New Moment Estimators of the Effective Spread Based on Daily High and Low Prices

This paper proposes five new simple moment estimators of the effective spread based on the covariance estimator of Roll(1984) and the High-Low estimator recently developed by Corwin and Schultz(2012). And then the authors theoretically investigate the statistical properties of six simple High-Low spread estimators including Corwin and Schultz's estimator. The biases and mean squared errors(MSE) of these six estimators have been derived and compared with each other asymptotically,which, together with the subsequent simulation study, reveal explicitly the superior performance of newly developed High-Low estimators over Corwin and Schultz's estimator in both ideal and nonideal conditions. Moreover, this paper also develops GMM estimators constructed by three or more moment conditions and compares with the six simple High-Low estimators. Finally, several example applications on the U.S. and Chinese financial markets are conducted to demonstrate the superior performance of the new High-Low estimators. The results provide alternative choices for identifying the liquidity proxies that well capture different structure of markets.     

烃族组成对柴油储存安定性影响研究

针对柴油储存过程中质量衰变问题，利用典型柴油样品，开展烃化合物对中国成品柴油储存安定性影响规律研究。烃组成分析测定结果表明，柴油中总芳烃和链烷烃之间存在很强的相关性（相关系数为0.90）。综合采用相关分析、逐步线性回归等方法，建立了安定性指标与烃组成的关联模型，拟合验证表明模型可靠，可以直接用于柴油储存安定性预测；研究确定了柴油储存安定性的主要影响物质，按照对储存安定性指标影响的严重程度将烃类物质分为三个等级，其中苊烯和三环芳烃对柴油质量衰变影响最大，链烷烃对十六烷值和热值影响最大。     

基于高效液相色谱法的帕瑞昔布钠位置异构体测定

建立以高效液相色谱法(HPLC)测定帕瑞昔布钠位置异构体的方法.以硅烷键合硅胶为填充剂(Agela Technologies silica 4.6×250 mm,5μm);以正己烷—异丙醇(85∶15)为流动相,流速,1.0 m L/min,柱温,30℃,检测波长,215 nm.实验表明,帕瑞昔布钠与位置异构体分离度为1.86,理论塔板数分别为8 041和8 929;在0.04μg/m L~0.64μg/m L范围内,帕瑞昔布钠异构体线性关系良好(A=70.647c-1.401,r=0.9998);重复性良好(RSD为0.12%);平均回收率为94.47%(RSD为3.03%,n=9).采用HPLC法测定帕瑞昔布钠中的位置异构体,操作简单,准确度高且灵敏度好,可为控制帕瑞昔布钠质量提供依据.     

四川公路堆积层边坡特征与加固方案统计关系初探

根据四川区域环境特征,在对收集到的68处省内公路堆积层边坡处治实例汇总的基础上,将影响公路堆积层边坡稳定的特征因素归结为堆积层厚度、边坡高度、坡率、岩性及其组合、地下水条件、平均年降水量及地震作用七项指标,进而分别以各项特征因素为参变量,研究其与挡墙、抗滑桩和锚杆三类典型加固方案之间的统计关系,所得结论可为山区公路堆积层边坡病害治理提供类比设计的技术资料及相关参考.     

基于动态阈值的混凝土裂缝高抗噪提取及识别方法

针对表面布有蜂窝麻面等复杂噪声的混凝土裂缝,提出了一种基于动态阈值的混凝土裂缝高抗噪提取方法.首先,通过灰度变换、高斯滤波、信息增强等技术弱化、去除噪声,增强图像中裂缝的亮度,提高裂缝与背景的对比度;然后,采用OTSU阈值分割算法去除伪裂缝,基于裂缝与干扰噪声面积的差异,引入动态阈值,实现各类型裂缝的提取;最后,基于边缘检测和裂缝骨架细化处理,计算裂缝的长度、宽度和面积3项特征参数.基于室内实验和室外实际桥梁拍摄的4组裂缝图像结果表明,4组裂缝的平均宽度分别为2.01、1.07、1.34、0.97 mm,说明该方法适用于不同背景下各类型裂缝的提取,具有较强的鲁棒性.     

Multifunctional artificial nacre via biomimetic matrix-directed mineralization

Natural nacre, one of the most studied biological structural materials with delicate hierarchical structures and extraordinary performance, has inspired the design and fabrication of artificial structural ceramics with high fracture toughness. However, to meet the diverse requirements of different applications, future structural materials must be multifunctional with superior mechanical properties, such as strength, hardness, and toughness. Herein, based on the matrix-directed mineralization method for producing biomimetic structural materials, we introduce nanoparticles with different inherent functions into the platelets of artificial nacre via the co-mineralization of aragonite and the nanoparticles. Besides their enhanced mechanical properties, the obtained artificial nacre materials also exhibit different functions depending on the type of the nanoparticles. To extend the versatility of this strategy, the effects of nanoparticles of different sizes and zeta potentials on mineralization are also analyzed. This universal strategy can be applied to the fabrication of other types of functionalized biomimetic structural ceramics that have potential applications in various fields, such as biomedical science.     

水平循环荷载引起的砂土沉陷-致密作用对刚性桩承载力的影响分析

为研究砂土中刚性桩基础在循环荷载作用下的承载力演化规律,提出了一种循环后单桩承载力的评估方法.首先,基于沉陷坑与致密区域土体的质量守恒原理,量化了由沉陷引起的土体参数变化;然后,根据API规范中的砂土水平土抗力-位移模型计算循环前后的单桩承载力;最后,提出了循环后单桩承载力的评估模型,并对沉陷坑尺寸、土体初始相对密实度和致密区域模式等因素进行对比分析.结果 表明:单桩承载力随沉陷坑的发展不断增大;对于松砂、中密砂和密砂,循环后的单桩承载力可分别提高约3.0、1.5、1.2倍,提高幅值随相对密实度的增大而降低;2种土体变形模式中,单锥模式相比于双锥模式更符合真实的致密区域形态.     

Evolutionary game analysis of low-carbon behavior credit supervision of logistics enterprises

Based on the low-carbon obligation fulfillment of Chinese logistics enterprises, this study constructs a tripartite evolutionary game model to analyze the evolutionary process of the interaction between the local government, logistics enterprises and the public in the process of low-carbon behavior credit supervision. Then using Netlogo software, a parameter simulation experiment is conducted to determine the optimal policy for improving the effect of supervision. The results are as follows: ① The combined influence of the local government and the public can effectively change the strategic choice of enterprises and promote the low-carbon behavior of enterprises. ② In terms of improving the effect of supervision, reducing the cost of government supervision would have a highly significant effect, and reducing the cost of the public would be counterproductive. ③ Increasing the government subsidies to enterprises and the government’s fines to enterprises both have a significant effect, and the effect of improving the former is better. However, increasing the severity of higher-level governments punishing local governments will reduce the stability of the system. ④ Supervision can be more effective by increasing the public’s impact on enterprises’ earnings rather than by increasing government subsidies to the public.     

Advancements in theory of GHG observation from space

As a large developing country,China has the highest level of greenhouse gas(GHG)emissions.The Chinese government is seeking sustainable development and trying to reduce GHG emissions.From the scientific perspective,there are     

大学生网络消费行为影响因素的研究

为了引导大学生正确的网络消费,同时也为商家提供合理的网上营销策略,通过网上问卷的形式,对466名在校大学生进行网络消费调查,对回收的数据进行描述性统计分析,对量表进行效度与信度分析,分析结果表明,大多数大学生认为网络购物的可信度在60%~90%,商家信誉与产品质量是大学生最为关注的。