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.     

高温高密度无黏土相钻开液室内研究

传统的高密度钻井液采用膨润土来配制,高温下膨润土含量过高会过度分散,导致钻井液黏度和切力增大,膨润土含量过低会导致膨润土聚集,破坏钻井液稳定性,导致加重剂沉降,引发钻井事故。本文通过室内研究,建立了一套抗高温无黏土相甲酸盐钻开液体系,该体系具有黏度切力适中、高温稳定、抗污染能力强,有良好的抑制性等特点,酸化完井后渗透率恢复值可达94%,储层保护效果良好。     

全局解析冗余关系的混杂系统模式跟踪

针对混杂系统同时具有连续和离散的运动规律和演化机制,提出一种基于全局解析冗余关系的混杂系统模式跟踪方法.建立混杂系统键合图模型并转化为诊断键合图模型,根据诊断键合图得到系统的全局解析冗余关系和模式变化特征矩阵.利用模式变化特征向量和开关元件导通与关断时开关两端的电压电流变化特征,实现模式变化了的开关元件定位.最后利用Matlab软件对该方法进行仿真实验,实验结果表明基于全局解析冗余关系的混杂系统模式跟踪方法是有效的.     

论医学类查新站查新员的信息素养

阐述了信息素养的内涵,探讨了医学院校查新员应具备的信息素养。     

柳珊瑚共生菌Bucillus methylotrophicus发酵液化学成分研究

【目的】研究柳珊瑚Anthogorgia caerulea共生细菌Bacillus methylotrophicus发酵液中的化学成分。【方法】采用多种柱色谱和高效液相色谱分离技术,对柳珊瑚A.caerulea共生菌B.methylotrophicus发酵液中化学成分进行研究,运用理化和波谱分析方法鉴定其化学结构。【结果】从共生细菌B.Methylotrophicus发酵液中分离了6个化合物,分别鉴定为环(脯-甘)二肽(1)、环(S-脯-R-亮)二肽(2)、胸苷(3)、尿苷(4)、原儿茶酸(5)、3-Furancarboxylic acid-5-(hydroxmenthy)-Furan(6)。【结论】化合物1~6均是首次从该种细菌中分离得到,丰富了柳珊瑚共生菌B.methylotrophicus的化学多样性。     

Computational diffusion kinetics and its applications in study and design of rare metallic materials

Computational diffusion kinetics(CDK),with a spirit of and being coupled with the computational thermodynamics(CT,or called as the CALPHAD technique),plays increasingly important role in the alloy design/optimization and microstructure control during the processing of advanced metallic materials.This paper is to highlight recent progress of CDK in research with great focus on novel Ti and Zr alloys,which was largely performed in the authors’group.It ends with one representative example of the applications of CDK,coupled with CT,quantitative phase field,and three-dimensional(3D)statistical calculation,in designing the heattreatment schedule for the dual phase(αβ)Ti–6Al–4V alloys.     

Preparation and characterizat ion of polypropylene/silica composite particl e with interpenetrating network via hot emulsion sol–gel approach

A novel interpenetrating structural ultrafine polypropylene-silica nanocomposite particles were synthesized by a modified sol–gel approach in the presence of the melt polypropylene emulsion. A series of samples with different polypropylene content was prepared to investigate the unique characteristics of this original nanocomposite. The thermal gravimetric analysis and differential scanning calorimetry results showed that the nanocomposites had the interpenetrating structure and good thermal stability,and the crystallization behavior of polypropylene was confined by the silica matrix. The interpenetrating structure of nanocomposites was also suggested by the nitrogen adsorption–desorption measurement results. The scanning electronic microscope and transmission electron microscopy images indicated that the nanocomposites had irregular particle morphology. The nanoparticle tracking analysis results show that the mean size of the nanocomposites was around 160 nm. According to the results obtained from different measurements,a reasonable formation mechanism was proposed.     

基于灰色关联与因子分析的区域城市物流水平综合评价方法

本文从城市的物流需求、物流供给以及物流信息化建设三个方面选取20个城市物流发展水平的指标,采用灰色关联分析法进行筛选,进而构建城市物流水平指标体系,再用因子分析法对区域城市物流水平进行综合评价。最后,利用该方法对辽宁省各城市的物流发展水平进行综合评价,得出辽宁省各城市物流发展的合理定位,为辽宁省制定符合本地区社会、经济和地理等特征的区域物流发展战略提供依据。     

风险社会视阈下公共安全治理--基于政治领域视角

当前我国政治领域主要存在民主、腐败以及政府公信力问题的公共安全风险,要防范和化解这些风险就必须要采取针对性措施,即通过完善民主政治,惩治腐败,以及提升政府公信力等措施来化解政治领域威胁公共安全的各种因素,为社会主义和谐社会建设奠定坚实的基础。     

Antiinflammatory and analgesic effect of herbal cocktail Hongbaekjeong via inhibition of proinflammatory cytokines and prostaglandin E2 release

Though Hongbaekjeong(HBJ),a hebal mixture of three medicinal plants,has been traditionally used for arthritis and muscular pain,its scientific evidence still remains unclear.Thus,in the present study,analgesic and anti-inflammatory mechanism of HBJ was evaluated in vitro and in vivo.HBJ significantly reduced NO production and prostaglandin E2(PGE2)release and also attenuated the expression of cyclooxygenase 2(COX-2)in lipopolysaccharides(LPS)and interferon(IFN)-c treated RAW 264.7 cells.Furthermore,HBJ abrogated the production of proinflammatory cytokines such as interleukin(IL)1b,IL-6,IL-8 and monocyte chemoattractant protein-1(MCP-1)in LPS and IFN-c treated RAW 264.7 cells.In addition,HBJ significantly decreased the number of writhing syndrome induced by acetic acid,and also increased latency in hot-plate method and tail flick test in mice.Consistently,HBJ significantly reduced the edema volume in the hind paw of the rats with arthritis induced by Freund’s complete adjuvant(FCA)compared to untreated control.Collectively,our findings demonstrate the antiinflammatory and analgesic potential of HBJ via inhibition of proinflammatory cytokines and PGE2 release for treatment of arthritis and muscular pain.