高职教育发展面临的挑战与战略举措

针对当前高职教育面临的主要挑战,阐述“合作共建、质量提升、人才引领、文化融通、品牌打造、国际发展”等六大发展战略,提出高职教育发展的“专业结构优化、培养模式创新、核心课程改革、职教名师培育、实训基地共建、服务能力提升、品牌专业建设、名片学生打造”等八大具体措施,在稳定办学规模的同时,进一步提高人才培养质量。     

Smart Therapeutic Strategy of pH-Responsive Gold Nanoparticles for Combating Multidrug Resistance

As several multi-target drug delivery approaches are successfully identified through preclinical screening, their clinical success is often hampered by challenges such as poor circulation stability, dissimilarities in the pharmacokinetics of different drugs, as well as targeting inefficiency. Gold nanoparticles (AuNPs) are adopted as promising nanocarriers in the co-delivery of multiple therapeutic drugs for combination therapy. The pH-responsive AuNPs are synthesized and incorporated with multiple chemotherapeutic drugs, such as doxorubicin and bleomycin. Such structures can work as drug carriers to treat cervical carcinoma by adopting a quality by design approach. The designed nanocarrier is characterized by adopting a range of physicochemical and morphological techniques. In vitro drug release and cytotoxicity of optimized nanocarriers are assessed to cervical tumor epithelial cells. The results highlight the notable advantages of colloidal AuNPs, including sustained drug release, therapeutic agent delivery with high stability, and biocompatibility for more effective treatment of cervical carcinoma. Furthermore, by improving the biodistribution and/or bioavailability profiles, it is believed that the two-in-one approach may therefore give evidence on the fate of co-loaded nanocarrier as a promising trajectory for successful clinical translation against ovarian carcinoma to achieve maximum therapeutic synergy for an individual patient.     

Efficient option risk measurement with reduced model risk

Options require risk measurement that is also computationally efficient as it is important to derivatives risk management. There are currently few methods that are specifically adapted for efficient option risk measurement. Moreover, current methods rely on series approximations and incur significant model risks, which inhibit their applicability for risk management.In this paper we propose a new approach to computationally efficient option risk measurement, using the idea of a replicating portfolio and coherent risk measurement. We find our approach to option risk measurement provides fast computation by practically eliminating nonlinear computational operations. We reduce model risk by eliminating calibration and implementation risks by using mostly observable data, we remove internal model risk for complex option portfolios by not admitting arbitrage opportunities, we are also able to incorporate liquidity or model misspecification risks. Additionally, our method enables tractable and convex optimisation of portfolios containing multiple options. We conduct numerical experiments to test our new approach and they validate it over a range of option pricing parameters.     

Student-like models for risky asset with dependence

We present a new construction of the Student and Student-like fractal activity time model for risky asset. The construction uses the diffusion processes and their superpositions and allows for specified exact Student or Student-like marginal distributions of the returns and for flexible and tractable dependence structure. The fractal activity time is asymptotically self-similar, which is a desired feature seen in practice.     

Two effective post-filtering strategies for improving direct sampling methods

In this paper, we introduce two novel strategies to reduce artifacts in the direct sampling type methods (DSM). The newly proposed techniques can essentially reduce the artifacts and provide more accurate and reliable physical profiles of the scatterers compared with the original DSM. The techniques can find wide applications in the inverse scattering problems. Moreover, the novel techniques exhibit several strengths: direct, stable, robust, and ease of implementation.     

Robust barrier option pricing by frame projection under exponential Lévy dynamics

We present an efficient method for robustly pricing discretely monitored barrier and occupation time derivatives under exponential Lévy models. This includes ordinary barrier options, as well as (resetting) Parisian options, delayed barrier options (also known as cumulative Parisian or Parasian options), fader options and step options (soft-barriers), all with single and double barriers, which have yet to be priced with more general Lévy processes, including KoBoL (CGMY), Merton’s jump diffusion and NIG. The method’s efficiency is derived in part from the use of frame-projected transition densities, which transform the problem into the Fourier domain and accelerate the convergence of intermediate expectations. Moreover, these expectations are approximated by Toeplitz matrix-vector multiplications, resulting in a fast implementation. We devise an augmentation approach that contributes to the method’s robustness, adding protection against mis-specifying a proper truncation support of the transition density. Theoretical convergence is verified by a series of numerical experiments which demonstrate the method’s efficiency and accuracy.     

常方差弹性系数模型下波动率指数期权定价

作为对冲市场波动率变动风险的波动率指数期权,其定价问题一直受到广泛的关注.为了对其进行定价,首先构建服从常方差弹性系数模型的指数价格柳树,然后根据指数价格柳树确定柳树节点上相应波动率指数的值从而得到波动率指数柳树,最后在波动率指数柳树上运用倒向递归的方法得到波动率指数期权的价格.所给出柳树法定价波动率指数期权的方法,其结果随着柳树空间节点数的增加快速逼近嵌套蒙特卡罗模拟的结果,当柳树空间节点数超过200时,柳树法给出的结果具有相当高的精度.     

CEV和B&P作用下带交易费的亚式期权定价模型

基于B-S定价模型的基础,利用Ito公式及保值策略,研究了股票价格服从CEV模型和B&P过程且存在交易费用的亚式期权的定价模型.得出了该类期权价格所满足的微分方程,并对模型做了数值分析.结论拓宽了亚式期权的研究范围,更适用于实际金融市场.     

高校少数民族学生教学改革的几点思考

基于高校少数民族教学管理的具体实践,文章对少数民族教育与培养方法进行了系统的分析与梳理,对少数民族学生的基本特性与本质特征进行理论说明。针对各类少数民族学生发展的特点和多元化的社会需要,从差异化培养的角度提出进行少数民族学生教学改革的政策建议。     

西藏地方媒体在西藏对外传播中的角色认定

由于西藏对外传播在国家对外传播中的特殊重要地位,西藏地方媒体在西藏对外传播中的主体地位未能受到正视,影响了西藏对外传播的效果,也影响了中国国家形象的建构。文章探讨了西藏地方媒体在西藏对外传播中角色认定与传播策略、传播方式的设计,为西藏地方媒体提升对外传播能力提供新的视角。