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.     

硬聚氯乙烯(RPVC)板贮槽渗漏的综合防治

现代湿法炼铜常用硬聚氯乙烯(RPVC)板作为防腐结构材料,本文对硬聚氯乙烯板贮槽渗漏问题进行了分析,提出了相应的防治措施。     

Interval Time Series Analysis with an Application to the Sterling-Dollar Exchange Rate

Traditional econometrics has long employed ＂points＂ to measure time series data. In real life situations, however, it suffers the loss of volatility information, since many variables are bounded by intervals in a given period. To address this issue, this paper provides a new methodology for interval time series analysis. The concept of ＂interval stochastic process＂ is formally defined as a counterpart of ＂stochastic process＂ in point-based econometrics. The authors introduce the concepts of interval stationarity, interval statistics （including interval mean, interval variance, etc.） and propose an interval linear model to investigate the dynamic relationships between interval processes. A new interval-based optimization approach for estimation is proposed, and corresponding evaluation criteria are derived. To demonstrate that the new interval method provides valid results, an empirical example on the sterling-dollar exchange rate is presented.     

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.     

蘸粘式光纤液体分析仪

提出了一种能够同时测量液体的浓度、折射率、表面张力、接触角和粘滞系数等物理化学参数的光纤液体分析仪,介绍了蘸粘式光纤液体分析仪的工作原理和光纤探头的结构设计,给出了在表面张力的作用下光纤探头周围的液体形状变化过程.分析了接收到的光强信号的变化规律,并对纯水、饮料、酒精和油等液体样品进行测试分析,实验结果表明蘸粘式光纤液体分析技术可以用于对不同液体的检测分析.     

房县黑木耳菌种发芽试验研究

本试验研究表明，目前房县黑木耳三个主要菌种，即８７５＃、８２０６＃和黄天菊花的发芽率分别为６４．０８％、５９．４３％、５８．２８％．不同菌种在不同海拔高度的耳杆上的发芽率不同．     

Eyring流体非稳态弹流润滑完全数值分析

导出了Ｅｙｒｉｎｇ流体非稳态雷诺方程，在采用差分方法对非稳态弹流润滑过程进行 数值求解的基础上，着重分析了润滑剂的非牛顿效应。文中的完全数值分析为摩擦力的 计算以及润滑表面接触疲劳的研究提供了精确的压力分布和膜厚大小。     

富Nd混合稀土MR-Fe-B永磁合金的性能

本文研究了廉价高性能富Nd混合稀土MR-Fe-B永磁合金的成分及其工艺因素对磁性能的影响。确定了这种铁基稀土永磁合金的最佳成分及最佳工艺制度。该永磁合金磁性能达到:B_r=1.15—1.28T(11.5—12.8 kGs),i~Hc=573—796kA/m(7.2-10.0kOe);(BH)_(max)=247—270kJ/m~3(31—34MGOe),在20—100℃范围内开路磁通可逆温度系数为-0.098%/℃,居里温度T_c=310℃,维氏硬度HV≥520。对其高矫顽力的机制进行了探讨,认为烧结态磁体的矫顽力主要来源于富 MR相的作用,而后烧态磁体的矫顽力的提高主要是反磁化校数目减少的缘故。     

非线性电阻网络分析的不动点算法

本文讨论了分段线性化网络方程的迭代算法,提出了一个修改的一般化Katzenelson 算法。使它能推广到任意剖分分块线性函数逼近方程。     

三十烷醇对春小麦的生理效应

本文探讨了三十烷醇对春小麦品种赛洛斯的生理效应,试验研究说明:三十烷醇对春小麦的生长量、叶绿素含量、硝酸还原酶和性细胞透性方面,均有明显的生理效应,为在大田应用三十烷醇提供了一定的理论依据。从试验选定的三个处理浓度试验结果比较来看,以0.5ppm为最佳。