Estimation of investment project profitability in the modified Cantor-Lipman model

The profitability of investment projects in the modified Cantor-Lipman model is analyzed. The possibility of making lower estimates of the investment project profitability by searching for periodic trajectories is studied. The necessary and sufficient conditions for the existence of a trajectory with the period 2 are derived. The sufficient conditions ensuring the existence of a certain trajectory with the period 2 are derived in the form of explicit requirements on the investment project structure.     

Representations of distributive semilattices in ideal lattices of various algebraic structures

We study the relationships among existing results about representations of distributive semilattices by ideals in dimension groups, von Neumann regular rings, C*-algebras, and complemented modular lattices. We prove additional representation results which exhibit further connections with the scattered literature on these different topics. Received March 2, 1998; accepted in final form November 9, 2000.     

Contrarian investment strategy with data envelopment analysis concept

One of the typical issues in financial literature is that the market tends to be overly pessimistic about value stocks, many of which are past losers. Therefore, over-reactions might capture by measuring earnings surprise vary with past return levels. In this paper, we propose a new index for an effective investment strategy to capture the return-reversal effect using both Data Envelopment Analysis (DEA) and Inverted DEA in order to consider the above characteristics of the market. Our investment strategy using the new index exhibits better performance than the naive return-reversal strategy that only uses past returns or earnings surprise. In addition, the correlations between our new index and commonly used value indices are insignificant, and the value indices cannot represent the over-valued (under-valued) situations perfectly. Hence, considering both proposed and value indices like book-to-price one, we could select value stocks more effectively than by using only one of these indices.     

Improved Sobolev inequalities on groups of Iwasawa type in presence of symmetry

Let G be a simple Lie group of real rank one and N be in the Iwasawa decomposition of G. We prove a refined version of the Sobolev inequality on N in presence of symmetry.     

Envelopes of splines in the projective plane

In this paper a family of curves—Riemannian cubics—inthe unit sphere and the real projective plane is investigated.Riemannian cubics naturally arise as solutions to variationalproblems in Riemannian spaces. It is remarkable to find thatan envelope of lines generated by a Riemannian cubic in onespace is (nearly) a Riemannian cubic in another space.     

罗尔中值定理的一些新证法(英文)

给出了罗尔微分中值定理的三种新的证明方法,其中第二种很简便的方法仅依赖于大家熟知的Heine-Borel有限覆盖定理.由此可见罗尔微分中值定理可以是实数的完备性的直接推论.     

Detecting and Analyzing Politically-Themed Stocks Using Text Mining Techniques and Transfer Entropy—Focus on the Republic of Korea’s Case

Politically-themed stocks mainly refer to stocks that benefit from the policies of politicians. This study gave the empirical analysis of the politically-themed stocks in the Republic of Korea and constructed politically-themed stock networks based on the Republic of Korea’s politically-themed stocks, derived mainly from politicians. To select politically-themed stocks, we calculated the daily politician sentiment index (PSI), which means politicians’ daily reputation using politicians’ search volume data and sentiment analysis results from politician-related text data. Additionally, we selected politically-themed stock candidates from politician-related search volume data. To measure causal relationships, we adopted entropy-based measures. We determined politically-themed stocks based on causal relationships from the rates of change of the PSI to their abnormal returns. To illustrate causal relationships between politically-themed stocks, we constructed politically-themed stock networks based on causal relationships using entropy-based approaches. Moreover, we experimented using politically-themed stocks in real-world situations from the schematized networks, focusing on politically-themed stock networks’ dynamic changes. We verified that the investment strategy using the PSI and politically-themed stocks that we selected could benchmark the main stock market indices such as the KOSPI and KOSDAQ around political events.     

Timelessness Strictly inside the Quantum Realm

Time is one of the undisputed foundations of our life in the real world. Here it is argued that inside small isolated quantum systems, time does not pass as we are used to, and it is primarily in this sense that quantum objects enjoy only limited reality. Quantum systems, which we know, are embedded in the everyday classical world. Their preparation as well as their measurement-phases leave durable records and traces in the entropy of the environment. The Landauer Principle then gives a quantitative threshold for irreversibility. With double slit experiments and tunneling as paradigmatic examples, it is proposed that a label of timelessness offers clues for rendering a Copenhagen-type interpretation of quantum physics more “realistic” and acceptable by providing a coarse but viable link from the fundamental quantum realm to the classical world which humans directly experience.     

N_2-DART-Orbitrap中的特征气相离子反应及在西药快速检测中的应用

采用实时直接分析(DART)离子源串联高分辨质谱Orbitrap技术(DART-Orbitrap MS),对8种市售常见西药进行有效成分分析,建立了一种快速、简便、准确测定西药中有效成分的方法.对DART离子源的离子化温度、扫描模式、操作气体种类、辅助溶剂种类及其酸碱性等实验条件进行了优化,得到最佳实验条件.实验结果表明,正谱条件下,采用N_2气作为操作气体时,待测组分准分子离子峰[M+H]+同样具有较高的灵敏度和谱图辨识度.因此,N2气可以替代昂贵的He气作为DART离子源的操作气体用于8种药物有效成分的现场实时检测.该方法具备成本低、快速和操作简便的特点.通过分析待测组分的特征碎片离子,发现了N2-DART离子源中的特征离子反应,包括氧化反应和重排反应.根据获得的特征碎片离子对N_2-DART-MS中发生的反应机理进行推导,并结合理论计算对其进行验证.N_2-DART-MS技术有望应用于复杂基质混合物的现场快速检测中.     

点、线接触真实粗糙表面的弹流润滑研究

本文给出了点、线接触的真实粗糙表面的微弹流数值解。在给定随机粗糙表面样本后,求解大小不同的载荷和粗糙的弹流问题。从计算结果可以看出,由于Reynolds方程中速度项的作用,在表面对应粗糙的位置处引起了压力变化,从而因其产生的弹性变形使粗糙变得平滑。对此光滑表面解可以看出,因粗糙引起的压力和膜厚的变化在光滑解附近波动。载荷较大时,压力分节接近固体接触情况。