基于联合违约概率的资产组合投资优化方法

投资组合的资产联合违约概率(joint,probability of default,JPoD)是一种有效的系统风险测度工具.基于JPoD分析,提出了一种新的资产组合选择优化方法,即通过计算资产池中每两种资产的JPoD值得到JPoD矩阵,利用遍历算法逐次筛选,得出具有最小系统风险的多资产组合.实证分析首先利用2014 2015年的上证综指和深证成指数据验证了JPoD方法的有效性;其次,分别利用中国股票市场数据和美国股票市场数据将所提出的资产组合选择方法与马科维茨均值-方差组合理论、随机组合方法进行比较,结果表明无论是在中国股票市场还是美国股票市场,JPoD方法都明显优于其他两种方法.     

集成电路设计产业产品创新趋势研究——国际片上系统（SOC）IP核发展现状及对策分析

基于国际集成电路设计产业的分析，系统阐述了国际SOCIP核的发展状况，指出SOC设计将是集成电路设计企业技术创新的发展方向。提出了一些国际SOCIP核发展的对策，包括口核标准化、SOC技术平台开发及加强与Foundry的合作。     

星星草种群地上生物量形成规律的数学拟合

在松嫩盐碱草地上，我们对人工种植在碱斑土壤上生长一年、二年、三年、六星星草坪以及野生的天然星星草地中的星星草种群地上生物量的季节动态进行了测定，并进行数学拟合。用Ｌｏｇｉｓｔｉｃ曲线拟合时，抽穗期以前拟合情况较好，但不能很好地拟合星星草种群大生物量后衰老的过程。用一元多次曲线则能很好地拟合星星草种群地上生物量随生育时间的季节动态。     

Chemical basis of pupal cannibalism in a caterpillar (Utetheisa ornatrix).

The moth Utetheisa ornatrix derives protection against predation from systemic pyrrolizidine alkaloids (PAs) that it sequesters as a larva from its foodplants (Leguminosae, Crotalaria spp.). We here show, in laboratory tests, that Utetheisa deficient in body PA can make up for the chemical shortfall by cannibalizing pupae. We present evidence indicating that cannibalism in larvae is elicited not by hunger, but possibly by PA deficiency itself, and that in making cannibalistic choices larvae prefer PA-containing over PA-free pupae. PAs themselves, either in crystalline form or as additives to food items, proved phagostimulatory to larvae. In nature Utetheisa tend to pupate away from their foodplant, essentially out of reach of larval attack. The threat of cannibalism may have contributed to the evolution of this pupation behavior.     

Probing met repressor-operator recognition in solution.

The three-dimensional crystal structure of the Escherichia coli methionine repressor, MetJ, complexed with a DNA operator fragment is described in an accompanying article. The complex exhibits several novel features of DNA-protein interaction. DNA sequence recognition is achieved largely by hydrogen-bond contacts between the bases and amino-acid side chains located on a beta-ribbon, a mode of recognition previously hypothesized on the basis of modelling of idealized beta-strands and DNA, and mutagenesis of the Salmonella phage P22 repressors Arc and Mnt. The complex comprises a pair of MetJ repressor dimers which bind to adjacent met-box sites on the DNA, and contact each other by means of a pair of antiparallel alpha-helices. Here we assess the importance of these contacts, and also of contacts that would be made between the C-helices of the protein and DNA in a previous model of the complex, by studying mutations aimed at disrupting them. The role of the carboxy-terminal helix face in operator binding was unclear, but we demonstrate that recognition of operator sequences occurs through side chains in the beta-strand motif and that dimer-dimer interactions are required for effective repression.     

Overcompensation and population cycles in an ungulate.

Although theoretical studies show that overcompensatory density-dependent mechanisms can potentially generate regular or chaotic fluctuations in animal numbers, the majority of realistic single-species models of invertebrate populations are not overcompensatory enough to cause sustained population cycles. The possibility that overcompensation may generate cycles or chaos in vertebrate populations has seldom been considered. Here we show that highly overcompensatng density-dependent mortality can generate recurrent population crashes consistent with those observed in a naturally limited population of Soay sheep. The observed interval of three or more years between crashes points to sharp 'focusing' of mortality over a narrow range of population density.