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.     

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     

An improved LP model for energy optimization of the integrated iron and steel plant with a cogeneration system in China

In an integrated iron and steel plant with a cogeneration system, recycled energy is continuously transported into the cogeneration system and the electricity is continuously generated, and both of them could not be stored for a long time. Moreover, the generation and consumption of electricity is irregular, which may bring about more unexpected imbalances. Therefore, it is a crucial issue to schedule the entire energy system by optimizing the operation of energy utilization, which includes the raw energy in the production system, the generation electricity in the cogeneration system and the recycled energy in these two systems. In this paper, an improved Linear Programming model for energy optimization in the integrated iron and steel plant with a cogeneration system is established. The improved model focuses on controlling the whole energy flow and scheduling the whole energy consumption in the entire energy system between the production system and cogeneration system through optimizing all kinds of energy distribution and utilization in an integrated iron and steel plant with a cogeneration system. Case study shows that the improved model offers the optimal operation conditions at the higher energy utilization, lower energy cost and lower pollution emissions.     

基于MVDR波束形成的FDA平台外干扰抑制

针对频控阵(frequency diverse array, FDA)在对与目标位置相近的平台外干扰进行抑制时, 传统FDA与非线性频偏结合不能实现距离-角度去耦合、对数递增FDA主瓣展宽较大和汉明窗加权FDA距离维旁瓣过高的问题, 在充分研究汉明窗加权的线性FDA(Hamming linear FDA, HL-FDA)方案的基础上, 对4种频偏方案的性能进行了分析, 提出采用FDA多输入多输出结构代替传统的一维均匀线性FDA结构, 通过结合最小方差无失真响应(minimum variance distortion free respinse, MVDR)准则, 将HL-FDA应用到MVDR自适应波束形成层面, 对平台外干扰进行抑制。仿真验证了HL-FDA在结合MVDR自适应波束形成算法后能有效地对抗距离-角度二维平台外干扰。     

草麻黄提取物对小菜蛾的生物活性研究

研究草麻黄提取产物对小菜蛾生物活性的影响.结果表明,当提取液处理浓度为500g/L时,氯仿、甲醇、乙醇、丙酮和石油醚的提取物可引起小菜蛾幼虫死亡,其死亡率分别为82%,64%,62%,48%,46%,且都随提取物浓度的降低而减小;5种溶剂的提取物对小菜蛾的卵都具有一定的毒杀作用,作用最强的为高浓度(500g/L)的氯仿提取物;卵的孵化率随提取物浓度的升高而显著降低,提取物对小菜蛾的初孵幼虫具有一定的杀死作用,当浓度为500g/L时,氯仿提取物可引起90%的小菜蛾初孵幼虫的死亡.