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中国ETF期权Delta对冲收益的日夜特征研究

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管理科学学报 2024年第2期27卷 136-158页

作者：刘彦初汤昊文钱潮阳中山大学岭南学院广州510275 华宝基金管理有限公司上海200120

期权市场是现代金融市场的重要组成部分,研究期权市场Delta对冲收益的日夜特征,对于理解期权市场运行机制以及降低金融市场风险具有重要意义.本文使用我国2015年—2021年股票ETF期权数据,研究了期权Delta对冲收益的日夜特征.研究结果表... 详细信息

期权市场是现代金融市场的重要组成部分,研究期权市场Delta对冲收益的日夜特征,对于理解期权市场运行机制以及降低金融市场风险具有重要意义.本文使用我国2015年—2021年股票ETF期权数据,研究了期权Delta对冲收益的日夜特征.研究结果表明,总体上Delta对冲的隔夜收益为负、日内收益不显著;认购期权和认沽期权的Delta对冲收益具有非对称性,即认购期权日内为负、隔夜为正,而认沽期权恰好相反.即使替换为基于波动率和标的资产价格关系的对冲模型,非对称性异象仍然存在.这些发现不同于美国期权市场的Delta对冲收益日内为正、隔夜为负的特征.本文进一步探讨了可能的成因:从风险溢价看,波动率风险溢价可以解释总体上负的隔夜对冲收益,但是不能解释Delta对冲收益的非对称性;从模型误差看,模型误差与标的资产收益共同作用影响了Delta对冲收益;从交易制度看,T+1交易制度约束造成了标的资产日夜收益反转,进而导致了对冲收益的非对称性,并且T+1交易制度约束越强,对冲收益的非对称性越明显.本文将丰富我国期权市场Delta对冲效率、交易制度对金融市场影响的相关研究,有利于提高投资者的风险管理水平、增进监管者对市场行为的理解,从而推动中国多层次资本市场的高质量发展.

关键词： ETF期权 Delta对冲收益日内和隔夜风险溢价模型误差 T+1交易制度

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长江大保护之九江市水环境治理模式的探讨

中国给水排水 2024年第8期40卷 93-101页

作者：蔡正君黄福昌冯绍海李清汤文浩九江市规划设计集团有限公司江西九江332000 上海市城市建设设计研究总院<集团>有限公司上海200125 上海万朗水务科技集团有限公司上海200131

为促进污水系统提质增效、水环境质量提升、污泥及餐厨垃圾资源化处理处置工作,以摸清本底为基础,以现状问题为导向,以总体规划为龙头,以污染物总量控制为依据,以“流域统筹、区域协调、系统治理、标本兼治”为总体思路,遵循“一个城镇... 详细信息

为促进污水系统提质增效、水环境质量提升、污泥及餐厨垃圾资源化处理处置工作,以摸清本底为基础,以现状问题为导向,以总体规划为龙头,以污染物总量控制为依据,以“流域统筹、区域协调、系统治理、标本兼治”为总体思路,遵循“一个城镇、一个主体、一种模式”原则,开展了九江市中心城区水环境系统综合治理二期PPP项目建设和运营。该项目总投资为56.85亿元,污染物控制及水环境治理取得显著成效,构建了厂网河(湖)岸一体、泥水并重、资源能源回收、建设养护全周期等水环境综合治理新模式,有利于共抓长江大保护事业顺利推进。

关键词：水环境治理提质增效雨污分流清污分流长江大保护

Bile acids in serum and bile of patients with cholesterol gallstone

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World Journal of Gastroenterology 1998年第1期4卷 87-89页

作者： HAN Tian-Quan ZHANG Sheng-Dao tang wen-hao JIANG Zhao-Yan Department of Surgery Ruijin Hospital Shanghai Second Medical University Shanghai 200025 China Bengbu Medical College China Shanghai Second Medical University China Department of Surgery Ruijin Hospital Shanghai Second Medical University 197 Ruijin Erlu Shanghai 200025 China Department of Surgery Affiliated Hospital Nanjing Railway Medical College Nanjing 210009 China

IM To analyze serum bile acids and biliary lipids of patients with cholesterol gallstone(CS) and explore the relationship between deoxycholic acid (DCA) and CS disease.METHODS Analysis of bile acids in serum was done with gaschromatography in two groups: CS group (n=151) and control group (n=256). Serum bile acids and biliary lipids were also studied in 90 matched samples..RESULTS The serum DCA was 0955μmol/L±0078μmol/L in CS group, which was more than that of control group (0696μmol/L±0047μmol/L), P<001. The ratio of DCA/chenodeoxycholic acids (CDCA) was 176±030 in CS group, about two times that in control group (092±014). The mole percent of DCA in bile was positively related to cholesterol saturation index (CSI) (P<001) and the mole percent of CDCA in bile negatively to CSI (P=001). There was correlation between the mole percent of DCA, CDCA and cholic acid in bile and in serum.CONCLUSION It is suggested that DCA is lithogenic and the increased amount of DCA or the ratio of DCA/CDCA in serum may be one of the features of cholesterol gallstone patients.

关键词： cholesterol gallstone bile acids/analysis deoxycholic acids/analysis chromatography,gas

国家公园设立后自然保护地的分类处置与类型划定——以三江源国家级自然保护区为例

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陕西林业科技 2024年第2期52卷 45-54页

作者：谷洁路秋玲范琳唐浩文赵力刘楠国家林业和草原局西北调查规划院旱区生态水文与灾害防治国家林业局重点实验室西安710048

建立以国家公园为主体的自然保护地体系是加强新时代生态文明建设的重要任务.国家公园设立后剩余自然保护地的分类处置、类型划定是构建以国家公园为主体的自然保护地体系的重要基础.基于ArcGIS空间数据的处理分析功能,利用自然保护地... 详细信息

建立以国家公园为主体的自然保护地体系是加强新时代生态文明建设的重要任务.国家公园设立后剩余自然保护地的分类处置、类型划定是构建以国家公园为主体的自然保护地体系的重要基础.基于ArcGIS空间数据的处理分析功能,利用自然保护地整合优化数据、国土三调资料、自然资源数据等,从自然保护地的主要保护对象、自然生态系统、生物多样性、自然景观与自然遗迹、面积适宜性、管理有效性等角度分析,构建自然保护地分类处置的评估方法体系,评估剩余自然保护地的保护价值,明确其分类处置方式、保护地的类型划定.基于该方法,以三江源国家级自然保护区为例,通过系统分析评估,确定三江源国家公园设立后三江源国家级自然保护区剩余区域的分类处置和类型划定.

关键词：自然保护地国家公园三江源类型划定分类处置

P-and SV-wave dispersion and attenuation in saturated microcracked porous rock with aligned penny-shaped fractures

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Petroleum Science 2024年第1期21卷 143-161页

作者： Sheng-Qing Li wen-hao Wang Yuan-Da Su Jun-Xin Guo Xiao-Ming tang School of Geosciences China University of Petroleum(East China)Qingdao 266580ShandongChina Laoshan National Laboratory Qingdao 266071ShangdongChina Guangdong Provincial Key Laboratory of Geophysical High-resolution Imaging Technology Southern University of Science and TechnologyShenzhen 518055GuangdongChina Department of Earth and Space Sciences Southern University of Science and TechnologyShenzhen 518055GuangdongChina

P-and SV-wave dispersion and attenuation have been extensively investigated in saturated poroelastic media with aligned ***,there are few existing models that incorporate the multiple wave attenuation mechanisms from the microscopic scale to the macroscopic ***,in this work,we developed a unified model to incorporate the wave attenuation mechanisms at different scales,which includes the microscopic squirt flow between the microcracks and pores,the mesoscopic wave-induced fluid flow between fractures and background(FB-WIFF),and the macroscopic Biot's global flow and elastic scattering(ES)from the *** tang's modified Biot's theory and the mixed-boundary conditions,we derived the exact frequency-dependent solutions of the scattering problem for a single penny-shaped fracture with oblique incident P-and *** then developed theoretical models for a set of aligned fractures and randomly oriented fractures using the Foldy *** results indicated that microcrack squirt flow considerably influences the dispersion and attenuation of P-and SV-wave *** coupling effects of microcrack squirt flow with the FB-WIFF and ES of fractures cause much higher velocity dispersion and attenuation for P waves than for SV *** oriented fractures substantially reduce the attenuation caused by the FB-WIFF and ES,particularly for the ES attenuation of SV *** a comparison with existing models in the limiting cases and previous experimental measurements,we validated our model.

关键词： Aligned fractures P-and SV-wave Dispersion and attenuation Microcracked porous background FB-WIFF Elastic scattering Squirt flow

Green carbonization of waste coffee grounds into porous C/Fe hybrids for broadband and high-efficiency microwave absorption

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Journal of Materials Science & Technology 2024年第3期170卷 1-10页

作者： Xin wen Cui Li Hui Liu Guohua Fan Yanan tang Chuncheng hao Lili Ma Pingan Song Institute of Advanced Electrical Materials College of Materials Science and EngineeringQingdao University of Science and TechnologyQingdao 266042China Center for Future Materials University of Southern QueenslandSpringfieldQLD 4300Australia School of Agriculture and Environmental Science University of Southern QueenslandSpringfieldQLD 4300Australia

Recently great effort s have been focused on designing high-performance microwave absorbers using sustainable biomass resources,but there remains a lack of green and efficient fabrication ***,inspired by natural porous character of biomass waste,we demonstrated a green one-step route to convert waste coffee grounds into porous C/Fe hybrids,and further explored their potential applications for broadband and high-efficiency microwave *** this design,the WCG-20-750(incorporated 20 wt%Fe(C_(5)H_(7)O_(2))_(3)catalyst and carbonized at 750℃)exhibited porous microstructure with the highest char yield of 55.45 wt%.Furthermore,the as-prepared C/Fe hybrids from WCG-20-750 displayed excellent microwave absorption ***,the minimum reflection loss(RL_(min))reached to-52.86 dB and the widest effective absorption bandwidth(EAB)was 6.40 GHz at the thickness of 3.0 *** work provides an economically viable and environmentally friendly strategy to convert biomass wastes into value-added microwave absorbers,ultimately making contributions to the upcycling of renewable biomass resources and the fostering of sustainable environment.

关键词： Waste recycling Microwave absorption Green carbonization Porous carbon Biomass

Emerging memristors and applications in reservoir computing

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Frontiers of physics 2024年第1期19卷 219-239页

作者： hao Chen Xin-Gui tang Zhihao Shen wen-Tao Guo Qi-Jun Sun Zhenhua tang Yan-Ping Jiang School of Physics and Optoelectronic Engineering Guangdong University of TechnologyGuangzhou Higher Education Mega CenterGuangzhou 510006China

Recently, with the emergence of ChatGPT, the field of artificial intelligence has garnered widespread attention from various sectors of society. Reservoir Computing (RC) is a neuromorphic computing algorithm used to analyze time-series data. Unlike traditional artificial neural networks that require the weight values of all nodes in the trained network, RC only needs to train the readout layer. This makes the training process faster and more efficient, and it has been used in various applications, including speech recognition, image classification, and control systems. Its flexibility and efficiency make it a popular choice for processing large amounts of complex data. A recent research trend is to develop physical RC, which utilizes the nonlinear dynamic and short-term memory properties of physical systems (photonic modules, spintronic devices, memristors, etc.) to construct a fixed random neural network structure for processing input data to reduce computing time and energy. In this paper, we introduced the recent development of memristors and demonstrated the remarkable data processing capability of RC systems based on memristors. Not only do they possess excellent data processing ability comparable to digital RC systems, but they also have lower energy consumption and greater robustness. Finally, we discussed the development prospects and challenges faced by memristors-based RC systems.

关键词： reservoir computing memristor resistive switching artificial synapse neuromorphic computing

Knotless Laparoscopic Radical Prostatectomy： A Preliminary Experience

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Chinese Medical Journal 2015年第3期128卷 409-412页

作者： Lu-Lin Ma Jian-Fei Ye wen-hao tang Department of Urology Peking University Third Hospital Beijing 100191 China

INTRODUCTION Radical prostatectomy is the standard for the cure of localized prostate cancer. With the development of laparoscopic and robotic techniques, laparoscopic radical prostatectomy （LRP） or robotic-assisted radical prostatectomy （RARP） has been widely accepted with advantages of less invasiveness, shorter recovery, less blood loss, and better visualization of the operative region compared to open techniques.

关键词： Knotless Laparoscopy Radical Prostatectomy: Vesicourethral Anastomosis

Investigation on UV-curing Reprocessable Thermosets Bearing Hindered Urea Bonds and Their Composites with Modified Zinc Oxide Nanoparticles

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Chinese Journal of Polymer Science 2024年第6期42卷 751-765页

作者： Jun-hao Zhou Li-Ming tang Key Laboratory of Advanced Materials of Ministry of Education of China Department of Chemical EngineeringTsinghua UniversityBeijing100084China

In this study,a series of hindered urea bond(HUB)containing polyurethane-urea methacrylate prepolymers and a none HUB containing polyurethane methacrylate prepolymer were prepared using isobornyl methacrylate as the reactive diluent via one-pot *** prepolymers were characterized fully by various ***,their thermosets were fabricated via UV curing in presence of a photo initiator,and their mechanical property and thermal behavior were investigated and *** from the none HUB containing thermoset,the HUB containing thermosets(defined as PUT)could be recycled and reprocessed by hot press under relatively mild conditions with high recovery ratio of mechanical ***,zinc oxide(ZnO)nanoparticles were modified with 3-(trimethoxysilyl)propyl methacrylate and the modified ZnO(defined as ZnO-TPM)was dispersed and polymerized into PUT matrix to prepare their *** influence of ZnO-TPM on the mechanical performance of the composites was evaluated,which indicated that the Young’s modulus and tensile strength increased gradually to the maximum values at ZnO-TPM content of 1 wt%and then *** composites also displayed good reprocessability with improved recovery ratio compared to the pure PUT *** addition,the composite materials exhibited strong UV absorption capacity,implying their potential application in the circumstance where UV-shielding was required.

关键词： Polyurethane-urea methacrylate Hindered urea bond ZnO nanoparticles Reprocessing UV curing