Backtesting portfolio value-at-risk with estimated portfolio weights

This article theoretically and empirically analyzes backtesting portfolio value-at-risk (VaR) with estimation risk in an intrinsically multi-variate framework. It particularly takes into account the estimation of portfolio weights in forecasting portfolio VaR and its impact on backtesting. It shows that the estimation risk from estimating portfolio weights and that from estimating the multi-variate dynamic model make the existing methods in a univariate framework inapplicable. It proposes a general theory to quantify estimation risk applicable to the present problem and suggests practitioners a simple but effective way to implement valid inference to overcome the effect of estimation risk in backtesting portfolio VaR. In particular, we apply our theory to the efficient mean-variance-skewness portfolio for a multi-variate generalized autoregressive conditional heteroscedasticity model with multi-variate general hyperbolic distributed innovations. Some Monte Carlo simulations and an empirical application demonstrate the merits of our method.     

化妆品功效评价(Ⅵ)——化妆品人体功效评价的实验设计

概述了化妆品人体功效评价实验设计的概念、基本要素和基本原则,介绍了常用实验设计类型和实验设计要点,提供了人体功效评价实验方案设计的思路,有助于提高研究者制定实验设计方案的水平。     

快速灵敏的LC-MS/MS法测定人血浆中阿莫西林并应用于两种制剂的一致性评价

目的: 建立快速灵敏的LC-MS/MS法测定人血浆中阿莫西林浓度，并用于两种阿莫西林胶囊的一致性评价。方法: 采用岛津公司LCMS-8060型LC-MS/MS仪，以MRM模式测定阿莫西林（m/z 366.00/114.00）的浓度，d4-阿莫西林作内标（m/z 370.10/114.05），离子源为ESI源。色谱柱选用Waters ACQUITY BEH C18（2.1×50 mm，1.7 μm），梯度洗脱。血浆样本加入内标，经甲醇沉淀蛋白后取上清液进样检测。结果: 所建方法经验证，其线性、准确度、精密度、最低定量限、提取回收率、特异性、基质效应、稳定性等各项指标均符合CFDA的指导原则及最新核查标准要求，并较文献报道中的方法有处理简单、灵敏度高、色谱峰形好的优点。结论: 所建方法快速、灵敏，适用于人血浆中阿莫西林浓度的检测。用于一致性评价的样本实测，两种制剂生物等效。     

An interpretative structural modeling based network reconfiguration strategy for power systems

The network reconfiguration is an important stage of restoring a power system after a complete blackout or a local outage. Reasonable planning of the network reconfiguration procedure is essential for rapidly restoring the power system concerned. An approach for evaluating the importance of a line is first proposed based on the line contraction concept. Then, the interpretative structural modeling (ISM) is employed to analyze the relationship among the factors having impacts on the network reconfiguration. The security and speediness of restoring generating units are considered with priority, and a method is next proposed to select the generating unit to be restored by maximizing the restoration benefit with both the generation capacity of the restored generating unit and the importance of the line in the restoration path considered. Both the start-up sequence of generating units and the related restoration paths are optimized together in the proposed method, and in this way the shortcomings of separately solving these two issues in the existing methods are avoided. Finally, the New England 10-unit 39-bus power system and the Guangdong power system in South China are employed to demonstrate the basic features of the proposed method.     

Stability and cytotoxicity study of NiFe2O4 nanocomposites synthesized by co-precipitation and subsequent thermal annealing

In this article, NiFe₂O₄ nanoparticles (NPs) were prepared by co-precipitation method with subsequent thermal annealing leading to obtainment NPs with average sizes of 78 nm. Structure and magnetic analysis were performed by X-ray diffraction, transmission electron microscopy, Mössbauer spectroscopy and vibrating sample magnetometry techniques. Stability of NiFe₂O₄ NPs was evaluated in PBS solution during 20 days. The toxicity of prepared NPs was evaluated in vitro using different cancer cell lines: HeLa (cervical cancer cell), PC-3 (prostate cancer cell). Fibroblasts like cells of L929 obtained from subcutaneous adipose tissue of mouse were used as normal cells. Results indicate successful synthesis of NiFe₂O₄ NPs that exhibit low cytotoxicity in concentration range from 1 to 100 μg/ml. Presented physical and biological results indicate the possibility of application investigated magnetic nanoparticles in hyperthermia, targeted drug delivery, magnetic resonance imaging or cell separation.     

Physics‐based spectral sharpening through filter‐chart calibration

The spectral overlap of color‐sampling filters increases errors when using a diagonal matrix transform, for color correction and reduces color distinction. Spectral sharpening is a transformation of colors that was introduced to reduce color‐constancy errors when the colors are collected through spectrally overlapping filters. The earlier color‐constancy methods improved color precision when the illuminant color is changed, but they overlooked the color distinction. In this article, we introduce a new spectral sharpening technique that has a good compromise of color precision and distinction, based on real physical constraints. The spectral overlap is measured through observing a gray reference chart with a set of real and spectrally disjoint filters selected by the user. The new sharpening method enables to sharpen colors obtained by a sensor without knowing the camera response functions. Experiments with real images showed that the colors sharpened by the new method have good levels of color precision and distinction as well. The color‐constancy performance is compared with the data‐based sharpening method in terms of both precision and distinction. © 2014 Wiley Periodicals, Inc. Col Res Appl, 40, 564–576, 2015     

药用辅料对CYP3A活性的影响及其对仿制药质量和疗效一致性评价的指导作用

药物制剂的处方和工艺是保证药物质量和疗效的基础，药用辅料是药物制剂处方的重要组成部分。部分药用辅料可影响CYP3A的活性，继而可能影响其底物在体内的代谢和生物利用度。在中国和美国，相对生物利用度是仿制药研究的关键内容。我国正在推进仿制药质量和疗效一致性评价。因此，了解药用辅料对CYP3A的影响及其对一致性评价的指导作用具有十分重要的现实意义。     

Cloud based cyber-physical systems: Network evaluation study

In recent years, the Industry 4.0 concept brings new demands and trends in different areas; one of them is distributing computational power to the cloud. This concept also introduced the Reference Architectural Model for Industry 4.0 (RAMI 4.0). The efficiency of data communications within the RAMI 4.0 model is a critical issue. Aiming to evaluate the efficiency of data communication in the Cloud Based Cyber-Physical Systems (CB-CPS), this study analyzes the periods and data amount required to communicate with individual hierarchy levels of the RAMI 4.0 model. The evaluation of the network properties of the communication protocols eligible for CB-CPS is presented. The network properties to different cloud providers and data centers’ locations have been measured and interpreted. To test the findings, an architecture for cloud control of laboratory model was proposed. It was found that the time of the day; the day of the week; and data center utilization have a negligible impact on latency. The most significant impact lies in the data center distance and the speed of the communication channel. Moreover, the communication protocol also has impact on the latency. The feasibility of controlling each level of RAMI 4.0 through cloud services was investigated. Experimental results showed that control is possible in many solutions, but these solutions mostly cannot depend just on cloud services. The intelligence on the edge of the network will play a significant role. The main contribution is a thorough evaluation of different cloud providers, locations, and communication protocols to provide recommendations sufficient for different levels of the RAMI 4.0 architecture.     

基于感知评价的Internet语音终端流量控制

分析了影响因特网语音通信质量的主要因素，根据实时传输控制协议计算延迟、丢包率等网络参数，并利用RBF神经网络将参数映射为语音质量评分，根据评分值的变化动态地调整语音终端的编码速率，在保证一定语音质量的同时，缓解网络拥塞。实验证明了该方法的有效性。