Predictability and model selection in the context of ARCH models

Most of the methods used in the ARCH literature for selecting the appropriate model are based on evaluating the ability of the models to describe the data. An alternative model selection approach is examined based on the evaluation of the predictability of the models in terms of standardized prediction errors. Copyright © 2005 John Wiley & Sons, Ltd.     

The algebraic Bethe ansatz for the Izergin–Korepin model with open boundary conditions

We present the procedure of exactly solving the Izergin–Korepin model with open boundary conditions by using the algebraic Bethe ansatz, which include constructing the multi-particle state and achieving the eigenvalue of the transfer matrix and corresponding Bethe equations. We give a proof about our conclusions on the multi-particle state based on an assumption. When the model is U_q(su(2)) quantum invariant, our results agree with that obtained by analytic Bethe ansatz method.     

上市公司资本成本面板数据模型与实证分析

本文利用我国上市公司1997至2002年的有关财务数据,建立了我国上市公司资本成本面板数据模型,运用该模型分析了我国上市公司资本成本与财务杠杆、企业规模的关系.结果表明,财务杠杆的提升、企业规模的扩大将使资本成本下降.该结论对我国上市公司优化资本结构、提高企业价值具有一定的参考价值.     

起源于引力场的Vaidya-Bonner-de Sitter黑洞的量子熵

利用brick-wall模型研究了引力场对Vaidya-Bonner-de Sitter黑洞熵的量子修正.当黑洞事 件视界不随超前时间变化时，结果与Reissner-Nordstrm-de Sitter黑洞的量子熵完全相 同.     

新核素278113的基态特性及其α衰变链的研究

用形变的相对论平均场模型,Skyrme-Hartree-Fock模型及宏观-微观模型研究了新核素²⁷⁸113及其α衰变链的α衰变能和半衰期.计算的α衰变能同实验数据比较符合,相应的半衰期也在合理的范围内.计算进一步表明形变对超重核的基态性质有重要影响.     

社会经济管理系统和谐性模型的构建与分析

本文从非线性自然观的视野。引用与分析了社会经济系统功能模型与效应模型。构建了系统和谐状态模型与和谐状态可信度模型，形象地说明了企业系统的和谐既是一个随机不确定状态。又是企业和谐力量与不和谐力量相互抗争干涉的过程。依据协同学原理提出了企业系统和谐演进的机制，表明企业系统的和谐发展是子系统和谐协同的过程。即子系统竞争合作的过程。文中所构建的模型，从理论上清晰地说明了企业系统和谐有序运行的机理，为如何构建和谐企业。提供了建设性的思考。     

A numerical and experimental investigation of the interactions between a non‐uniform planar array of incompressible free jets

The interaction between multiple incompressible air jets has been studied numerically and experimentally. The numerical predictions have been first validated using experimental data for a single jet configuration. The spreading features of five unequal jets in the configuration of one larger central jet surrounded by four smaller equi‐distant jets, have been studied, for different lateral spacing ratios of 1.5, 2.0 and 2.5 and a central jet Reynolds number of 1.24×105 (corresponding to a Mach number of 0.16). Flow of five equal jets has also been simulated, for the sake of comparison. The jet interactions commence at an axial distance of about 3–4 diameters and complete by an axial distance of about 10 diameters for the lowest spacing ratio of 1.5. For larger spacing ratios, the length required for the start and completion of jet interaction increase. Peripheral jets bend more towards the central jet and merge at a smaller distance, when their sizes are smaller than that of the central jet. The entrainment ratio for multiple jets is higher than that for a single jet. Excellent agreement is observed between the experimental data and theoretical predictions for both mean flow field and turbulent quantities, at regions away from the jet inlet. The potential core length and initial jet development, however, are not predicted very accurately due to differences in the assumed and actual velocity profiles at the jet inlet. Copyright © 2004 John Wiley & Sons, Ltd.     

Physical Interpretation of the Motion of a Laser Pulse within the Framework of the Four-Oscillator Model

A physical multidimensional local model of the propagation process of a laser pulse in air having no analogy to famous models in laser physics is constructed. It is based on the representations of classical wave mechanics characteristic of the theory of scalar wave fields.     

Shear banding in strained semicrystalline polyamide 6 films as revealed by atomic force microscopy: Role of the amorphous phase

Atomic force microscopy (AFM) has been used to visualize the plastic deformation mechanisms that are responsible for the yielding of semicrystalline polymers of low degree of crystallinity (<50%). Indeed, AFM, if operated in suitable conditions, is able to image both the amorphous and the crystalline phases. Polyamide 6 films have been drawn at temperatures T < 160 °C. Postmortem AFM observations show that, at yield, shear bands nucleate and propagate in the amorphous phase. They cross the crystalline lamellae and run over the whole surface of the sample. By crossing the lamellae, they form nanoblocks of uniform size. Neither the size of the nanoblocks nor the angle between the tensile axis and the shear bands can be explained in terms of crystal plasticity. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 687–701, 2004