Trading a mean-reverting asset: Buy low and sell high

This paper is concerned with an optimal trading (buy and sell) rule. The underlying asset price is governed by a mean-reverting model. The objective is to buy and sell the asset so as to maximize the overall return. Slippage cost is imposed on each transaction. The associated HJB equations (quasi-variational inequalities) are used to characterize the value functions. It is shown that the solution to the original optimal stopping problem can be obtained by solving two quasi-algebraic equations. Sufficient conditions are given in the form of a verification theorem. A numerical example is reported to demonstrate the results.     

一种计及频率偏移的谐波与邻近间谐波估计方法

新能源大规模并网会诱导电力信号中出现关于基波/谐波对称的邻近间谐波对或单个邻近间谐波。对信号中各频率成分进行参数估计时,往往需要获知邻近间谐波的类型以构建准确的计算模型。而当电网频率偏离额定值时,频谱泄露干扰将使该要求难以实现。为此,本文提出一种在频率偏移时依然有效的邻近间谐波类型判据及基于此判据的谐波与邻近间谐波参数估计方法。首先,通过分析频率偏移与泄露谱线的映射关系,抑制基波与谐波的频谱泄露以提取邻近间谐波谱线;然后,通过对比不同类型邻近间谐波的频谱差异,提出利用谱线比值作为邻近间谐波类型判据;最后,基于邻近间谐波类型信息,构建邻近间谐波谱线方程以精准估计谐波及邻近间谐波参数。本文所提方法在频率偏移时仍能准确判断邻近间谐波的类型,并能实现更精准的参数估计,仿真验证了本文方法的准确性。     

基于空间矢量复合判断指标的变电站动力电缆漏电检测算法

为提高变电站长段动力电缆漏电监测水平,提出了一种基于空间矢量复合判据的变电站长段动力电缆漏电检测算法。首先对现有方法中无法检测三相漏电故障的问题进行了分析。然后,引入空间矢量的概念,将剩余电流数据转换为空间矢量圆,提出了剩余电流差流、A相漏电流以及空间矢量圆半径变化率3个漏电状态判断指标。并建立了针对电缆不平衡漏电及三相漏电故障的类型判断机制,实现了对长段动力电缆漏电状态及类型的准确检测。最后,通过仿真及江苏电网某500 kV变电站实际数据对所提方法的有效性与优越性进行验证。结果表明,该方法能够准确实现对不平衡漏电故障、故障演变过程以及三相漏电故障的判断,丰富了电缆漏电故障的诊断信息,有效提高了对变电站漏电问题的分析处理效率。     

In Situ Polymerizing Internal Encapsulation Strategy Enables Stable Perovskite Solar Cells toward Lead Leakage Suppression

Despite the outstanding power conversion efficiency (PCE) of perovskite solar cells (PSCs) achieved over the years, unsatisfactory stability and lead toxicity remain obstacles that limit their competitiveness and large-scale practical deployment. In this study, in situ polymerizing internal encapsulation (IPIE) is developed as a holistic approach to overcome these challenges. The uniform polymer internal package layer constructed by thermally triggered cross-linkable monomers not only solidifies the ionic perovskite crystalline by strong electron-withdrawing/donating chemical sites, but also acts as a water penetration and ion migration barrier to prolong shelf life under harsh environments. The optimized MAPbI₃ and FAPbI₃ devices with IPIE treatment yield impressive efficiencies of 22.29% and 24.12%, respectively, accompanied by remarkably enhanced environmental and mechanical stabilities. In addition, toxic water-soluble lead leakage is minimized by the synergetic effect of the physical encapsulation wall and chemical chelation conferred by the IPIE. Hence, this strategy provides a feasible route for preparing efficient, stable, and eco-friendly PSCs.     

CBAC4C: conflict-based VM isolation control for cloud computing

For businesses to benefit from the many opportunities of cloud computing, they must first address a number of security challenges, such as the potential leakage of confidential data to unintended third parties. An inter-VM (where VM is virtual machine) attack, also known as cross-VM attack, is one threat through which cloud-hosted confidential data could be leaked to unintended third parties. An inter-VM attack exploits vulnerabilities between co-resident guest VMs that share the same cloud infrastructure. In an attempt to stop such an attack, this paper uses the principles of logical analysis to model a solution that provides physical separation of VMs belonging to conflicting tenants based on their levels of conflict. The derived mathematical model is founded on scientific principles and implemented using four conflict-aware VM placement algorithms. The resultant algorithms consider a tenant's risk appetite and cost implications. The model offers guidance to VM placement and is validated using a proof of concept. A cloud simulation tool was used to test and evaluate the effectiveness and efficiency of the model. The findings reflect that the introduction of the proposed model introduced a time lag in the time it took to place VM instances. On top of this, it was also discovered that the number and size of the VM instances has an effect on the VM placement performance. The findings further illustrate that the conflict tolerance level of a VM has a direct impact on the time it took to place.     

衬底偏压对反应磁控共溅射 Y∶HfO2薄膜电学性能的影响

作为微电子器件中最具发展前景的高介电薄膜材料,HfO₂薄膜得到了学者们的广泛研究。低漏电流是HfO₂薄膜使器件获得优良性能的前提,但易受晶粒尺寸、氧空位和粗糙度等因素影响。针对反应磁控溅射所得薄膜表面粗糙度高及漏电流密度大等缺点,本文在溅射过程中通过在衬底施加偏压的方法降低了HfO₂薄膜的漏电流密度。结果表明：通过在衬底施加适当的偏压使得Y掺杂HfO₂(Y∶HfO₂)薄膜的漏电流密度降低到8×10^-8 A/cm²。漏电流密度的变化与薄膜粗糙度和晶粒尺寸有关,而薄膜粗糙度和晶粒尺寸主要受衬底偏压的影响,但衬底偏压对薄膜物相的影响可以忽略。通过施加衬底偏压,利用反应磁控溅射方法制备了低漏电流和高k值Y∶HfO₂薄膜,可为高性能器件的制备提供基础。     

从法律视角看网络泄密

随着互联网用户的剧增,网络安全成为困扰中国互联网健康发展的重要问题之一。与此同时,日趋严重的网络泄密问题已逐渐成为与黑客入侵、病毒袭击、垃圾邮件、流氓插件并行的第五大网络安全隐患．从法律角度来看,网路泄密实质上是对网络隐私权的侵犯,笔者通过对网路隐私权的分析,从现行法律制度与未来法律制度来解读网络泄密。     

一种信息泄漏的新方式及其应对策略

文章基于验证和解决信息设备内存储器存在的信息安全泄漏隐患,提出了内存储器信息泄漏概念并对内存储器存在信息泄漏的原因做了介绍。实测发现现有内存储器存在信息泄漏状况,基于此,该文提出了基于公共信息网和文件型恶意代码窃取的内存储器信息泄漏方式并完成了实测过程,文章结论对于信息安全保密领域的内存储器信息泄漏隐患防护具有重要意义,尤其适用于安全隔离和信息交换等信息系统领域,具有较广泛的应用前景和重大的社会意义。     

基于FPGA的谐波检测装置设计

利用现场可编程门阵列(FPGA)运算速度快、效率高的特点,使用FIR硬件IP核实现前置线性相位低通滤波通道,使用FFT硬件IP核实现加窗插值修正FFT算法,设计针对电力系统的高次谐波检测装置。     

电容式水分仪的研制

介绍了基于单片式电容传感器的电容式水分仪,可实现对被测对象的无损检测。主要用于地暖供热管道渗漏和建筑物渗漏的检测。描述了水分测量系统的测量原理、硬件结构,以及软件设计结构。实践表明,该水分仪具有较高的准确性和应用推广价值。