Risk Measurement and Its Volatility Research Based on CAViaR Method in Chinese Stock Market

金融资产价格的波动以及金融风暴带来的灾难性后果，充分显示了风险管理的重要性。过去的风险管理主要集中在会计帐面上的静态分析，但是它已经不适合金融市场迅速发展的要求。随着我国加入WTO及金融全球化的发展，在未来几年中市场风险必将成为金融机构面临的最大挑战，如何在新的环境下有效的度量与防范金融风险是金融机构在新时期要考虑的首要问题。为了能及时反映金融市场中资产收益的损失程度，VaR(风险值)正成为一种各金融机构广泛使用的风险管理工具并用来量化其资产组合在未来一段时间内的最大损失。巴塞尔委员会在它的1996年风险资本协议中，明确规定使用VaR模型对风险进行定量分析，同时，衍生证券政策机构也明确要求使用...The volatility of financial asset and financial disasters have brought catastrophic effect, it is abundant display the important of financial risk management. Many financial institutions have switched from management based on accrual accounting (a practice according to which transactions are booked at historical costs plus or minus accruals) to management based on daily marking-to-market. With the...学位：经济学硕士院系专业：经济学院计划统计系_数量经济学学号：20041002

我国货币供应量、GDP增长与通货膨胀的发展变化关系

本文系统分析了我国货币供应量、GDP增长以及通货膨胀这三者之间的关系,并依据协整理论建立了反映三者发展变化关系的误差修正模型(ECM)以及向量误差修正模型(VEC)。通过对模型的分析得出结论:这三者之间存在着短期的波动与长期的均衡关系

Extraction and cosmetic effect detection of functional components in natural plants

生活水平的提高、追求美貌的天性和回归自然的生活态度使人们对于含有天然产物成分的化妆品需求日益增加。人工合成的化妆品原料虽然较易制取，并且价格低廉，但化学药品所产生的毒性、刺激性和过敏性等副作用以及长期使用的效果和安全性问题引起了人们的担忧。同时，化妆品工业引起的环境保护问题也随之而来。因此，自然无毒、无污染的含有天然产物提取成分的化妆品越来越引起人们的欢迎和重视。本研究致力于筛选出几种具有美白、保湿和抗氧化功效的天然产物。 本文先采用热水浸提法结合冷冻干燥法提取出几种天然产物（茶树菇、玉竹、白蔹）的有效成分，将其配制成不同质量浓度的溶液进行化妆品美白功效的测试，采用分光光度法测试其对酪氨酸酶...The improvement of living standards, the pursuit of beauty and the attitude of returning to natural life make an increasing requirement of cosmetics containing natural product. Although synthetic cosmetics materials are easy prepared and the price is low, the concerns increased because synthetic chemicals generated toxicity, stimulating and allergic side effects as well as the long-term use effect...学位：工学硕士院系专业：化学化工学院化学工程与生物工程系_化学工程学号：2062009115125

Observation of Annual Growth of Two Sponge Explants

为了解决药源海绵的供给问题,促进活性产物的挖掘和筛选,针对福建近海2种海绵:叶片山海绵(Mycale phyllophila)和苔海绵(Tedania sp.)的周年生长率以及生长模式开展了系统研究,旨在为实现药源海绵的规模化移植提供必要的实践依据.采用原位尼龙绳挂养的方式,对随机挑选的各30株海绵,每月进行生长数据的测量,并对海区水温进行周年高密度记录.其中苔海绵的观察时间为2012年7月至2013年8月,叶片山海绵的观察时间为2013年6月至2014年4月.结果表明:叶片山海绵的生长率与水温变化显著相关(p0.05),在2013年8月出现最高周长生长率,增长率为93.88%;长度年增长率为(546.45±201.98)%,最大的个体长度增长率出现在8月,达到了956.11%.2种海绵的生长模式相似,均是优先覆盖尼龙绳等附着基的表面,之后才开始向着增加厚度的方向发展.根据实验结果,在海区逐步出现海绵的季节,海绵的移植应该选择在水温开始升高的4—5月,叶片山海绵采用固定在绳索上的移植方式,苔海绵则采用网兜移植的方式,有望获得较理想的移植效果.In order to solve the supply shortage of pharmaceutical sponges as well as to promote mining of active products and selection screening,our research focuses on studying the annual growth rate and growth pattern of two sponges,Mycale phyllophila and Tedania sp.,which are common species in coastal waters of Fujian.The aim of this study is to provide practical basis for achieving the scale transplantation of pharmaceutical sponge.We applied an approach of aquaculture in situ using nylon ropes and randomly picked up 30 individuals of sponges for cultivation.We recorded the growth data of every single individual,and the temperature and light automatic recorder was used to record the sea water temperature during the experiment.The experiment on Tedania sp. lasted for more than 12 months from July 2012 to August 2013,while the experiment on M. phyllophila lasted for about one year from June 2013 to April 2014.The result showed that the growth rate of M.phyllophila correlated significantly with sea water temperature( p 0. 05). In August 2013,they grew fastest with the peak perimeter growth rate of93. 88%.The length growth rate was( 546. 45±201. 98) %,and the largest individual had a length growth rate of 956. 11%. The growth strategies of these two species are similar,and they prefer to occupying more growing space by covering the substrate before expanding their thickness.According to the results,we suggest that transplanting experiment on sponges should be done around April to May when the water temperature is warm enough for sponges to survive.For M. phyllophila,ropes are better substrate for transplanted individuals to grow while string bags are expected to be effective for Tedania sp. to survive.厦门南方海洋研究中心项目(13GYY002NF07

Research Progresses in Polyurethane Acrylates

本文概述了辐射固化材料聚氨酯丙烯酸酯的研究进展，详细讨论了氨酯丙烯酸酯预聚体的合成、活性稀释剂和固化，及其固化物的结构、性能和应用领域The paper reviews brieFly the research progresses in radiation curable urethane acrylates (UA) materials.The synthesis, reactive dilution agents and curing methods of UA prepolymer, as well as the structure, properties and applications of the cured UA materials are discussed in detail

利用改良Nest-tetra-primerspecificPCR技术对两种石斑鱼的鉴别

云纹石斑鱼(EPInEPHEluS MOArA)和褐石斑鱼(E.brunEuS)为石斑鱼属内近缘种,外形相似常被混淆.本研究改良建立了nEST-TETrA-PrIMEr SPECIfIC PCr方法,获得了云纹石斑鱼和褐石斑鱼线粒体dnAnd2基因内的3个特异性条带,分别为内参序列nC1(394bP)、特异性条带nd2-M(268bP)和nd2-b(122bP),以及核基因组中核糖体dnAITS1区的5个特异性条带,分别为内参序列nC2(588bP)、nC3(563bP),特异性条带rdnA-M(426bP)、ITS1-M(488bP)和ITS1-b(304bP).研究结果不仅为两种石斑鱼的鉴别提供了稳定、可靠、快捷的特异性分子标记,而且也为鱼类近缘种的dnA鉴别提供了新的途径.国家自然科学基金(批准号:40576064);国家“八六三”计划(项目编号:2006AA10A414)资助项

Isolation of microsatellite DNA in Epinephelus akaara

提取赤点石斑鱼(Epinephelus akaara)基因组DNA,经BamH I和Hind III双酶切并电泳回收300~1 000 bp的片段与经BamH I和Hind III双酶切的pUC18质粒重组,转化感受态大肠杆菌JM109,以α互补法筛选重组阳性克隆,建立赤点石斑鱼部分基因组文库。应用PCR混合池法筛选含核心序列为(CA)n和(GA)n微卫星位点的阳性克隆,经DNA测序,得到61个含微卫星序列的克隆,占总克隆数的2.89%。61个用于测序的克隆中共有111个不同类型的微卫星序列,其中(CA/TG)n重复类型57个,占51.4%;(AG/TC)n重复类型35个,占31.5%;其他重复类型19个,占17.1%。完美型、非完美型及复合型序列分别占48.7%、41.4%和9.9%。并在GenBank上注册了22个微卫星序列。A partial genomic library of Epinephelus akaara was constructed and a PCR-based strategy was developed to screen the microsatellites in the library.A total of 2112 recombinant colonies were picked and regrown overnight in 96-well cell culture plates with 100 μL of LB medium plus ampicillin each well at 37℃.Twenty two plates were obtained and there were 20 mixing-pools in each plate.A PCR-based screening library method was used to screen these mixing-pools via the universal primer of M13 and repeat motif primers(CA)7C and(GA)7G,respectively.There were 111 microsatellites isolated after 61 positive clones were sequenced.The results indicated that microsatellite sequences characterized by(AC/GT)n and(GA/CT)n were abundant in genomic DNA of Epinephelus akaara.A portion of microsatellites repeat motifs and their flanking sequences were described.Among the 111 microsatellites,there were 54 perfect ones(48.7%),46 imperfect ones(41.4%),and 11 compound ones(9.9%).The 22 microsatellites sequences were submitted to the GenBank.It is supposed that these loci could be used for further genetic diversity and population structure analysis of Epinephelus akaara.国家自然科学基金项目(40306023,40576064);; 中国高新技术研究计划(2001AA621010

控制肝脏组织发育、再生重塑与大小的关键蛋白质机器

肝脏损伤、功能衰竭及肝癌等疾病是我国重大健康问题,它们的发生发展与肝脏再生重塑及大小调控异常密切相关。针对肝脏发育、再生及大小控制机理的基础研究对于解决上述重大肝脏疾病的临床需求具有重要意义。前期研究发现Hippo信号通路在调控细胞增殖及分化、干细胞命运等方面起着关键作用,而Hippo通路的失调可导致肝脏等器官发育和大小异常,严重影响受损组织再生与重塑,或导致肿瘤迅速发生。本项目拟以肝脏为研究对象,聚焦Hippo相关信号网络如何感知器官大小并适时调控细胞生长、分化与死亡以实现器官发育、再生重塑和器官大小控制这一关键科学问题,整合基础、临床、药学领域的先进研究技术,拟通过基因编辑、内胚层干细胞肝向分化、肝细胞移植和肝脏重建、肝脏损伤修复等模型、临床病理分析、蛋白结构解析和靶向药物设计等方法,深入探讨该通路失控导致肝脏发育异常、再生重塑障碍、癌症发生的致病机理,并提出靶向干预新策略。控制肝脏组织发育、再生重塑与大小的关键蛋白质机器(2017YFA0504500

Studies on chromosome karyotype,Ag-NORs and C-banding patterns of Lutjanus sebae

实验采用植物血凝素、秋水仙碱腹腔注射,肾细胞直接制片法分析了川纹笛鲷luTJAnuS SEbAE染色体核型、Ag-nOrS和C-带。结果表明:1)川纹笛鲷二倍体染色体数2n=48,核型公式为:2n=48T,nf=48;在第1对染色体靠近着丝粒部位有明显的次缢痕。2)染色体经快速银染后,Ag-nOrS的数目在不同细胞中表现出多态性,数目1—4个,2个Ag-nOrS的频率最高(占79%)。在分裂相中,第1对T染色体近着丝粒的次缢痕区均出现2个银染位点(Ag-nOrS阳性),且未见Ag-nOrS的联合现象。3)大多数染色体的着丝粒区显示出1个深浅不同的C-带,在第1对染色体的随体区域分布有大量的结构异染色质,表现C-带强阳性。讨论了鱼类核型演化规律和Ag-nOrS、C-带的发生机制,以及川纹笛鲷的进化地位。Studies on karyotype,Ag-NORs,and C-banding of Lutjanus sebae were performed.The chromosomes were re-ceived from the head kidney by using a method of injecting with PHA and colchicines,air drying,and Giemsa staining.The results were as follows.1) The karyotypic formula of L.sebae was 2n=48t,NF=48.Meanwhile,a pair of chromosomes,with secondary constriction near the centromere,was found on chromosome 1.2) The Ag-NORs polymorphisms were individually specific in this fish.The silver staining pots were 1-4,and the number of Ag-NORs was mainly 2(79%).A pair of nucleolar organizer regions was observed on the secondary constriction of chromosome 1,and no Ag-NORs combination was found.3) Centromeres of most chromosomes were C-bandings positive,and heterochromatin was detected at the satellite zone of chro-mosome 1.Thus,we discussed the evolution of karyotype,the developing mechanism of Ag-NORs,and C-bandings for fish.The phylogenetic condition of L.sebae was evaluated as well.国家自然科学基金项目(30070595);国家“863”计划项目(2006AA10A414

农村集体“三资”监管:问题与创新

背景材料:日前,有新闻报道,湖北省利川市一村支书利用职务之便,帮助开发商协调村集体荒山承包事宜,从中非法收受他人现金40万元。利川市公安局成功侦破这起涉嫌非国家工作人员受贿案。这是一起典型的村干部利用农村集体资源受贿案件。针对该新闻,不少网友反映村干部利用农村集体"三资"贪污腐败现象不胜枚举。农村集体"三资"管理直接关系广大农民群众的切身利益和农村和谐稳定发展,政策性强,涉及面广,影响深远。近年来,我国农村集体"三资"价值快速提升,规模