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High-Dimensional Volatility Matrix Estimation with Cross-Sectional Dependent and Heavy-Tailed Microstructural Noise

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Journal of Systems Science & Complexity 2023年第5期36卷 2125-2154页

作者： liang Wanwan WU Ben fan Xinyan JING Bingyi ZHANG Bo Center for Applied Statistics School of StatisticsInstitute of Probability and StatisticsRenmin University of ChinaBeijing 100086China Department of Statistics&Data Science Southern University of Science and TechnologyShenzhen 518055China

The estimates of the high-dimensional volatility matrix based on high-frequency data play a pivotal role in many financial ***,most existing studies have been built on the sub-Gaussian and cross-sectional independence assumptions of microstructure noise,which are typically violated in the financial *** this paper,the authors proposed a new robust volatility matrix estimator,with very mild assumptions on the cross-sectional dependence and tail behaviors of the noises,and demonstrated that it can achieve the optimal convergence rate n-1/***,the proposed model offered better explanatory and predictive powers by decomposing the estimator into low-rank and sparse components,using an appropriate regularization *** studies demonstrated that the proposed estimator outperforms its competitors under various dependence structures of microstructure ***,an extensive analysis of the high-frequency data for stocks in the Shenzhen Stock Exchange of China demonstrated the practical effectiveness of the estimator.

关键词： Cross-sectional dependence high-dimensional data high-frequency data integrated volatility matrix market microstructure noise

Phosphorus incorporation activates the basal plane of tungsten disulfide for efficient hydrogen evolution catalysis

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Nano Research 2022年第4期15卷 2855-2861页

作者： fan Wang Shuwen Niu Xinqi liang Gongming Wang Minghua Chen Key Laboratory of Engineering Dielectric and Applications(Ministry of Education) Harbin University of Science and TechnologyHarbin 150080China Department of Chemistry University of Science and Technology of ChinaHefei 230026China

The basal planes of transition metal dichalcogenides are basically inert for catalysis due to the absence of adsorption and activation sites,which substantially limit their catalytic ***,a facile strategy to activate the basal plane of WS_(2) for hydrogen evolution reaction(HER)catalysis by phosphorous-induced electron density modulation is *** optimized P doped WS_(2)(P-WS_(2))nanowires arrays deliver a low overpotential of 88 mV at 10 mA·cm^(-2)with a Tafel slope of 62 mV·dec^(-1)for HER,which is substantially better than the pristine counterpart.X-ray photoelectron spectroscopy confirms the surface electron densities of WS_(2) have been availably manipulated by P ***,density functional theory(DFT)studies further prove P doping can redistribute the density of states(DOS)around EF,which endow the inert basal plane of PWS_(2) with edge-like catalytic activity toward hydrogen evolution *** work offers a facile and effective approach to modulate the catalytic surface of WS_(2) toward highly efficient HER catalysis.

关键词： tungsten disulfide electronic structure modulator orbital orientation density of states redistribution hydrogen evolution reaction

Continuity of the robustness of contextuality of empirical models

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Science China(Physics,Mechanics & Astronomy) 2016年第10期59卷 11-18页

作者： HuiXian Meng HuaiXin Cao WenHua Wang liang Chen Yajing fan School of Mathematics and Information Science Shaanxi Normal University School of Ethnic Nationalities Education Shaanxi Normal University

Recently, the robustness of contextuality(RoC) of an empirical model was discussed in [Sci. China-Phys. Mech. Astron. 59,640303(2016)], many important properties of the RoC have been proved except for its boundedness and continuity. The aim of this paper is to find an upper bound for the RoC over all of empirical models and prove that the RoC is a continuous function on the set of all empirical models. Lastly, a relationship between the RoC and the extent of violating the noncontextual inequalities is established for an n-cycle contextual box. This relationship implies that the RoC can be used to quantify the contextuality of n-cycle boxes.

关键词： empirical model robustness of contextuality boundedness continuity

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习近平文化思想科学体系阐释论纲

新疆师范大学学报（哲学社会科学版） 2025年第1期46卷 16-33,F0002页

作者：范玉刚山东大学文艺美学研究中心山东济南250100 南方科技大学全球城市文明典范研究院广东深圳518055

习近平文化思想是逻辑自恰、相互贯通、结构完整并集时代性、系统性、原创性于一体的开放性科学体系。深刻把握和领会习近平文化思想的核心要义与主导逻辑,需要建构具有有效性的理论阐释框架。文本通过提炼五个重大学术命题,即坚持党对... 详细信息

习近平文化思想是逻辑自恰、相互贯通、结构完整并集时代性、系统性、原创性于一体的开放性科学体系。深刻把握和领会习近平文化思想的核心要义与主导逻辑,需要建构具有有效性的理论阐释框架。文本通过提炼五个重大学术命题,即坚持党对文化工作的全面领导和巩固党的文化领导权,坚定文化自信、建设社会主义文化强国,在不断健全文化体系中增强国家文化软实力,以“两个结合”特别是“第二个结合”引领中华文明发展,在文明互鉴中增强中华文明的传播力影响力,以此为四梁八柱构建阐释习近平文化思想科学体系的理论框架。

关键词：习近平文化思想科学体系文化基本理论重大学术命题理论框架

Determination of La/CeO_2 content in ilmenite electrode coating

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Rare Metals 2015年第7期34卷 505-509页

作者： Yong-Huan Guo Xi-Ying fan liang Zhang Hui fan Yi-Jun Xu College of Mechanical and Electrical Engineering Jiangsu Normal University Xuzhou Hongyuan Automation Technology Limited Company

The ilmenite welding electrode has advantages of low cost and excellent welding technological ***, the welding quality is affected adversely by its poor crack *** solve this problem, 12 kinds of rare earths coating formulas were optimized by means of orthogonal test design and curve *** the powders containing La/Ce O2 were extruded into ilmenite welding electrode through screw-type pressing–scribbling *** that, a series of mechanical properties tests were conducted according to national ***, the mechanical properties data were analyzed comprehensively by analyzing variance, boxplot as well as Minitab 3D surface *** results show that compared with the formula without rare earth, the deposited metal’s impact toughness,the lower yield strength, the tensile strength, and the hardness are increased by 54.44 %, 9.25 %, 6.37 %, and4.27 %, *** other words, Electrode 6 with the La/Ce O2 amount of 0.5 %/0.1 % in coating has better mechanical properties.

关键词： Ilmenite-type electrode Lanthanum/cerium oxide Var

Formation and Structure of [Al_(13)(μ_3-OH)_6(μ_2-OH)_6(μ_2-OH)_(12)(H_2O)_(24)]Cl_(15)·13H_2O

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Chinese Journal of Structural Chemistry 2006年第10期25卷 1217-1227页

作者： SUN Zhong ZHAO Hai-Dong TONG Hong-Ge-Er WANG Rui-fen ZHU fan-Zhu College of Chemistry and Chemical Engineering Inner Mongolia University Hohhot 010021 China Chemistry Department Yanbei Normal College Datong 037009 China Survey and Design Institute of Water Resources and Hydropower Inner Mongolia Autonomous Region Hohhot 010020 China

Crystal structure of a novel hydrated tridecameric polyaluminium chloride, [Al13（μ3-OH）6（μ2-OH）6（μ2-OH）12（H2O）24] Cl15·13H2O, has been determined by X-ray structure analysis, obtaining the detailed structural parameters and structure features. Moreover, the formation course was also discussed. The crystal belongs to monoclinic system, space group P21/c, with a = 1.3912（2）, b = 2.3529（3）, c = 2.2395（2） nm, β= 90.407（2）°, V = 7.3307（14） nm^3, Z = 4, Dc = 1.773 g/cm^3, F（000） = 4040, GOOF = 1.050,μ（MoKα）= 0.829 mm^-1, the final R = 0.0506 and wR = 0.1453 for 10553 observed reflections with I〉 2σ（I）. The structure of polycation of the title compound is different from either Keggin-type Al13 consisting of a central tetrahedral AlO4 core surrounded by twelve octahedral AlO6 units through corner-sharing or the ＂three hexameric rings juxtaposed＂ side by side predicted by ＂Core-Links＂ model linked by thirteen octahedral AlO6 units through edge-sharing. It has a ＂tortoise-like＂ structure with turnup ＂forefeet＂ and ＂tail＂, that is, an octahedral AlO6 core is surrounded by a ＂hexameric ring＂ through edge-sharing, then six octahedral AlO6 units are suspended onto the periphery of the ring upper and lower alternately by sharing two neighboring corners with an average turn angle of 21° entad. This kind of hydrated tridecameric polyaluminium chloride with such form is very important to further understand the existing forms and transformation rules of aluminium ion in hydrolysis system of its salts, speculate the process and mechanism of various hydrolysis and polymerization forms from Al（H2O）6^3＋ to Al（OH）3, and establish the relationship between structure and properties.

关键词： hydrated tridecameric polyaluminium chloride crystal structure formation

Reprogramming the tumor immune microenvironment via nanomaterial-mediated dynamic therapy

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Nano Research 2023年第12期16卷 13100-13112页

作者： Wangbo Jiao Yao feng Chen liang Qiaoyi Lu Haiming fan Xing-Jie liang Xiaoli Liu Key Laboratory of Synthetic and Natural Functional Molecule Chemistry of the Ministry of Education College of Chemistry and Materials ScienceNorthwest UniversityXi’an 710069China Laboratory of Controllable Nanopharmaceuticals Chinese Academy of Sciences(CAS)Center for Excellence in Nanoscience and CAS Key Laboratory for Biomedical Effects of Nanomaterials and NanosafetyNational Center for Nanoscience and TechnologyBeijing 100190China Institute of Regenerative and Reconstructive Medicine Med-X InstituteFirst Affiliated Hospital of Xi’an Jiaotong UniversityXi’an 710049China

Our improved knowledge of tumor immunology laid a solid foundation for the clinical use of tumor immunotherapies such as immune checkpoint blockers,and the efficacy of these drugs increased our confidence that immunomodulation was a viable way of treating *** basis of immunotherapy is to break the immune escape of the tumor and resolve the immune suppressive microenvironment of ***-mediated dynamic therapy(NDT)is an emerging immuno-regulatable type for tumor therapy,whose effects are mediated by increased cellular levels of reactive oxygen species(ROS).ROS is a potent trigger of immunogenic cell death,and this process initiates antitumor *** for use in NDT can be engineered to interact with almost all cell types in the tumor microenvironment to remodel this *** this review,we systematically examined the effects of NDT on four major cell types in the tumor microenvironment,namely tumor cells,lymphocytes,myeloid cells,and tumor stromal *** believe that this review will improve researchers’understanding of the anti-tumor immunity triggered by NDT,and provide ideas and inspiration for how optimally designed NDT schemes can be used to target the cells in the tumor microenvironment.

关键词： tumor immunotherapy tumor immune microenvironment nanomaterials reactive oxygen species immune cells

Complete kinetic model for esterification reaction of lauric acid with glycerol to synthesize glycerol monolaurate

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Chinese Journal of Chemical Engineering 2024年第6期70卷 211-221页

作者： Han-Qiao Hu Yue Zhang Ming fan Yong Cai Guang-Wen Chu liang-liang Zhang Research Center of the Ministry of Education for High Gravity Engineering and Technology Beijing University of Chemical TechnologyBeijing 100029China State Key Laboratory of Organic-Inorganic Composites Beijing University of Chemical TechnologyBeijing 100029China Petrochemical Research Institute China National Petroleum CorporationBeijing 102206China

Glycerol monolaurate(GML)is a widely used industrial chemical with excellent emulsification and antibacterial *** direct esterification of glycerol with lauric acid is the main method to synthesize *** this work,the kinetic process of direct esterification was systematically studied using p-toluenesulfonic acid as catalyst.A complete kinetic model of consecutive esterification reaction has been established,and the kinetic equation of acid catalysis was *** isomerization reactions of GML and glycerol dilaurate were *** was found that the reaction was an equilibrium reaction and the reaction rate was faster than the esterification *** kinetic equations of the consecutive esterification reaction were obtained by experiments as k_(1)=(276+92261Xcat)exp(-37720/RT)and k_(2)=(80+4413Xcat)exp(-32240/RT).The kinetic results are beneficial to the optimization of operating conditions and reactor design in GML production process.

关键词： Glycerol monolaurate p-Toluenesulfonic acid Esterification Kinetics Mass transfer

Intent Inference Based Trajectory Prediction and Smooth for UAS in Low-Altitude Airspace with Geofence

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Computers, Materials & Continua 2020年第4期63卷 417-444页

作者： Qixi Fu Xiaolong liang Jiaqiang Zhang Xiangyu fan National Key Laboratory of Air Traffic Collision Prevention Air Force Engineering UniversityXi’an710051China Shaanxi Province Laboratory of Meta-Synthesis for Electronic and Information System Xi’an710051China

In order to meet the higher accuracy requirement of trajectory prediction for Unmanned Aircraft System(UAS)in Unmanned Aircraft System Traffic Management(UTM),an Intent Based Trajectory Prediction and Smooth Based on Constrained State-dependent-transition Hybrid Estimation(CSDTHE-IBTPS)algorithm is ***,an intent inference method of UAS is constructed based on the information of ADS-B and geofence ***,a geofence layering algorithm is ***,the Flight Mode Change Points(FMCP)are used to define the relevant mode transition parameters and design the guard conditions,so as to generate the mode transition probability matrix and establish the continuous state-dependent-transition *** that,the constrained Kalman filter(CKF)is applied to improve State-dependent-transition Hybrid Estimation(SDTHE)algorithm by applying equality constraint to the velocity of UAS in the straight phase and turning phase,respectively,and thus the constrained state-dependent-transition hybrid estimation(CSDTHE)algorithm is ***,the results of intent inference and hybrid estimation are used to make trajectory ***,each flight segment of trajectory is smoothed respectively by Rauch-Tung-Striebel(RTS)backward smooth method using the proposed CSDTHE-RTS algorithm,so as to obtain more accurate trajectory prediction *** simulation shows that the proposed algorithm can reduce the errors of trajectory prediction and the time delay of intent inference.

关键词： Trajectory prediction unmanned aircraft system geofence intent inference hybrid estimation Rauch-Tung-Striebel(RTS)backward smooth