基因芯片数据标准化局部加权回归法权函数探究

局部加权回归方法(Lowess方法)作为一种较常见的基因芯片数据标准化方法涉及到众多的参数和权函数.对于权函数的选择一直以来都是采用三次权函数.因此本文从误差为重尾型的t分布出发,模拟不同自由度的基因芯片数据,然后选择不同的权函数对这些数据进行Lowess方法标准化,并利用残差平方和、标准化后的M和A值的相关系数及MA图作为评判标准,最终得到相关指标量与权函数的变化关系.     

我国股指期权对现货市场的波动性影响研究

2015年2月9日,上证50ETF期权在上交所正式上市交易,我国资本市场进入期权时代.股指期权推出是否会使我国现货市场大幅波动直接影响着我国证券市场的发展和稳定,首次以我国上证50ETF期权为研究对象,使用GARCH模型和TARCH模型对我国股指期权推出后现货市场的波动性进行了研究.实证结果表明,我国股指期权的推出使现货市场的波动性增大,并且波动存在非对称性;在上证50ETF期权推出后利好消息对现货市场的波动性影响减小而利空消息对现货市场的波动性影响增大,即不对称性加大.最后,基于实证分析结果分析我国股指期权推出后导致现货市场波动增大的原因,并为我国现货市场的风险管理以及沪深300指数期权的正式推出提供参考意见.     

分数布朗运动环境下上证50ETF期权定价的实证研究

合理的期权价格是期权交易的前提.基于上证50ETF期权的最新数据,运用经典的BlackScholes定价模型、蒙特卡洛模拟期权定价方法和分数布朗运动定价模型对上证50ETF期权价格进行实证研究.结果表明:分数布朗运动定价模型相比较经典的Black-Scholes定价模型和蒙特卡洛方法在接近期权的实际成交价格时均方误差和均方比例误差更小,能够较为准确地、有效地模拟出上证50ETF期权的价格,从而对投资者的期权交易行为具有一定的指导作用,也为国内其他品种的期权定价研究提供参考.     

Detection of Sea Surface Temperature (SST) Using Infrared Band Data of Advanced Very High Resolution Radiometer (AVHRR) in the Gulf of Finland

This paper presents the detection of sea surface temperature (SST) in the Gulf of Finland using infrared band data of Advanced Very High Resolution Radiometer (AVHRR). AVHRR imagery is evaluated as a main data source for monitoring SST as a measure of upwelling's dynamic. Sea surface effects (SSE), however, cause a temperature difference between the sea surface skin and water below the surface. Therefore, SSE is taken into account as one of the major error factors in the SST esimation. Further studies will be investigated using both AVHRR and MODIS in the future.     

等效环路有限差分算法及其在人工复合材料设计中的应用

本文实现了一种新颖的等效环路有限差分算法, 这种算法借鉴传输线算法的思想, 在Yee氏网格中引入等效集总元件, 包括常规介质中的等效串联电感、并联电容和左手材料中的等效并联电感、串联电容等. 良好的物理思想使其可以提供适用色散介质计算的收敛性条件, 更加适合仿真计算频率选择表面和超材料等色散介质. 为了提高其计算效率, 研究了核内加速技术, 这种技术理论上可达到最高4倍的加速, 实际应用中得到2倍左右的加速效果. 使用该算法进行了超材料吸波体结构的设计, 通过单双环电阻加载实现宽带电磁波吸收功能. 隐身天线罩对于实现天线的带外隐身有着重要作用, 利用该算法设计了工作频率为1 GHz, 隐身频带在3 GHz到9 GHz的天线罩. 并与两个加工样品的测量结果进行了比较, 对比的结果验证了算法的正确性. 同时核内加速技术的有效性也通过仿真时间比较得到了验证. 关键词： 等效环路有限差分算法 核内加速 超材料吸波体 隐身天线罩     

Solving shallow-water systems in 2D domains using Finite Volume methods and multimedia SSE instructions

The goal of this paper is to construct efficient parallel solvers for 2D hyperbolic systems of conservation laws with source terms and nonconservative products. The method of lines is applied: at every intercell a projected Riemann problem along the normal direction is considered which is discretized by means of well-balanced Roe methods. The resulting 2D numerical scheme is explicit and first-order accurate. In [M.J. Castro, J.A. García, J.M. González, C. Pares, A parallel 2D Finite Volume scheme for solving systems of balance laws with nonconservative products: Application to shallow flows, Comput. Methods Appl. Mech. Engrg. 196 (2006) 2788–2815] a domain decomposition method was used to parallelize the resulting numerical scheme, which was implemented in a PC cluster by means of MPI techniques.     

SPECTRO M8光谱仪测定中低合金钢中酸溶铝

叙述了 SPECTRO M8光谱仪测定中低合金钢中酸溶铝的方法 ,探讨了影响结果稳定性和准确性的因素。实验结果表明 ,通过使用类型标准化样品、控制样品制备条件等手段 ,试样分析可获得良好的精密度和准确度 ,完全能满足生产工艺的要求     

Critical evaluation of HOMA and MBL as local aromaticity indices

The harmonic oscillator model of aromaticity (HOMA) index is an excellent structural indicator of aromaticity. We found that HOMA values for internal benzene rings in large pericondensed polycyclic aromatic hydrocarbons are often overestimated because of the local aromaticity of adjacent benzene rings. The occurrence of this phenomenon was confirmed by comparing the HOMA with the corresponding SSE(LA) values; SSE(LA) is a graph‐theoretical index of local aromaticity not disturbed by the aromaticity of the adjacent benzene rings. Mean bond length values were likewise assessed by comparing them with the corresponding HOMA and SSE(LA) values.     

Additive Manufacturing Strategies for Personalized Drug Delivery Systems and Medical Devices: Fused Filament Fabrication and Semi Solid Extrusion

Novel additive manufacturing (AM) techniques and particularly 3D printing (3DP) have achieved a decade of success in pharmaceutical and biomedical fields. Highly innovative personalized therapeutical solutions may be designed and manufactured through a layer-by-layer approach starting from a digital model realized according to the needs of a specific patient or a patient group. The combination of patient-tailored drug dose, dosage, or diagnostic form (shape and size) and drug release adjustment has the potential to ensure the optimal patient therapy. Among the different 3D printing techniques, extrusion-based technologies, such as fused filament fabrication (FFF) and semi solid extrusion (SSE), are the most investigated for their high versatility, precision, feasibility, and cheapness. This review provides an overview on different 3DP techniques to produce personalized drug delivery systems and medical devices, highlighting, for each method, the critical printing process parameters, the main starting materials, as well as advantages and limitations. Furthermore, the recent developments of fused filament fabrication and semi solid extrusion 3DP are discussed. In this regard, the current state of the art, based on a detailed literature survey of the different 3D products printed via extrusion-based techniques, envisioning future directions in the clinical applications and diffusion of such systems, is summarized.