我国封闭式投资基金业绩评价实证研究

随着我国基金行业超常发展,恰当的分析和评价基金业绩已越来越重要。本文根据CAPM的基本原理,利用国外先进的基金业绩评价方法对我国封闭式基金的综合业绩进行实证研究。研究结果表明:总体来看,基金获得的市场超额收益显著为负。基金经理不具有证券选择能力,但具有一定的市场择时能力,但这两种能力均不显著。同时,我们还发现不同投资风格的基金经理具有不同的证券选择能力和市场择时能力。     

Frequency Selectivity Behaviour in the Auditory Midbrain： Implications of Model Study

By numerical simulations on frequency dependence of the spiking threshold, i.e. on the critical amplitude of periodic stimulus, for a neuron to fire, we find that bushy cells in the cochlear nuclear exhibit frequency selec- tivity behaviour. However, the selective frequency band of a bushy cell is far away from that of the preferred spectral range in human and mammal auditory perception. The mechanism underlying this neural activity is also discussed. Further studies show that the ion channel densities have little impact on the selective frequency band of bushy cells. These findings suggest that the neuronal behaviour of frequency selectivity in bushy cells at both the single cell and population levels may be not functionally relevant to frequency discrimination. Our results may reveal a neural hint to the reconsideration on the busily cell functional role in auditory information processing of sound frequency.     

Teleportation of Multi-qudit Entangled States

We propose a method to realize the teleportation of an unknown entangled state that consists of many qudits through a partially entangled-qudit quantum channel with the help of 2 log2 d-bit classical communication. The operations used in the teleportation process include a generalized Bell-state measurement and a series of singlequdit π-measurements performed by Alice, a series of generalized qudit-Pauli gates and two-level unitary gates, as well as a qubit measurement performed by Bob. For a maximally entangled quantum channel, the successful probability of the teleportation becomes unit.     

Selection Principles and Sierpinski Sets

We show that a set of real numbers is a Sierpinski set if, and only if, it satisfies a selection property similar to the familiar Menger property.     

多发弹丸发射系统阀门电源及可编程发射控制器的研制

多发弹丸发射系统是我院20世纪90年代从俄罗斯引进的设备，用于发射弹丸的快阀门电源属于非标产品，其备件缺乏，维修困难。为保证HL-2A装置弹丸注入实验顺利进行，根据设计要求，研制了这套弹丸快阀电源和可编程发射控制器。它们之间的连接如图1所示。     

氟离子选择电极法在测试中应注意的事项

氟是人体必需的微量元素 ,成年人平均每人每天氟安全和适宜的摄入量为 3.0～ 4 .5ｍｇ[1] ,过多过少都可能引起疾病。氟元素广泛地存在于地表、水体及大气中 ,为食品检验、饮料生产、环境监测、土壤、水质及医药卫生等各个领域的常测项目。其常用的测定方法有茜素酮比色法和氟离子选择电极法。前者是一般化验室常用方法 ,使用试剂较多 ,但结果准确 ;氟离子选择电极法具有电极结构简单牢固、元件灵巧、灵敏度高、响应速度快、便于携带、操作简单 ,能克服色泽干扰 ,以及精度高等优点而被广泛地应用。目前 ,氟离子选择电极法有着逐步取代比色法…     

广义线性模型(六)

本讲座是广义线性模型这个题目的一个比较系统的介绍。主要分 3部分 :建模、统计分析与模型选择和诊断。写作时依据的主要参考资料是L .Fahrmeir等人的 :《MultivariateStatisticalModel ingBasedonGeneralizedLinearModles》。     

马科维兹资产组合选择模型的旋转算法

提出线性不等式组的一种旋转算法，并用其求解马科维兹资产组合选择模型，此算法每次迭代约需n^2次乘法和加法，其中n是模型中变量的数目，在微机上运行Delphi程序的实验结果表明，从上海和深圳股市1072支股票70期周末收盘价计算出20个最优投资组合仅需314次迭代和45s。