Evaluation of Commodity Trading Advisors using fixed and variable and benchmark models

This paper examines the performance of Commodity Trading Advisors (CTAs) using fixed and variable benchmarking models. In order to avoid the troublesome passive and active commodity and managed futures benchmarks (indices) when examining the performance of CTAs, we innovate by using data envelopment analysis (DEA). Because this alternative class has non-linear returns due to long/short positions, and derivatives (i.e., dynamic trading strategies), DEA can alleviate the problems usually associated with these indices. The effectiveness of using benchmarking models in a DEA setting will provide investors with an alternative technique in assessing the performance and identifying efficient CTAs.     

晶体学与准晶体学点群的母子群关系

依据群论，得出了准晶体学点群的直积或半直积推导算式；依据结晶学理论，绘出了五角、八角、十角和十二角晶系各点群的极赤投影图.据此推导出了每一个准晶体学点群的全部最大子群，从而推导并绘制出了三维晶体学和准晶体学点群之间的母子群关系(60个点群的“家谱”).该“家谱”以最大子群链的图解形式直观地给出了每个点群的最小母群和最大子群. 关键词： 准晶体 晶体 点群 最大子群 最小母群 群链     

高能e+e－湮没强子多重数的质量关系

利用一个描述强子质量谱成功的夸克模型确定出得到的强子多重数普适质量关系〈n〉=aexp(–bm)中的参数b,发现对于介子、重子是一个普适的常数.利用这个质量公式给出计算各种粒子多重数的表达式,进而以高能e⁺e^－湮没为例计算出各种粒子多重数与实验以及其他模型做了比较,表明这个没有任何假定的质量关系同样能够解释实验.     

高性能ZnO纳米块体材料的制备及其拉曼光谱学特征

利用六面顶高压设备制备了高密度、低脆性、纳米级的ZnO块体材料，用MDI/JADE5 X射线衍射仪(Cu靶)和XL30S-FEG场发射扫描电子显微镜对高压样品的相组成、晶粒尺寸及微观形貌进行了表征.利用E55+FRA106/5傅里叶变换激光拉曼光谱仪通过ZnO块体样品位于50—500cm^-1之内的拉曼光谱, 研究了极性半导体纳米材料的拉曼光谱学特征.发现在极性半导体ZnO纳米块体材料中，没有出现明显的尺寸限制效应. 关键词： ZnO纳米块体 拉曼光谱 尺寸限制效应     

鲁棒稳定性分析的值映射与参数化方法

本文运用值映射与参数化的方法研究了鲁棒D稳定性问题。文中给出了主要结果——参数空间鲁棒分析的边界定理,作为该结果的应用,一些现代鲁棒分析的知名结果,例如多项式族的稜边定理,Kharitonov定理和菱形定理都被简洁地证明出来;给出了一种判定双参数多项式族D稳定的新方法。用该方法可以方便地确定H稳定多项式按一定摄动模式(区间方式和菱形方形)的最大摄动界。     

A comparison between degenerate paramagnetic oscillators and two-photon correlated-spontaneous-emission lasers

The degenerate parametric oscillator (DPO) is analyzed with the nonlinear material treated quantum mechanically. The source of squeezing in the DPO is the same as in the two-photon correlated-spontaneous-emission laser (CEL) — the level coherence. In this sense, they are similar. The amount of squeezing in DPO is the same as in the two-photon CEL at two-photon resonance, but the gain in DPO is usually much smaller than that in the two-photon CEL at two-photon resonance.     

Quantum HeisenbergS=1/2 spin glass with ferromagnetic coupling and random Dzyaloshinskii-Moriya interactions

By means of the generalized static replica symmetric spin glass theory, a quantum HeisenbergS=1/2 spin glass model with the infinite-ranged random Dzyaloshinskii-Moriya (DM) interaction and ferromagnetic coupling is investigated. The dependence of entropy, specific heat, susceptibility and the corresponding order parameters on temperature is studied numerically for different ferromagnetic interactions and fixed anisotropy. Two spin glass phases has been found including transverse and mixed spin glass phases. It has been shown that the local susceptibility exhibits double-cusp features for different ferromagnetic coupling (J ₀). Phase transition poins are found in the specific heat-temperature plane at various ferromagnetic coupling values. Additionally, the dependence of the spontaneous moment on temperature is calculated.     

PIXE analysis of the Mn-doped content in Ga1-xMnxN film grown by LP-MOVPE

Summary Department of Technical Physics, School of Physics, Peking Unive     

Investigation of the reaction order for nucleophilic substitution of dialkyl methylphosphonates by alkoxides

The rate of nucleophilic substitution at the phosphorus centre of dialkyl methylphosphonates by methoxide and ethoxide has been studied to investigate the possible involvement of hexacoordinated phosphorus species in this reaction. For alkoxide concentrations less than ca. 1.5 M the rate increases with the square of alkoxide concentration. However, consideration of the activity of the alkoxides, represented by an appropriate acidity function, reveals that only one equivalent of alkoxide is involved in the rate-determining step. Thus, there is no requirement to invoke the intermediacy of a hexacoordinated species in the reaction pathway. © John Wiley & Sons, Inc.     

~n中有界域上全纯函数的第Ⅰ型 C-F公式

本文得到Ｃｎ中有界域上全纯函数的一种其积分密度函数含有全纯函数导数的 Ｃａｕｃｈｙ－Ｆａｎｔａｐｐｉ　　公式，称之为第Ⅰ型 Ｃ－Ｆ 公式，利用这个公式，通过适当选择其中的向量函数，可以得到许多区域上全纯函数相应的第Ⅰ型积分表示式．