A comparison of conditional predictive ability of implied volatility and realized measures in forecasting volatility

In a conditional predictive ability test framework, we investigate whether market factors influence the relative conditional predictive ability of realized measures (RMs) and implied volatility (IV), which is able to examine the asynchronism in their forecasting accuracy, and further analyze their unconditional forecasting performance for volatility forecast. Our results show that the asynchronism can be detected significantly and is strongly related to certain market factors, and the comparison between RMs and IV on average forecast performance is more efficient than previous studies. Finally, we use the factors to extend the empirical similarity (ES) approach for combination of forecasts derived from RMs and IV.     

Accelerating leaching of copper ore with surfactant and the analysis of reaction kinetics

To solve the problem of low permeability and lower extraction rates of high-mud ores, a surfactant was added as a penetrant to the pregnant leaching solution during column leaching tests. On the basis of the theories of physical chemistry and seepage flow mechanics, the mechanism by which seepage is enhanced under the effects of the surfactant was analyzed. The results show that the action modes of the surfactant were divided into four aspects: changing the wettability of the ore, reducing the viscosity of the leaching solution, adsorbing onto the surface of ore, and enhancing the permeability effect. The findings of column leaching tests demonstrated that permeability was substantially improved by the surfactant. In the later period of leaching, the permeability coefficient was two times higher than that of the control group. Meanwhile, the ore extraction rate increased by approximately 10%. During the leaching process, the surface tension of the solution did not substantially change, and that of the solution with surfactant increased slightly. The kinetics analysis of ore column leaching illustrated that the leaching processes were controlled by both internal diffusion(principal factor) and chemical reaction.     

模糊随机过程的Itô-Henstock积分

定义和讨论了适应的模糊随机过程关于Brownian运动的模糊Itô-Henstock积分和模糊Itô-McShane积分及其性质,给出了刻画定理,并讨论了两者之间的相互关系。结果表明,当模糊Itô-Henstock积分原函数Itô 绝对连续时,模糊Itô-Henstock积分和模糊Itô-McShane积分等价。     

多维多点激励下大跨度连体高层结构减振研究

针对连体高层结构连廊跨度不断增大的趋势,在多维多点地震激励下采用黏滞阻尼器对其进行了减振研究.首先从主动线性二次型调节(LQR)理论出发推导了阻尼器的主动最优控制力以指导阻尼器选型,进而通过在一大跨度连体高层结构算例在一致激励以及多维多点激励下对其进行了减振数值模拟研究.结果表明在连体高层结构上布置黏滞阻尼器可以有效减小地震响应并提高其抗震安全性,但同时也发现地震动空间效应会使减振效果发生明显波动,因此在设计减振方案后应考虑不同地震激励条件对减振效果进行验证.     

三维等熵欧拉方程组解的爆破

研究了带阻尼项的三维等熵欧拉方程组初值问题经典解的爆破.在M(0)0条件下,若初始动量的某些泛函足够大时,得到了其经典解在有限时间内必定发生爆破的结论.     

A positive-temperature-coefficient electrode with thermal protection mechanism for rechargeable lithium batteries

A new positive-temperature-coefficient(PTC) material was prepared simply by blending of conductive Super P carbon black(CB) with insulating poly(methyl methacrylate)(PMMA) polymer matrix,which was empolyed as a coating layer on the aluminium foil substrate to fabricate a sandwiched Al/PTC/LiCoO2 cathode.The experimental results from cyclic voltammetry,charge-discharge measurements and impedance spectroscopy demonstrated that the PTC electrode has a normal electrochemical performance at ambient temperature,but shows an enormous increase in the resistance at the temperature range of 80?120℃.This PTC behavior greatly restrains the reaction current passing through the electrode at elevated temperatures,capable of acting as a self-actuating safety mechanism to prevent the battery from thermal runaway.     

基于回归分析的BCTMP光诱导返黄数学模型

在紫外光照射下加速杨木、杉木、枫木漂白化学热磨机械浆(BCTMP)的返黄,研究了3种BCTMP光诱导返黄过程中白度(R)及返黄值(PC值)的变化规律,并通过回归分析得到了白度及返黄值随光照时间的变化模型.分析表明:PC值与b*呈线性关系,R、PC值与lgt呈分段线性关系.最后,通过实验证明了该模型具有普适性.     

论高校体育课程教学改革

要将体育课程教学模式和内容达到多样化、实用化； 充实理论教学； 开展选项教学； 注重学生的能力培养     

关于操作系统生产者和消费者问题

本从教学方法的角度，讨论操作系统中生产和消费问题的同步算法，并通过实例加以说明。     

基于Web的网络管理系统研究

分析了当前网络管理系统存在的问题及发展趋势，详细地给出一种基于Web的网络管理模型。该模型具有历史数据存储功能，并能以此作为依据，进行网络智能化管理。给出了实现该网络管理模型的软件层次结构。