基于CVaR分解的市场信息结构研究

从证券投资风险发生的信息角度,利用风险分解方法研究了证券市场里的信息结构问题。使用了条件风险价值作为风险计量方法,并将风险发生的信息机制分解为公共信息效应和私有信息效应,利用信息分布函数来标识不同信息的分布状况。通过计算公共信息指数和私有信息指数,利用中国股票市场的实际数据,对中国的证券市场的信息结构问题进行了研究。     

Bayesian estimation of finite time ruin probabilities

In this paper, we consider Bayesian inference and estimation of finite time ruin probabilities for the Sparre Andersen risk model. The dense family of Coxian distributions is considered for the approximation of both the inter‐claim time and claim size distributions. We illustrate that the Coxian model can be well fitted to real, long‐tailed claims data and that this compares well with the generalized Pareto model. The main advantage of using the Coxian model for inter‐claim times and claim sizes is that it is possible to compute finite time ruin probabilities making use of recent results from queueing theory. In practice, finite time ruin probabilities are much more useful than infinite time ruin probabilities as insurance companies are usually interested in predictions for short periods of future time and not just in the limit. We show how to obtain predictive distributions of these finite time ruin probabilities, which are more informative than simple point estimations and take account of model and parameter uncertainty. We illustrate the procedure with simulated data and the well‐known Danish fire loss data set. Copyright © 2009 John Wiley & Sons, Ltd.     

成分无序颗粒体系中切向力的分布

采用离散元模拟研究成分无序颗粒体系中切向力的几率分布.将切向力分为主切向力和次切向力分别进行统计,结果表明主切向力与次切向力服从不同的分布.随着缺陷率的增加,主切向力由近似的正态分布变为双峰状的分布,最后变为单峰状的分布;而次切向力总是指数型分布.通过理论计算和模拟讨论了切向力分布,说明缺陷率较大的成分无序体系与结构无序体系有类似的力分布规律.     

Analysis,modeling and solution of the concrete delivery problem

This paper describes a specific local search approach to solve a problem arising in logistics which we prove to be NP-hard. The problem is a complex scheduling or vehicle routing problem where we have to schedule the tours of concrete mixer vehicles over a working day from concrete-producing depots to concrete-demanding customers and vice versa. We give a general mixed integer programming model which is too hard to solve for state of the art mixed integer programming optimizers in the case of the usually huge problem instances coming from practice. Therefore we present a certain local search approach to be able to handle huge practical problem instances.     

A simple method for evaluation of the self-consistency of the radial distribution functions and the orientation of water molecules in the first coordination sphere from the results of molecular dynamics calculations

A simple method for determination of the angular orientation of water molecules in the first coordination sphere from the radial distribution functions is proposed. A comparative analysis of the ability of the model potentials of pair interaction to take into account the effects of manybody interactions (MBI) was performed. The responses of the model pair potentials to the MBI effects in the first and second coordination spheres were found to be poorly correlated with each other. It was concluded that it is necessary to derive a new analytical type of potential functions of pair interaction. Published inIzvestiya Akademii Nauk. Seriya Khimicheskaya. No. 11, pp. 1842–1846. November. 2000.     

片状催化剂F-T合成宏观动力学

采用固定床积分反应器,在工业条件下,对压片Ｆｅ－Ｃｕ－Ｋ催化剂进行了Ｆ－Ｔ合成宏观动力学考查。在稳态下,用集总的方法,在保持一定的轴向温度分布及取其平均温度条件下,求得两组宏观动力学方程,两者分别与实验数据吻合较好,同时两者之间也存在较好的一致性。     

广东省海域经济鱼类的重金属污染及其评价

样品中各元素原位、微区、高分辨率的空间分布特征具有现实而重要的研究意义. 在生物样品中,元素原位空间分布特征可以作为生理过程的指示指标,揭示代谢途径,并可反映周围环境特征对生物体的影响方式. 在地质样品中,元素原位空间分布特征可以作为矿产评估依据,也可作为研究环境地球化学变化过程的重要指标. 目前常用的几种微区元素原位分布特征测试技术包括：微区XRF技术（μXRF）、同步辐射技术（SR）、能谱电子显微镜联用技术（EM-EDS）、电子探针技术（EP）、激光剥蚀联用电感耦合等离子体质谱技术（LA-ICP-MS）、激光诱导击穿等离子发射光谱技术（LIBS）等. 根据其测试原理,这些技术在是否无损、是否定量检测、适合样品类型和大小、前处理方式复杂程度、检出限高低、分辨率大小等方面存在差异. 介绍和总结了当前主流的微区原位元素分布检测技术,分析比较了各种技术的优缺点及其适用的样品类型和应用范围,对标准样品的选择、数据校准处理及可视化成图等方案进行初步探讨,为相关的科研分析工作提供技术参考.     

Phase‐separated,conducting composites from polyaniline and benzobisthiazole rigid‐rod polymer

As an alternative method for processing polyaniline (PANI) from its conducting (protonated) state, vacuum casting of PANI from a methanesulfonic acid (MSA) solution provided films with electrical conductivity values of about 130–150 S/cm. In addition, we similarly prepared blended films of PANI · MSA and poly(p‐phenylene benzobisthiazole) (PBZT). This process eliminated the need for a subsequent protonation step and had the additional advantage that the conjugated PBZT may provide alternative conducting pathways. Conductivity values of the composite films ranged from 100 pS/cm to 124 S/cm, and the films displayed critical concentration behavior with a PANI threshold concentration of 2.75% and a critical exponent of 4. Transmission electron micrographs displayed phase‐separated regions with PANI forming a continuous network at high concentrations. Thermogravimetric analysis results demonstrated the thermal and thermooxidative stability advantage of the blends due to the PBZT component. © 2001 John Wiley & Sons, Inc. J Polym Sci Part B: Polym Phys 39: 2539–2548, 2001     

Molecular dynamics simulations of fluid methane properties using ab initio intermolecular interaction potentials

Intermolecular interaction energy data for the methane dimer have been calculated at a spectroscopic accuracy and employed to construct an ab initio potential energy surface (PES) for molecular dynamics (MD) simulations of fluid methane properties. The full potential curves of the methane dimer at 12 symmetric conformations were calculated by the supermolecule counterpoise‐corrected second‐order Møller‐Plesset (MP2) perturbation theory. Single‐point coupled cluster with single and double and perturbative triple excitations [CCSD(T)] calculations were also carried out to calibrate the MP2 potentials. We employed Pople's medium size basis sets [up to 6‐311++G(3df, 3pd)] and Dunning's correlation consistent basis sets (cc‐pVXZ and aug‐cc‐pVXZ, X = D, T, Q). For each conformer, the intermolecular carbon–carbon separation was sampled in a step 0.1 Å for a range of 3–9 Å, resulting in a total of 732 configuration points calculated. The MP2 binding curves display significant anisotropy with respect to the relative orientations of the dimer. The potential curves at the complete basis set (CBS) limit were estimated using well‐established analytical extrapolation schemes. A 4‐site potential model with sites located at the hydrogen atoms was used to fit the ab initio potential data. This model stems from a hydrogen–hydrogen repulsion mechanism to explain the stability of the dimer structure. MD simulations using the ab initio PES show quantitative agreements on both the atom‐wise radial distribution functions and the self‐diffusion coefficients over a wide range of experimental conditions. © 2008 Wiley Periodicals, Inc. J Comput Chem 2009     

相分离聚合法:(Ⅱ)二乙氨基乙基型共聚功能微球的合成

<正> 随着生物工程高技术的发展,功能高分子微球作为一类新的功能高分子材料已得到十分广泛的应用。然而关于最难以合成的粒径在微米级、粒度分布窄的高分子微球合成的报道至今仍很少。本文报道了用相分离法(即静止的分散聚合法)合成含有DEAE基团的高分子微球的研究。探讨了单体、交联剂、引发剂及聚合温度、聚合时间等聚合条件对生成微球的影响。相分离聚合法的特点是利用了随着在聚合过程中单体的逐渐聚合,分子量长大,聚合体与反应体系间相容性变差而最终分相成球的原理,因而所形成的微球粒度圆,粒径比较均一。与一般的分散聚合法相比不仅生成微球的粒径较大,且不需要搅拌,使反应装置得以简化。