Influence of solvent characteristics in triaxial electrospun fiber formation

Triaxial electrospinning is a novel method for fabrication of multilayered nano and microsize fibers with desirable features for particular applications. Since the effect of solvent volatilities in each layer and relative polymer molecular weights on uniform encapsulation of the core polymer process is not well understood, we evaluated (i) the role of solvent volatilities, and (ii) molecular weights using cellulose acetate (CA, 30 kDa), polycaprolactone (PCL, 45 kDa and 80 kDa), mineral oil, and polyvinyl alcohol (PVA, 30 kDa and 100 kDa). Different solvent mixtures were evaluated based on the boiling points determined using a simulator. Inner mineral oil was selectively removed to form Hollow fibers. Analysis of chemical compositions using FT-IR and DSC revealed the presence of each component. 24-h viability of human umbilical vein endothelial cells indicated the formed fibers were not toxic. Scanning electron micrographs indicated the formation of triaxial structured fiber of outer hydrophobic PCL/CA/Hollow, PCL/PVA/Hollow and outer hydrophilic CA/PCL/Hollow fibers. Tensile tests (both wet and dry) revealed that PCL/CA/Hollow fibers had increased stiffness and load carrying capacity than CA/PCL/Hollow fibers. Successful fiber formation was dependent on ensuring that the outer shell formed first i.e., the relative solvent volatility of encapsulating core polymer to lower than that of the shell polymer.     

基于需求价格弹性的电价交叉补贴理论问题研究

妥善处理电价交叉补贴是推进电力体制改革的关键问题。为深入分析电价交叉补贴的影响机理,将需求价格弹性纳入电价交叉补贴的理论模型,提出了基于“开口”形态的电价交叉补贴分类标准。研究发现：相对于地区间交叉补贴,不同用户间电价交叉补贴对我国电价的扭曲更为严重;“普惠制”和“助推物价”两个特征导致了中国电价交叉补贴的效益“溢出”问题。为准确把握处理电价交叉补贴的关键问题提供了理论支撑。     

中国房价涨势的需求拉动和溢出效应研究

基于 2006~2016 年中国 30 个省市的房价面板数据,运用固定效应模型和分位数回归从整体和局部的视角来探讨房价波动的影响因素。研究结果表明:从整体来看,收入和房价溢出水平拉动房价上涨的特征较为明显;在东部地区,人口因素对房价波动的正向影响强于其他因素;在中部地区,建设成本和房价溢出因素的变动对房价波动的影响最大;在西部地区,人口因素和房价溢出因素对房价涨势的影响最为显著。研究认为,应坚持贯彻“房子是用来住的,不是用来炒的”理念,遏制房地产的投机行为,使住房逐步恢复到原有的“居住”属性。     

基于灰色马尔科夫模型预测金融波动

引入灰色模型和符号时间序列分析方法,与马尔科夫模型方法相结合,提出了一种新的预测金融波动的方法。首先将波动序列符号化,然后建立灰色马尔科夫模型,不仅能减小影响预测精度的误差,而且能利用马尔科夫模型来调整误差,使结果更加精准。采用上海证券交易所综合指数2007--2010年间隔为5分钟的高频数据为样本,对已实现波动序列进行实证分析,成功预测了下一时点波动值所处的区间,并验证了该方法的可行性和有效性。     

Forecasting financial time series volatility using Particle Swarm Optimization trained Quantile Regression Neural Network

Accurate forecasting of volatility from financial time series is paramount in financial decision making. This paper presents a novel, Particle Swarm Optimization (PSO)-trained Quantile Regression Neural Network namely PSOQRNN, to forecast volatility from financial time series. We compared the effectiveness of PSOQRNN with that of the traditional volatility forecasting models, i.e., Generalized Autoregressive Conditional Heteroskedasticity (GARCH) and three Artificial Neural Networks (ANNs) including Multi-Layer Perceptron (MLP), General Regression Neural Network (GRNN), Group Method of Data Handling (GMDH), Random Forest (RF) and two Quantile Regression (QR)-based hybrids including Quantile Regression Neural Network (QRNN) and Quantile Regression Random Forest (QRRF). The results indicate that the proposed PSOQRNN outperformed these models in terms of Mean Squared Error (MSE), on a majority of the eight financial time series including exchange rates of USD versus JPY, GBP, EUR and INR, Gold Price, Crude Oil Price, Standard and Poor 500 (S&P 500) Stock Index and NSE India Stock Index considered here. It was corroborated by the Diebold–Mariano test of statistical significance. It also performed well in terms of other important measures such as Directional Change Statistic (Dstat) and Theil's Inequality Coefficient. The superior performance of PSOQRNN can be attributed to the role played by PSO in obtaining the better solutions. Therefore, we conclude that the proposed PSOQRNN can be used as a viable alternative in forecasting volatility.     

中国股票市场波动性的实证分析

为了正确理解中国股票市场的波动性,采用无条件波动性估计方法和条件波动性模型对波动性进行度量和建模,并对中国股票市场长期波动性的特征进行动态分析和实证检验．结果表明：中国股票市场历史上确实存在较高的波动性,但是进入2000年以后波动性呈现逐年下降的趋势;较高的波动性总是出现在股市的上涨时期．而较低的波动性则出现在股市下跌时期,这种波动方式与成熟市场的波动方式存在显著差异;上海和深圳股票市场的波动性都表现出一定程度的时间依赖性和非对称性,其中深圳市场具有更显著的杠杆效应和波动性;上海市场的有效性要强于深圳市场,上海市场能够提供更高的风险溢价．     

FDI对物流业技术溢出效应的实证研究——以河南省为例

首先利用Malmquist指数方法测算物流业全要素生产率(TFP),并将其分解成技术进步指数与技术效率指数;然后利用脉冲响应函数和格兰杰检验分别动态模拟FDI对技术进步的影响程度,以及FDI与技术进步的因果关系.结果表明:FDI对物流业生产率的溢出机制主要是通过对技术进步的提升表征出来的;物流业FDI对技术进步的影响,其格兰杰检验不通过,说明外商直接投资在物流业的技术溢出效应不显著.     

Longitudinal spillover effects of conflict resolution styles between adolescent-parent relationships and adolescent friendships.

This study longitudinally investigated spillover effects of conflict resolution styles in adolescent-parent relationships and adolescent friendships. Questionnaires about conflict resolution styles with parents and best friends were completed by adolescents from two age cohorts: 559 early adolescents (mean age 13.4) and 327 middle adolescents (mean age 17.7). Path analyses on two waves, with a three-year interval, indicated that in the early-to-middle adolescent group positive problem solving and conflict engagement spilled over from adolescent-parent relationships to adolescent friendships and not from adolescent friendships to adolescent-parent relationships. In the middle-to-late adolescent group, we found bidirectional spillover effects for these two conflict resolution styles. For withdrawal, we found bidirectional spillover effects in both cohorts. This study showed that both parents and friends set the stage for exercising and learning conflict resolution styles and thereby shape adolescents' future conflict behavior. (PsycINFO Database Record (c) 2011 APA, all rights reserved)     

波动率服从马尔可夫链的期权定价

对服从马尔可夫链的波动率进行分析，通过二叉树方法计算美式期权的价值，避免复杂的随机波动率模型，改进了常数波动率的结果，获得与真实结果比较接近的数值解。     

HC-L200挥发性冲压油的研制及工业应用

HC-L200挥发性冲压油根据铝翅片冲压加工工艺的技术特点，选用加氢精制的窄馏份轻质油为基础油，添加特制的脂肪酸酯为润滑剂，以及复合防锈剂和自制的润湿剂等添加剂调和而成。经工业应用表明：研制油品完全能满足用户使用要求。