WTI crude oil option implied VaR and CVaR: An empirical application

Using option market data we derive naturally forward‐looking, nonparametric and model‐free risk estimates, three desired characteristics hardly obtainable using historical returns. The option‐implied measures are only based on the first derivative of the option price with respect to the strike price, bypassing the difficult task of estimating the tail of the return distribution. We estimate and backtest the 1%, 2.5%, and 5% WTI crude oil futures option‐implied value at risk and conditional value at risk for the turbulent years 2011–2016 and for both tails of the distribution. Compared with risk estimations based on the filtered historical simulation methodology, our results show that the option‐implied risk metrics are valid alternatives to the statistically based historical models.     

本科教学中逻辑性课程《纳米材料》的主线设计探索

《纳米材料》课程主要讲解纳米材料的结构与性能之间关系的概念与理论,这种定位决定了纳米材料课应采用逻辑教学法.在这种方法下需找到课程逻辑起点,然后沿着起点设计出一条课程主线,建立课程理论体系,从而合理承接培养方案中的课程群.在《纳米材料》中,纳米结构就是逻辑起点,主线就是"结构与性能"的关系.故该门课程应按"结构和性能"这条主线展开.对现行纳米材料课程内容进行分析,大部分内容均可用主线串联起来.该方法为类似的逻辑性课程教学方法改革以及在课程章节内容之间建立逻辑关联提供借鉴.     

New theories for new instruments: Fabrizio Mordente's proportional compass and the genesis of Giordano Bruno's atomist geometry

The aim of this article is to shed light on an understudied aspect of Giordano Bruno's intellectual biography, namely, his career as a mathematical practitioner. Early interpreters, especially, have criticized Bruno's mathematics for being “outdated” or too “concrete”. However, thanks to developments in the study of early modern mathematics and the rediscovery of Bruno's first mathematical writings (four dialogues on Fabrizio's Mordente proportional compass), we are in a position to better understand Bruno's mathematics. In particular, this article aims to reopen the question of whether Bruno anticipated the concept of infinitesimal quantity. It does so by providing an analysis of the dialogues on Mordente's compass and of the historical circumstances under which those dialogues were written.     

基于SEM的高校体育教育学生满意度研究

借助"顾客满意度"理论,构建高校体育教育学生满意度测量量表.运用因子分析理论,对"感知质量"变量进行探索性因子分析,运用参数检验的方法对各变量在性别上的差异性做对比分析,运用结构方程模型的方法,对高校体育教育学生满意度模型中的5个变量进行相关性分析.因子分析结果表明,高校体育教育服务感知质量包括"体育硬件感知""体育教学感知"和"课外体育感知"3个维度;各变量的均值及差异性对比分析结果表明,学生对高校体育教育的"感知质量""感知价值"和"总体满意度"评分偏低,男生评分低于女生;结构方程模型分析结果表明,"体育硬件"对"总体满意度"有直接和间接的影响,"体育教学"通过中介变量"感知价值"对"总体满意度"有间接的影响.     

医疗卫生工作者心理健康水平现状

 为了解医疗卫生工作者心理健康水平的现状，从2017年科技工作者心理状况调查的数据中选取医疗卫生工作者样本1463人，同时抽取其他科技工作者1441人作为对照组。调查结果发现：医疗卫生工作者抑郁风险低于对照组，焦虑和自杀意念与对照组无显著差异，工作倦怠及情感衰竭度显著高于对照组；医疗卫生工作者心理健康群体差异明显，50岁后抑郁和焦虑水平均降低，正高级职称人群的抑郁和焦虑水平均较低。情绪调控方式上，压制组表现出更多的抑郁和焦虑风险；同时，医疗卫生工作者存在睡眠时间不足、运动次数和运动时长不足、工作时长过长的问题；在心理健康服务方面，医疗卫生工作者整体优于对照组。建议改善医疗卫生工作者工作时长和工作压力，倡导健康生活方式，并提高情绪调节能力。     

Ti-1300钛合金挤压管材组织性能研究

通过室温拉伸测试和显微组织观察，研究了挤压温度和热处理工艺对Ti-1300钛合金挤压管材显微组织和力学性能的影响，讨论了热加工工艺、显微组织和力学性能之间的关系。结果表明：Ti-1300钛合金在两相区挤压后的横向组织均匀细小，纵向组织沿挤压加工流线破碎均匀；其拉伸强度高达1 445 MPa。管材在相变点以上的高温固溶组织主要由等轴β相晶粒组成，具有较好的塑性。合金两相区挤压后具有较好的强度和塑性的匹配，两相区挤压的塑性明显优于β单相区挤压，尤其面缩。试样经过固溶时效处理后显微组织明显细化，强度大幅度提高，可达1 300 MPa以上。     

γ能谱Compton抑制的MCNP模拟

用Monte Carlo程序(MCNP)模拟主探头外包NaI(Tl)晶体构成阱型反Compton谱仪的输出谱. 通过调整FU卡参数, 实现对外探测器中脉冲高度的筛选, 给出反Compton抑制谱和Compton电子谱, 验证MCNP的FU卡在反符合测量中的使用方法, 并分析外探测器厚度对反Compton谱的影响.     

QT工艺对一种B-Nb低碳贝氏体钢 组织及强韧性的影响

通过室温拉伸、摆锤冲击、光学及扫描电镜研究了QT(淬火+回火)工艺对实验钢晶界比例、晶粒尺寸、碳化物析出情况及强韧性的影响，并对其变体的分布及组合方式进行了分析.结果表明:随着回火温度的升高，实验钢强度逐渐降低，塑性逐渐提高;450T和500T钢断口为准解理型断裂，贝氏体板条间析出的碳化物及较低比例的大角度晶界使得冲击韧性较差;而600T和650T钢断口为韧窝断裂，组织中大角度晶界的比例增加，有效地阻碍了裂纹的扩展.变体分析表明，450T钢变体组合方式介于Bain group和CP(close packed)group之间，而600T钢变体之间呈现较明显的CP组合方式，同一CP group内的变体取向差较大，偏折了裂纹传播路径，提高了低温韧性.     

Coincidence and reproducibility in the EHT black hole experiment

This paper discusses some philosophical aspects related to the recent publication of the experimental results of the 2017 black hole experiment, namely the first image of the supermassive black hole at the center of galaxy M87. In this paper I present a philosophical analysis of the 2017 Event Horizon Telescope (EHT) black hole experiment. I first present Hacking's philosophy of experimentation. Hacking gives his taxonomy of elements of laboratory science and distinguishes a list of elements. I show that the EHT experiment conforms to major elements from Hacking's list. I then describe with the help of Galison's Philosophy of the Shadow how the EHT Collaboration created the famous black hole image. Galison outlines three stages for the reconstruction of the black hole image: Socio-Epistemology, Mechanical Objectivity, after which there is an additional Socio-Epistemology stage. I subsequently present my own interpretation of the reconstruction of the black hole image and I discuss model fitting to data. I suggest that the main method used by the EHT Collaboration to assure trust in the results of the EHT experiment is what philosophers call the Argument from Coincidence. I show that using this method for the above purpose is problematic. I present two versions of the Argument from Coincidence: Hacking's Coincidence and Cartwright's Reproducibility by which I analyse the EHT experiment. The same estimation of the mass of the black hole is reproduced in four different procedures. The EHT Collaboration concludes: the value we have converged upon is robust. I analyse the mass measurements of the black hole with the help of Cartwright's notion of robustness. I show that the EHT Collaboration construe Coincidence/Reproducibility as Technological Agnosticism and I contrast this interpretation with van Fraassen's scientific agnosticism.     

矩阵力学与波动力学等价性证明的历史分析

矩阵力学和波动力学是量子力学的两种早期形态。前者由海森堡、约当、玻恩提出,后者由薛定谔提出。1926年,薛定谔给出二者之间等价性的证明。随后,泡利、狄拉克、约当、冯·诺伊曼等人或是为等价性证明给出新的版本,或是给出了间接的论证。这两种力学现在已被表述为海森堡绘景和薛定谔绘景,而数学家近来又从量子化问题出发对其等价性做出新的考察。本文对此历史过程进行回顾分析,以评估等价性问题对物理发展的意义。