检索结果-南通市图书馆

维普期刊数据库

Analytical Expressions to Counterparty Credit Risk Exposures for Interest Rate Derivatives

在线全文

学校读者我要写书评

暂无评论

Acta Mathematicae Applicatae Sinica 2022年第2期38卷 254-270页

作者： Shuang LI Cheng PENG Ying Bao Yan-long ZHAO Zhen CAO KLSC Academy of Mathematics and Systems ScienceChinese Academy of SciencesBeijing 100190China School of Mathematical Sciences University of Chinese Academy of SciencesBeijing 100049China Industrial and Commercial Bank of China Beijing 100032China

This paper proposes an approximate analytical solution method to calculate counterparty credit risk exposures.Compared with the Standard Approach for measuring Counterparty Credit Risk and the Internal Modeling Method provided by Basel Committee,the proposed method significantly improves the calculation efficiency based on sacrificing a little accuracy.Taking Forward Rate Agreement as an example,this article derives the exact expression for Expected Exposure.By approximating the distribution of Forward Rate Agreement’s future value to a normal distribution,the approximate analytical expression for Potential Future Exposure is derived.Numerical results show that this method is reliable and is robust under different parameters.

关键词： forward rate agreement counterparty credit risk expected exposure potential future exposure

维普期刊数据库

Depression in children with nephrotic syndrome related to parents’stress,quality of life,and depression

在线全文

学校读者我要写书评

暂无评论

World Journal of Pediatrics 2023年第2期19卷 194-199页

作者： Hui-Mei Huang Wei He Xue-Yun Gao Hong-Li Sun Ying Bao Department of Nephrology Xi’an Children’s HospitalXi’anChina Shaanxi Institute for Pediatric Diseases Xi’an Key Laboratory of Children’s Health and DiseasesXi’an Children’s HospitalXi’anChina School of Public Health Xi’an Jiaotong UniversityXi’anChina

Nephrotic syndrome(NS)is the most common glomerular disease in children,affecting about 7-16 in 100,000 children under 16 years old worldwide[1].Children with NS often experience significant emotional and behavioral problems,especially with frequent relapses,steroid dependence,steroid resistance,or maternal distress[2].Psychological stress may trigger proteinuria in children with steroid-sensitive nephrotic syndrome[3].The presence of NS in a child also causes burden on family members,especially the mother[4],in association with psychological distress.

关键词： distress mother stress

Parameter estimates of Heston stochastic volatility model with MLE and consistent EKF algorithm

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Science China(Information Sciences) 2018年第4期61卷 134-150页

作者： Ximei WANG Xingkang HE Ying Bao Yanlong ZHAO Key Laboratory of System and Control Academy of Mathematics and Systems ScienceChinese Academy of Sciences School of Mathematical Sciences University of Chinese Academy of Sciences Risk Management Department Industrial and Commercial Bank of China

Heston model is the most famous stochastic volatility model in finance. This paper considers the parameter estimation problem of Heston model with both known and unknown volatilities. First, parameters in equity process and volatility process of Heston model are estimated separately since there is no explicit solution for the likelihood function with all parameters. Second, the normal maximum likelihood estimation(NMLE) algorithm is proposed based on the It?o transformation of Heston model. The algorithm can reduce the estimate error compared with existing pseudo maximum likelihood estimation. Third, the NMLE algorithm and consistent extended Kalman filter(CEKF) algorithm are combined in the case of unknown volatilities. As an advantage, CEKF algorithm can apply an upper bound of the error covariance matrix to ensure the volatilities estimation errors to be well evaluated. Numerical simulations illustrate that the proposed NMLE algorithm works more efficiently than the existing pseudo MLE algorithm with known and unknown volatilities. Therefore, the upper bound of the error covariance is illustrated. Additionally, the proposed estimation method is applied to American stock market index S&P 500, and the result shows the utility and effectiveness of the NMLE-CEKF algorithm.

关键词： Heston model stochastic volatility model parameter estimation normal maximum likelihood estimation pseudo maximum likelihood estimation consistent extended Kalman filter

Prediction of dissolved oxygen content changes based on two-dimensional behavior features of fish school and T-S fuzzy neural network

在线全文

同方期刊数据库

学校读者我要写书评

暂无评论

Water Science and Engineering 2022年第3期15卷 210-217页

作者： Yu-jun bao Chang-ying Ji Bing Zhang College of Engineering Nanjing Agricultural UniversityNanjing 210031China School of Electrical and Information Engineering Changzhou Institute of TechnologyChangzhou 213032China

Dissolved oxygen(DO)content is an important index of river water quality.Water quality sensors have been used in China for urban river water monitoring and DO content prediction.However,water quality sensors are expensive and difficult to maintain,and have a short operation period and difficult to maintain.This study developed a scientific and accurate method for prediction of DO content changes using fish school features.The behavioral features of the Carassius auratus fish school were described using two-dimensional fish school images.The degree of DO content decline was graded into five levels,and the corresponding numerical ranges of cluster characteristic parameters were determined by considering the opinions of ichthyologists.Finally,the variation of DO content was predicted using the characteristic parameters of the fish school and the multiple-input single-output Takagi-Sugeno fuzzy neural network.The prediction results were basically consistent with the actual variations of DO content.Therefore,it is feasible to use the behavioral features of the fish school to dynamically predict the level of DO content in water,and this method is especially suitable for prediction of sharp decline of DO content in a relatively short time.

关键词： Fish behavior Cluster feature DO Fuzzy neural network Water quality monitoring

Synthesis of granulated Li1.33Mn1.67O4 via two antisolvent methods for lithium adsorption from gas-produced water

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

CHINESE JOURNAL OF CHEMICAL ENGINEERING 2024年第5期69卷 34-46页

作者： Qiu, Jun bao, Lu-Ri Guo, Wei Yang, ying Sun, Shu-ying East China Univ Sci & Technol Natl Engn Res Ctr Integrated Utilizat Salt Lake Re Shanghai 200237 Peoples R China East China Univ Sci & Technol Shanghai 200237 Peoples R China

Gas-produced water is an accompanying wastewater in the natural gas extraction process, and it is a potential liquid lithium resource that contains a considerable amount of lithium. This study investigated the feasibility of using manganese-based ion sieves to adsorb and extract lithium from gas-produced water. And we focused on the applicability of two different granulation methods, extrusion and droplet, in gas-produced water systems. Two types of H1.33Mn1.67O4 particles were prepared by the extrusion method (EHMO) and the droplet method (DHMO). The porosity of DHMO was much higher than that of EHMO, and the adsorption performance of DHMO increased with the decrease of binder concentration. DHMO prepared with a binder concentration of 0.14 gml(-1) exhibited the best adsorption performance in gas-produced water, and the Li+ adsorption capacity could reach 25.14 mgg(-1). In gas-produced water, the adsorption equilibrium of DHMO only took 9 h, and the adsorption process conformed to the Langmuir model and pseudo-second-order kinetic model. The pore diffusion model (PDM) could well describe its adsorption process. Besides, DHMO showed a great selectivity to Li+, and the selectivity order of DHMO in gas-produced water was Li+>Ba2+>> Mg2+, Ca2+, Sr2+>> Na+>> K+. After 20 cycles, the Li+ adsorption capacity was still higher than 17.30 mgg(-1), and the rate of manganese dissolution was less than 1%.

关键词： Gas-produced water Granulation Li1.33Mn1.67O4 SHALE GAS ION-SIEVES RECOVERY EXTRACTION LI+ SEPARATION COMPOSITE ADSORBENT FLOWBACK SEAWATER

Uniformity and energy evaluation of equal cross-section ventilation system(ECVS)for long tunnel in underground buildings

在线全文

同方期刊数据库

学校读者我要写书评

暂无评论

能源与人工环境(英文)

能源与人工环境(英文) 2022年第1期3卷 86-94页

作者： Qi Deng Huaican Liu Yecong He Tengjin Huang Huan Zhou Ying Bao State Key Laboratory of Air-conditioning Equipment and System Energy Conservation China

Uniform ventilation is important for the safety of long tunnel in underground buildings,it is difficult to install the large size air duct to ensure the centerline of each cross-section of the traditional variable cross-section ventila-tion system(VCVS)superimposed on the same horizontal axis,which is significant to the ventilation uniformity,energy consumption and installation convenience of the VCVS.On the contrary,each cross-section of the Equal Cross-section Ventilation System(ECVS)has the same horizontal axis,therefore,it is more convenient to manu-facture and install the large size air duct in the underground long tunnel and achieve uniform ventilation.This study proposes an ECVS,using computational fluid dynamics(CFD)numerical simulation analyzed the influences of main duct velocity,aspect ratio,and outlet numbers on uniformity and energy consumption per unit air vol-ume(ECPV).It revealed that when each ventilation equalizer’s valve Angle𝛽is given,uniformity of air supply decreases slightly with an increase in the inlet velocity.When the air supply main duct aspect ratio increases,the outlet velocity standard deviation range is from 0.22 to 0.34.When outlet numbers N=7~12 and𝛽are constant,air supply uniformity and resistance coefficient𝜉also decrease with the decrease of outlet numbers.The outlet number has a significant influence on the uniformity of system air supply,main duct velocity,and aspect ratio are relatively small.ECPV is positively correlated with the main duct velocity and outlet number,and is negatively correlated with aspect ratio.

关键词： Ventilation equalizer Equal cross-section ventilation system(ECVS) Energy consumption per unit air volume(ECPV) Uniform air supply Resistance coefficient

Regulation of radicals by hydrogen-donor solvent in direct coal liquefaction

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Frontiers of Chemical Science and Engineering 2022年第12期16卷 1689-1699页

作者： Wang Li Wen-ying Li Xing-bao Wang Jie Feng State Key Laboratory of Clean and Efficient Coal Utilization Taiyuan University of TechnologyTaiyuan 030024China

Radicals are important intermediates in direct coal liquefaction.Certain radicals can cause the cleavage of chemical bonds.At high temperatures,radical fragments can be produced by the splitting of large organic molecules,which can break strong chemical bonds through the induction pyrolysis of radicals.The reaction between the formation and annihilation of coal radical fragments and the effect of hydrogen-donor solvents on the radical fragments are discussed in lignite hydrogenolysis.Using the hydroxyl and ether bonds as indicators,the effects of different radicals on the cleavage of chemical bond were investigated employing density functional theory calculations and lignite hydrogenolysis experiments.Results showed that the adjustment of the coal radical fragments could be made by the addition of hydrogendonor solvents.Results showed that the transition from coal radical fragment to H radical leads to the variation of product distribution.The synergistic mechanism of hydrogen supply and hydrogenolysis of hydrogen-donor solvent was proposed.

关键词： direct coal liquefaction hydrogen-donor solvent induced pyrolysis radical mechanism density functional theory calculations

Characterization and structure analysis of the heterosolvate of erythromycin thiocyanate

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Chinese Journal of Chemical Engineering 2022年第4期35卷 268-274页

作者： Yuanjie Li Qiuxiang Yin Meijing Zhang Ying Bao baohong Hou Jingkang Wang Jiting Huang Ling Zhou School of Chemical Engineering and Technology State Key Laboratory of Chemical EngineeringTianjin UniversityTianjin 300350China Collaborative Innovation Center of Chemical Science and Chemical Engineering(Tianjin) Tianjin 300072China Luoxin Pharmaceutical(Shanghai)Co. Ltd.Shanghai 201203China

Erythromycin thiocyanate is widely used for the production of other macrolide antibiotics. In this work, a novel heterosolvate of this pharmaceutical compound has been obtained and characterized for the first time, which was transformed from the dihydrate form in the acetone solvent through evaporation crystallization. Thermal behavior together with compositional analysis revealed that both water and acetone molecules participated in the formation of the crystal lattice which is rarely reported before. The general chemical name of the heterosolvate may be defined as erythromycin thiocyanate sesquihydrate hemiacetonate. Furthermore, studies on solid-state spectral analysis provided strong evidence of intermolecular hydrogen bonds in heterosolvate crystals. According to the crystal structure determined by single crystal X-ray diffraction, the formation mechanism of the heterosolvate is proposed in which strong multihydrogen bondings between water and solute molecules form the layer structure. While acetone molecules form single-hydrogen bonds with solutes and reside in channels between layers. This well explains why acetone solvent is easy to escape from the crystal structure during desolvation.

关键词： Erythromycin thiocyanate Heterosolvate Structure analysis Crystallization Thermodynamic properties Transition

维普期刊数据库

Recent advances in improving performances of the lightweight complex hydrides Li-Mg-N-H system

在线全文

学校读者我要写书评

暂无评论

Progress in Natural Science:Materials International 2017年第1期27卷 21-33页

作者： bao Zhang ying Wu China Iron & Steel Research Institute Group Advanced Technology & Materials Co. Ltd

A brief review of state-of-the art advances in improving performances of the lightweight complex hydrides LiMg-N-H system is reported. Among the hydrogen storage materials, Li-Mg-N-H combination systems are regarded as one of the most potential candidates for the vehicular applications owing to their high hydrogen storage capacity( > 5 wt% H) and a more appropriate thermodynamic properties of hydrogen absorption and desorption. In the Li-Mg-N-H systems, tremendous efforts have been devoted to improving the hydrogen storage properties by adjusting composition, revealing reaction mechanisms, adding catalysts and refining the microstructures, etc. During the studies, different mechanisms, such as the coordinated two-molecule or multimolecule reaction mechanism and the ammonia-mediated mechanism, are proposed and applied under some certain conditions. Catalysis and nanosizing are very effective in enhancing the kinetic properties and thermodynamic destabilization of Li-Mg-N-H systems. Due to nano effects, the space-confinement and nanoconfinement seems to be more effective for improving the hydrogen storage performance, and it is great significant to develop hydrogen storage materials by studying the nanoconfined effects on the Li-Mg-N-H systems.

关键词： Li-Mg-N-H system Hydrogen storage Catalysis Nanosizing Mechanism