Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer

This paper considers the optimal investment strategy for an insurer under the criterion of mean-variance. The risk process is a compound Poisson process and the insurer can invest in a risk-free asset and multiple risky assets. This paper obtains the optimal investment policy using the stochastic linear quadratic (LQ) control theory with no-shorting constraint. Then the efficient strategy (optimal investment strategy) and efficient frontier are derived explicitly by a verification theorem with the viscosity solution of Hamilton-Jacobi-Bellman (HJB) equation.     

Atomic layer deposition on Pd nanocrystals for forming Pd-TiO2 interface toward enhanced CO oxidation

Pd typically exhibits relatively low catalytic activity in CO oxidation, as CO is apt to be adsorbed on Pd to poison the surface for O2 activation. In this Letter, we report that this limitation can be overcome by integrating Pd with TiO2. The TiO2 was coated on Pd nanocubes with a controllable thickness using atomic layer deposition (ALD) method. Given the different work functions of TiO2 and Pd, the electrons in TiO2 semiconductor will flow toward Pd. With the electron density increased on Pd, the adsorption of CO to Pd will be weakened while the oxygen activation can be facilitated. Meanwhile, the interface-confined sites at Pd-TiO2 may further enhance the oxygen activation. As the species adsorption and activation are strongly correlated with electron density, the performance of Pd-TiO2 in CO oxidation turns out to depend on the TiO2 thickness, which determines the number of transferred electrons, within a certain range (<1.8 nm). This work provides a new strategy for enhancing catalytic performance through tailoring charge densities in hybrid catalysts.     

Influence of B,Al and Nb addition on the glass forming ability and stability of mechanically alloyed Zr-Ni amorphous alloys

We investigated the influence of minor additions of B,Al and Nb that have representative atomic sizes on the glass forming ability (GFA) and stability of Zr-Ni amorphous alloys during mechanical alloying. The results show that the minor addition of B,Al or Nb does not shorten the initial time of the full amorphization reaction or improve the glass forming ability of the Zr-Ni alloys at a low rotation speed. However,B addition can effectively improve the mechanical stability of the amorphous phase against me...     

一种基于区分服务的IEEE 802.11 QoS信道访问控制机制

研究表明,无线移动自组织网络具有带宽有限,信道质量不稳定,节点移动造成网络拓扑结构变化等诸多特性,这些特性严重损害了网络性能,以致在传统无线移动网络中支持具有严格QoS要求的多媒体应用面临严峻的挑战.本文提出了一种基于区分服务的信道接入控制机制,以更好地支持实时通信流.该机制对传统的IEEE 802.11DCF机制进行...     

浅谈雷暴天气变化特征与注意事项

雷暴是一种重要的天气现象,也是一种灾害性天气。文章分别阐述了热雷暴、锋雷暴、地形雷暴的形成条件;雷暴来临时气象要素气温、气压、湿度、风、降水、的变化特征;雷暴观测和记录注意事项,以及其他注意事项。     

仿真软件在数控实训中的应用

太原理工大学工程训练中心选定了一种能在计算机上进行三维仿真,相当于真正的CNC机床的操作功能,并能进行手工编程或CAD/CAM自动编程,与国内数控机床有良好的兼容性的基于PC机上操作的英福花数控仿真软件.     

基于多源信息空间的遥感影像自动解译研究

通过分析遥感影像自动解译的研究现状和存在的问题,提出了基于多源信息空间的遥感影像自动解译的研究方法,将遥感影像分为光谱信息空间、形状信息空间、区域地学信息空间、干扰信息空间等四个信息空间,通过对多源信息空间的数学描述和计算机处理实现了遥感影像的自动解译.     

Estimation of Partially Linear Panel Data Models with Cross-Sectional Dependence

Journal of Systems Science and Complexity - This paper studies the estimation of the partially linear panel data models, allowing for cross-sectional dependence through a common factors structure....     

小麦中与低脱氧雪腐镰刀菌烯醇含量关联的抗性基因类似物

脱氧雪腐镰刀菌烯醇(Deoxynivalenol,DON)是小麦遭受赤霉病危害后由赤霉病菌———禾谷镰刀菌产生的一种真菌毒素,这种毒素对人类和家畜的健康产生危害,严重地影响小麦的利用价值.种植低DON含量的品种是减少这种毒素危害的有效措施,而分子标记辅助育种技术能加速低DON品种的选育进程.在采用AFLP、SSR分子标记的基础上,进一步利用抗性基因类似物(RGA)对‘宁7840’(低DON含量的品种)和‘Clark’(高DON含量的品种)建立的133个重组自交系进行了DON含量的遗传特性分析.研究结果发现两个DON含量的数量特性位点(QTL),它们中含有4个与低DON含量密切相关RGAs,其中三个RGAs(RGA14-1,RGA16-1,RGA18-1)座落在染色体1A的长臂上,另一个(RGA14-2)座落在染色体5B的长臂上.座落在1AL和5BL上的QTL分别解释16.81%和7.84%的DON含量变异.DNA序列分析表明这些RGAs均与现已发现的抗性基因同源/类似,它们可能在小麦的低DON含量和赤霉病抗性上扮演着重要的角色.     

面向节能控制的楼宇机理模型仿真研究

由于现有建筑系统能源消耗大,控制系统复杂,电力成本高,为降低电力成本,搭建建筑的机理模型进行仿真。为证明建立的模型适用于建筑系统,对模型的准确性进行仿真验证。通过对比恒定电价与时变电价的加热功率,可以看出系统通过模型预测控制能随着时间的推移响应电力价格的变化,进而很好地控制电力成本,节约能源。