On a dynamic mixture GARCH model

This paper proposes a new mixture GARCH model with a dynamic mixture proportion. The mixture Gaussian distribution of the error can vary from time to time. The Bayesian Information Criterion and the EM algorithm are used to estimate the number of parameters as well as the model parameters and their standard errors. The new model is applied to the S&P500 Index and Hang Seng Index and compared with GARCH models with Gaussian error and Student's t error. The result shows that the IGARCH effect in these index returns could be the result of the mixture of one stationary volatility component with another non‐stationary volatility component. The VaR based on the new model performs better than traditional GARCH‐based VaRs, especially in unstable stock markets. Copyright © 2008 John Wiley & Sons, Ltd.     

Letters from William Burnside to Robert Fricke: automorphic functions,and the emergence of the Burnside Problem

Two letters from William Burnside have recently been found in the Nachlass of Robert Fricke that contain instances of the Burnside Problem prior to its first publication. We present these letters as a whole to the public for the first time. We draw a picture of these two mathematicians and describe their activities leading to their correspondence. We thus gain an insight into their respective motivations, reactions, and attitudes, which may sharpen the current understanding of professional and social interactions of the mathematical community at the turn of the twentieth century. Dedicated to Heiko Harborth on the occasion of his seventieth birthday.     

Diversity, regulation, and genetic manipulation of plant mono- and sesquiterpenoid biosynthesis

Among plant secondary metabolites, terpenoids are the most abundant and structurally diverse group. In addition to their important roles in pollinator attraction and direct and indirect plant defense, terpenoids are also commercially valuable due to their broad applications in the cosmetic, food, and pharmaceutical industries. Because of their functional versatility and wide distribution, great efforts have been made to decipher terpenoid biosynthetic pathways, to investigate the molecular mechanism determining their structural diversity, and to understand their biosynthetic regulation. Recent progress on the manipulation of terpenoid production in transgenic plants not only holds considerable promise for improving various plant traits and crop protection but also increases our understanding of the significance of terpenoid metabolites in mediating plant-environment interactions.     

基于向量残差SVD的混凝土超声测试温度效应研究

为研究温度对混凝土超声测试尾波信号的影响规律;将信号向量间的归一化夹角作为波动指标,反映温度效应引起的信号变化;通过向量残差矩阵SVD获得表征温度效应大小的特征向量,建立向量空间映射和温度差的数学关系。在实验室采集混凝土梁尾波信号进行验证,结果表明,随温度升高尾波信号的波形发生后移,文中方法可分段线性量化温度效应;基于量化结果,得到常温下超声尾波信号最敏感的温度区间;任意4.5 ℃范围内,可去除74%~90%的温度效应。     

微小尺度流动应力波动尺度效应

通过对常温下具有不同晶粒直径的微型铜圆柱体进行镦粗实验,研究了微小尺度下流动应力波动尺度效应现象.结果表明,在应变量相同条件下,流动应力波动幅度随晶粒尺寸的增大而线性增大;在晶粒尺寸相同条件下,流动应力波动幅度随应变量的增大而增大.基于晶体塑性理论及数理统计理论,建立了流动应力波动幅度与晶粒尺寸和坯料几何尺寸间的关系.     

基于灰度值数学形态学算子的中值曲率驱动方程去噪模型

该文通过结合基于灰度值的数学形态学算子(闭开算子),给出了一个改进的中值曲率驱动方程模型,并与原中值曲率驱动方程模型作了比较,且在处理二值图像方面效果显著.主要的想法是在中值曲率驱动方程模型中结合闭开算子,在较好保护边界的前提下,增强方程的去噪能力,达到去噪和保护边界的一个平衡.最后给出基于本改进模型的数值计算差分模型,并且给出了几个具体图像在该改进下处理的结果.     

古代金石学者对云南石刻之考证

中国古代金石学在宋代达到一个高峰,而有关云南的却仅有《隶释》收录的一通汉碑。至清代,中国的金石学再次出现高峰,著名金石学者王昶及阮元父子相继来滇,亲自寻访石刻并著录,通过他们的著作,云南石刻才逐渐为世人所知悉。     

泵水力设计方法的研究现状

泵是流体输送系统的核心动力源,开展泵优化设计、实现节能降耗一直是流体机械领域的研究热点。文章回顾了基于一元、二元、三元流动理论进行水力设计的各种方法,总结了各个水力设计方法的优缺点;概括了近年来在叶轮、导叶、蜗壳水力设计方面的研究热点和主流方法,为今后泵设计方法的发展奠定了基础。以数值模拟结合三元流动理论和优化算法的设计方法已成为当前开展泵水力设计的主流手段,可以预期,随着计算机计算能力的进一步提高和优化算法的快速发展,泵的水力设计水平将会有大幅度提升并会促进泵行业的整体技术进步。     

投标合谋环境下产业升级的逆向演化研究

投标合谋行为已成为全国性、多领域的群体性违规问题,其存在不仅对我国经济造成了巨大损失,同时也阻碍了行业的健康有序发展.为研究投标合谋行为自身演化规律及其对产业发展的影响,给相关的监管和治理提供参考,本文基于复杂适应系统理论,运用NetLogo多主体仿真平台构建招投标系统并进行演化仿真,最后运用SPSS对所得数据进行回归分析,探索在市场封闭、单纯开放市场、有条件开放市场3种市场情景下合谋比例与报价比例对产业演化过程和结果的影响.研究表明:投标合谋行为会产生"逆向淘汰"效应,不利于降低行业成本,最终导致产业升级逆向演化;合谋行为存在"自我强化"现象;合谋行为会提高合谋者生存几率,但无助于其资本积累;单纯开放市场无助于产业升级,必须配合反合谋审查;现实中应重点对报价比例为0.1到0.3的单位进行合谋审查.     

Deep cleaning of a metallurgical zinc leaching residue and recovery of valuable metals

Huge quantities of zinc leaching residues (ZLRs) generated from zinc production are dumped continuously around the world and pose a potential environmental threat because of their considerable amounts of entrained heavy metals (mainly lead). Most ZLRs have not been properly treated and the valuable metals in them have not yet been effectively recovered. Herein, the deep cleaning of a ZLR and recovery of valuable metals via a hydrometallurgical route were investigated. The cleaning process consists of two essential stages:acid leaching followed by calcium chloride leaching. The optimum conditions for extracting zinc, copper, and indium by acid leaching were a sulfuric acid concentration of 200 g·L-1, a liquid/solid ratio of 4:1 (mL/g), a leaching time of 2 h, and a temperature of 90℃. For lead and silver extractions, the optimum conditions were a calcium chloride concentration of 400 g·L-1, a pH value of 1.0, a leaching time of 1 h, and a temperature of 30℃. After calcium chloride leaching, silver and lead were extracted out and the lead was finally recovered as electrolytic lead by electrowinning. The anglesite phase, which poses the greatest potential environmental hazard, was removed from the ZLR after deep cleaning, thus reducing the cost of environmental management of ZLRs. The treatment of chlorine and spent electrolyte generated in the process was discussed.