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我国国债期货价格波动率预测研究——基于HAR-GARCH-GRU混合模型的分析

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价格理论与实践 2022年第7期 84-88页

作者：孟祥煜利兹大学

作为一种金融期货产品,国债期货在利率风险管理和健全国债收益率曲线等方面发挥重要作用。在此背景下,本文基于深度学习算法构建HAR-GARCH-GRU混合模型,研究我国10年期和2年期国债期货价格波动特征,并进行波动预测。研究结果表明:10年... 详细信息

作为一种金融期货产品,国债期货在利率风险管理和健全国债收益率曲线等方面发挥重要作用。在此背景下,本文基于深度学习算法构建HAR-GARCH-GRU混合模型,研究我国10年期和2年期国债期货价格波动特征,并进行波动预测。研究结果表明:10年期国债期货表现出更强的杠杆效应、长记忆性和跳跃性特征,而2年期国债期货波动更加平稳。随着我国金融市场深化改革,国债期货服务债券市场和经济社会发展的功能日益凸显。积极探索其价格趋势和波动特征,有助于进一步发挥国债期货的价格发现、风险管理和资源配置功能,进而促进经济高质量发展。

关键词：国债期货期货价格 HAR-GARCH-GRU混合模型 MCS检验

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北京地区居民时空行为的大数据分析

测绘学报 2015年第B12期44卷 1-5页

作者：孟祥玉郑新奇中国地质大学(北京)信息工程学院北京100083

信息技术的快速发展带来了"大数据"时代的到来,使得城市时空行为研究面临变革。传统的城市时空行为研究方法并不能涵盖居民空间移动的复杂性和工作生活的移动性。随着智能手机的普及,微博也成为人们日常生活中常用的社交网络。本文通过... 详细信息

信息技术的快速发展带来了"大数据"时代的到来,使得城市时空行为研究面临变革。传统的城市时空行为研究方法并不能涵盖居民空间移动的复杂性和工作生活的移动性。随着智能手机的普及,微博也成为人们日常生活中常用的社交网络。本文通过获取新浪微博的签到数据,应用GIS软件分析北京地区居民行为的时空间关系。研究发现:工作日的热点要比周末集中很多,上下班高峰期多条地铁线路客流量较大,北京地区办公地区比居住地更加集中。

关键词：时空间关系时空行为社交网络新浪微博北京

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日本护理门诊及专科护士培养现状

中国护理管理 2019年第1期19卷 9-12页

作者：孟祥宇日本千叶大学护理学研究科先端实践护理学讲座高龄社会实践护理学教育研究分野

本文介绍日本护理门诊的开展现状以及专科护理人才的培养和使用情况,为促进我国的护理门诊开展和专科护理发展提供参考。

关键词：专科护士护理门诊

Research on the Quality Evaluation System of College-enterprise Cooperation Talents Training Based on Fuzzy Comprehensive Evaluation

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Research on the Quality Evaluation System of College-enterpr...

D2 lymphadenectomy with complete mesogastrium excision vs. conventional D2 gastrectomy for advanced gastric cancer

作者： Yong Zhang Jiya Tian Pingping Xiao xiangyu meng Zhongyuan Lu Changchun Guanghua University Chinese Soft International Co. Ltd. Shenzhen ZTE Communications Co. Ltd.

This paper adopts the Analytic Hierarchy Process and the fuzzy comprehensive evaluation model to realize the grading evaluation of the quality of collegeenterprise cooperation talents training. Based on the survey and evaluation on 263 samples of college-enterprise cooperation graduates from Changchun Guanghua University, 263 samples of students were evaluated according to the output of the model. The results are widely recognized by counselors, tutors, enterprises and employers. In the same way, the overall recognition rate reached 95.1%. The result of the experiment shows that the evaluation system is scientific, reasonable and feasible, and can provide some reference and basis for the comprehensive evaluation of the quality of college-enterprise cooperation personnel training.

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Chinese Medical Journal 2022年第10期135卷 1223-1230页

作者： xiangyu meng Lu Wang Guangcong Liu Jun Zhang Yue Wang Dong Yang Guoliang Zheng Tao Zhang Zhichao Zheng Yan Zhao Department of Gastric Surgery Cancer Hospital of China Medical UniversityLiaoning Cancer HospitalShenyangLiaoning 110042China Department of Ultrasonography The Fourth Affiliated Hospital of China Medical UniversityShenyangLiaoning 110042China Department of Epidemiology Cancer Hospital of China Medical UniversityLiaoning Cancer Hospital and InstituteShenyangLiaoning 110042China.

Background: The complete mesogastrium excision (CME) based on D2 radical gastrectomy is believed to significantly reduce the local-regional recurrence compared with D2 radical gastrectomy in advanced gastric cancer, and it is widely used in China. This study aimed to explore whether D2 + CME is superior to D2 on surgical outcomes during gastrectomy from Chinese ***: Feasible studies comparing the D2 + CME (D2 + CME group) and D2 (D2 group) published up to March 2020 are searched from electronic databases. The data showing surgical and complication outcomes are extracted to be pooled and ***: Fourteen records including 1352 patients were included. The D2 + CME group had a shorter mean operative time (weighted mean difference [WMD] = -16.72 min, 95% confidence interval [CI]: -26.56 to - 6.87 min,P < 0.001), lower mean blood loss (WMD = -39.08 mL, 95% CI: -49.94 to -28.21 mL,P < 0.001), higher mean number of retrieved lymph nodes (WMD = 2.13, 95% CI: 0.58-3.67,P = 0.007), shorter time to first flatus (WMD =-0.31 d, 95% CI: -0.53 to - 0.10 d,P = 0.005), and postoperative hospital days (WMD =-1.09, 95% CI: -1.92 to -0.25,P = 0.010) than the D2 group. Subgroup analysis suggested that the advantages from the D2 + CME group were obvious in traditional open radical gastrectomy, proximal gastrectomy, and distal gastrectomy compared with D2 group. The evaluations of post-operative complications showed that the patients who underwent D2 + CME had a lower incidence of post-operative complications than the patients who underwent D2 surgery alone (relative risk [RR] = 0.65, 95% CI: 0.45-0.87,P = 0.003). The D2 radical gastrectomy plus CME improved 3-year overall survival (OS) (RR = 1.16, 95% CI: 1.02-1.32,P = 0.020) and lowered the local recurrence rate (RR = 0.51, 95% CI: 0.28-0.94,P = 0.030). The patients undergoing laparoscopic surgery or total gastrectomy had more significant advantages compared between D2 + CME and D2 groups in 3-year ***: The

关键词： Complete mesogastrium excision Lymphadenectomy Advanced gastric cancer Review Meta-analysis

Amorphous CoOx coupled carbon dots as a spongy porous bifunctional catalyst for efficient photocatalytic water oxidation and CO2 reduction

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Chinese Journal of Catalysis 2020年第12期41卷 1826-1836页

作者： Wanjun Sun xiangyu meng Chunjiang Xu Junyi Yang Xiangming Liang Yinjuan Dong Congzhao Dong Yong Ding State Key Laboratory of Applied Organic Chemistry Key Laboratory of Nonferrous Metals Chemistry and Resources Utilization of Gansu Provinceand College of Chemistry and Chemical EngineeringLanzhou UniversityLanzhou 730000GansuChina State Key Laboratory for Oxo Synthesis and Selective Oxidation Lanzhou Institute of Chemical PhysicsChinese Academy of SciencesLanzhou 730000GansuChina

Cobalt-based oxides,with high abundance,good stability and excellent catalytic performance,are regarded as promising photocatalysts for artificial photosynthetic systems to alleviate foreseeable energy shortages and global ***,for the first time,a series of novel spongy porous CDs@CoOx materials were synthesized to act as an efficient and stable bifunctional photocatalyst for water oxidation and CO2 ***,the preparation temperatures visibly influence the morphologies and photocatalytic performances of the CDs@*** the optimal conditions,a maximum O2 yield of 40.4% and pretty apparent quantum efficiency(AQE)of 58.6% at 460 nm were obtained over CDs@CoOx-300 for water ***,the optimized sample CDs@CoOx-300 manifests significant enhancement on the CO2-to-CO conversion with a high selectivity of 89.3% and CO generation rate of 8.1μmol/h,which is superior to most previous cobalt-based catalysts for CO2 *** composite CDs@CoOx-300 not only exposes more active sites but also facilitates electron transport,which results in excellent photocatalytic *** addition,the boosted photocatalytic behavior is attributed to the synergistic effect between CoOx and CDs,which was verified by the photocatalytic activity control experiments and electrochemical *** work offers a novel strategy to fabricate a high performance bifunctional photocatalyst for water oxidation and CO2 reduction.

关键词： Carbon dots coupled CoOx Bifunctional photocatalyst Water oxidation CO2 reduction Synergistic effect

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退化高斯窃听信道下极化码加密编码算法研究

哈尔滨工程大学学报 2018年第1期39卷 169-172页

作者：刘彤孟祥雨张林波哈尔滨工程大学信息与通信工程学院黑龙江哈尔滨150001

针对退化高斯窃听信道下的物理层安全问题,本文提出了一种基于极化码的物理层加密安全编码算法。该算法将信道分解为安全信道集合及非安全信道集合,并利用安全信道发送的信息对非安全信道发送的信息加密后再进行编码,从而实现数据信息... 详细信息

针对退化高斯窃听信道下的物理层安全问题,本文提出了一种基于极化码的物理层加密安全编码算法。该算法将信道分解为安全信道集合及非安全信道集合,并利用安全信道发送的信息对非安全信道发送的信息加密后再进行编码,从而实现数据信息传输的可靠性和安全性。理论分析及仿真试验结果表明:在退化高斯窃听信道下,所提出的加密编码算法能保证合法用户间的可靠通信、防止窃听者破译数据信息,提高了通信系统的可靠性和安全性。此外,该算法利用安全信道和非安全信道发送数据信息,有效地节省信道资源,提高信道利用率。

关键词：退化高斯窃听信道极化码物理层加密编码信道利用率安全密钥物理层安全信道

聚酰亚胺基自润滑材料与WS2-Ag固体润滑膜的相容性

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中国表面工程 2020年第1期33卷 55-62页

作者：邱维维孟祥宇王非孟晖包知迪北京机械工业自动化研究所有限公司电气物理设备与应用工程技术中心北京100120

为研究聚酰亚胺基新型润滑材料与钢表面固体润滑膜的相容性,采用离子束辅助沉积技术在9Cr18轴承钢材料上制备掺杂Ag的WS2固体润滑膜,并在摩擦磨损试验机(MS-T3000)上进行聚酰亚胺基自润滑保持架材料做成的球面销(简称:PI基销)与9Cr18钢... 详细信息

为研究聚酰亚胺基新型润滑材料与钢表面固体润滑膜的相容性,采用离子束辅助沉积技术在9Cr18轴承钢材料上制备掺杂Ag的WS2固体润滑膜,并在摩擦磨损试验机(MS-T3000)上进行聚酰亚胺基自润滑保持架材料做成的球面销(简称:PI基销)与9Cr18钢,以及PI基销与WS2-Ag膜的摩擦试验。通过场发射扫描电子显微镜(FESEM)、光学显微镜、激光共聚焦显微镜及红外光谱仪检测WS2-Ag固体润滑膜与PI基销的表面和磨痕形貌、成分和官能团。结果显示:摩擦磨损后,WS2-Ag膜与PI基材料均未发生化学反应,各自保持固有的润滑性能,并表现出了良好的相容性。

关键词： WS2-Ag 聚酰亚胺相容性

MiR-301a Mediates the Effect of IL-6 on the AKT/GSK Pathway and Hepatic Glycogenesis by Regulating PTEN Expression

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MiR-301a Mediates the Effect of IL-6 on the AKT/GSK Pathway ...