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.     

颈型颈椎病功能锻炼的研究概述

近年来,颈型颈椎病的发病率不断增高,对人们的工作、生活造成严重影响。研究表明,功能锻炼对颈型颈椎病的康复有重要作用,功能锻炼的方法分为传统中医气功锻炼法、肌力锻炼和保健操3类,这些方法实用、有效、方便,在颈型颈椎病的治疗中可以综合运用这些方法,从而在更短的时间里收到比以往更好的疗效。     

ID-Based Public Auditing Protocol for Cloud Storage Data Integrity Checking with Strengthened Authentication and Security

Cloud storage service reduces the burden of data users by storing users’ data files in the cloud. But, the files might be modified in the cloud. So, data users hope to check data files integrity periodically. In a public auditing protocol, there is a trusted auditor who has certain ability to help users to check the integrity of data files. With the advantages of no public key management and verification, researchers focus on public auditing protocol in ID-based cryptography recently. However, some existing protocols are vulnerable to forgery attack. In this paper, based on ID-based signature technology, by strengthening information authentication and the computing power of the auditor, we propose an ID-based public auditing protocol for cloud data integrity checking. We also prove that the proposed protocol is secure in the random oracle model under the assumption that the Diffie-Hellman problem is hard. Furthermore, we compare the proposed protocol with other two ID-based auditing protocols in security features, communication efficiency and computation cost. The comparisons show that the proposed protocol satisfies more security features with lower computation cost.     

Superior corrosion resistance-dependent laser energy density in(CoCrFeNi)95Nb5 high entropy alloy coating fabricated by laser cladding

(CoCrFeNi)95Nb5 high entropy alloy(HEA)coatings were successfully fabricated on a substrate of Q235 steel by laser cladding technology.These(CoCrFeNi)95Nb5 HEA coatings possess excellent properties,particularly corrosion resistance,which is clearly superior to that of some typical bulk HEA and common engineering alloys.In order to obtain appropriate laser cladding preparation process parameters,the effects of laser energy density on the microstructure,microhardness,and corrosion resistance of(CoCrFeNi)95Nb5 HEA coating were closely studied.Results showed that as the laser energy density increases,precipitation of the Laves phase in(CoCrFeNi)95Nb5 HEA coating gradually decreases,and diffusion of the Fe element in the substrate intensifies,affecting the integrity of the(CoCrFeNi)95Nb5 HEA.This decreases the microhardness of(CoCrFeNi)95Nb5 HEA coatings.Moreover,the relative content of Cr2O3,Cr(OH)3,and Nb2O5 in the surface passive film of the coating decreases with increasing energy density,causing corrosion resistance to decrease.This study demonstrates the controllability of a high-performance HEA coating using laser cladding technology,which has significance for the laser cladding preparation of other CoCrFeNi-system HEA coatings.     

AMD酸沉降的蚀化行为评价

为研究边坡在AMD(Acid mine drainage)蚀化作用下动态稳定,从化学传质角度分析蚀化酸化行为,依据硫化矿石氧化机理,建立了蚀化动态酸沉降方程.通过蚀化产酸过程中岩体的酸中和能力ANC的测试,完成抗酸化容量AC的计算,实现边坡蚀化损伤动态评价.结果表明,其中水仓、水坑附近ANC达到-255 kg/t左右,AC几乎为0;靠近敏感矿体部分,抗酸容量较低,坡面ANC为-70~-56 kg/t,抗酸容量为0.012左右,酸沉降行为明显,岩体极易被腐蚀;远离硫化矿石体部分,抗酸容量较大,难于酸化,蚀化不明显.     

基于专利数据的葛根产业发展现状研究

葛根作为我国传统的中药材之一,在食品和药品领域皆有很强的产业化价值.随着我国乡村振兴工作的推进,葛根由于其对于山地、林地的适应性,被广泛用于乡村振兴工作当中,但目前葛产业的发展不够充分,发展前景和发展趋势不够明朗,存在诸多发展问题.随着科技的发展,专利与产业的发展息息相关.文章通过对葛根相关专利数据的搜集整理,对葛根及葛根素专利的分析,整理出了现阶段葛根产业发展的问题,对葛根产业目前存在的发展不平衡、不充分现状进行了详细的分析说明,并提出了葛根产业未来发展的建议.     

一种面向阴雨天气大规模水域交互模拟方法

针对计算机图形学中大规模水域雨场景绘制的难题,提出了一种适合大规模水域雨场景实时绘制的方法.将改进的波动方程引入雨天湖面波动以及雨滴与湖面的交互效果模拟中,结合快速傅里叶变换的风力趋向性以及周期性,建-了雨天水面交互波动的数学模型,根据数学模型构建了雨天水面交互高度图,通过光照渲染,实现了湖面反射效果和雨线绘制.为了提高模拟效率,整个过程在GPU中实现,并采用基于四叉树的多细节层次技术进行加速.在1 440×900的图像分辨率下,帧速达到了98 fps,满足了实时交互模拟的需求.     

Microstructure evolution and reaction behavior of Cu–Ni alloy and B_4C powder system

Microstructure evolution and reaction behavior of Cu–Ni alloy and B_4C power system was studied by in-situ and static experimental investigations along with theoretical calculations. The reaction process was as follows. Firstly,B_4C decomposed into B and C atoms, and then B atoms diffused into Cu–Ni matrix, leading to the formation of Ni_2B particles. Subsequently, Ni atoms diffused into B_4C, forming a loose mixture of Ni_2B and amorphous C at the initial powder boundary. Finally, with the completion of reaction, Ni_2B particles at the powder boundary grew into a monolithic block, and then C substance was excluded out and accumulated at the edge of this monolithic Ni_2B block. It is believed that the formation of Ni_2B phase is caused by the most negative change of Gibbs free energy among all the potential reactions between Ni–B and Ni–B_4C systems.