Experimental Study on the Flexural Behavior of Concrete-Filled Steel Box Slabs

Different to conventional reinforced concrete or steel material, a new type of concrete-filled steel box slab has been proposed by effectively integrating the combined benefits of both steel and concrete. By filling concrete, this type of slab could avoid the local bucking of steel plate and then could provide a high moment capacity. Therefore, this study aims to investigate the flexural behavior of concrete-filled steel box slabs through testing seven specimens and characterize their failure characteristics, stress distribution and ultimate moment capacity. A comprehensive parametric study focuses on the influence of the steel plate thickness, the stud and stiffening plate on the slab flexural behavior. The results show that concrete-filled steel box slabs had a high moment capacity and good ductility. The thickness of the steel plate had a significant influence on the moment capacity of the specimen. The stud led to the reduction of the moment capacity of the slab. The stiffening plate effectively improved the flexural behavior of the specimen. Moreover, a calculation method was formulated to describe the moment capacity of the slab and compared with experimental results. The results show that the proposed method for the moment capacity of the slab was conservative and reasonable.

A High-Moment Trapezoidal Fuzzy Random Portfolio Model with Background Risk

In most exiting portfolio selection models, security returns are assumed to have random or fuzzy distributions. However, uncertainties exist in actual financial markets. Markets are associated not only with inherent risk, but also with background risk that results from the differences among individual investors. This paper investigated the compliance of stock yields to the fuzzy-natured high-order moments of random numbers in order to develop a high-moment trapezoidal fuzzy random portfolio risk model based on variance, skewness, and kurtosis. Data obtained from the Shanghai Stock Exchange and Shenzhen Stock Exchange was used to assess the influence on the proposed model of both background risk and the maximum level of satisfaction of the portfolio. The empirical results demonstrated that the differences between the maximum and minimum variance, skewness, and kurtosis values of the portfolio were positively correlated with the variance of the background risk.