenuation coefficients (MAC, µ/ρ), effective atomic numbers (Zeff), effective electron densities (Neff), half value of layers (HVL), mean free paths (MFP) and buildup factors (exposure (EBF) and energy absorption (EABF)) were investigated for cream (M1), pink (M2), white (M3), maroon (M4) and green (M5) marbles. Attenuation coefficients were measured in the energy region 31.18–661.66 keV photon energies. The values of Zeff and Neff were then calculated using these coefficients with logarithmic interpolation method, and HVLs and MFPs were calculated using the values of LAC of marble samples at the same photon energies. The experimental results were compared with the theoretical values obtained from WinXCom program, and good agreements were observed between the experimental and theoretical results. HVLs and MFPs of all marble samples were compared with those of some concretes, glasses and commercial radiation shielding glasses (SCHOTT Co.). The studied marbles were better radiation shielding materials than standard shielding concretes due to lower HVL and MFP values lower than the ordinary concrete. Finally, EBFs and EABFs of the marbles were calculated in the energy region 0.015–1?MeV up to penetration depths of 40 mfps by Geometric Progression method (G-P), and the results were discussed in terms of photon energies and chemical compositions of the marbles. 相似文献
160.
随着居民收入水平的提高,我国水产品消费数量不断增加.水产品消费需求的增加,一方面导致水产品养殖企业数量增多,水产品养殖产业初具规模;另一方面也导致了市场竞争压力的增大,使得水产品养殖企业经济效益降低.利用2013年我国上市渔业公司财务数据,基于因子分析法研究了我国上市渔业公司经济效益水平.研究结果显示,2013年大湖股份、国联水产各公共因子及综合因子得分都较高,表明其公司盈利能力、偿债能力及运营能力较强,企业后期发展前景较好.而好当家、武昌鱼的综合因子得分较低,需要引起公司重视.最后针对2013年我国上市渔业公司的整体得分情况,提出了提高我国渔业企业经济效益水平的建议. 相似文献