水蒸气蒸馏提取与顶空进样GC-MS分析高良姜挥发性成分

比较了水蒸气蒸馏法和顶空加热法提取高良姜挥发性成分的方法,并进行GC-MS分析。结果表明,两种提取方法无论在成分还是其相对含量均存在一定的差异。采用顶空进样技术可鉴定出31个挥发性化学成分,采用水蒸气蒸馏法可鉴定出31个挥发性化学成分,两种方法共有成分为16种。两种样品采集方法分别提供了高良姜不同沸点挥发物的化学信息,运用这两种方法可以建立更全面的高良姜挥发性成分GC-MS表征体系。     

基于“成分-药效”关联分析的六味地黄丸质量控制方法

本文以中药复方制剂六味地黄丸为研究示例,分别进行六味地黄丸药效成分明确化鉴别、典型药理模型的药效实验、成分与药效的关联分析,共鉴别出六味地黄丸中16个成分.通过成分与药效的关联性分析,得出4个与典型药理模型药效相关的成分.建立了指标性成分的含量测定方法学,通过"成分与药效"的关联性分析所得出指标性成分的含量测定方法,可实现对中药复方制剂六味地黄丸的质量控制.     

Mean–variance asset–liability management: Cointegrated assets and insurance liability

The cointegration of major financial markets around the globe is well evidenced with strong empirical support. This paper considers the continuous-time mean–variance (MV) asset–liability management (ALM) problem for an insurer investing in an incomplete financial market with cointegrated assets. The number of trading assets is allowed to be less than the number of Brownian motions spanning the market. The insurer also faces the risk of paying uncertain insurance claims during the investment period. We assume that the cointegration market follows the diffusion limit of the error-correction model for cointegrated time series. Using the Markowitz (1952) MV portfolio criterion, we consider the insurer’s problem of minimizing variance in the terminal wealth, given an expected terminal wealth subject to interim random liability payments following a compound Poisson process. We generalize the technique developed by Lim (2005) to tackle this problem. The particular structure of cointegration enables us to solve the ALM problem completely in the sense that the solutions of the continuous-time portfolio policy and efficient frontier are obtained as explicit and closed-form formulas.     

建筑工程施工招标的方差最大化多属性评标方法

依据建筑工程施工招标评标综合评价体系,以决策矩阵为基础,利用偏差分析和方差最大化多属性决策方法,建立了考虑专家水平的综合评价模型,对建筑工程施工招投标的量化评标进行探讨,给出了计算实例.     

异方差的线性混合模型的参数估计

本文研究既含有固定效应又含有随机效应的线性混合模型,在随机效应的方差不同即异方差情况下,即考虑方差受外界因素的影响,如温度、湿度等,我们称之为协变量,在有协变量情况下对方差建立对数线性模型,运用最大似然估计讨论了固定效应的估计和随机效应的预测,并且用约束最大似然(REML)方法研究对数线性模型中参数和随机误差中参数(离差参数)的估计,并讨论估计量的性质及离差参数估计量的渐近正态性。     

Correcting for biases in affected sib-pair linkage analysis caused by uncertainty in sibling relationship

When there is uncertainty in sibling relationship,the classical affected sib-pair(ASP) linkage tests may be severely biased.This can happen,for example,if some of the half sib-pairs are mixed with full sib-pairs.The genomic control method has been used in association analysis to adjust for population structures.We show that the same idea can be applied to ASP linkage analysis with uncertainty in sibling relationship.Assuming that,in addition to the candidate marker,null markers that are unlinked to the disease locus are also genotyped,we may use the information on these loci to estimate the proportion of half sib-pairs and to correct for the bias and variance distortion caused by the heterogeneity of sibling relationship.Unlike in association studies,the null loci are not required to be matched with the candidate marker in allele frequency for ASP linkage analysis.This makes our approach flexible in selecting null markers.In our simulations,using a number of 30 or more null loci can effectively remove the bias and variance distortion.It is also shown that,even the null loci are weakly linked to the disease locus,the proposed method can also provide satisfactory correction.     

基于延伸期可预报性的集合预报方法和数值试验

集合预报是考虑初始条件和模式不确定性的有效途径. 结合延伸期可预报性特征,对具有不同特性的可预报分量和随机分量采用不同的集合预报方案和策略,发展了一种基于延伸期可预报性的集合预报新方法(PBEP).该方法以延伸期数值预报模式为平台,对可预报分量采用多个模式误差订正方案,从考虑模式不确定性的角度进行集合;而对随机分量则利用历史资料从气候概率的角度给出集合概率分布,避免模式误差对随机分量概率分布的影响.试验结果表明,相比于国家气候中心的业务动力延伸集合预报系统,该集合预报方法对全球各区域环流预报技巧均有提高,对不同空间尺度的波也有不同程度的改进,显示出潜在的业务应用前景.     

Extensible Software Systems in Oberon

Abstract

Extensible software systems play an important role in prototyping environments where a fast compile-and-test turnaround is required. Typically, extensible software systems combine ways to reuse code, an approach to object-oriented programming, and ways to preserve state from one session to another. In this article we introduce the Oberon system from the perspective of an extensible system. In Oberon, the stated requirements manifest themselves as separate hierarchies related to modularity, the type system, runtime system organization, and persistency. We discuss issues related to these hierarchies and the approaches selected in Oberon for their implementation. The article is mainly a short introduction to Oberon and a summary of what has been accomplished with this system.     

Optimal investment and risk control policies for an insurer in an incomplete market

In this paper, we apply the martingale approach to investigate the optimal investment and risk control problem for an insurer in an incomplete market. The claim risk of per policy is characterized by a compound Poisson process with drift, and the insurer can be invested in multiple risky assets whose price processes are described by the geometric Brownian motions model. By ‘complete’ the incomplete market, closed-form solutions to the problems of mean–variance criterion and expected exponential utility maximization are obtained. Moreover, numerical simulations are presented to illustrate the results with the basic parameters.