风险管理的CVaR方法及其简化模型

VaR模型度量的是在某一置信水平下,资产损失的最高期望值,但是它没有指明一旦超过了这个期望值,资产的损失究竟是多少。1997年出现的CVaR模型弥补了这个缺陷。如果以f(x,y)表示投资组合的损益函数,其中x为资产的比例向量,y表示市场随机因素,则CVaR考察的是在f(x,y)超过了VaR值时,f(x,y)的量度问题。这种方法的一个优越之处在于,最终的求解可以转化为线性规划问题,从而具有良好的操作性,而且问题的结论不仅包含了CVaR的大小,同时也可以求出资产的VaR值以及资产组合的最佳比例。     

减少化验次数的一个优化模型

依据数学理论证明在一定条件下，可以减少化验次数；并给出了选择方法；建立了一个减少化验次数的优化模型。     

甘薯珠心细胞衰退过程的超微结构研究

阐述了甘薯珠心细胞衰退过程中的超微结构变化。发育成熟的珠心细胞，随着胚囊的发育和扩展以不同的方式衰退。在细胞质原位自溶方式，细胞质中的核糖核蛋白体密度迅速下降；细胞中可见许多被溶解的细胞组分的碎片；细胞核的染色质团块逐渐减少，核膜消失。最后在细胞中仅剩下细胞核和淀粉粒残体。在内质网对细胞质的吞噬和分隔方式中，同心环状和平行叠置的粗糙内质网大量增生，同时槽库膨大，并对细胞质组分进行分隔和吞噬；内质网膜膨大、断裂、分解，核糖体仍然存在，原生质体对电子染料的亲和性增强；接着质膜、液泡膜消失，原生质变为电子致密的物质。     

两个组合恒等式的概率证明

给出了两个组合恒等式的概率证明，扩展了已知的结果。     

Method for Risky Multiobjective Group Decision-Making and Its Application

The multiobjective group decision-making problem under risk is common in reality. This paper focuses on the study about risky multiobjective group decision-making problem where the index value is not certain. We give indexes classifying method and index normalizing formula of this type problem. By building objective function that minimizes general weighted distance from every alternative to the relatively best and worst alternative, the optimal membership degree of every decision-maker to every alternative can be obtained, and by building another objective function that minimizes general weighted distance from the optimal membership degree of every decision-maker to every alternative to the group optimal alternative and the group inferior alternative, the optimal membership degree of every decision-maker to every alternative can be obtained, which are both based on probability theory and fuzzy theory. Aftermost a model is established which collects group preferences. This method provides a new idea and     

激光开槽、埋槽电极硅太阳电池

报道一种新颖的激光开槽、埋槽电极硅太阳电池的结构、工艺流程及其研制结果。在ＡＭ１．５，２５℃，１００ｍＷ／ｃｍ２的条件下，以面积为４５ｃｍ３的３６片硅片研制的硅太阳电池的输出参数的平均值为ＪＳＣ＝３６．１ｍＡ／ｃｍ２，Ｖ∞＝６３３ｍＶ，Ｆ．Ｆ．＝０．７９８，η＝１８．２３％，最后分析了种高性能硅太阳电池的设计特点。     

Isolation and purification of BVⅠ-2H from bee venom and analysis of its biological action

The medical use of bee venom for rheumatoid arthritis ( RA ) has a very long tradition. In this study, isolation and purification of polypeptides from bee venom were carried out on sephadex chromatography, heparin sepharose CL-6B chromatography and HPLC. Several fractions were extracted, and their effects on activation of splenocyte and THP-1 cell were studied. The inhibitory fraction was selected for further studies. Finally, BVⅠ-2H that the HPLC elution profiles was a single peak was isolated by C8 column. ESI- MS detection results showed that BVⅠ-2H was a fraction of bee venom, and the molecular weight of the major component was 644.8. BVⅠ-2H could inhibit ConA-induced splenocyte proliferation, IL-1 production and interfere with splenocyte cycle in mice. Moreover, BVⅠ-2H could inhibit PMA-induced TNFα production in THP-1 cells, which was due to its inhibitory effects on TNFα mRNA expression and protein phosphorylation of IκBα. Our studies indicated that BVⅠ-2H was one of the anti-inflammatory components of bee venom.     

一种考虑补偿信用风险资本要求的算法

基于现行法定资本体制不考虑信用投资组合的多样化和限制空头信用风险头寸的补偿能力，设计了一种考虑补偿的信用风险资本要求的计算方法．该算法根据信用等级决定风险权重，可以更精确地测定信用风险资本．采用期限分段方法建立一个期间结构，区分当前和远期信用风险，考虑多头与空头信用风险头寸间的补偿．     

器官发育及细胞程序化死亡的基因调节研究

用线虫实验模型系统研究调节器官发育及细胞程序化死亡的基因，且发现这种基因在人体中也存在，这一成果获得了2002年诺贝尔生理学医学奖。“程序性细胞死亡”机理的发现为艾滋病、肿瘤和癌症等疾病的治疗提供了寻找新方法的可能，将在人类战胜疾病过程中发挥重要作用。     

基于改进等分节点法的启发式布局算法

针对集成电路标准单元模式的布局问题，提出了一个全新的基于改进等分节点法的启发式标准单元布局算法(TETP)，该算法在优化布局过程中采用改进的等分节点法寻找单元目标位置，同时结合局部寻优的启发式算法，对MCNC(Microelectronics Centre of North-Carolina)标准单元测试电路进行实验。结果表明，与布局工具Timber Wolf7．0和FengShui相比，电路布局的总线长度分别平均减少了16％和17％。