To investigate the effects of salt concentration and freeze-thaw (FT) on the first hydration shell of Zn2+ ions in Zn(NO_3)_2 aqueous solutions, extended X-ray absorption fine structure (EXAFS) spectroscopy was used t...To investigate the effects of salt concentration and freeze-thaw (FT) on the first hydration shell of Zn2+ ions in Zn(NO_3)_2 aqueous solutions, extended X-ray absorption fine structure (EXAFS) spectroscopy was used to examine Zn K-edge EXAFS spectra of Zn(NO_3)_2 aqueous solutions with various concentrations before and after FT treatment. The influences of salt concentration and freeze-thaw on the structural parameters of the first hydration shell of Zn2+ ions, including hydration number, Zn-O distance and thermal disorder, were analyzed. The results show that Zn2+ ions have 3.2―6.8 nearest oxygen neighbors with the Zn-O distance being 0.202―0.207 nm. In highly concen-trated solutions, Zn2+ ions are hydrated with four water molecules in a tetrahedral form. The dilution of Zn(NO_3)_2 aqueous solutions increases the number of water molecules in the first hydration shell of Zn2+ ions to six with their octahedral arrangement. Both the hydration number in the first hydration shell of Zn2+ ions and the degree of thermal disorder increase when the FT treatment is operated in Zn(NO_3)_2 aqueous solutions.展开更多
In this research work, the author focuses on the analysis of the diffusion of bilateral tendencies in the common trade policy of the European Union (EU) during the global financial and economic crisis. Realistic poi...In this research work, the author focuses on the analysis of the diffusion of bilateral tendencies in the common trade policy of the European Union (EU) during the global financial and economic crisis. Realistic point is important trends in the trade regime during the economic crisis. The decisions taken by the representatives of the governments participating in the World Trade Organisation (WTO) are, to a significant degree, influenced by various lobbies, such as organisations and unions of food producers or other non-governmental organisations, including trade unions, The main objective of the research task is to give a comprehensive analysis of the international trade policy during the world financial and economic crisis 2008-2010. The particular mains concern the political economy models of foreign trade policy, protectionistic pressures in different political system, the level of protectionistic pressures, food producer pressures, international trade liberalization, and environmental protection bilateral tendencies in the common trade policy of the EU and the respond of the EU to the economic crisis, it must be emphasized that on a theoretical level, understanding the choice of trade policies between liberalizm and protectionisme is very important. Despite the undeniable benefits of the multilateral WTO forum for trade liberalisation, the rapid increase of North-South bilateral and multilateral Free Trade Areas (FTAs) begs a systematic explanation for why some forums are prioritized relative to others.展开更多
To solve low precision and poor stability of the extended Kalman filter (EKF) in the vehicle integrated positioning system owing to acceleration, deceleration and turning (hereinafter referred to as maneuvering) ,...To solve low precision and poor stability of the extended Kalman filter (EKF) in the vehicle integrated positioning system owing to acceleration, deceleration and turning (hereinafter referred to as maneuvering) , the paper presents an adaptive filter algorithm that combines interacting multiple model (IMM) and non linear Kalman filter. The algorithm describes the motion mode of vehicle by using three state spacemode]s. At first, the parallel filter of each model is realized by using multiple nonlinear filters. Then the weight integration of filtering result is carried out by using the model matching likelihood function so as to get the system positioning information. The method has advantages of nonlinear system filter and overcomes disadvantages of single model of filtering algorithm that has poor effects on positioning the maneuvering target. At last, the paper uses IMM and EKF methods to simulate the global positioning system (OPS)/inertial navigation system (INS)/dead reckoning (DR) integrated positioning system, respectively. The results indicate that the IMM algorithm is obviously superior to EKF filter used in the integrated positioning system at present. Moreover, it can greatly enhance the stability and positioning precision of integrated positioning system.展开更多
In order to characterizc large fluctuations of the financial markets and optimize financial portfolio, a new dynamic asset control strategy was proposed in this work. Firstly, a random process item with variable jump ...In order to characterizc large fluctuations of the financial markets and optimize financial portfolio, a new dynamic asset control strategy was proposed in this work. Firstly, a random process item with variable jump intensity was introduced to the existing discrete microstructure model to denote large price fluctuations. The nonparametric method of LEE was used for detecting jumps. Further, the extended Kalman filter and the maximum likelihood method were applied to discrete microstructure modeling and the estimation of two market potential variables: market excess demand and liquidity. At last, based on the estimated variables, an assets allocation strategy using evolutionary algorithm was designed to control the weight of each asset dynamically. Case studies on IBM Stock show that jumps with variable intensity are detected successfully, and the assets allocation strategy may effectively keep the total assets growth or prevent assets loss at the stochastic financial market.展开更多
This paper extends the model and analysis of Lin, Tan and Yang (2009). We assume that the financial market follows a regime-switching jump-diffusion model and the mortality satisfies Levy process. We price the point...This paper extends the model and analysis of Lin, Tan and Yang (2009). We assume that the financial market follows a regime-switching jump-diffusion model and the mortality satisfies Levy process. We price the point to point and annual reset EIAs by Esscher transform method under Merton's assumption and obtain the closed form pricing formulas. Under two cases: with mortality risk and without mortality risk, the effects of the model parameters on the EIAs pricing are illustrated through numerical experiments.展开更多
This paper discusses the existence of traveling wave solutions of delayed reaction-dif- fusion systems with partial quasi-monotonicity. By using the Schauder's fixed point theorem, the existence of traveling wave sol...This paper discusses the existence of traveling wave solutions of delayed reaction-dif- fusion systems with partial quasi-monotonicity. By using the Schauder's fixed point theorem, the existence of traveling wave solutions is obtained by the existence of a pair of upper-lower solutions. We study the existence of traveling wave solutions in a delayed prey-predator system.展开更多
Petrogeochemical data indicate that after the end of seafloor spreading,residual magmatic activity still exists in the deep basin of the South China Sea.By using different viscous structure models beneath the fossil s...Petrogeochemical data indicate that after the end of seafloor spreading,residual magmatic activity still exists in the deep basin of the South China Sea.By using different viscous structure models beneath the fossil spreading center of the Southwest sub-basin we simulated the amount of melt produced,the length of the melting period,and the thermal evolution process in terms of geothermics and the buoyant decompression melting mechanism.We compared the results of our model with observed heat flow,seismic,and petrogeochemistry data.The results show that depletion buoyancy induced by buoyant decompression melting plays an important role in the melting process,while retention buoyancy,thermal buoyancy,and viscous shear force have only a weak influence on the melting process.From the length of the melting period,we determined that for the three viscous structures models the magmatic activity lasted about 5,12,and 15 Ma.Under the effect of buoyant depression melting,local high-temperature areas will develop under the basin,which can explain the low-velocity layer detected by seismic exploration in the middle and upper lithosphere of the Southwest sub-basin.We also simulated the possible lithology distribution beneath the fossil spreading center with the physical conditions of different viscous structure,different temperature structure,and different melting fraction,which provided a greater understanding of the rock petrogeochemical data of the deep sea basin in the South China Sea.展开更多
The GARCH diffusion model has received much attention in recent years, as it describes financial time series better when compared to many other models. In this paper, the authors study the empirical performance of Ame...The GARCH diffusion model has received much attention in recent years, as it describes financial time series better when compared to many other models. In this paper, the authors study the empirical performance of American option pricing model when the underlying asset follows the GARCH diffusion. The parameters of the GARCH diffusion model are estimated by the efficient importance sampling-based maximum likelihood (EIS-ML) method. Then the least-squares Monte Carlo (LSMC) method is introduced to price American options. Empirical pricing results on American put options in Hong Kong stock market shows that the GARCH diffusion model outperforms the classical constant volatility (CV) model significantly.展开更多
基金Supported by National Natural Science Foundation of China(No. 20776096)National Synchrotron Radiation Laboratory, China(No. 20081005G)
文摘To investigate the effects of salt concentration and freeze-thaw (FT) on the first hydration shell of Zn2+ ions in Zn(NO_3)_2 aqueous solutions, extended X-ray absorption fine structure (EXAFS) spectroscopy was used to examine Zn K-edge EXAFS spectra of Zn(NO_3)_2 aqueous solutions with various concentrations before and after FT treatment. The influences of salt concentration and freeze-thaw on the structural parameters of the first hydration shell of Zn2+ ions, including hydration number, Zn-O distance and thermal disorder, were analyzed. The results show that Zn2+ ions have 3.2―6.8 nearest oxygen neighbors with the Zn-O distance being 0.202―0.207 nm. In highly concen-trated solutions, Zn2+ ions are hydrated with four water molecules in a tetrahedral form. The dilution of Zn(NO_3)_2 aqueous solutions increases the number of water molecules in the first hydration shell of Zn2+ ions to six with their octahedral arrangement. Both the hydration number in the first hydration shell of Zn2+ ions and the degree of thermal disorder increase when the FT treatment is operated in Zn(NO_3)_2 aqueous solutions.
文摘In this research work, the author focuses on the analysis of the diffusion of bilateral tendencies in the common trade policy of the European Union (EU) during the global financial and economic crisis. Realistic point is important trends in the trade regime during the economic crisis. The decisions taken by the representatives of the governments participating in the World Trade Organisation (WTO) are, to a significant degree, influenced by various lobbies, such as organisations and unions of food producers or other non-governmental organisations, including trade unions, The main objective of the research task is to give a comprehensive analysis of the international trade policy during the world financial and economic crisis 2008-2010. The particular mains concern the political economy models of foreign trade policy, protectionistic pressures in different political system, the level of protectionistic pressures, food producer pressures, international trade liberalization, and environmental protection bilateral tendencies in the common trade policy of the EU and the respond of the EU to the economic crisis, it must be emphasized that on a theoretical level, understanding the choice of trade policies between liberalizm and protectionisme is very important. Despite the undeniable benefits of the multilateral WTO forum for trade liberalisation, the rapid increase of North-South bilateral and multilateral Free Trade Areas (FTAs) begs a systematic explanation for why some forums are prioritized relative to others.
基金National Natural Science Foundation of China(No.61663020)Project of Education Department of Gansu Province(No.2016B-036)
文摘To solve low precision and poor stability of the extended Kalman filter (EKF) in the vehicle integrated positioning system owing to acceleration, deceleration and turning (hereinafter referred to as maneuvering) , the paper presents an adaptive filter algorithm that combines interacting multiple model (IMM) and non linear Kalman filter. The algorithm describes the motion mode of vehicle by using three state spacemode]s. At first, the parallel filter of each model is realized by using multiple nonlinear filters. Then the weight integration of filtering result is carried out by using the model matching likelihood function so as to get the system positioning information. The method has advantages of nonlinear system filter and overcomes disadvantages of single model of filtering algorithm that has poor effects on positioning the maneuvering target. At last, the paper uses IMM and EKF methods to simulate the global positioning system (OPS)/inertial navigation system (INS)/dead reckoning (DR) integrated positioning system, respectively. The results indicate that the IMM algorithm is obviously superior to EKF filter used in the integrated positioning system at present. Moreover, it can greatly enhance the stability and positioning precision of integrated positioning system.
基金Projects(71271215,71221061) supported by the National Natural Science Foundation of ChinaProject(2011DFA10440) supported by the International Science&Technology Cooperation Program of ChinaProject(CX2012B067) supported by Hunan Provincial Innovation Foundation for Postgraduate,China
文摘In order to characterizc large fluctuations of the financial markets and optimize financial portfolio, a new dynamic asset control strategy was proposed in this work. Firstly, a random process item with variable jump intensity was introduced to the existing discrete microstructure model to denote large price fluctuations. The nonparametric method of LEE was used for detecting jumps. Further, the extended Kalman filter and the maximum likelihood method were applied to discrete microstructure modeling and the estimation of two market potential variables: market excess demand and liquidity. At last, based on the estimated variables, an assets allocation strategy using evolutionary algorithm was designed to control the weight of each asset dynamically. Case studies on IBM Stock show that jumps with variable intensity are detected successfully, and the assets allocation strategy may effectively keep the total assets growth or prevent assets loss at the stochastic financial market.
基金supported by National Natural Science Foundation of China (Grant Nos.10971068 and 11231005)Shanghai Municipal Natural Science Foundation (Grant No. 12ZR1408300)+3 种基金Humanity and Social Science Youth Foundation of Ministry of Education of China (Grant No. 12YJC910006)Doctoral Program Foundation of the Ministry of Education of China (Grant No. 20110076110004)Program for New Century Excellent Talents in University (Grant No. NCET-09-0356)the Fundamental Research Funds for the Central Universities
文摘This paper extends the model and analysis of Lin, Tan and Yang (2009). We assume that the financial market follows a regime-switching jump-diffusion model and the mortality satisfies Levy process. We price the point to point and annual reset EIAs by Esscher transform method under Merton's assumption and obtain the closed form pricing formulas. Under two cases: with mortality risk and without mortality risk, the effects of the model parameters on the EIAs pricing are illustrated through numerical experiments.
文摘This paper discusses the existence of traveling wave solutions of delayed reaction-dif- fusion systems with partial quasi-monotonicity. By using the Schauder's fixed point theorem, the existence of traveling wave solutions is obtained by the existence of a pair of upper-lower solutions. We study the existence of traveling wave solutions in a delayed prey-predator system.
基金supported by the National Natural Science Foundation of China (Grant No. 41174085)Research Subject of the Chinese Academy of Sciences (Grant No. KZZD-EW-TZ-19)China Geological Survey Project (Grant No. 12120113101400).
文摘Petrogeochemical data indicate that after the end of seafloor spreading,residual magmatic activity still exists in the deep basin of the South China Sea.By using different viscous structure models beneath the fossil spreading center of the Southwest sub-basin we simulated the amount of melt produced,the length of the melting period,and the thermal evolution process in terms of geothermics and the buoyant decompression melting mechanism.We compared the results of our model with observed heat flow,seismic,and petrogeochemistry data.The results show that depletion buoyancy induced by buoyant decompression melting plays an important role in the melting process,while retention buoyancy,thermal buoyancy,and viscous shear force have only a weak influence on the melting process.From the length of the melting period,we determined that for the three viscous structures models the magmatic activity lasted about 5,12,and 15 Ma.Under the effect of buoyant depression melting,local high-temperature areas will develop under the basin,which can explain the low-velocity layer detected by seismic exploration in the middle and upper lithosphere of the Southwest sub-basin.We also simulated the possible lithology distribution beneath the fossil spreading center with the physical conditions of different viscous structure,different temperature structure,and different melting fraction,which provided a greater understanding of the rock petrogeochemical data of the deep sea basin in the South China Sea.
基金supported by the National Natural Science Foundations of China under Grant No.71201013the National Science Fund for Distinguished Young Scholars of China under Grant No.70825006+1 种基金the Program for Changjiang Scholars and Innovative Research Team in University under Grant No.IRT0916the National Natural Science Innovation Research Group of China under Grant No.71221001
文摘The GARCH diffusion model has received much attention in recent years, as it describes financial time series better when compared to many other models. In this paper, the authors study the empirical performance of American option pricing model when the underlying asset follows the GARCH diffusion. The parameters of the GARCH diffusion model are estimated by the efficient importance sampling-based maximum likelihood (EIS-ML) method. Then the least-squares Monte Carlo (LSMC) method is introduced to price American options. Empirical pricing results on American put options in Hong Kong stock market shows that the GARCH diffusion model outperforms the classical constant volatility (CV) model significantly.