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.     

基于虚拟化技术的在线开放课程建设研究--以“常用工具软件”课程为例

随着互联网的迅猛发展,建设在线开放课程成为高职院校信息化教学改革的一个方向。首先通过分析国内外的在线课程现状,发现阻碍在线课程发展的共性问题;然后对"常用工具软件"课程现状进行深入调查、分析和研究,提出将虚拟化技术应用到课程建设中以解决网络教学遇到的问题;最后将研究结论应用到教学实践中,用于提升学生专业能力,提高教学效果。     

Numerical investigation of a multichannel reactor for syngas production by methanol steam reforming at various operating conditions

A novel multichannel reactor with a bifurcation inlet manifold, a rectangular outlet manifold, and sixteen parallel minichannels with commercial CuO/ZnO/Al₂O₃ catalyst for methanol steam reforming was numerically investigated in this paper. A three-dimensional numerical model was established to study the heat and mass transfer characteristics as well as the chemical reaction rates. The numerical model adopted the triple rate kinetic model of methanol steam reforming which can accurately calculate the consumption and generation of each species in the reactor. The effects of steam to carbon molar ratio, weight hourly space velocity, operating temperature and catalyst layer thickness on the methanol steam reforming performance were evaluated and discussed. The distributions of temperature, velocity, species concentration, and reaction rates in the reactor were obtained and analyzed to explain the mechanisms of different effects. It is suggested that the operating temperature of 548 K, steam to carbon ratio of 1.3, and weight hourly space velocity of 0.67 h⁻¹ are recommended operating conditions for methanol steam reforming by the novel multichannel reactor with catalyst fully packed in the parallel minichannels.     

超分子作用阻尼材料的动态力学模型修正

为提高飞机起落架载荷实测精度，以支柱式起落架结构为研究对象，探讨处理其载荷标定数据的工程方法。首先，对实际受载情况和单向加载工况标定数据的分析，挖掘出三向载荷、缓冲支柱压缩行程与应变码值间的数学关系，将预测的数学关系代入到多向工况的标定数据中，验证了它们的准确性;其次，根据两种标定数据回归方法，提出了对应使用的支柱式起落架载荷-应变标定方程的数学模型;最后，将两种标定方程代回到标定数据中，计算起落架三向载荷，所有反算载荷的误差均在可控范围内，表明标定方程满足精度要求。将标定方程代入实测数据中，实测曲线符合变化规律。该处理方法的应用能有力提高支柱式起落架的起飞-着陆载荷实测和载荷谱编制的准确度。     

多分量数据全波形反演在气藏检测中的关键问题——以苏里格气田为例

苏里格气田是中国典型的致密砂岩气藏，构造简单、平缓，横向非均质性强，有效储层与围岩声学特征差别小，地震响应不明显，常规地震监测方法预测难度大，但气田含气砂岩泊松比低，是地震气藏检测的有效参数。利用弹性全波形反演精度高和能处理复杂非均质介质的优势，反演地层拉梅常数、剪切模量和密度，并计算泊松比，从而进行气藏预测。重点阐述了苏里格气田多分量数据全波形反演初始模型建模、先验模型建模和地震数据预处理3个关键问题的处理方法。二维三分量数据反演和"甜点"预测结果表明：①对于具有强非均质性的苏里格气田，利用全波形反演获得精度较高的地层弹性参数能显著提高气藏预测的准确度；②苏里格地区构造简单、平缓，利用常规叠加速度并结合构造解释可以建立比较好的初始模型，从而有效地解决了周波跳跃和局部极小的难题；③先验知识的约束和地震数据的预处理是全波形反演成功应用于苏里格气田气藏检测的关键。     

NH2-MCM-41的改性及其pH响应性释药的研究

采用正硅酸乙酯（TEOS）和3-氨丙基三乙氧基硅烷（APTES）通过共缩聚法合成介孔二氧化硅（MCM-41）。首先对其氨基修饰，再通过有机合成接枝—R基团（—R：—CHO、—OH、—CH₃、—COOH），制备得到Me-Ph-NH-MCM-41、OHC-Ph-NH-MCM-41、HO-Ph-NH-MCM-41、HOOC-Ph-NH-MCM-41四种不同的药物载体。利用FT-IR、Zeta电位、XRD和SEM对其结构和形貌表征，结果表明NH₂-MCM-41改性成功。以罗丹明B（RhB）为模型进行载药性能测试，并考察了此释药系统在模拟不同pH的体液下的敏感释药行为，同时探究了不同—R基团对释药的影响。结果显示，四种载体在中性条件下几乎不发生药物释放，通过改变环境体系pH可以有效控制药物释放，其释药行为可以用Korsmeyer-Peppas动力学模型来描述。实验表明，释药量：RhB@HOOC-Ph-NH-MCM-41>RhB@OHC-Ph-NH-MCM-41>RhB@HO-Ph-NH-MCM-41>RhB@Me-Ph-NH-MCM-41，不同—R基团的药物载体的pH响应性不同，其中RhB@HOOC-Ph-NH-MCM-41释药量在pH=1.2时可达57.87%，在用于药物智能控释材料方面具有一定的应用潜力。     

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。     

Research on the identification performance of UHF RFID system considering the correlation of cascaded channel

The identification rate of UHF RFID system was restricted by multipath propagation effects.The system identification performance was studied considering the correlation coefficient between forward and reverse channels.Based on the generalized Rician fading channel model,the analytical expression of identification rate was derived under independent,full correlation and correlation cases.Compared with the existing analysis,the proposed uniform calculation formula of identification rate was for any correlation coefficient and kinds of channel conditions.The numerical computation and Monte-carlo simulations show that the influences of different correlation coefficients,channel conditions,sensitivity and distance on the identification rate.     

Three‐dimensional color prediction modeling of single‐ and double‐layered woven fabrics

In this research, the three‐dimensional structural and colorimetric modeling of three‐dimensional woven fabrics was conducted for accurate color predictions. One‐hundred forty single‐ and double‐layered woven samples in a wide range of colors were produced. With the consideration of their three‐dimensional structural parameters, three‐dimensional color prediction models, K/S‐, R‐, and L*a*b*‐based models, were developed through the optimization of previous two‐dimensional models which have been reported to be the three most accurate models for single‐layered woven structures. The accuracy of the new three‐dimensional models was evaluated by calculating the color differences ΔL*, ΔC*, Δh°, and ΔE_CMC(2:1) between the measured and the predicted colors of the samples, and then the error values were compared to those of the two‐dimensional models. As a result, there has been an overall improvement in color predictions of all models with a decrease in ΔE_CMC(2:1) from 10.30 to 5.25 units on average after the three‐dimensional modeling.     

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。