长江经济带与“一带一路”沿线国家贸易地区结构的实证研究

利用贸易额的绝对值和指数实证分析了长江经济带与“一带一路”沿线国家的贸易地区结构. 结果表明: 长江经济带与“一带一路”沿线国家的贸易过于集中, 且进出口贸易的整体地区结构和主要10个国家的内部地区结构均有所优化, 但不甚明显, 其中出口的整体地区结构更为分散, 进口的内部地区结构更为均匀. 最后基于分析结果, 为促进长江经济带与“一带一路”沿线国家贸易地区结构合理化发展提出了建议.     

Microwave assisted fluorination: an improved method for side chain fluorination of substituted 1-arylethanones

A two-step, one-pot microwave (MW) assisted fluorination of 1-arylethanones to their corresponding 1-aryl-2-fluoroethanones has been developed. The first step utilises Selectfluor™ as a fluorinating agent in methanol forming 1-aryl-2-fluoroethanones and their corresponding dimethyl acetals. In the second step, water is added and Selectfluor™ acts as a Lewis acid in the hydrolytic cleavage of the dimethyl acetals. Compared to the thermal synthesis, the MW assisted method leads to a reduction in reaction time both in the fluorination and for the dimethyl acetal cleavage. Moreover, the one-pot procedure reduces reagent and solvent consumption. The method is best suited for the preparation of 1-aryl-2-fluoroethanones containing substituents that deactivates electrophilic aromatic substitution, however highly electron deficient ketones such as 1-(3,5-dinitrophenyl)ethanone reacts more slowly. Reactions using electron rich aromatic ketones had a low regioselectivity, and also produced fluoroaromatic products.     

An effective solution for a real cutting stock problem in manufacturing plastic rolls

We confront a practical cutting stock problem from a production plant of plastic rolls. The problem is a variant of the well-known one dimensional cutting stock, with particular constraints and optimization criteria defined by the experts of the company. We start by giving a problem formulation in which optimization criteria have been considered in linear hierarchy according to expert preferences, and then propose a heuristic solution based on a GRASP algorithm. The generation phase of this algorithm solves a simplified version which is rather similar to the conventional one dimensional cutting stock. To do that, we propose a Sequential Heuristic Randomized Procedure (SHRP). Then in the repairing phase, the solution of the simplified problem is transformed into a solution to the real problem. For experimental study we have chosen a set of problem instances of com-mon use to compare SHRP with another recent approach. Also, we show by means of examples, how our approach works over instances taken from the real production process. All authors are supported by MEC-FEDER Grant TIN2007-67466-C02-01 and by contract CN-05-127 of the University of Oviedo and the company ERVISA, and by FICYT under grant BP04-021.     

The one-dimensional cutting stock problem with usable leftover – A heuristic approach

In this work we consider a one-dimensional cutting stock problem in which the non-used material in the cutting patterns may be used in the future, if large enough. This feature introduces difficulties in comparing solutions of the cutting problem, for example, up to what extent a minimum leftover solution is the most interesting one when the leftover may be used. Some desirable characteristics of good solutions are defined and classical heuristic methods are modified, so that cutting patterns with undesirable leftover (not large enough to be used, nor too small to be acceptable waste) are redesigned. The performance of the modified heuristics is observed by solving instances from the literature, practical instances and randomly generated instances.     

MULTISPECIES AND SINGLE‐SPECIES MODELS OF FISH POPULATION DYNAMICS: COMPARING PARAMETER ESTIMATES

Abstract Population features inferred from single‐species, age‐structured models are compared to those inferred from a multispecies, age‐structured model that includes predator‐prey interactions among three commercially harvested fish species—walleye pollock, Atka mackerel, and Pacific cod—on the Aleutian Shelf, Alaska. The multispecies framework treats the single‐species models and data as a special case of the multispecies model and data. The same data from fisheries and surveys are used to estimate model parameters for both single‐species and multispecies configurations of the model. Additionally, data from stomach samples and predator rations are used to estimate the parameters of the multispecies model. One form of the feeding functional response, predator pre‐emption, was selected using AIC from seven alternative models for how the predation rate changes with the densities of prey and possibly other predators. Differences in estimated population dynamics and productivity between the multispecies and single‐species models were observed. The multispecies model estimated lower mackerel population sizes from 1964–2003 than the single‐species model, while the spawning biomass of pollock was estimated to have declined more than three times faster since 1964 by the multispecies model. The variances around the estimates of spawning biomass were smaller for mackerel and larger for pollock in the multispecies model compared to the single‐species model.     

中国股市和债市波动溢出效应的MV-GARCH分析

股市和债市的波动溢出效应是研究金融市场信息流动、风险传递的重要内容。在估计了股市和债市候选MV-GARCH模型参数基础上,通过AIC准则等拟合优度方法选择了t分布型BEKK为最优模型,因为它更好的捕捉到了金融时序尖峰、厚尾的特征.结果显示,中国股市和债市波动溢出具有明显时变特征,波动影响不对称,股市对债市影响大于债市对股市影响。动态相关系数偏弱说明两个市场在资源配置能力、信息流动等方面存在显著的缺陷.     

10-Oxo-10H-5λ,10λ-thianthren-5-ylideneamine as a probe for stereochemistry in the formation and amination of fluoro-λ-sulfanenitriles

The fluorination of 10-oxo-10H-5λ⁴,10λ⁴-thianthren-5-ylideneamine (2) with Selectfluor™ affords 5-fluoro-10-oxo-5,10-dihydro-5λ⁶,10λ⁴-thianthren-5-nitrile (4). The amination of 4 with morpholine gives 5-morpholino-10-oxo-5,10-dihydro-5λ⁶,10λ⁴-thianthren-5-nitrile (5). The stereochemical course of both reactions has been studied, while the configurations of their products, cis-isomer 4 and trans-5-morpholino-10-oxo-5,10-dihydro-5λ⁶,10λ⁴-thianthren-5-nitrile (trans-5) are elucidated by the use of X-ray crystallographic analyses.     

沪深股市相关结构之谜:基于贝叶斯Copula的研究

目前沪深股市相关结构的Copula模型选择差异很大,并没有形成统一的认识。在指出现有Copula检验要受到模型参数估计影响后,引入了贝叶斯估计方法将模型参数估计与拟合优度检验有效的分开。接着,沪深股市相关性的贝叶斯实证结果发现两市相关结构Copula模型具有时变特征,势必导致当前研究结果的不一致;同时也反映了Copula对样本区间选择有很强的依赖性。     

基于指数加权移动平均模型的沪深300协整跨期套利策略

沪深300已在国内上市1年多,现有的相关研究文献表明基于协整的跨期套利模型能够发现跨期套利机会并获得一定收益,然而固定样本期往往无法有效的反应最新数据的信息。为解决这个问题,建立了基于协整的跨期套利的EWMA模型,并运用沪深300股指期货合约的真实交易数据进行了实证研究。结果表明,该模型能够套利成功并获取可观的收益,因此该模型是有效的。     

Information flow between stock markets: A Koopman decomposition approach

Stock markets in the world are linked by complicated and dynamical relationships into a temporal network.Extensive works have provided us with rich findings from the topological properties and their evolutionary trajectories,but the underlying dynamical mechanism is still not in order.In the present work,we proposed a technical scheme to reveal the dynamical law from the temporal network.The index records for the global stock markets form a multivariate time series.One separates the series into segments and calculates the information flows between the markets,resulting in a temporal market network representing the state and its evolution.Then the technique of the Koopman decomposition operator is adopted to find the law stored in the information flows.The results show that the stock market system has a high flexibility,i.e.,it jumps easily between different states.The information flows mainly from high to low volatility stock markets.And the dynamical process of information flow is composed of many dynamic modes distribute homogenously in a wide range of periods from one month to several ten years,but there exist only nine modes dominating the macroscopic patterns.