2016 Vol. 31, No. 5
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2016, 31(5)
:1-7.
doi: 10.3969/j.issn.2096-1553.2016.5.001
Abstract:
The maillard reaction of banana, pineapple, strawberry extracts reacting with Gly-Glu dipeptide was selected, reaction solution was 85% 1,2-propylene glycol water(40 mL), reaction temperature 130℃, reaction time 4 h and the quality of fruit extract and dipeptide were 6.75 g,0.55 g. The volatile compounds in the reaction product were analyzed by GC-MS and the reaction products were added into cigarette casing.The results showed that:1) Three kinds of reaction products mainly identified 31 kinds of aroma components, including 7 kinds of esters, 11 kinds of nitrogen heterocyclics, 9 kinds of oxygen heterocyclics, 2 kinds of acids and 2 kinds of other compounds.2)All of the Maillard reaction flavors imparted more burnt-sweetness and coke aroma, while the characteristics of fruit aroma were retained in banana and strawberry extract Maillard reaction flavors, but broken in pineapple extract Maillard reaction flavor.3) Banana and strawberry extract Maillard reaction flavors could improve sweetness and taste of cigarette obviously,which belong to the better application effect of burnt-sweetness flavors.
The maillard reaction of banana, pineapple, strawberry extracts reacting with Gly-Glu dipeptide was selected, reaction solution was 85% 1,2-propylene glycol water(40 mL), reaction temperature 130℃, reaction time 4 h and the quality of fruit extract and dipeptide were 6.75 g,0.55 g. The volatile compounds in the reaction product were analyzed by GC-MS and the reaction products were added into cigarette casing.The results showed that:1) Three kinds of reaction products mainly identified 31 kinds of aroma components, including 7 kinds of esters, 11 kinds of nitrogen heterocyclics, 9 kinds of oxygen heterocyclics, 2 kinds of acids and 2 kinds of other compounds.2)All of the Maillard reaction flavors imparted more burnt-sweetness and coke aroma, while the characteristics of fruit aroma were retained in banana and strawberry extract Maillard reaction flavors, but broken in pineapple extract Maillard reaction flavor.3) Banana and strawberry extract Maillard reaction flavors could improve sweetness and taste of cigarette obviously,which belong to the better application effect of burnt-sweetness flavors.
2016, 31(5)
:8-14.
doi: 10.3969/j.issn.2096-1553.2016.5.002
Abstract:
Three dipeptide Amadori intermediates (APs) were prepared by three representative dipeptide Gly-Gln, Ala-Gln and Gly-Gly as the nitrogen source, and glucose as sugar sources. The reaction process was monitored by HPLC to compare reactivity of dipeptides, the reactivity order is Ala-Gln> Gly-Gln> Gly-Gly. The purity and fracture modes of three dipeptide APs were characterized and analysis using LC-MS/MS and ESI-MS/MS.The results showed that the LC/MS purity of three dipeptide APs was up to 95% (Gly-Gln-APs), 97% (Ala-Gln-APs) and 98% (Gly-Gly-APs). Three fracture pattern of dipeptide APs was similar, the main fragment ions including loss of sugar molecules formed [M-162]+ and [M-180]+ fragment ions; and loss of water molecule is formed [M-36]+ and [M-84]+ ions.The cigarette application evaluation showed that the three dipeptide APs have encountered with incense smoke harmonize and improve the aroma and the amount of gas concentration, wherein Ala-Gln-APs shows the best effects. An obvious positive effect could be found both in aroma and taste characteristics.
Three dipeptide Amadori intermediates (APs) were prepared by three representative dipeptide Gly-Gln, Ala-Gln and Gly-Gly as the nitrogen source, and glucose as sugar sources. The reaction process was monitored by HPLC to compare reactivity of dipeptides, the reactivity order is Ala-Gln> Gly-Gln> Gly-Gly. The purity and fracture modes of three dipeptide APs were characterized and analysis using LC-MS/MS and ESI-MS/MS.The results showed that the LC/MS purity of three dipeptide APs was up to 95% (Gly-Gln-APs), 97% (Ala-Gln-APs) and 98% (Gly-Gly-APs). Three fracture pattern of dipeptide APs was similar, the main fragment ions including loss of sugar molecules formed [M-162]+ and [M-180]+ fragment ions; and loss of water molecule is formed [M-36]+ and [M-84]+ ions.The cigarette application evaluation showed that the three dipeptide APs have encountered with incense smoke harmonize and improve the aroma and the amount of gas concentration, wherein Ala-Gln-APs shows the best effects. An obvious positive effect could be found both in aroma and taste characteristics.
2016, 31(5)
:15-19.
doi: 10.3969/j.issn.2096-1553.2016.5.003
Abstract:
To prepared the tea extract using microfiltration,ultrafiltration and reverse osmosis of membrane technology,the separated sample by several membrane were analyzed and sensory evaluated.The experimental results showed that the tea polyphenols had the membrane interception mainly in microfilteation and macromolecule ultrafiltration membrane; there is no effect to seperated caffeine by using seperated membrane; the separation of membrane technology could effectively improve the quality when the flavor using in tobacco, and filered the 100 kD as the bested condition of ultrafiltration;while using the reverse osmosis to concentrated samples,it could be better to retain the aroma components, to solve the common problems of concentration.
To prepared the tea extract using microfiltration,ultrafiltration and reverse osmosis of membrane technology,the separated sample by several membrane were analyzed and sensory evaluated.The experimental results showed that the tea polyphenols had the membrane interception mainly in microfilteation and macromolecule ultrafiltration membrane; there is no effect to seperated caffeine by using seperated membrane; the separation of membrane technology could effectively improve the quality when the flavor using in tobacco, and filered the 100 kD as the bested condition of ultrafiltration;while using the reverse osmosis to concentrated samples,it could be better to retain the aroma components, to solve the common problems of concentration.
2016, 31(5)
:20-24.
doi: 10.3969/j.issn.2096-1553.2016.5.004
Abstract:
In order to understand the accumulation rules of heavy metals in soil, the effects of municipal sludge composts on the content of heavy metals,adsorption capacity of copper and the content of nutriment in soil were studied.The results showed that the content of metal heavy metals in soil had little difference before and after adding municipal sludge composts.The adsorption isotherms of copper in the samplesagree well with the Langmuir equation with all correlation coefficients of above 0.9. Furthermore the application amount of municipal sludge composts should be controlled under 2 000 kg/mu. The addition of municipal sludge composts under 2 000 kg/mu could not only reduce the adsorption capacity of copper, but also increase the content of nutriment in soil.
In order to understand the accumulation rules of heavy metals in soil, the effects of municipal sludge composts on the content of heavy metals,adsorption capacity of copper and the content of nutriment in soil were studied.The results showed that the content of metal heavy metals in soil had little difference before and after adding municipal sludge composts.The adsorption isotherms of copper in the samplesagree well with the Langmuir equation with all correlation coefficients of above 0.9. Furthermore the application amount of municipal sludge composts should be controlled under 2 000 kg/mu. The addition of municipal sludge composts under 2 000 kg/mu could not only reduce the adsorption capacity of copper, but also increase the content of nutriment in soil.
2016, 31(5)
:25-29.
doi: 10.3969/j.issn.2096-1553.2016.5.005
Abstract:
After four stages of the hydraulic loading being lifted,high sulfur and organic wastewater approached the actual water quality conditions(CODcr concentration=9 300 mg/L, equivalent organic sulfides concentration=534 mg/L)and was anaerobic biological treated through the hydrolysis acidification reactor.Finally,CODCr loading rate reached 11 kg/(m3·d) and obtained the conclusions of sulfide inhibition concentration 400 mg/L,organic sulfide reverse-sulfide rate reaching 80% and CODCr removal rate reaching 54%.In order to remove sulfides by process of precipitation respectively the effects of the amount of precipitation agent added, stirring speed and the initial pH on the removal of sulfides were investigated. Finally, the optimum conditions were determined as initial pH=7.5, FeCl2·4H2O adding amount of n(Fe2+):n(S2-)=1.1 and stirring speed of 80 r/min for 30 min with sulfide removal rate reached 81%.
After four stages of the hydraulic loading being lifted,high sulfur and organic wastewater approached the actual water quality conditions(CODcr concentration=9 300 mg/L, equivalent organic sulfides concentration=534 mg/L)and was anaerobic biological treated through the hydrolysis acidification reactor.Finally,CODCr loading rate reached 11 kg/(m3·d) and obtained the conclusions of sulfide inhibition concentration 400 mg/L,organic sulfide reverse-sulfide rate reaching 80% and CODCr removal rate reaching 54%.In order to remove sulfides by process of precipitation respectively the effects of the amount of precipitation agent added, stirring speed and the initial pH on the removal of sulfides were investigated. Finally, the optimum conditions were determined as initial pH=7.5, FeCl2·4H2O adding amount of n(Fe2+):n(S2-)=1.1 and stirring speed of 80 r/min for 30 min with sulfide removal rate reached 81%.
2016, 31(5)
:30-35.
doi: 10.3969/j.issn.2096-1553.2016.5.006
Abstract:
The papermaking industry in He'nan Province is distributed mainly along the Huaihe River, Haihe River, Yellow River, Yangtze River and its tributaries, and the pollutants emissions are mainly concentrated in the Huaihe River. Cotton wood (branch material), wheat straw, binate, and waste paper are the main raw materials for papermaking enterprises in He'nan Province.The pulping technique includes alkaline peroxide mechanical pulping, alkaline decomposition, and wastepaper pulping. The commonly used final treatment technology by papermaking enterprises is a combination technology, which is usually constituted by physical treatments, anaerobic and aerobic biological treatment, and advanced treatment by chemical method.
The papermaking industry in He'nan Province is distributed mainly along the Huaihe River, Haihe River, Yellow River, Yangtze River and its tributaries, and the pollutants emissions are mainly concentrated in the Huaihe River. Cotton wood (branch material), wheat straw, binate, and waste paper are the main raw materials for papermaking enterprises in He'nan Province.The pulping technique includes alkaline peroxide mechanical pulping, alkaline decomposition, and wastepaper pulping. The commonly used final treatment technology by papermaking enterprises is a combination technology, which is usually constituted by physical treatments, anaerobic and aerobic biological treatment, and advanced treatment by chemical method.
2016, 31(5)
:36-42.
doi: 10.3969/j.issn.2096-1553.2016.5.007
Abstract:
PtRu alloy nanoparticles supported on 3D graphene (PtRu/Gr)were synthesized via organic sol method combined with freeze drying by using ethylene glycol as solvent and reducing agent,polyvinylpyrrolidone (PVP)as complexing agent.The morphology,composition,particle size,and phase structure were characterized by SEM,TEM,and XRD.The catalytic activities of PtRu/Gr toward methanol oxidation were evaluated by means of cyclic voltammetry and chronoamperometry and compared with those of self-made Pt/Gr and Pt/C catalysts.The results showed that highly dispersed PtRu alloy nanoparticles with average sizes of ca.2.1 nm are dispersed on the surfaces of 3D graphene,and its activity toward methanol oxidation is 1.5 and 2.6 times as high as that of Pt/Gr and Pt/C,respectively.Furthermore PtRu/Gr has high stability and poisoning tolerance to the intermediates in methanol oxidation.
PtRu alloy nanoparticles supported on 3D graphene (PtRu/Gr)were synthesized via organic sol method combined with freeze drying by using ethylene glycol as solvent and reducing agent,polyvinylpyrrolidone (PVP)as complexing agent.The morphology,composition,particle size,and phase structure were characterized by SEM,TEM,and XRD.The catalytic activities of PtRu/Gr toward methanol oxidation were evaluated by means of cyclic voltammetry and chronoamperometry and compared with those of self-made Pt/Gr and Pt/C catalysts.The results showed that highly dispersed PtRu alloy nanoparticles with average sizes of ca.2.1 nm are dispersed on the surfaces of 3D graphene,and its activity toward methanol oxidation is 1.5 and 2.6 times as high as that of Pt/Gr and Pt/C,respectively.Furthermore PtRu/Gr has high stability and poisoning tolerance to the intermediates in methanol oxidation.
2016, 31(5)
:43-50.
doi: 10.3969/j.issn.2096-1553.2016.5.008
Abstract:
With the use of silica monodisperse Stober with different particle size distribution was prepared, and then with an amino modifier on silica (nSiO2) surface modification was prepared, and finally nSiO2 particles before and after modification were dispersed in polyethylene glycol (PEG) and prepared in the PEG/nSiO2 composite system, and on the morphology and thermal properties nSiO2 prepared particles were characterized by Huck rheometer and rheological properties of polyethylene glycol/nSiO2 composites were investigated with a transmission electron microscope (TEM), integrated thermal gravimetric analysis (TG). The results showed that:particle diameter nSiO2 prepared in the range of 50~300 nm, a uniform particle distribution, by controlling the ratio of reactants to the particle diameter was effectively controlled; N-aminoethyl-γ-aminopropyl trimethoxy Silane was "riveted" in the nSiO2 particle surface; The rheological properties of the prepared PEG/nSiO2 composite system was related to the particle size and the content of nSiO2 particles,the general rule was that the viscosity increases with the increase of frequency.The particle size effect on shear thickening system was large and the best partide diameter was in the 120 nm particle size nearby.
With the use of silica monodisperse Stober with different particle size distribution was prepared, and then with an amino modifier on silica (nSiO2) surface modification was prepared, and finally nSiO2 particles before and after modification were dispersed in polyethylene glycol (PEG) and prepared in the PEG/nSiO2 composite system, and on the morphology and thermal properties nSiO2 prepared particles were characterized by Huck rheometer and rheological properties of polyethylene glycol/nSiO2 composites were investigated with a transmission electron microscope (TEM), integrated thermal gravimetric analysis (TG). The results showed that:particle diameter nSiO2 prepared in the range of 50~300 nm, a uniform particle distribution, by controlling the ratio of reactants to the particle diameter was effectively controlled; N-aminoethyl-γ-aminopropyl trimethoxy Silane was "riveted" in the nSiO2 particle surface; The rheological properties of the prepared PEG/nSiO2 composite system was related to the particle size and the content of nSiO2 particles,the general rule was that the viscosity increases with the increase of frequency.The particle size effect on shear thickening system was large and the best partide diameter was in the 120 nm particle size nearby.
2016, 31(5)
:51-57.
doi: 10.3969/j.issn.2096-1553.2016.5.009
Abstract:
The critical micelle concentration(cmc), equilibrium surface tension(γ) and dynamic surface tension (DST) of K12-AEO9 and K12-6501 formulations were investigated. The best synergistic effect and minimal cmc could be observed that is cmc was 0.14 mmol·L-1 and 0.30 mmol·L-1 when the mass ratio was 1:1 for K12-AEO9 and 3:7 for K12-6501. When the mass ration of K12 and AEO9 was 1:1, the balance time(t*) was minium(1.42 s), the surface tension reducing rate(R1/2)reached maximum (14.47 mN·m-1·s-1) and the binary system showed the best dynamic surface activity. As for K12-6501, the best results were observed when the mass ratio was 3:7. The maximum R1/2 (14.25 mN·m-1·s-1) was obtained and the system was more easy to reach the equilibrium system of medium. The obtained experimental data showed that the two kinds of mixture adsorption equilibrium time on the water surface decreased and tension reducing rate of R1/2 increased with the increasing of the surfactant concentration.
The critical micelle concentration(cmc), equilibrium surface tension(γ) and dynamic surface tension (DST) of K12-AEO9 and K12-6501 formulations were investigated. The best synergistic effect and minimal cmc could be observed that is cmc was 0.14 mmol·L-1 and 0.30 mmol·L-1 when the mass ratio was 1:1 for K12-AEO9 and 3:7 for K12-6501. When the mass ration of K12 and AEO9 was 1:1, the balance time(t*) was minium(1.42 s), the surface tension reducing rate(R1/2)reached maximum (14.47 mN·m-1·s-1) and the binary system showed the best dynamic surface activity. As for K12-6501, the best results were observed when the mass ratio was 3:7. The maximum R1/2 (14.25 mN·m-1·s-1) was obtained and the system was more easy to reach the equilibrium system of medium. The obtained experimental data showed that the two kinds of mixture adsorption equilibrium time on the water surface decreased and tension reducing rate of R1/2 increased with the increasing of the surfactant concentration.
2016, 31(5)
:58-62,74.
doi: 10.3969/j.issn.2096-1553.2016.5.010
Abstract:
A calculation method of analog-to-digital converter resolution based on the the average rule of information entropy was proposed according to the uncertainty of acquisition in the data acquisition and processing system of measurement instruments.The average rule of information entropy was demonstrated by the law of large numbers in probability theory, and the relationship between signal noise rate of analog-to-digital converter and analog-to-digital converter digit was analyzed. The higher signal noise rate of analog-to-digital converter, the higher the resolution of analog-to-digital converter and the more the information acquired.There was corresponding calculation relationship between them and the corresponding information entropy.The experiment proved the rationality of the method.
A calculation method of analog-to-digital converter resolution based on the the average rule of information entropy was proposed according to the uncertainty of acquisition in the data acquisition and processing system of measurement instruments.The average rule of information entropy was demonstrated by the law of large numbers in probability theory, and the relationship between signal noise rate of analog-to-digital converter and analog-to-digital converter digit was analyzed. The higher signal noise rate of analog-to-digital converter, the higher the resolution of analog-to-digital converter and the more the information acquired.There was corresponding calculation relationship between them and the corresponding information entropy.The experiment proved the rationality of the method.
2016, 31(5)
:63-68.
doi: 10.3969/j.issn.2096-1553.2016.5.011
Abstract:
It was proved that the linear relationship between input and output entropy, and the entropy model of linear amplifier was given in the entropy domain. The noise entropy of sensor information could be eliminated by the process of the linear network to the greatest extent, so as to improve the resolution of the information source. The engineering example showed the contribution between the system noise coefficient and amount of information were different for all levels noise coefficient in low noise amplifier. The lower the equivalent noise coefficient, the greater the mutual information in the multi-stage amplification system.
It was proved that the linear relationship between input and output entropy, and the entropy model of linear amplifier was given in the entropy domain. The noise entropy of sensor information could be eliminated by the process of the linear network to the greatest extent, so as to improve the resolution of the information source. The engineering example showed the contribution between the system noise coefficient and amount of information were different for all levels noise coefficient in low noise amplifier. The lower the equivalent noise coefficient, the greater the mutual information in the multi-stage amplification system.
2016, 31(5)
:69-74.
doi: 10.3969/j.issn.2096-1553.2016.5.012
Abstract:
Based on the exact self-similar fractal Sierpinski carpet model, it has been studied that the functional relationship of average tortuosity and porosity, and the functional relationship average tortuosity and minimum pore characteristic length and the fractal dimension by solving the distribution function of tortuosity of the control body. The results showed the tortuosity and porosity calculation obey the rule of Γn=-3/2-1/2φ; the minimum pore characteristic length, the fractal dimension and Euclidean space dimension determine the complexity of the internal space of object; the tortuosity of porous media flow lines decreases with the increasing of the internal porosity and increases with the decreasing of the smallest pores characteristic length and pore fractal dimension.
Based on the exact self-similar fractal Sierpinski carpet model, it has been studied that the functional relationship of average tortuosity and porosity, and the functional relationship average tortuosity and minimum pore characteristic length and the fractal dimension by solving the distribution function of tortuosity of the control body. The results showed the tortuosity and porosity calculation obey the rule of Γn=-3/2-1/2φ; the minimum pore characteristic length, the fractal dimension and Euclidean space dimension determine the complexity of the internal space of object; the tortuosity of porous media flow lines decreases with the increasing of the internal porosity and increases with the decreasing of the smallest pores characteristic length and pore fractal dimension.
2016, 31(5)
:75-82.
doi: 10.3969/j.issn.2096-1553.2016.5.013
Abstract:
Lines plans of flow channel of vertical lift check valve were optimal designed.The lines plan of disc was designed on the basis of Granville double parameters square polynomial.The lines plan of guide shell was designed on the basis of Granville tail curve.According to the analysis of new flow channel by analysis method, numerical simulation and experimental verification, flow resistance coefficient of new flow channel was lower than before by about 47% and pressure distribution was uniform and gradient was tiny as well.It had good channel feature.
Lines plans of flow channel of vertical lift check valve were optimal designed.The lines plan of disc was designed on the basis of Granville double parameters square polynomial.The lines plan of guide shell was designed on the basis of Granville tail curve.According to the analysis of new flow channel by analysis method, numerical simulation and experimental verification, flow resistance coefficient of new flow channel was lower than before by about 47% and pressure distribution was uniform and gradient was tiny as well.It had good channel feature.
2016, 31(5)
:83-86.
doi: 10.3969/j.issn.2096-1553.2016.5.014
Abstract:
In order to solve the problems such as the damage of clasp hands and guide block in the use of the finishing mill with the 4 100 mm wide thick plate, an optimal resolution is proposed by checking the detailed structural and matching features of the guide device. The proposed measures were that the clasp hands of the guide device were redesigned from integral type into split type, adding bolt holes on the both sides of guide devices, fixing guide grooves to guide devices by stud bolts in accompany with the guide blocks of memorial archway, so as to achieve the antithetic use of the original convex and concave combining form. The structures of the clasp hands and guiding were rebuilt. The effect of the reformed guide device was more reasonable in the aspects of improving running stability, saving maintenance time, and increasing production efficiency.
In order to solve the problems such as the damage of clasp hands and guide block in the use of the finishing mill with the 4 100 mm wide thick plate, an optimal resolution is proposed by checking the detailed structural and matching features of the guide device. The proposed measures were that the clasp hands of the guide device were redesigned from integral type into split type, adding bolt holes on the both sides of guide devices, fixing guide grooves to guide devices by stud bolts in accompany with the guide blocks of memorial archway, so as to achieve the antithetic use of the original convex and concave combining form. The structures of the clasp hands and guiding were rebuilt. The effect of the reformed guide device was more reasonable in the aspects of improving running stability, saving maintenance time, and increasing production efficiency.
2016, 31(5)
:87-92.
doi: 10.3969/j.issn.2096-1553.2016.5.015
Abstract:
To deal with the deficiency of low detection efficiency, the difficulty of locating fault and returning the H-bridge circuit board to the manufacturer for repair in the conventional method used to detect the H-bridge circuit board in electric power steering system, a portable detection system was developed which integrated the in-circuit tester (ICT) and function test (FCT) based on the combination of the embedded and database technology.The intensive experiments demonstrated that this system had the advantage of high detection efficiency, accurate fault location and was independent of upper computer and convenient to carry around.The present method was not only applicable for detecting batch H-bridge circuit boards, but also good for maintaining the H-bridge circuit board fault parts under various environments.
To deal with the deficiency of low detection efficiency, the difficulty of locating fault and returning the H-bridge circuit board to the manufacturer for repair in the conventional method used to detect the H-bridge circuit board in electric power steering system, a portable detection system was developed which integrated the in-circuit tester (ICT) and function test (FCT) based on the combination of the embedded and database technology.The intensive experiments demonstrated that this system had the advantage of high detection efficiency, accurate fault location and was independent of upper computer and convenient to carry around.The present method was not only applicable for detecting batch H-bridge circuit boards, but also good for maintaining the H-bridge circuit board fault parts under various environments.
2016, 31(5)
:93-97.
doi: 10.3969/j.issn.2096-1553.2016.5.016
Abstract:
Some of the dynamic characteristics of a novel three dimensional nonlinear chaotic system were further investigated by numerical simulation based on Matlab/Simulink software,such as Lyapunov exponents and Lyapunov dimension, Poincaré mapping and initial sensitivity et al.And the realization of the circuit simulation of the system was given based on Multisim software.The experiments showed that the two methods were consistent, then confirmed that the chaotic attractor existed and the chaotic system could be realized.
Some of the dynamic characteristics of a novel three dimensional nonlinear chaotic system were further investigated by numerical simulation based on Matlab/Simulink software,such as Lyapunov exponents and Lyapunov dimension, Poincaré mapping and initial sensitivity et al.And the realization of the circuit simulation of the system was given based on Multisim software.The experiments showed that the two methods were consistent, then confirmed that the chaotic attractor existed and the chaotic system could be realized.
2016, 31(5)
:98-104.
doi: 10.3969/j.issn.2096-1553.2016.5.017
Abstract:
With settlement data of eight kinds of Shanghai interbank offered rate (SHIBOR) as object,using multiple normalized spectral clustering analysis of modeling the representation of the object was analyzed, defining the short-term and long-term products at the same time, and then with overnight interest rates the highest liquidity and better independence were selected as the research object, using EGARCH sequence of data modeling,the asymmetric effects of interest rate fluctuations were explered.The study found that:spreads jitter caused by the fluctuation in the unexpected was rising more than an unexpected negative interest rate differentials with amplitude jitter caused by higher volatility, SHIBOR time limit according to the product, represents a feature of the longer the time limit the better.
With settlement data of eight kinds of Shanghai interbank offered rate (SHIBOR) as object,using multiple normalized spectral clustering analysis of modeling the representation of the object was analyzed, defining the short-term and long-term products at the same time, and then with overnight interest rates the highest liquidity and better independence were selected as the research object, using EGARCH sequence of data modeling,the asymmetric effects of interest rate fluctuations were explered.The study found that:spreads jitter caused by the fluctuation in the unexpected was rising more than an unexpected negative interest rate differentials with amplitude jitter caused by higher volatility, SHIBOR time limit according to the product, represents a feature of the longer the time limit the better.
2016, 31(5)
:105-108.
doi: 10.3969/j.issn.2096-1553.2016.5.018
Abstract:
Considering control of dividends and capital injections of the Markov-modulated risk model with restricted densities and transaction costs,with maximizing the discounted dividend payments minus the penalized discounted capital injections as the goal,the optimal dividends and capital injections strategy was discussed.By stochastic control theory and the Hamilton-Jacobi-Bellman equation,it was derived that the corresponding best strategy was Threshold strategy.
Considering control of dividends and capital injections of the Markov-modulated risk model with restricted densities and transaction costs,with maximizing the discounted dividend payments minus the penalized discounted capital injections as the goal,the optimal dividends and capital injections strategy was discussed.By stochastic control theory and the Hamilton-Jacobi-Bellman equation,it was derived that the corresponding best strategy was Threshold strategy.
Journal Information
Founded in 1986， bimonthly
Administered by：The Education Department Henan Province
Sponsored by：Zhengzhou University of Light Industry
Editor-in-chief：Wei Shizhong
Executive Editor-in-Chief：Zou Lin
Deputy Editor-in-Chief：Qu Shuanghong
Edited & published by：Editorial Department of Journal of Light Industry
CN 41-1437/TS
ISSN 2096-1553
Address：136 Science Avenue, Zhengzhou City, Henan Province, China
Postal Code：450001
Tel：(086)0371-86608635
(086)0371-86608633
