Liquidity dynamics around intraday price jumps in Chinese stock market

Using 4128 single jumps detected from high frequency data of 220 individual stocks in SZ300P index, this paper investigates the liquidity dynamics around price jumps in Chinese market. Some interesting empirical results are obtained and the corresponding explanations are given. The frequency of positive jumps is quite higher than that of negative jumps. The trading volumes and average trade sizes are all in a high level around positive jumps. The relatively low liquidities around negative jumps show that negative jumps may be generated and enlarged by poor liquidity provision. The price reversal after price jumps is significant, and price reversal lasts longer after positive jumps. Moreover, the size and direction of jumps are significantly correlated with the returns and trades in the post-jump trading time. These findings are believed to be associated with the high proportion of retail investors and their herding behavior for price trend chasing.     

High-performance flexural fatigue of carbon nanotube yarns

Carbon nanotube yarns （CNTY） possess good specific strength and specific conductivity. As such, their potential for commercial applications is significant. Fatigue performance is a significant consideration in yarn/wire applications. In this study, the flexural fatigue performance of CNTY spun from super-aligned carbon nanotube arrays was investigated using a reversed bending test. The results showed that CNTY exhibited excellent resistance to pure flexural fatigue, significantly outperforming stainless steel wire; CNTY failed where a combination of flexural fatigue and tension-tension fatigue had special hollow fracture morphology, and CNTY resistance remained fundamentally unchanged in the combination fatigue process.     

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.     

高效数字化测图方法——拼音简码法

拼音简码法是编码测图的一个分支，是在外业采集细部点时，采用点名拼音简码形式快速记录点位的信息属性，单位时间测绘效率是全野外采点绘制草图法的1．5倍。介绍了拼音简码法的操作方法，并与传统誊集方法做了比较。     

非线性的双目数码成像定位模型

2008年高教杯全国大学生数学建模竞赛题有A,B两题,A题是一个双目数码成像定位问题。解决这一问题,有较大的难度,需要很巧妙的数学技巧。文章用透视对应链的观点建立了双目定位的非线性模型,该模型参数实际含义清楚明了,表达式直观准确,数据计算简单流畅,具有很强的创新性。     

Effect of Y_2O_3 content in the pack mixtures on microstructure and oxidation resistance of B–Y modified silicide coating

B–Y modified silicide coatings were prepared on Nb–Si based alloy by pack cementation at 1300 ℃ for 10 h. The effect of Y_2O_3 content in the pack mixtures on microstructure and oxidation resistance of the coatings was investigated. The results show that the four coatings have similar structures, which possess a(Nb,X)Si_2 outer layer and a(Nb,X)_5Si_3 transitional layer. Y_2O_3 content in the pack mixtures has an obvious effect on the Si content in the coating. The mass gains of the coatings prepared with 0.5, 1, 2 and 3 wt% Y_2O_3 in pack mixtures are 2.33, 1.96, 2.05 and 2.86 mg/cm~2 after oxidation at 1250 ℃ for 100 h, respectively. The coating prepared with 1 wt% Y_2O_3 exhibits the best oxidation resistance due to the formation of a dense glass-like borosilicate scale.     

TPP1 is a homologue of ciliate TEBP-beta and interacts with POT1 to recruit telomerase

Telomere dysfunction may result in chromosomal abnormalities, DNA damage responses, and even cancer. Early studies in lower organisms have helped to establish the crucial role of telomerase and telomeric proteins in maintaining telomere length and protecting telomere ends. In Oxytricha nova, telomere G-overhangs are protected by the TEBP-alpha/beta heterodimer. Human telomeres contain duplex telomeric repeats with 3' single-stranded G-overhangs, and may fold into a t-loop structure that helps to shield them from being recognized as DNA breaks. Additionally, the TEBP-alpha homologue, POT1, which binds telomeric single-stranded DNA (ssDNA), associates with multiple telomeric proteins (for example, TPP1, TIN2, TRF1, TRF2 and RAP1) to form the six-protein telosome/shelterin and other subcomplexes. These telomeric protein complexes in turn interact with diverse pathways to form the telomere interactome for telomere maintenance. However, the mechanisms by which the POT1-containing telosome communicates with telomerase to regulate telomeres remain to be elucidated. Here we demonstrate that TPP1 is a putative mammalian homologue of TEBP-beta and contains a predicted amino-terminal oligonucleotide/oligosaccharide binding (OB) fold. TPP1-POT1 association enhanced POT1 affinity for telomeric ssDNA. In addition, the TPP1 OB fold, as well as POT1-TPP1 binding, seemed critical for POT1-mediated telomere-length control and telomere-end protection in human cells. Disruption of POT1-TPP1 interaction by dominant negative TPP1 expression or RNA interference (RNAi) resulted in telomere-length alteration and DNA damage responses. Furthermore, we offer evidence that TPP1 associates with the telomerase in a TPP1-OB-fold-dependent manner, providing a physical link between telomerase and the telosome/shelterin complex. Our findings highlight the critical role of TPP1 in telomere maintenance, and support a yin-yang model in which TPP1 and POT1 function as a unit to protect human telomeres, by both positively and negatively regulating telomerase access to telomere DNA.     

锂硫聚合物二次电池关键材料研究进展

报告了在复合型纳米硫正极材料、纳米储锂合金负极材料和用原位合成工艺掺入纳米二氧化硅的凝 胶型聚合物电解质的研制方面所取得的进展;所研制的复合型纳米硫正极材料与凝胶电解质及锂金属负极配合 制成扣式实验电池进行测试,容量已达到７００mAh桙g,发现该材料放电电压是现有锂钴氧材料放电电压的一半, 双电池串联可以与现有锂钴氧材料电池互换;采用微乳液新工艺合成的Cu－Sn纳米合金材料,以石墨与金属锡 复合的材料,以及以金属氧化物作为原料,采用乳液法制备碳微球镶嵌金属锡的球形复合材料等高容量负极材 料取得了较大的进展     

区带毛细管电泳法分析黑色签字 笔墨水字迹相对形成时间

讨论了优化电泳条件建立区带毛细管电泳法分析黑色签字笔字迹墨水的分析方法,采用２０mmol桙L四 硼酸钠,pH８畅５,未涂层熔融石英毛细管内径１００μm,有效柱长４０cm,１５kV分离电压,光二极管阵列检测器 （PDA）,检测波长１９０～６００nm的电泳分离条件,对不同种类黑色签字笔字迹墨水提取液进行了分析;利用毛细 管电泳PDA检测器在可见光波长下检测出的黑色签字墨水中不同染料相对含量的变化关系,研究了字迹相对形 成时间问题,得出较好的变化规律。     

全光纤安防系统模式识别混合编程的实现

介绍了宽域全光纤监控预警系统及光纤扰动信号模式识别算法.利用小波包分解对信号进行分解与重构,并提取各频段内信号分量能量谱作为特征向量;应用综合考虑观测数据和确定性先验知识的BVC-RBF神经网络实现信号分类,提高了网络的泛化能力.利用Matlab引擎、动态链接库(DLL)、组件对象模型(COM)3种混合编程方法将Mat...