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.     

Autonomous system for data collection: Location and mapping issues in post-disaster environment

Disaster relief requires many resources. Depending on the circumstances of each event, it is important to rapidly choose the suitable means to respond to the emergency intervention. A brief review of the conditions and means demonstrated the usefulness of an autonomous stand-alone machine for these missions. If many techniques and technologies exist, their relevant combination to achieve such a system presents several challenges. This communication tries to outline the possible achievement of an autonomous vehicle under these particular circumstances. This paper focuses on the specific working conditions and welcomes future contributions from robotics and artificial intelligence.In the necessarily limited scope of this article, the authors focus on a particularly critical aspect: location. Indeed, this machine is intended to evolve in heterogeneous and dangerous environment and without any outside contacts that could last up to several days. This blackout, due to the propagation difficulties of electromagnetic waves in the ground, induces an independence of the localisation process and makes the use of any radio navigation support system (GNSS), most of the time, impossible. The knowledge of the position of the system, both for navigation of the autonomous system (Rover) and location of targets (victims buried under debris) must be able to be estimated without contributions from external systems. Inertial classical techniques, odometer, etc., have to be adapted to these conditions during a long period without external support. These techniques also have to take into account that energy optimisation requests the use of low-power processors. Consequently, only poor computing capacity is available on-board.The article starts with a presentation of the context of a post-disaster situation as well as the main missions of Search and Rescue (SaR). It is followed by the analysis of autonomous navigation located in a post-earthquake situation. We will then discuss means to determine the attitude of the autonomous system and its position. The interest of hybridisation with external systems – whenever possible –, will be evaluated with a view to correcting deviations suffered by the system during its mission. Finally, prospects and future work are presented.     

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     

Nb(iPrNPMe2)3Fe–PMe3: A potential high reactivity heterobimetallic catalyst for acetylene cycloadditions

Alkynes cycloaddition reactions are powerful tools for constructing cyclic molecules with optimal atom efficiency, but these reactions cannot proceed at ambient temperature without transition-metal catalysts. In this work, a heterobimetallic complex featuring an Nb–Fe triple bond, Nb(ⁱPrNPMe₂)₃Fe–PMe₃, has been evaluated as the potential catalyst for acetylene cycloaddition, using density functional theory. The calculated results show that the singlet-state (i.e. ground-state) Nb(ⁱPrNPMe₂)₃Fe–PMe₃ can be applied to benzene synthesis, but is not suitable for cyclobutadiene. Benzene can be obtained easily at room temperature and is the unique product on the singlet potential surface. The irradiation of infrared-red light can drive the excitation of singlet Nb(ⁱPrNPMe₂)₃Fe–PMe₃ to its triplet state. Both benzene and cyclobutadiene can be formed on the triplet reaction potential surface due to their low energy barriers. Therefore, Nb(ⁱPrNPMe₂)₃Fe–PMe₃ is a potential high reactivity heterobimetallic catalyst for the cyclotrimerization of alkynes. In the reaction process, the catalytic active site of Nb(ⁱPrNPMe₂)₃Fe–PMe₃ moves from niobium to iron.