基于时变Copula模型的 基金收益率相依关系的应用研究

基于时变Copula模型,获得预测方差,确定单个基金收益率序列的边缘分布.利用常见的静态Copula和时变Copula模型对基金收益率序列间两两相依关系进行建模并进行对比分析.应用研究表明,基于MCMC方法的时变Copula模型能更有效地度量基金收益率序列的风险.     

Potts models with magnetic field: Arithmetic,geometry, and computation

We give a sheaf theoretic interpretation of Potts models with external magnetic field, in terms of constructible sheaves and their Euler characteristics. We show that the polynomial countability question for the hypersurfaces defined by the vanishing of the partition function is affected by changes in the magnetic field: elementary examples suffice to see non-polynomially countable cases that become polynomially countable after a perturbation of the magnetic field. The same recursive formula for the Grothendieck classes, under edge-doubling operations, holds as in the case without magnetic field, but the closed formulae for specific examples like banana graphs differ in the presence of magnetic field. We give examples of computation of the Euler characteristic with compact support, for the set of real zeros, and find a similar exponential growth with the size of the graph. This can be viewed as a measure of topological and algorithmic complexity. We also consider the computational complexity question for evaluations of the polynomial, and show both tractable and NP-hard examples, using dynamic programming.     

Pentapnictogen heterocyclic monoanions: Structure,stability, and aromaticity

Inorganic planar ring-shape molecules with 4n + 2 π electrons are always the focus of experimental synthesis and theoretical research due to their potential aromaticity and stability. In this work, the whole series of five-membered heterocycle monoanions X _nY_5-n⁻ (X, Y = group 15 elements; n = 1-4) were thoroughly investigated by means of density functional theory calculations. They all have large formation energies and HOMO-LUMO gap energies, suggesting the potential thermodynamic and kinetic stability. Their aromaticities are comparable to that of typical aromatic hydrocarbons. Their thermal stabilities were firmly established by the ab initio molecular dynamics simulations. As most of them are predicted for the first time, their various spectra were simulated for experimental characterization. Furthermore, we demonstrate that these five-membered cyclic anions can be employed as η⁵-ligand to construct novel all-inorganic metallocenes, which may serve as the building blocks of low-dimensional nanomaterials.     

Rational Molecular Design towards Vis/NIR Absorption and Fluorescence by using Pyrrolopyrrole aza‐BODIPY and its Highly Conjugated Structures for Organic Photovoltaics

Pyrrolopyrrole aza‐BODIPY (PPAB) developed in our recent study from diketopyrrolopyrrole by titanium tetrachloride‐mediated Schiff‐base formation reaction with heteroaromatic amines is a highly potential chromophore due to its intense absorption and fluorescence in the visible region and high fluorescence quantum yield, which is greater than 0.8. To control the absorption and fluorescence of PPAB, particularly in the near‐infrared (NIR) region, further molecular design was performed using DFT calculations. This results in the postulation that the HOMO–LUMO gap of PPAB is perturbed by the heteroaromatic moieties and the aryl‐substituents. Based on this molecular design, a series of new PPAB molecules was synthesized, in which the largest redshifts of the absorption and fluorescence maxima up to 803 and 850 nm, respectively, were achieved for a PPAB consisting of benzothiazole rings and terthienyl substituents. In contrast to the sharp absorption of PPAB, a PPAB dimer, which was prepared by a cross‐coupling reaction of PPAB monomers, exhibited panchromatic absorption across the UV/Vis/NIR regions. With this series of PPAB chromophores in hand, a potential application of PPAB as an optoelectronic material was investigated. After identifying a suitable PPAB molecule for application in organic photovoltaic cells based on evaluation using time‐resolved microwave conductivity measurements, a maximized power conversion efficiency of 1.27 % was achieved.     

The effects of resource limitation and consensual incentives on cooperation

Exploring the evolution of cooperation has been one of the most challenging topics and attracted increasing attention in various realms. Hereby, we institute an analytic model where the relationship between the common benefits and contributions is the typical saturation nonlinearity. We investigate the evolutionary dynamics of cooperation with and without consensual incentives respectively. The population always evolves to full defection when the incentives are absent. Cooperation, however, can be promoted by consensual incentives when the degree of cooperators' preferences for incentives is great. There exists an intermediate amount of resources at which the positive effect of consensual incentives on cooperation is minimized. Furthermore, there is a U-shape relationship between the degree of cooperators' preference for an incentive and the evolution of cooperation. A greater basin of full cooperation can be induced when the cooperators' preference for reward is more pronounced than that for punishment.     

Norbornene derivatives from a metal‐free,strain‐promoted cycloaddition reaction: New building blocks for ring‐opening metathesis polymerization reactions

The preparation of new ring opening metathesis polymerization (ROMP) monomers using a 1,3‐dipolar cycloaddition between aryl azides and norbornadiene is described. Various norbornenetriazolines, obtained through a solvent‐and catalyst‐free reaction, can subsequently be incorporated into polymer backbones through ROMP reactions. Furthermore, thermal decomposition of the triazoline moiety can allow for further polymer functionalization. © 2015 Wiley Periodicals, Inc. J. Polym. Sci., Part A: Polym. Chem. 2015 , 53, 2357–2362     

Intramolecular Hydroamination of Selenoalkynes to 2-Selenylindoles in the Absence of Catalyst

In this work, a series of 2-chalcogenylindoles was synthesized by an efficient methodology, starting from chalcogenoalkynes, including a previously unreported tellurium indole derivative. For the first time, these 2-substituted chalcogenylindoles were obtained in the absence of metal catalyst or base, under thermal conditions only. In addition, the results described herein represent a methodology with inverse regioselectivity for the chalcogen functionalization of indoles.