基于POT方法的商业银行操作风险极端值估计

对于商业银行而言,操作风险已经成为与市场风险和信用风险同样重要的风险。本文利用极值理论超越样本的估计能力,采用极值理论中对数据要求量较少,可以进行单步预测的超阈值(POT)方法对我国商业银行操作损失极端值分布进行估计,以均值超额函数图和拟合直线的交点确定阈值,估计出给定置信水平之下操作风险损失的分位数,从而使得国内商业银行操作风险监管资本的计算成为可能。     

双离子束溅射淀积DLC膜的红外特性

用双离子束溅射法在50℃以下的玻璃基片上淀积了类金刚石碳(DLC)膜.研究了轰击离子能量、轰击离子束流密度及轰击源内氢/氩流量比例对淀积片红外透射特性的影响.所用波段是1.5～5.5μm.结果表明,对所有淀积样片,其相对透过率均随波长增长而增大.在每组实验中,随如上各可变参量的增大,各样片的相对透过率～波长曲线均有先上升后下降的规律.确定了各组相应的临界参数.结果还表明,轰击源不含氢并不影响DLC膜的制取,但轰击源合氢时所制得的膜具有更好的红外透射性.从结构变化的角度解释了上述规律.     

Heat capacity calorimetry

Experimental heat capacity measurements of α-ZrW₂O₈, and zeolitic polymorphs of SiO₂, BEA and MFI, have been made from 0.6 to 400 K. Measurements on β-ZrMo₂O₈ have been made from 8 to 400 K. Analysis of the results yields evidence for very low frequency modes in all four materials. These modes are responsible for negative thermal expansion behavior in α-ZrW₂O₈ and β-ZrMo₂O₈. Negative thermal expansion has been observed in some pure SiO₂ zeolites, but no studies have been made to look for it in BEA and MFI. The appearance of low frequency modes in these two zeolites suggests that temperature dependent structural investigations would be worthwhile. These modes are lower in energy than the Boson peak in vitreous silica. This revised version was published online in August 2006 with corrections to the Cover Date.     

Determination of optical properties of slices of turbid media by diffuse CW laser light scattering profilometry

In this work we present a method for determining the optical parameters of turbid media, namely its absorption coefficient (μ_a) and its reduced scattering coefficient . It is based on the measurement of CW transmittance profiles and analysis of the experimental data by a theoretical model based on the diffusion approximation (DA) of the radiative transfer equation (RTE). The method developed has been investigated with solid polymer probes but it could be applied for liquid materials as well. Experimental results are presented and compared to those of other authors together with a discussion about the accuracy of measurements. In addition, measurements using integrating spheres as well as Monte Carlo simulations are also presented to validate these results.     

红外光学系统光谱透射比校准技术

针对红外光学系统透射比参数无法准确测量的问题,开展了红外光学系统光谱透射比测量和校准技术研究。通过对积分球法、大面积均匀源法等测量方法进行分析,研究构建了基于回返射法的红外光学系统光谱透射比校准装置,并建立了完整的光谱透射比量值溯源和量传链条。利用该装置实现了2μm～14μm波长范围的光谱透射比测量,对测量结果进行不确定度分析,结果为2%。相对于以往的透射比测量装置,该装置的测量结果具有更高的准确性和可靠性。     

Role of a high ground-state centrifugal barrier in the breakup of the 31Ne nucleus

An analysis of the breakup of the \begin{document}$ ^{31}{\rm Ne} $\end{document} weakly-bound neutron-halo system on a lead target is presented, considering the \begin{document}$ 2p_{3/2} $\end{document} and \begin{document}$ 1f_{7/2} $\end{document} ground-state configurations. It is shown that a high centrifugal barrier almost wipes out the breakup channel, thus assimilating the breakup of a weakly-bound system to that of a tightly-bound system, and also reduces the range of the monopole nuclear potential. Consequently, a high centrifugal barrier prevents the suppression of the Coulomb-nuclear interference (CNI) peak by weakening couplings to the breakup channel and reducing the range of the monopole nuclear potential, two main factors that would otherwise suppress such a peak. The present study also identifies couplings to the breakup channel and a long-ranged monopole nuclear potential as the main factors that lead to the suppression of the CNI peak. A low centrifugal barrier together with a Coulomb barrier would also effectively prevent the suppression of the CNI peak in proton-halos as reported in the case of the \begin{document}$ ^8{\rm B} $\end{document} proton-halo.     

High P–T Raman study of transitions in relaxor multiferroic Pb(Fe0.5Nb0.5)O3

The vibrational and structural properties of Pb(Fe_0.5Nb_0.5)O₃ have been investigated using Raman spectroscopy up to 40 GPa at 300 K and from 300 to 415 K at selected pressures. The measurements reveal three phase transitions, at 5.5, 8.7, and 24 GPa at room temperature. The temperature dependences of the spectra indicate transitions at 1.5 GPa, at 335 and 365 K. The results are consistent with the appearance of an intermediate tetragonal P4mm phase between the ferroelectric R3m and paraelectric Pm‐3m phases. A P–T phase diagram is proposed that allows further insight into the magnetoelectric coupling present in this material. Copyright © 2015 John Wiley & Sons, Ltd.     

胰岛素反相制备色谱的方法开发

以胰岛素反相制备色谱方法的开发和优化为目标,通过考察色谱保留参数、峰展宽及样品流出曲线的浓度分布等色谱参数,对流动相梯度、色谱填料、载样量等色谱条件进行了优化,并建立了胰岛素制备色谱峰参数的描述方法。结果表明,所建立的方法可快速筛选出最适于胰岛素分离的色谱条件(包括流动相梯度及分离填料),即流动相中的强洗脱溶剂(有机相)需采取缓梯度窄区间的变化条件,筛选出的分离填料需具备峰向两侧展宽且展宽程度较小、样品最高浓度居中分布的特点。将方法用于实际胰岛素粗品的纯化制备,获得了杂质去除效果好、胰岛素纯度高的产品。该法为胰岛素反相色谱纯化制备方法的快速建立提供了指导,具有较强的实用价值,同时为发展大分子化合物的制备色谱方法提供了参考。     

液电冲击波的实验研究

本文用水下电火花微爆炸产生重复性极佳的球形冲击波,用双曝光全息干涉法测量了液电冲击波的传播,并观察到冲击波与水下电极之间的相互作用.实验结果表明此法适用于液电冲击波的测量,特别适用于由冲击波波前位移来确定其峰值压力分布.     

基于MoO3/Ag/MoO3透明阳极的顶发射OLED的模拟计算与制备

运用传输矩阵法和正交分析法模拟计算出MoO₃/Ag/MoO₃透明电极的最佳厚度,采用镀膜实验验证模拟计算的准确性,制备了一系列不同MoO₃膜厚度和Ag膜厚度的透明电极。然后,制备了一系列顶发射有机电致发光器件:铝/氟化锂(LiF)/三(8-羟基喹啉)铝(Alq₃)/N,N'-二苯基-N,N'-(1-萘基)-1,1'-联苯-4,4'-二胺/三氧化钼(MoO₃)/银(Ag)/三氧化钼(MoO₃),来进一步验证模拟计算运用在器件制备中的准确性。MoO₃(10 nm)/Ag(10 nm)/MoO₃(25 nm)在532 nm处的透射率达到最大值88.256%,以该透明电极制备的器件与参考器件相比,性能有了明显提高,最大亮度和最大效率分别为20 076 cd/m²和4.03 cd/A,提高了18.5%和56%。器件性能的提高归因于顶发射OLED器件透射率的提高和MoO₃对空穴注入能力的提升。