Forecasting High‐Frequency Risk Measures

This article proposes intraday high‐frequency risk (HFR) measures for market risk in the case of irregularly spaced high‐frequency data. In this context, we distinguish three concepts of value‐at‐risk (VaR): the total VaR, the marginal (or per‐time‐unit) VaR and the instantaneous VaR. Since the market risk is obviously related to the duration between two consecutive trades, these measures are completed with a duration risk measure, i.e. the time‐at‐risk (TaR). We propose a forecasting procedure for VaR and TaR for each trade or other market microstructure event. Subsequently, we perform a backtesting procedure specifically designed to assess the validity of the VaR and TaR forecasts on irregularly spaced data. The performance of the HFR measure is illustrated in an empirical application for two stocks (Bank of America and Microsoft) and an exchange‐traded fund based on Standard & Poor's 500 index. We show that the intraday HFR forecasts capture accurately the volatility and duration dynamics for these three assets. Copyright © 2015 John Wiley & Sons, Ltd.     

增升装置中的流动控制技术

阐述了襟翼涡流发生器、主翼后缘偏折技术、Zhu’s襟翼、自激励运动襟翼、零质量射流、等离子体技术以及动力增升等各类主动控制技术的工作原理及其增升效果分析和具体应用情况.结果表明,这些流动控制新技术对于进一步提高民用飞机的增升效果具有巨大的潜力.     

自由代数F_m的E(n)-模代数的证明

对任一个m×n矩阵Γ∈Mm×n(k),给出E(n)在m个变量的自由代数Fm上有一个作用,证明了该作用使得自由代数Fm成为一个E(n)-模代数.     

Transient pressure analysis for the reactor core and containment of a HTGR after a primary loop pressure boundary break accident

The pressure variances in the reactor core and containment of a High Temperature Gas-cooled Reactor (HTGR) after a primary loop pressure boundary break accident determine the structural integrity and safety of the reactor. Based on mass conservation, energy conservation and state equations, explicit formulae for the transient pressure and temperature variances in the pressure vessels were deduced, and a set of differential equations for the transient pressure and temperature variances in the containment were developed. Numerical simulation was also conducted to investigate the transient pressure and temperature variances in the pressure vessels and containment. The results show that energy transformation due to expansion work cannot be neglected. The maximum pressure in the containment could increase by 40 percent due to blockage caused by air in the containment. Detailed numerical simulations of the transient pressure and temperature variance in the reactor core flow passages were also conducted. The results show that the pressures acting on the reactor core and containment are below acceptable values.     

高新区管委会在安全生产与创建本质安全型城市中的作用

针对高新区管委会在安全生产与创建本质安全型城市中的作用,论述了企业落实安全生产主体责任、抓好安全生产基础工作、深化安全教育和注重隐患整改与治理等几个方面的问题,提出了针对性的建议。     

广义BabyTKK代数的Boson-fermion场下的不可约模

研究对应于欧式空间中最小（非格）半格S的babyTKK李代数^g（T（S））的泛中心扩张广义babyTKK代数^g（T（S））的一类boson-fenmion场下的不可约表示，这里T（S）为半格S∈R^υ（υ=2）上的Jordan代数。     

浅谈高校实验室文档资料的管理

该文从实验室各类文档资料的管理角度，并结合自己的实验室工作情况，阐述了高等院校实验室文档资料管理的现状，同时提出改进的方案和具体措施，对实验室管理水平的提高有一定的促进作用。     

基于神经网络技术自动筛选Monastrol抑制剂的算法研究

带自动荧光显微镜的HCS（high content screening）系统是一种新兴的显微摄影、筛选和处理系统.HCS系统在摄影过程中会产生大量数据,人工筛选和识别费时费力.本文为了进行Monastrol抑制剂的筛选,基于前馈式神经网络技术研究了一种对HCS系统摄影的大量细胞同时进行特征提取和细胞显型识别的自动算法.在得到各个通道分离的图像后,对不同通道图像进行并行预处理,并采用神经网络和逻辑运算相结合的算法进行处理.我们将该方法运用于Monastrol抑制剂的筛选中,并将结果与人工识别结果进行分析比较.相比较前人提出的multi-phenotypic mitotic analysis（MMA）算法自动识别的正确率得以提高,可更好评估抗癌药剂效用.     

高阶复域微分方程解取小函数的收敛指数

研究了亚纯函数系数的高阶复域微分方程的解取小函数的点的收敛指数,得到了方程的解取小函数的点的收敛指数的精确估计.     

离石区玉米高产创建展示措施与体会

离石区通过实施玉米高产创建示范展示,实现了玉米产量持续高产。