数字货币会将风险传染给传统金融市场吗?——基于方向性溢出指数动态变化的研究

基于区块链技术的数字货币受到广泛关注,其市场动荡引发的金融风险开始向传统金融市场蔓延。本文选取2013年4月30日至2020年05月27日比特币、黄金、原油、美元、欧元、日元和人民币的价格日交易数据,以溢出指数构建法从静态角度测度数字货币与传统金融市场的波动溢出指数,并从动态角度刻画波动溢出指数变化趋势,进一步结合溢出峰值相关的特定事件对动态估计结果进行解释。结果表明:数字货币与传统金融市场间存在风险传递渠道;二者之间的波动溢出指数随时间变化的幅度较大;数字货币对各传统金融市场的溢出趋势在特定时期具有相似性;全球政治经济事件和数字货币市场泡沫分别是影响数字货币对传统金融市场波动溢出的外部因素和内部因素;比特币对人民币的波动溢出指数在特定事件影响下反应更为敏感。

淡路性格向性检查对冰球运动员的初步测试与分析

运用淡路性格向性检查,通过对黑龙江省佳木斯市冰球二队的队员和同年龄组佳木斯市师范学院普通大学生的测试,比较分析,试图从运动心理学的角度,为冰球运动员的选拔提供可能的心理指标、测试方法和参考数据。

煤的冲击倾向性研究进展及冲击地压“人-煤-环”三要素机理

煤的冲击倾向性是冲击地压机理的基础研究问题之一,也是目前评估和预测煤矿冲击地压危险程度的主要依据之一。系统梳理了煤的冲击倾向性专业术语和冲击倾向性指数的研究历史,提出了煤的冲击倾向性直接指数和间接指数的概念和定义。对现有的16种冲击倾向性指数的出处、定义、表征符号、计算公式、试验过程、分类标准等进行了详细介绍。对来自5个煤矿的30个煤样进行了单轴压缩试验,利用试验结果对16种冲击倾向性指数进行了计算,获得了具体的冲击倾向性类别。为了对煤的16种冲击倾向性指数的判别结果进行统一验证,根据煤样破坏过程和破坏状态,提出了基于试验现象的煤样冲击倾向性定性判据及分类标准。通过统一对比,结果表明剩余弹性能指数判别结果和定性判据判别结果完全一致。剩余弹性能指数以煤线性储能规律为基础,从煤样受力全过程中能量输入、储存、消耗、剩余的角度出发,以煤样破坏时剩余的绝对能量值作为判别指标,符合冲击地压发生时释放弹性应变能的本质。剩余弹性能指数属于煤的冲击倾向性直接指数,所得结果实现了和定性判别结果的相互验证和统一,具有科学性与适用性。根据冲击地压属于深部工程地质灾害的特点,借鉴系统工程学思想提出了冲击地压“人-煤-环”三要素机理,进一步明确了煤的冲击倾向性研究所起的作用和地位。从力学性质和材料性质2个方面分析了煤和岩石的本质属性差异,认为冲击地压属于固体可燃有机岩动力破坏,而岩爆属于固体不可燃无机岩动力破坏。最后,提出了煤的冲击倾向性指数研究中存在的6个关键科学问题。

岩爆的判别指标和分级标准及可拓综合判别方法

岩爆是岩体高地应力区的一种重要地质现象,是岩体山区地下工程建设中比较关注的重要工程地质问题之一。根据岩爆的发生机理,从内因和外因两个方面提出3个影响岩爆发生的核心因素:围岩二次应力的最大主应力与岩石抗压强度比、修改的岩爆倾向性指数和岩体完整性指数。对岩爆倾向性指数的计算方法进行修改,提出修改的岩爆倾向性指数,并将它和岩体完整性指数作为内因,将围岩二次应力的最大主应力与岩石抗压强度比作为外因,以这3个影响因素为判别指标,并确定了岩爆发生等级的判断标准。在此基础上采用可拓方法对岩爆及其发生等级进行综合判断,并运用已经完成的工程实例对该套方法进行验证,最后将其在黄岛地下水封石油洞库工程中进行应用,得到较好的效果。

基于裂纹损伤应力及声发射数的卸载点判断

岩爆倾向性指数Wet是广泛应用于评价岩石岩爆倾向性的指标。但是,由于试验过程中卸载点难以判断,使得试验结果往往存在较大偏差。目前,通常认为裂纹损伤应力和声发射相对平静期对应的初始应力均接近岩石的峰值强度,可以作为卸载点。但是哪种方法的效果更优尚不明确。通过对花岗岩进行单轴加载试验,在试验时同时监测岩样的应力-应变关系曲线及声发射数,发现裂纹损伤应力与声发射相对平静期对应的初始应力相接近,且二者均接近岩石的峰值强度。因而在试验机无法自动显示和监测裂纹损伤应力时,可以通过声发射监测,将声发射相对平静期对应的初始应力作为卸载点。同时,由工程实例表明,将声发射相对平静期对应的初始应力作为卸载点,其按岩爆倾向指数Wet计算所得的岩爆倾向性结论与现场实际监测所得的结论相符。

Anisotropy rock physics model for the Longmaxi shale gas reservoir,Sichuan Basin,China

The preferred orientation of clay minerals dominates the intrinsic anisotropy of shale. We introduce the clay lamination （CL） parameter to the Backus averaging method to describe the intrinsic shale anisotropy induced by the alignment of clay minerals. Then, we perform the inversion of CL and the Thomsen anisotropy parameters. The direct measurement of anisotropy is difficult because of the inability to measure the acoustic velocity in the vertical direction in boreholes and instrument limitations. By introducing the parameter CL, the inversion method provides reasonable estimates of the elastic anisotropy in the Longmaxi shale. The clay content is weakly correlated with the CL parameter. Moreover, the parameter CL is abnormally high at the bottom of the Longmaxi and Wufeng Formations, which are the target reservoirs. Finally, we construct rock physics templates to interpret well logging and reservoir properties.

数字货币与传统金融市场的风险双向溢出效应研究

选取2013年4月30日至2020年7月10日比特币、黄金、原油、美元、欧元、日元和人民币的日交易数据,基于DY2012的溢出指数构建法,着重从动态角度刻画风险溢出的演化趋势,并结合国际政治、经济、突发公共卫生事件,对数字货币市场与传统金融市场间的风险溢出路径及机制进行了剖析。结果表明,数字货币与传统金融市场间具有明显的双向风险溢出效应。在国际重大经济政治的影响下,数字货币对各传统金融市场的风险溢出在特定时期具有相似趋势,传统金融市场对数字货币市场的风险溢出并不规律。在新冠疫情的影响下,除人民币外的传统金融市场和数字货币市场的风险溢出指数均处于高位,且有可能持续下去。

Effects of material properties on power spinning process of parts with transverse inner rib

Material properties of blank have a great effect on power spinning process of aluminum alloy parts with transverse inner rib.By using finite element(FE) and Taguchi method,the effects and significance of five key material parameters,namely,anisotropic index in thickness direction,yield strength,hardening exponent,strengthening factor and elastic modulus on the formability of inner rib,tendency of wall fracture and degree of inhomogeneous deformation of finished spun parts were obtained.The achievements provide an important guide for selecting reasonable spinning material,and are very significant for the optimum design and precision control of power spinning process of parts with transverse inner rib.

商品期货量化交易策略

本文通过使用2011—2013年商品期货数据构建商品期货量化交易策略,策略分为两部分:阿尔法模型和风险控制模型。(1)阿尔法模型,利用平均方向性运动指数(ADX)预测市场未来趋势。趋势明显,使用商品通道数(CCI),反之使用随机指标(KDJ)指导做空做多。(2)风险控制模型中包括止损模型和正金字塔资金管理模型。本文使用2014—2015年的数据进行策略回测,结果为几何年化收益率高达78.69%,最大回撤率只有7.97%。测试结果表明该模型具有高收益率和低风险的特点。

Impact of anisotropic growth on kinetics of solid-state phase transformation

Based on the statistical analysis of blocking effect arising from anisotropic growth,the anisotropic effect on the kinetics of solid-state transformation was investigated.The result shows that the blocking effect leads to the retardation of transformation and then a regular behavior of varying Avrami exponent.Following previous analytical model,the formulations of Avrami exponent and effective activation energy accounting for blocking effect were obtained.The anisotropic effect on the transformation depends on two factors,non-blocking factor γ and blocking scale k,which directly acts on the dimensionality of growth.The effective activation energy is not affected by the anisotropic effect.The evolution of anisotropic effect with the fraction transformed is taken into account,showing that the anisotropic effect is more severe at the middle stage of transformation.

Equivalent strain hardening exponent of anisotropic materials based on spherical indentation response

Uniaxial strain hardening exponent is not suitable for describing the strain hardening behaviors of the anisotropic materials, especially when material deforms in the multi-axial stress states. In this work, a novel method was proposed to estimate the equivalent strain hardening exponent of anisotropic materials based on an equivalent energy method. By performing extensive finite element (FE) simulations of the spherical indentation on anisotropic materials, dimensionless function was proposed to correlate the strain hardening exponent of anisotropic materials with the indentation imprint parameters. And then, a mathematic expression on the strain hardening exponent of anisotropic materials with the indentation imprint was established to estimate the equivalent strain hardening exponent of anisotropic materials by directly solving this dimensionless function. Additionally, Meyer equation was modified to determine the yield stress of anisotropic materials. The effectiveness and reliability of the new method were verified by the numerical examples and by its application on the TC1M engineering material.

A Direct Calculation of Critical Exponents of Two-Dimensional Anisotropic Ising Model

Using an exact solution of the one-dimensional quantum transverse-field Ising model, we calculate the critical exponents of the two-dimensional anisotropic classical Ising model （IM）. We verify that the exponents are the same as those of isotropic claesical IM. Our approach provides an alternative means of obtaining and verifying these well-known results.

赵固二_(1)煤样冲击倾向性与声发射特征的试验研究

煤矿冲击地压是煤矿灾害之一,煤岩体冲击倾向性指数是煤岩体的自然属性,利用RMT-150B伺服试验机对赵固二_(1)煤样进行冲击倾向性指数测试,在加载过程同步进行声发射信号检测,分析煤样冲击倾向性指数、关联性及声发射特征。试验结果表明:在煤样受载变形破坏过程中始终伴随着声发射事件,当载荷接近煤样峰值强度时宏观裂隙逐步形成,声发射活动异常活跃,声发射幅值、计数和能量均达到最大值,且超前于峰值强度3~17 s,声发射计数和能量累计曲线出现突变现象,可以作为判定煤样临近破坏前兆信息,与峰值前相比峰值后的声发射幅值、计数、能量有所降低。煤样抗压强度与弹性模量、峰值前积蓄能量呈正相关性,与冲击能指数、动态破坏时间呈负相关,可以采用线性拟合来表征单轴抗压强度与弹性模量、峰值前积蓄能量的特征。煤样抗压强度越高、弹性模量越大,积蓄弹性能越高,发生冲击地压的危险强度也就越大。对于煤层进行弹性能指数鉴定时,采用声发射同步检测煤样损伤演化过程,依据声发射突变信号作为卸载点更有利确定样弹性能指数。赵固二_(1)煤样单轴抗压强度为53.0 MPa,弹性模量为4.21 GPa,冲击能量指数5.45,动态破坏时间为708 ms,弹性能指数为16.44,综合评定二_(1)煤为(Ⅲ类)强冲击类型煤层。

中国反倾销的贸易保护效应:基于产品进口倾向性的比较研究

反倾销所引发的贸易保护效应是学者们重点关注的贸易问题,本文则从进口倾向性角度研究反倾销所引发的不同的贸易保护效应。本文首先对中国所发起的47起反倾销案例依据进口倾向指数区分为高进口倾向产品和低进口倾向产品;通过对高进口倾向和低进口倾向产品的描述性分析可以看出高进口倾向产品反倾销的贸易限制效应低于低进口倾向产品反倾销的贸易限制效应,而两类产品均存在贸易转移效应,但是两类产品的贸易转移效应没有非常显著的差异;实证模型的检验结果进一步验证了不同进口倾向产品的反倾销所引发的贸易效应存在一定差异。

Isotropic Double Index for Quantum Errors in One Qubit

This article describes a proposal for a double index to estimate the isotropic components of unitary errors in a quantum computation circuit. In the context of this work the error is considered isotropic if it has spherical symmetry about the state of interest. The theoretical definition is given, as well the numerical approximation for practical purposes. The index is tested in some simple examples and the geometric distortion of the propagated error is studied for an inaccurate Shor 9-qubits correcting code.

疫情启示:中国健康舆情分析及思考

随着社会科技的进步以及互联网的广泛应用,网络舆情不仅成为社会舆情的重要表现形式,也成为社会发展的重要一环。健康是促进人全面发展的基础,是民族昌盛和国家富强的重要标志。我们国家高度重视国民健康和医疗卫生事业的改革与发展,已经将“健康中国”发展列为国家战略。所以,研究健康网络舆情内容具有一定的实际意义。鉴于目前网络舆情的分析技术,本文选取具有代表性的专业网站和大型综合性门户网站爬虫获取了2007年至2020年的健康舆情热门话题文本数据进行实证研究,在对文本数据做预处理的基础上,提出基于自适应权重调整法的情感倾向指数分析方法,即首先利用情感词典,确定和调整情感词权重,其次基于文章长度调整权重,最后利用自适应权重法构造情感倾向指数。分析发现,整体情感倾向指数变化显著受到社会健康事件的影响,同时也验证了本文研究方法的合理性和可行性。在此,本文针对突发疫情预防、健康产业发展、医疗保障体系等方面提出了深刻的思考。

巷道冲击地压软化区能量极值判别准则及试验研究

为了解决目前巷道冲击地压理论研究对于能量分析的不完善,对冲击地压危险性判别难以定量化的问题,基于弹塑性力学理论,建立了圆形巷道弹塑性软化力学模型,得到了圆形巷道发生冲击地压的围岩软化区能量解析解;提出了巷道冲击地压发生的软化区能量极值判别准则,给出了巷道冲击地压发生的临界软化区能量、临界软化区半径、临界巷道收缩位移及临界巷道收缩率;提出了冲击倾向性能量指数.通过室内相似模拟试验对理论结果进行了验证,试验所得临界巷道收缩率、临界软化区能量的值与理论解析解吻合,变形模量指数变化趋势及巷道破坏情况与理论推导得到的规律一致.结果表明:巷道冲击地压发生存在临界软化区能量、临界软化区半径、临界巷道收缩位移及临界巷道收缩率;变形模量指数越大,冲击倾向性能量指数越小,临界软化区能量越小,越容易发生冲击地压;通过降低变形模量指数来提高冲击倾向性能量指数是防治冲击地压的必要前提.

Physical Properties of C-Si Alloys in C2/m Structure

Using the first principles calculations based on density functional theory, the crystal structure, elastic anisotropy, and electronic properties of carbon, silicon and their alloys （C12Si4, C8Si8, and C4Si12） in a monoclinic structure （C2/m） are investigated. The calculated results such as lattice parameters, elastic constants, bulk modulus, and shear modulus of C16 and Si16 in C2/m structure are in good accord with previous work. The elastic constants show that C16, Si16, and their alloys in C2/m structure are mechanically stable. The calculated results of universal anisotropy index, compression and shear anisotropy percent factors indicate that C-Si alloys present elastic anisotropy, and CsSis shows a greater anisotropy. The Poisson＇s ratio and the BIG value show that C8Si8 is ductile material and other four C-Si alloys are brittle materials. In addition, Debye temperature and average sound velocity are predicted utilizing elastic modulus and density of C-Si alloys. The band structure and the partial density of states imply that C16 and Si16 are indirect band gap semiconductors, while 612Si4, C8Si8, and C4Si12 are semi-metallic alloys.

Fracture analysis near the interface crack tip for mode Ⅰ of orthotropic bimaterial

The mechanical behaviors near the interface crack tip for mode Ⅰ of orthotropic bimaterial are researched. With the help of the complex function method and the undetermined coefficient method, non-oscillatory field if the singularity exponent is a real number, and oscillatory field if the singularity exponent is a complex number are discussed, respectively. For each case, the stress functions are constructed which contain twelve undetermined coefficients and an unknown singularity exponent. Based on the boundary conditions, the system of non-homogeneous linear equations is obtained. According to the necessary and sufficient condition for the existence of solution for the system of non-homogeneous linear equations, the singularity exponent is determined under appropriate condition using bimaterial parameters. Both the theoretical formulae of stress intensity factors and analytic solutions of stress or displacement field near the interface crack tip are given. When the two orthotropic materials are the same, the classical results for orthotropic single material are deduced.

8-rank of the class group and isotropy index

Suppose F = Q(√-p1 pt) is an imaginary quadratic number field with distinct primes p1,..., pt,where pi≡ 1(mod 4)(i = 1,..., t- 1) and pt ≡ 3(mod 4). We express the possible values of the 8-rank r8 of the class group of F in terms of a quadratic form Q over F2 which is defined by quartic symbols. In particular,we show that r8 is bounded by the isotropy index of Q.