Scenario tree generation approaches using K-means and LP moment matching methods

We consider in this paper the efficient ways to generate multi-stage scenario trees. A general modified K-means clustering method is first presented to generate the scenario tree with a general structure. This method takes the time dependency of the simulated path into account. Based on the traditional and modified K-means analyses, the moment matching of multi-stage scenario trees is described as a linear programming (LP) problem. By simultaneously utilizing simulation, clustering, non-linear time series and moment matching skills, a sequential generation method and another new hybrid approach which can generate the whole multi-stage tree right off are proposed. The advantages of these new methods are: the vector autoregressive and multivariate generalized autoregressive conditional heteroscedasticity (VAR-MGARCH) model is adopted to properly reflect the inter-stage dependency and the time-varying volatilities of the data process, the LP-based moment matching technique ensures that the scenario tree generation problem can be solved more efficiently and the tree scale can be further controlled, and in the meanwhile, the statistical properties of the random data process are maintained properly. What is more important, our new LP methods can guarantee at least two branches are derived from each non-leaf node and thus overcome the drawback in relevant papers. We carry out a series of numerical experiments and apply the scenario tree generation methods to a portfolio management problem, which demonstrate the practicality, efficiency and advantages of our new approaches over other models or methods.     

四组分纳米结构复合电极的制备及电化学性能

在5 mmol/L H2 PtCl6的稀硫酸溶液中,采用循环伏安法(CV),扫描电位为～0.2～0.6V和0.0～0.6v,分别扫描30和15循环,在碳纳米管/纳米TiO2-聚苯胺复合膜上实现了Pt纳米粒子的高度有效分散,得到多壁碳纳米管/纳米TiO2-聚苯胺载铂四组分纳米结构复合电极,通过CV法和计时电位法并结合扫描电镜对复合电极的电化学性质和结构进行表征,研究了复合电极对葡萄糖的电催化氧化性能.结果表明,该复合电极对葡萄糖的电氧化有高催化活性,具有性能稳定、重现性好、抗毒化作用强、能耐高温、易保存且使用寿命较长的优点.     

Knowledge‐based scenario tree generation methods and application in multiperiod portfolio selection problem

A scenario tree is an efficient way to represent a stochastic data process in decision problems under uncertainty. This paper addresses how to efficiently generate appropriate scenario trees. A knowledge‐based scenario tree generation method is proposed; the new method is further improved by accounting for subjective judgements or expectations about the random future. Compared with existing approaches, complicated mathematical models and time‐consuming estimation, simulation and optimization problem solution are avoided in our knowledge‐based algorithms, and large‐scale scenario trees can be quickly generated. To show the advantages of the new algorithms, a multiperiod portfolio selection problem is considered, and a dynamic risk measure is adopted to control the intermediate risk, which is superior to the single‐period risk measure used in the existing literature. A series of numerical experiments are carried out by using real trading data from the Shanghai stock market. The results show that the scenarios generated by our algorithms can properly represent the underlying distribution; our algorithms have high performance, say, a scenario tree with up to 10,000 scenarios can be generated in less than a half minute. The applications in the multiperiod portfolio management problem demonstrate that our scenario tree generation methods are stable, and the optimal trading strategies obtained with the generated scenario tree are reasonable, efficient and robust. Copyright © 2013 John Wiley & Sons, Ltd.     

锂离子电池Sn基合金负极材料

发展高安全性、高能量、低成本、长寿命锂离子电池是当前动力电池应用面临的巨大挑战。电池的性能主要取决于正负极电极材料的性能。Sn基合金负极具有高能量和安全特性,是一种很有产业化前景的锂离子电池负极材料。本文综述了Sn基合金电极作为锂离子电池负极的最新研究进展,对Sn基合金负极的不同制备方法进行了总结,重点介绍了锡基合金负极材料在电化学性能方面所存在的问题及其原因,包括锡基活性物质的损失、SEI膜和氧化膜的形成、纳米粒子的团聚和锂离子嵌入过程中死锂的产生等影响合金充放电性能的因素,最后展望了以提高Sn基合金负极电化学性能为目的的研究趋势。     

碳纳米管/纳米二氧化钛-聚苯胺载铂复合电极对葡萄糖的电催化氧化

采用循环伏安(CV)、微分脉冲伏安(DPV)和计时电位法研究了碳纳米管/纳米TiO2-聚苯胺膜载Pt(CNT/nanoTiO2-PAn-Pt)复合电极对葡萄糖的电催化氧化作用。结果表明,在碱性介质中CNT/nanoTiO2-PAn-Pt复合电极对葡萄糖的电氧化具有高催化活性。当葡萄糖浓度为1.25×10-2mol/L时,氧化峰电流密度达到32.8 mA/cm2,且有很高的灵敏度和稳定性;当葡萄糖浓度为1.0×10-5mol/L时,其响应电流密度为13.8mA/cm2。大电流氧化时未发生振荡现象,是葡萄糖传感器的高活性催化电极。     

铝配合物的电合成及低温制备α-Al2O3纳米棒状晶须

采用铝金属为“牺牲”阳极，在无隔膜电解槽中，电解铝一步法制备了纳米Al2O3前驱体铝配合物Al（OCH2CH2OCH3）3，Al（OEt）3，Al（OBu）3，Al（acac）3（acac为乙酰丙酮基）．产物通过红外光谱（FT-IR）、拉曼光谱进行表征．同时采用含Al（OCH2CH2OCH3）3的电解液直接水解制备纳米Al2O3，并通过X射线粉末衍射（XRD）和透射电子显微镜（TEM）进行表征．实验结果表明：电解合成Al（OCH2CH2OCH3）3，Al（acac）3的电流效率较Al（OEt）3，Al（OBu）3高；采用异丙醇溶液电解铝之前电极表面必须进行粗糙化处理．Al（acac）3和Al（OCH2CH2OCH3）3在醇溶液中溶解，可以作为直接溶胶-凝胶（Sol-gel）法制备纳米Al2O3的原料．制备得到的纳米Al2O3在200℃形成γ-Al2O3网络状纳米颗粒，粒径在10～20nm，随着温度的升高，纳米颗粒逐渐融合形成纳米棒状晶须，晶形由γ-Al2O3转变为α-Al2O3，经800℃煅烧后形成α-Al2O3。纳米棒状晶须．     

Efficient carbon-doped nanostructured TiO<Subscript>2</Subscript> (anatase) film for photoelectrochemical solar cells

In this paper, we have demonstrated that carbon-doped nanostructured TiO₂ (CD ns-TiO₂) films could be prepared simply and cheaply with oxalic acid and tetrabutylammonium bromide (Bu₄N·Br) as the carbon sources. The surface morphology of the films was a multiple-porous network structure.The average size of nanoparticle was about 40 nm. Carbon doped into substitutional sites of TiO₂ has also proven to be indispensable for band-gap narrowing and photovoltaic effect. Carbon doping lowered the band gap of n-TiO₂ to 1.98, 1.64, and 1.26 eV. The CD ns-TiO₂ film was first used as photoanode for solar cells, exhibiting high photocurrent densities (l.34 mA/cm²) and yielding an overall conversion efficiency (η) of 4.42 %.     

循环伏安法的电扫描方式对苯胺聚合产物形貌影响的观察

在含有0.2 mol.L-1苯胺的0.5 mol.L-1H2SO4溶液中,以扫描速度50 mV.s-1,扫描电位为-0.1~0.9 V,采用循环伏安法(CV),在金属Ti基体上,通过控制扫描方式分别得到了颗粒状、纤维状及管-片状的苯胺聚合产物,分析了形成不同形貌聚苯胺的原因,并通过扫描电子显微镜(SEM)、循环伏安法和电化学阻抗谱(EIS)对不同形貌聚苯胺的结构和性能进行了表征.结果表明,不同形貌聚苯胺的形成是由于聚苯胺的成核及生长模式不同,而无论何种形貌的聚苯胺膜都具有很大的比表面积和良好的导电性能,其中,管-片状聚苯胺的膜层阻抗最小,导电性能最好.     

Ti/nanoTiO_2-Pt阳极和Ti/nanoTiO_2阴极成对电合成葡萄糖酸锌和丁二酸

使用新颖的纳米结构电极成对电合成葡萄糖酸锌和丁二酸.采用溶胶-凝胶法制备Ti基纳米TiO2(Ti/nanoTiO2)电极,同时采用电沉积法制备Ti基纳米TiO2-Pt(Ti/nanoTiO2-Pt)修饰电极.通过循环伏安研究发现,Ti/nanoTiO2-Pt电极对葡萄糖氧化及Ti/nanoTiO2电极对马来酸还原均具有高催化活性.以Ti/nanoTiO2-Pt电极为阳极、Ti/nanoTiO2电极为阴极,通过正交实验得到成对电合成葡萄糖酸锌和丁二酸的优化条件为:阳极和阴极电流密度分别为1.2A·dm-2和3.0A·dm-2,阳极液为0.4mol·L-1葡萄糖+0.6mol·L-1NaBr,阴极液为0.6mol·L-1马来酸+0.2mol·L-1NaCl,温度50℃.成对电合成的总电流效率达到170%.