Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy

Computational Economics - Arbitrage opportunity exploration is important to ensure the profitability of statistical arbitrage. Prior studies that concentrate on cointegration model and other...     

The impact of industrial agglomeration on industrial pollutant emission: evidence from China under New Normal

The purpose of this study is to analyze the environmental pollution effects elicited by industrial agglomeration and to devise necessary changes before and after China going into the New Normal, a contemporary phase of less rapid but more sustainable economic development. An empirical model is constructed based on the Copeland–Taylor model, and empirical research is conducted using statistical panel data derived from 285 Chinese cities between 2003 and 2014. To study the relationship between industrial agglomeration and industrial pollutant emission both before and after the ‘New Normal,’ the sample data are divided into two time periods: 2003–2008 and 2009–2014. Estimated results are as follows. First, industrial agglomeration exacerbates industrial pollution levels overall although the negative environmental effect of industrial agglomeration is weakened following China’s entry into the New Normal phase of economy. Second, both the interaction term of industrial agglomeration and foreign direct investment (FDI) and the interaction term of industrial agglomeration and environmental regulation are negatively related to industrial agglomeration. These findings indicate that FDI and environmental regulation can indirectly reduce industrial pollutant emissions by way of industrial agglomeration.     

Detwinning through migration of twin boundaries in nanotwinned Cu films under in situ ion irradiation

The mechanism of radiation-induced detwinning is different from that of deformation detwinning as the former is dominated by supersaturated radiation-induced defects while the latter is usually triggered by global stress. In situ Kr ion irradiation was performed to study the detwinning mechanism of nanotwinned Cu films with various twin thicknesses. Two types of incoherent twin boundaries (ITBs), so-called fixed ITBs and free ITBs, are characterized based on their structural features, and the difference in their migration behavior is investigated. It is observed that detwinning during radiation is attributed to the frequent migration of free ITBs, while the migration of fixed ITBs is absent. Statistics shows that the migration distance of free ITBs is thickness and dose dependent. Potential migration mechanisms are discussed.     

Monitoring the Dynamic Process of Formation of Plasmonic Molecular Junctions during Single Nanoparticle Collisions

The capability to study the dynamic formation of plasmonic molecular junction is of fundamental importance, and it will provide new insights into molecular electronics/plasmonics, single‐entity electrochemistry, and nanooptoelectronics. Here, a facile method to form plasmonic molecular junctions is reported by utilizing single gold nanoparticle (NP) collision events at a highly curved gold nanoelectrode modified with a self‐assembled monolayer. By using time‐resolved electrochemical current measurement and surface‐enhanced Raman scattering spectroscopy, the current changes and the evolution of interfacial chemical bonding are successfully observed in the newly formed molecular tunnel junctions during and after the gold NP “hit‐n‐stay” and “hit‐n‐run” collision events. The results lead to an in‐depth understanding of the single NP motion and the associated molecular level changes during the formation of the plasmonic molecular junctions in a single NP collision event. This method also provides a new platform to study molecular changes at the single molecule level during electron transport in a dynamic molecular tunnel junction.     

A Two‐Stage Annealing Strategy for Crystallization Control of CH3NH3PbI3 Films toward Highly Reproducible Perovskite Solar Cells

The solvent‐engineering method is widely used to fabricate top‐performing perovskite solar cells, which, however, usually exhibit inferior reproducibility. Herein, a two‐stage annealing (TSA) strategy is demonstrated for processing of perovskite films, namely, annealing the intermediate phase at 60 °C for the first stage then at 100 °C for the second stage. Compared to conventional direct annealing temperature (DHA) at 100 °C, using this strategy, MAPbI₃ films become more controllable, leading to superior film uniformity and device reproducibility with the champion device efficiency reaching 19.8%. More specifically, the coefficient of variation of efficiency for 49 cells is reduced to 5.9%, compared to 9.8% for that using DHA. The TSA process is carefully studied using Fourier transform infrared spectroscopy, X‐ray diffraction, and UV–vis absorption spectroscopy. It is found that in comparison with DHA the formation of hydrogen bonding and crystallization of perovskite are much slower and can be better controlled when using TSA. The improvements in film uniformity and device reproducibility are attributed to: 1) controllable MAPbI₃ crystal growth stemming from the progressive formation of hydrogen bonding between methylammonium and halide; 2) suppression of intermediate phase film dewetting, which is believed to be due to its decreased mobility at the initial low‐temperature annealing stage.     

In-situ synthesis of TiO2 nanostructures on Ti foil for enhanced and stable photocatalytic performance

TiO_2 nanostructures with strong interfacial adhesion and diverse morphologies have been in-situ grown on Ti foil substrate through a multiple-step method based on conventional plasma electrolytic oxidation(PEO) technology, hydrothermal reaction and ion exchange process. The PEO process is critical to the formation of TiO_2 seeding layer for the nucleation of Na_2Ti_3O_7 and H_2Ti_3O_7 mediates that are strongly attached to the Ti foil. An ion exchange reaction can finally lead to the formation of H_2Ti_3O_7 nanostructures with diverse morphologies and the calcination process can turn the H_2Ti_3O_7 nanostructures into TiO_2 nanostructures with enhanced crystallinity. The morphology of the TiO_2 nanostructures including nanoparticles(NP), nanowhiskers(NWK), nanowires(NW) and nanosheets(NS) can be easily tailored by controlling the NaOH concentration and reaction time during hydrothermal process. The morphology, composition and optical properties of TiO_2 photocatalysts were analyzed using scanning electron microscope(SEM), X-ray diffraction(XRD), photoluminescence(PL) spectroscopy and UV–vis absorption spectrum. Photocatalytic tests indicate that the TiO_2 nanosheets calcined at 500?C show good crystallization and the best capability of decomposing organic pollutants. The decoration of Ag cocatalyst can further improve the photocatalytic performance of the TiO_2 nanosheets as a result of the enhanced charger separation efficiency. Cyclic photocatalytic test using TiO_2 nanostructures grown on Ti foil substrate demonstrates the superior stability in the photodegradation of organic pollutant, suggesting the promising potential of in-situ growth technology for industrial application.     

Large capacitance and fast polarization response of thin electrolyte dielectrics by spin coating for two-dimensional MoS2 devices

Nano Research - A spin-coating method was applied to obtain thinner and smoother PEO/LiClO4 polymer electrolyte films (EFs) with a lower level of crystallization than those obtained using a...