标准资产组合的风险保证金分析系统(Standard Portfolio Analysis of Risk,以下简称SPAN)由芝加哥商业交易所(CME)1988年设计推出,现已成为全球市场普遍接受和广泛采用的保证金计算和管理系统。作为输入参数之一,价格扫描区间或价格变...标准资产组合的风险保证金分析系统(Standard Portfolio Analysis of Risk,以下简称SPAN)由芝加哥商业交易所(CME)1988年设计推出,现已成为全球市场普遍接受和广泛采用的保证金计算和管理系统。作为输入参数之一,价格扫描区间或价格变动范围的估计是SPAN系统应用中需要解决的一个重要问题。首先引进CVaR模型估计价格扫描区间参数,并通过实证研究与CME给出的参数进行对比,发现基于CVaR的价格扫描区间估计模型具有与市场比较吻合,且简单有效且稳定的优点。展开更多
The selective laser melting(SLM)processed aluminum alloys have already aroused researchers’attention in aerospace,rail transport and petrochemical engineering due to the comprehensive advantages of low density,good c...The selective laser melting(SLM)processed aluminum alloys have already aroused researchers’attention in aerospace,rail transport and petrochemical engineering due to the comprehensive advantages of low density,good corrosion resistance and high mechanical performance.In this paper,an Al-14.1Mg-0.47Si-0.31Sc-0.17Zr alloy was fabricated via SLM.The characteristics of single track at different process parameters,and the influence of hatch spacing on densification,microstructural features and tensile properties of block specimens were systematically studied.The hatch spacing has an influence on the overlap ratio of single track,and further affects the internal forming quality of printed specimen.At a laser power of 160 W and scanning speed of 400 mm/s,the densification of block specimen increased first and then decreased with the increase of hatch spacing.The nearly full dense specimen(98.7%)with a tensile strength of 452 MPa was fabricated at a hatch spacing of 80μm.Typical characteristics of dimple and cleavage on the tensile fracture of the AlMgSiScZr alloy showed the mixed fracture of ductility and brittleness.展开更多
AIM:To evaluate whether FDG-positron emission tomography(PET)/computed tomography(CT)may be an accurate technique in the assessment of the T stage in patients with colorectal cancer.METHODS:Thirty four consecutive pat...AIM:To evaluate whether FDG-positron emission tomography(PET)/computed tomography(CT)may be an accurate technique in the assessment of the T stage in patients with colorectal cancer.METHODS:Thirty four consecutive patients(20 men and 14 women;mean age:63 years)with a histologically proven diagnosis of colorectal adenocarcinoma and scheduled for surgery in our hospital were enrolled in this study.All patients underwent FDG-PET/CT preoperatively.The primary tumor site and extent were evaluated on PET/CT images.Colorectal wall invasion was analysed according to a modified T classification that considers only three stages(≤T2,T3,T4).Assessment of accuracy was carried out using 95%confidence intervals for T.RESULTS:Thirty five/37(94.6%)adenocarcinomas were identified and correctly located on PET/CT images.PET/CT correctly staged the T of 33/35 lesions identified showing an accuracy of 94.3%(95%CI:87%-100%).All T1,T3 and T4 lesions were correctly staged,while two T2 neoplasms were overstated as T3.CONCLUSION:Our data suggest that FDG-PET/CT may be an accurate modality for identifying primary tumor and defining its local extent in patients with colorectal cancer.展开更多
By taking moderate-strong earthquakes in South,North and West China as the research subjects and taking into consideration the fault strikes in these regions,this paper selects 8 kinds of seismology indexes with clear...By taking moderate-strong earthquakes in South,North and West China as the research subjects and taking into consideration the fault strikes in these regions,this paper selects 8 kinds of seismology indexes with clear physical significance and strong independence to carry out spatial scanning of the parallel,vertical and oblique slip of fault along the fault strike.Based on the size of correlation coefficients between the scanning curve and source region curve we quantitatively analyze the difference between scan results among different slip modes and study the impact of fault strike in different tectonic divisions on scanning results and variation rules of seismological parameters.The results show that not only does the change of spatial parameters have a great influence on seismological parameter scanning,but so does the fault strike in the source region.This paper presents the optimum condition parameters with least spatial influencing scanning scope for different magnitude seismology indexes and analyzes the possible influence of fault strike on seismological parameter scanning results.展开更多
文摘标准资产组合的风险保证金分析系统(Standard Portfolio Analysis of Risk,以下简称SPAN)由芝加哥商业交易所(CME)1988年设计推出,现已成为全球市场普遍接受和广泛采用的保证金计算和管理系统。作为输入参数之一,价格扫描区间或价格变动范围的估计是SPAN系统应用中需要解决的一个重要问题。首先引进CVaR模型估计价格扫描区间参数,并通过实证研究与CME给出的参数进行对比,发现基于CVaR的价格扫描区间估计模型具有与市场比较吻合,且简单有效且稳定的优点。
基金Project(51775481)supported by the National Natural Science Foundation of ChinaProject(E2019203418)supported by the Natural Science Foundation of Hebei Province,China。
文摘The selective laser melting(SLM)processed aluminum alloys have already aroused researchers’attention in aerospace,rail transport and petrochemical engineering due to the comprehensive advantages of low density,good corrosion resistance and high mechanical performance.In this paper,an Al-14.1Mg-0.47Si-0.31Sc-0.17Zr alloy was fabricated via SLM.The characteristics of single track at different process parameters,and the influence of hatch spacing on densification,microstructural features and tensile properties of block specimens were systematically studied.The hatch spacing has an influence on the overlap ratio of single track,and further affects the internal forming quality of printed specimen.At a laser power of 160 W and scanning speed of 400 mm/s,the densification of block specimen increased first and then decreased with the increase of hatch spacing.The nearly full dense specimen(98.7%)with a tensile strength of 452 MPa was fabricated at a hatch spacing of 80μm.Typical characteristics of dimple and cleavage on the tensile fracture of the AlMgSiScZr alloy showed the mixed fracture of ductility and brittleness.
文摘AIM:To evaluate whether FDG-positron emission tomography(PET)/computed tomography(CT)may be an accurate technique in the assessment of the T stage in patients with colorectal cancer.METHODS:Thirty four consecutive patients(20 men and 14 women;mean age:63 years)with a histologically proven diagnosis of colorectal adenocarcinoma and scheduled for surgery in our hospital were enrolled in this study.All patients underwent FDG-PET/CT preoperatively.The primary tumor site and extent were evaluated on PET/CT images.Colorectal wall invasion was analysed according to a modified T classification that considers only three stages(≤T2,T3,T4).Assessment of accuracy was carried out using 95%confidence intervals for T.RESULTS:Thirty five/37(94.6%)adenocarcinomas were identified and correctly located on PET/CT images.PET/CT correctly staged the T of 33/35 lesions identified showing an accuracy of 94.3%(95%CI:87%-100%).All T1,T3 and T4 lesions were correctly staged,while two T2 neoplasms were overstated as T3.CONCLUSION:Our data suggest that FDG-PET/CT may be an accurate modality for identifying primary tumor and defining its local extent in patients with colorectal cancer.
基金sponsored by sub-project ofNotional Key Technology R&D Program (2006BAC01B020105)the Key Technology R&D Program of AnhuiProvince (08010302204),China
文摘By taking moderate-strong earthquakes in South,North and West China as the research subjects and taking into consideration the fault strikes in these regions,this paper selects 8 kinds of seismology indexes with clear physical significance and strong independence to carry out spatial scanning of the parallel,vertical and oblique slip of fault along the fault strike.Based on the size of correlation coefficients between the scanning curve and source region curve we quantitatively analyze the difference between scan results among different slip modes and study the impact of fault strike in different tectonic divisions on scanning results and variation rules of seismological parameters.The results show that not only does the change of spatial parameters have a great influence on seismological parameter scanning,but so does the fault strike in the source region.This paper presents the optimum condition parameters with least spatial influencing scanning scope for different magnitude seismology indexes and analyzes the possible influence of fault strike on seismological parameter scanning results.