基于收益率的股票相关性计量分析

针对股票间相关性，通过相关分析、系统聚类分析、网络构建等多种方法，以收益率为对象，建立股票间相关性度量指标模型，运用软件 Excel、Matlab 得出股票相关系数矩阵，并设置合适的阈值，利用软件Netdraw 构建出基于最佳阈值和相关系数所对应的股票网络。然后从所建网络出发，对中国股票市场中的板块进行聚类分析，最终建立起一个以收益率为指标来研究股票相关性的模型，为研究股票相关性提供了一个相对比较完善的方案。     

串联系统备件满足率分配及配置优化

备件作为装备维修保障的重要物质资源,装备研制单位需要将使用方提出的备件满足率要求进行合理分配,为合理制定备件配置方案提供输入,已成为目前装备研制阶段急需解决的重要问题之一.针对备件满足率只有统计定义的问题,论文研究了单备件满足率和串联系统备件满足率的概率性质,给出了其概率模型,揭示了备件满足率的内涵和工程意义.在此基础之上,以串联系统备件满足率的概率模型为基础,研究了系统备件满足率的两种分配方法,即线性代数分配模型和以备件总重量最小为目标的备件配置优化模型,为合理制定串联系统备件保障方案提供了理论依据.     

峨嵋双蝴蝶植物提取物的抗五步蛇毒作用

研究峨嵋双蝴蝶植物水提物的抗五步蛇毒作用.建立小鼠五步蛇毒中毒模型,观察小鼠的中毒表现,并统计小鼠的死亡率,比较小鼠组织出血、组织坏死及组织溃疡状况.结果发现,峨嵋双蝴蝶植物水提物给药组动物的死亡率较模型组的明显下降,局部和全身症状较轻,而且随着剂量的增加症状显著减轻,尤其是对于组织的保护作用比较明显.峨嵋双蝴蝶植物水提物具有抗五步蛇毒作用,能降低蛇毒毒性.     

丙酸盐对厌氧氨氧化除氮性能及群落结构的影响

为了探究有机碳对厌氧氨氧化的长期影响, 向厌氧氨氧化膜生物反应器中添加不同浓度的丙酸钠, 研究对反应器的除氮效能以及微生物的种群结构和功能变化。结果表明: 反应器主要的脱氮过程由CandidatusBrocadia完成, 当丙酸钠浓度为100 mg/L时, 反应器中由于异养细菌的生长, 可实现碳氮的同步去除, 平均总氮去除率可达91.9%。当丙酸钠浓度为200 mg/L 时, 对Candidatus Brocadia的抑制作用导致反应器除氮性能下降, Candidatus Brocadia的丰度降至41.2%, 总氮去除率降至 78.8%。在有机碳抑制作用解除后, 反应器的除氮性能恢复为86.8%, Candidatus Brocadia丰度增加到54.0%, 但群落多样性下降, 属水平的微生物组成有较大的改变。     

Microstructure,mechanical properties and wear resistance of an Al–Mg–Si alloy produced by equal channel angular pressing

Microstructure, mechanical properties and wear resistance in an ultrafine-grained Al–Mg–Si alloy fabricated utilizing a combination of equal channel angular pressing (ECAP) and dynamic aging were investigated in this paper. The results indicated that the grain size of the ECAP alloy was significantly refined, i.e., to ~239 nm after three ECAP passes. Meanwhile, the yield and tensile strength of the ECAPed material reached 340 MPa and 445 MPa, respectively, while maintaining a significant uniform elongation of 14%. Wear resistance results demonstrated that the wear rate, wear depth and width of the ECAPed material decreased in comparison with the solution-treated (SST) and peak-aged (T6) conditions under a load range of 5–25 N. The adhesive wear that occurs in the undeformed specimens at 10 N does not appear in the ECAPed specimen at the same load, indicating that the ECAPed specimen delay the appearance of more serious wear mechanisms under certain loads. The cooperative interaction of high density nano-scale β" precipitates and dislocations resulted in a combination of super-high strength and good work hardening ability which suppressed the extension of cracks between the friction layer and the plastic deformation zone. As a consequence, the combination of ECAP and dynamic aging brings a significant improvement for antifriction performance of the 6061 aluminum alloy.     

依赖尺度结构的竞争种群的最优出生率控制

讨论了一个具有尺度结构的竞争种群模型。首先利用特征线法以及Banach不动点定理对系统解的存在惟一性予以证明,通过比较原理证明系统解对控制变量的连续依赖性;最后利用法锥的定义,证明最优控制存在的必要性。     

户用光伏交流冰箱系统的性能研究

针对昆明地区户用光伏交流冰箱系统的工作特性进行了实验研究,在不同天气条件下对所构建的系统性能进行了测试,测试结果表明,该系统冰箱的冷冻室最低温度可达-22℃,冷藏室温度为0~7℃,在晴天和多云天气情况下,系统带3kg水时制冷系数COP分别为0.08、0.05,系统带8kg负载时制冷系数COP分别为0.28、0.23;在阴雨天气情况下,蓄电池单独向系统供电可保证系统连续工作3d.该光伏冰箱系统在昆明地区运行稳定,并为户用光伏交流冰箱系统性能的进一步优化提供了依据.     

Activity and reproduction in Megalobulimus paranaguensis (Gastropoda,Eupulmonata): implications for conservation in captivity for a South American land snail

ABSTRACT

In South America, Megalobulimus includes a number of threatened species, as well the largest land snails on the continent. The activity patterns and reproductive aspects of this group have not been documented. This work describes the daily and seasonal activity patterns and reproduction of M. paranaguensis. We maintained specimens in the laboratory for one year, and we quantified their behaviour for one hour at four different times of the day (0 h, 6 h, 12 h and 18 h) during three days in four months (August, September, April and May). The number of postures, hatching rate, time of hatching since oviposition and mortality rate among juveniles for each month were also quantified. Megalobulimus paranaguensis was more active in August, and had a egg laying peak one month after. Fifty-one eggs were laid by 12 captive individuals throughout the year, with a mean value of 4.25 eggs per individual. The hatching rate was 80.39%, and the time of hatching since oviposition was 56.7 ± 4.3 days. In two eggs, we observed the presence of twins. The mortality rate among juveniles was low (9.30%) indicating that rearing land snails in captivity has the potential to be an important and viable tool for the management and conservation of these organisms.     

Exchange rate forecasting and the performance of currency portfolios

We examine the potential gains of using exchange rate forecast models and forecast combination methods in the management of currency portfolios for three exchange rates: the euro versus the US dollar, the British pound, and the Japanese yen. We use a battery of econometric specifications to evaluate whether optimal currency portfolios implied by trading strategies based on exchange rate forecasts outperform single currencies and the equally weighted portfolio. We assess the differences in profitability of optimal currency portfolios for different types of investor preferences, two trading strategies, mean squared error‐based composite forecasts, and different forecast horizons. Our results indicate that there are clear benefits of integrating exchange rate forecasts from state‐of‐the‐art econometric models in currency portfolios. These benefits vary across investor preferences and prediction horizons but are rather similar across trading strategies.     

考虑枢纽失效情形的客运枢纽层级选址模型

基于混合式服务模式，提出了枢纽失效和不完全信息条件下旅客依次访问备选枢纽的服务策略，并建立了有容量限制的可靠性层级选址模型。实例分析结果表明，该选址模型可以增加选址方案的可靠性，降低由于枢纽失效而产生的惩罚费用。模型参数敏感性分析结果表明，对于失效概率过高的枢纽设施网络，仅靠增加枢纽数量已无法提高选址方案的可靠性，而保持较高可靠性的枢纽设施网络在应对可能造成高损失事件时的弹性较高。