基于ARMA-GARCH-SN模型的沪深300股指期货日内波动率研究与预测

运用五个交易日的股指期货高频数据(每秒两笔),本文主要研究了沪深300股指期货日内波动率特征并对日内波动率预测。研究发现高频股指期货日内收益率有明显的波动率聚集和条件异方差现象,但无尖峰厚尾现象,收益率序列分布符合有偏正态分布。因此,我们对时间序列建立了最优的ARMA-GARCH-SN模型,并对模型拟合充分性做了验证,拟合结果发现ARMA(1,2)-GARCH(1,1)-SN模型基本能够刻画股指期货高频日内波动特征,条件方差所受的冲击具有很强的持续性、日内波动也具有长记忆性,最后我们还利用自助法对高频股指期货日内波动率两步预测、利用滚动回归预测方法对样本做了样本内预测。预测结果表明,波动率预测结果能够较好地反映股指期货日内波动特征。     

Alpha particle induced reactions on copper and tantalum

Alpha particle induced reactions in the target elements copper and tantalum were studied. The excitation functions of⁶³Cu(α, n) +⁶⁵Cu(α, 3n),⁶⁵Cu(α, 2n),¹⁸¹Ta(α, 2n) and¹⁸¹Ta(α, 4n) were measured up to 75 MeV.Eight new energy point cross-sections were measured for the first time. The experimental results were compared with the predictions of updated hybrid model (ALICE/85/300) as well as with index model using the initial exciton numbern ₀=4 (4poh) and level density parameter,a=A/8. A general agreement was found for all the reactions with both the models.     

基于S7-300 PLC呼吸法真空烘干箱控制系统的设计

针对传统烘干设备存在效率低、箱体分离等问题,提出了一种基于西门子S7-300 PLC的呼吸法真空烘干法,并设计了呼吸法真空烘干控制系统。系统以管路加热和箱体加热为基础,利用WINCC、MP-277 HMI触摸屏和S7-300 PLC结合对所采集的温度信号进行分析,然后依次完成烘干箱加热、吹除和抽真空等工作流程。最后将压力、温度和时间等运行参数保存至工控上位机上。经现场调试,本设计方案可行、稳定,具有一定的实用性。     

X-ray irradiation-induced coloration of manganese in soda-lime silicate glass

Coloration of Mn in soda-lime silicate glass by X-ray irradiation was investigated as a coloration method suitable for glass recycling. Mn was initially reduced to Mn²⁺ with the addition of Fe, Sn or carbon, and the resultant colorless or near-colorless glasses containing no Mn³⁺ were studied. These glasses turned violet after X-ray irradiation and heat treatment at 200 °C due to formation of Mn³⁺. The color was stable at room temperature and decoloration occurred with heat treatment at 600 °C. The addition of Fe or Sn increased the optical absorption by Mn³⁺ ions. ESR measurement suggests that Mn photo-oxidation occurred through charge transfer from photo-induced hole centers.     

Study of some volumetric and refractive properties of {PEG 300 (1) + ethanol (2)} mixtures at several temperatures

Molar volumes and excess molar volumes were investigated from measured density values for {PEG 300 (1) + ethanol (2)} binary mixtures at temperatures from 278.15 to 313.15 K. Both systems exhibit negative excess volumes probably due to increased interactions like hydrogen bonding and/or large differences in molar volumes of the components. Volume thermal expansion coefficients were also calculated for both binary mixtures and pure solvents. Refractive indices were also determined for all these non-aqueous mixtures and neat solvents at all temperatures. Furthermore, the Jouyban–Acree model was used for density, molar volume and refractive index correlations of the studied mixtures at different temperatures. The mean relative deviations between experimental and back-calculated density, molar volume and refractive index data were 0.07%, 0.99% and 0.01%, respectively.     

Use of 3-hydroxyflavone as a fluorescence probe for the controlled photopolymerization of the E-Shell 300 polymer

Photopolymerization process of the photo-reactive acrylate-based E-Shell 300 biocompatible polymers doped with 3-hydroxyflavone (3-HF) molecules have been studied. It was found that the spectra of these complexes manifest two intensive fluorescence bands, the short-wavelength band of the E-Shell 300 autofluoresence and the long-wavelength emission band of the probe tautomer.The intensity and the relative quantum yield of 3-HF long-wavelength green band grew by 1.8 times during polymerization. They were characterized by continuous and single-valued response function to the polymerization progress. The function may be used as an indicator suitable for photopolymerization monitoring.Moreover, time-resolved measurements of the emission lifetimes showed significant difference between 3-HF emission lifetime in low viscous solvent (0.9 ns)) and in polymerized sample (3.2 ns)) which also can be applied in control of photopolymerization. 3-HF is a relatively cheap, non-toxic and has good solubility in the polymer media we chose.     

Beyond the BET Family: Targeting CBP/p300 with 4‐Acyl Pyrroles

Bromodomain and extra‐terminal domain (BET) inhibitors are widely used both as chemical tools to study the biological role of their targets in living organisms and as candidates for drug development against several cancer variants and human disorders. However, non‐BET bromodomains such as those in p300 and CBP are less studied. XDM‐CBP is a highly potent and selective inhibitor for the bromodomains of CBP and p300 derived from a pan‐selective BET BRD‐binding fragment. Along with X‐ray crystal‐structure analysis and thermodynamic profiling, XDM‐CBP was used in screenings of several cancer cell lines in vitro to study its inhibitory potential on cancer cell proliferation. XDM‐CBP is demonstrated to be a potent and selective CBP/p300 inhibitor that acts on specific cancer cell lines, in particular malignant melanoma, breast cancer, and leukemia.     

湿热环境对挖补修理后复合材料层合板振动特性的影响

通过对湿热环境下阶梯挖补胶接修理后碳纤维/双马树脂(T300/QY8911)层合板振动特性的分析,探究了挖补修理后碳纤维/双马树脂层合板在不同湿热效应下的振动特性。基于Mindlin-Reissner板理论与最小势能变分原理,在考虑湿热效应前提下,推导了正交各向异性复合材料层合板的本构关系及四边简支条件下的自由振动控制方程;其次,利用ABAQUS软件建立了三维黏弹性有限元挖补修理模型,应用Fortran语言将湿热耦合下的应力-应变本构关系编入UMAT二次开发文件中,采用三维八节点五自由度等参单元进行了离散。通过与参考文献对照,验证了胶接修理后T300/QY8911层合板有限元模型和编译的湿热环境下UMAT子程序的合理性与有效性。算例结果表明:湿热环境对挖补修理后层合板固有频率的影响比对完整层合板严重;温度对材料性能的影响大于湿度;相比于材料性能变化对振动特性的影响,湿热残余应力对胶接修理后层合板振动特性的影响占主导;参考环境下,胶接修理后层合板的固有频率增大;湿应力对层合板固有频率的影响大于热应力。     

Synthesis and Biological Evaluation of Spirocyclic Chromane Derivatives as a Potential Treatment of Prostate Cancer

As a significant co-activator involved in cell cycle and cell growth, differentiation and development, p300/CBP has shown extraordinary potential target in cancer therapy. Herein we designed new compounds from the lead compound A-485 based on molecular dynamic simulations. A series of new spirocyclic chroman derivatives was prepared, characterized and proven to be a potential treatment of prostate cancer. The most potent compound B16 inhibited the proliferation of enzalutamide-resistant 22Rv1 cells with an IC₅₀ value of 96 nM. Furthermore, compounds B16–P2 displayed favorable overall pharmacokinetic profiles, and better tumor growth inhibition than A-485 in an in vivo xenograft model.