共价有机骨架/碳纳米管复合材料中锂离子吸附与传输特性的分子模拟

利用分子模拟方法对共价有机骨架 (covalent organic framework, COF)/碳纳米管(carbon nanotube, CNT) 复合材料 COF@CNT 中锂离子 (Li$^{+})$ 的吸附与传输特性开展研究, 明确了 Li$^{+}$ 的吸附位点与吸附顺序, 得到了相应的吸附能, 并观察 COF@CNT 的表观形貌变化. 当达到饱和吸附状态时, COF@CNT 的体积变化率仅为 0.25, 平均电压保持在 2.00 V 以上, 而理论容量则高达 1 402.47 mAh/g. 此外, Li$^{+}$ 在 COF@CNT 内部的电导率大于其在单纯 CNT 中电导率的实测值. 模拟结果可为此类体系的实际应用提供理论基础.     

生产成本信息不对称下零售商风险厌恶的回购契约

探索在市场价格随机条件下,生产成本信息不对称零售商风险厌恶时,采用回购契约协调二级供应链的内在规律.构建新的条件下的回购契约模型并求解,分析信息不对称和风险厌恶对供应链上各决策变量的影响.通过算例仿真进行了验证,研究结果发现:在市场价格随机条件下,不管生产成本信息是否对称,只要零售商存在风险厌恶,供应链上各决策变量都会发生分岔突变的现象;不管零售商是否风险厌恶,生产成本信息不对称都会给供应商带来额外的收益,但会损害零售商与整个供应链的收益;信息越不对称,供应链上的各种决策变量在分岔突变区域的振幅越大.结论是:分岔突变现象是价格随机条件下,参与者风险厌恶时存在的一种特有现象;供应商能够通过隐瞒私人信息带来额外的收益,但损害零售商和供应链的利益;零售商应对生产成本信息不对称的最好办法就是以最低的成本使生产成本信息透明;零售商以平稳的心态面对各种外部风险,更有利于科学决策.     

铁磁条对石墨烯中谷依赖电子输运性质的影响

本文建立了铁磁条和硬势垒共同调制下的石墨烯纳米结构模型，计算了铁磁条产生的磁场的大小和铁磁条的宽度对石墨烯中谷依赖的电子输运性质的影响，重点研究了该石墨烯纳米结构中电子的电导和谷极化特征. 数值计算结果表明，该纳米结构中可实现显著的谷极化效应，且磁场的大小和铁磁条的宽度均会对其中的电子电导和谷极化产生较大的影响. 因此，我们可以通过控制铁磁条的宽度和其产生的磁场的大小来获得实际需要的谷极化强度. 这项研究有助于理解和设计谷电子学设备.     

Observations of water-flea Daphnia magna and avian fecalia in rock pools: is traditional natural history reporting still relevant for science?

Unexpected observation of freshwater invertebrate Daphnia magna in temporary rock pools on a small island off the Norwegian Atlantic coast confirms colonising ability, mediated through avian dispersal. Robust diapausal eggs of D. magna pass the gut of migrating geese and subsequently hatch in environments where such waterfowl forage and rest along migrating routes. The incubation experiment demonstrates that decomposing fecalia of geese constitute sufficient feed to support developing populations of D. magna in experimental oligotrophic conditions. The findings also show that D. magna is highly adapted for colonisation of temporary pools north of the Arctic Polar Circle, with excellent tolerance to low temperatures. Discussion part I relates the findings to published evidence on avian transport of invertebrate propagules, such as correlations between migration patterns of waterfowl and geographical patterns of aquatic invertebrate diversity. Discussion part II reflects on academic cultures, epistemological aspects of natural history reporting, the presence of a whale cadaver as an ecological indicator and the relevance of simple observation as a starting point for further discourse.     

存货质押融资中螺纹钢风险价值的控制

针对钢材市场中存货质押融资业务的价格风险问题,以螺纹钢现货的价格为样本数据,采用经验值方法计算风险率与效率损失率,并与基于VaR历史模拟法的计算结果进行比较.结果表明,样本期间长度的选择对历史模拟法计算结果的优劣有一定影响,历史模拟法适合短期限的存货质押融资贷款.用回顾测试对计算结果进行检验,表明用VaR方法设定的质押率对控制螺纹钢价格风险更有效.     

Short‐term salmon price forecasting

This study establishes a benchmark for short‐term salmon price forecasting. The weekly spot price of Norwegian farmed Atlantic salmon is predicted 1–5 weeks ahead using data from 2007 to 2014. Sixteen alternative forecasting methods are considered, ranging from classical time series models to customized machine learning techniques to salmon futures prices. The best predictions are delivered by k‐nearest neighbors method for 1 week ahead; vector error correction model estimated using elastic net regularization for 2 and 3 weeks ahead; and futures prices for 4 and 5 weeks ahead. While the nominal gains in forecast accuracy over a naïve benchmark are small, the economic value of the forecasts is considerable. Using a simple trading strategy for timing the sales based on price forecasts could increase the net profit of a salmon farmer by around 7%.     

Modeling eBay price using stochastic differential equations

Online auctions have become increasingly popular in recent years. There is a growing body of research on this topic, whereas modeling online auction price curves constitutes one of the most interesting problems. Most research treats price curves as deterministic functions, which ignores the random effects of external and internal factors. To account for the randomness, a more realistic model using stochastic differential equations is proposed in this paper. The online auction price is modeled by a stochastic differential equation in which the deterministic part is equivalent to the second‐order differential equation model proposed in Wang et al. (Journal of the American Statistical Association, 2008, 103, 1100–1118). The model also includes a component representing the measurement errors. Explicit expressions for the likelihood function are also obtained, from which statistical inference can be conducted. Forecast accuracy of the proposed model is compared with the ODE (ordinary differential equation) approach. Simulation results show that the proposed model performs better.     

Financial volatility modeling: The feedback asymmetric conditional autoregressive range model

An implied assumption in the asymmetric conditional autoregressive range (ACARR) model is that upward range is independent of downward range. This paper scrutinizes this assumption on a broad variety of stock indices. Instead of independence, we find significant cross‐interdependence between the upward range and the downward range. Regression test shows that the cross‐interdependence cannot be explained by leverage effect. To include the cross‐interdependence, a feedback asymmetric conditional autoregressive range (FACARR) model is proposed. Empirical studies are performed on a variety of stock indices, and the results show that the FACARR model outperforms the ACARR model with high significance for both in‐sample and out‐of‐sample forecasting.     

保定‒雄安地区近地面大气流动与轨迹输送特征

基于2016—2017年22个地面气象站点的观测资料和NECP-fnl数据, 使用CALMET风场诊断模式, 计算保定?雄安地区两个年份的逐时风场和每日输送轨迹。根据风场与流动轨迹特性, 从大气扩散输送的角度, 将当地大气流动划分为系统大风型、局地环流型与弱系统影响型 3 类。统计分析结果表明: 大气流动3个类型的大致比例为10%, 50%和40%; 系统大风型流动的占比较低, 且春夏季较多, 秋冬季较少; 局地环流型流动以秋冬季较多, 春夏季较少; 弱系统影响型的出现频率在全年变化不大, 但在秋冬季出现频率稍低; 大气流动受西北部山地影响, 山地-平原风可控制山前约100 km的范围, 覆盖保定市和雄安新区大部; 山地-平原风的转换可在山前区域形成部分时段的小风状况; 该地区大气输送的主要路径是西南-东北方向, 对应大尺度背景流动情况; 西北-东南方向的横向输送距离较短, 对应山地-平原风地形环流的影响; 在系统大风和弱系统影响下, 冬春季会出现部分直接向东南方向的输送轨迹。     

Can online search data improve the forecast accuracy of pork price in China?

Online search data provide us with a new perspective for quantifying public concern about animal diseases, which can be regarded as a major external shock to price fluctuations. We propose a modeling framework for pork price forecasting that incorporates online search data with support vector regression model. This novel framework involves three main steps: that is, formulation of the animal diseases composite indexes (ADCIs) based on online search data; forecast with the original ADCIs; and forecast improvement with the decomposed ADCIs. Considering that there are some noises within the online search data, four decomposition techniques are introduced: that is, wavelet decomposition, empirical mode decomposition, ensemble empirical mode decomposition, and singular spectrum analysis. The experimental study confirms the superiority of the proposed framework, which improves both the level and directional prediction accuracy. With the SSA method, the noise within the online search data can be removed and the performance of the optimal model is further enhanced. Owing to the long-term effect of diseases outbreak on price volatility, these improvements are more prominent in the mid- and long-term forecast horizons.