Stability of Markovian structure observed in high frequency foreign exchange data

Contrary to the common sense in economics and financial engineering, price fluctuations at very fine level of motion exhibit various evidences against the efficient market hypothesis. We attempt to investigate this issue by studying extensive amount of foreign currency exchange data for over five years at the finest level of resolution. We specifically focus on the proposed stability in binomial conditional probabilities originally found in much smaller examples of financial time series. In order to handle very large data, we have written an efficient program in C that automatically generates those conditional probabilities. It is found that the stability is maintained for extremely large time duration that covers almost the entire period. Based on the length of conditions for which the conditional probabilities are distinguishable each other, we identify the length of memory being less than 3 movements.     

重力场与静电场特点的比较

“场”是一种客观存在的物质，但由于“场”具有不易直接感受的特殊存在形态，同学们对“场”的物质性的理解不够深刻，解决“场”的相关问题时也感到棘手．笔者就高中阶段最典型的两种场——“重力场”和“静电场”的力学性质与能量特点进行比较，使同学们对“场”的概念有更深刻的认识．     

Dispersion Characteristics of Waveguide Arrays in Optical Spectrum Analyzers

Formulas for calculating the spectral characteristics of waveguide arrays, which are incorporated into waveguide spectrum analyzers based on planar waveguides, channel waveguides, and fiber optical waveguides, are derived taking into account the contribution of both the waveguide dispersion and the material dispersion to the dispersion factor. These formulas are used to study the dependence of the dispersion factor on the waveguide-system parameters for specific models of waveguide arrays. It is shown that consideration of contributions of the waveguide dispersion and material dispersion can affect profoundly the spectral characteristics of waveguide arrays.     

光纤复合型油气井下压力温度测量系统

针对目前广泛使用的电子式油气井下压力温度测量系统可靠性低、高温环境漂移大的不足,设计了一种基于非本征型F-P干涉仪(EFPI)和光纤布喇格光栅(FBG)的复合型油气井下压力、温度测量系统,详细说明了其工作原理、传感器组成和信号解调方法,初步试验结果表明,该测量系统不仅克服了电子测量方式的不足,而且具有复用性好、测量精度高等优点.     

低速二维流动的粒子仿真研究

本文运用信息保存法对低速二维的流动现象进行模拟，考察了低速条件下的有限平板绕流以及微槽道气体流动问题。研究表明：在对低速流动的模拟过程中，运用IP法在能够获得较好的结果的同时，具有比DSMC方法更高的计算效率。     

机械结构因素对光电跟踪伺服系统性能的影响

为克服机械结构因素对光电跟踪伺服系统性能的不良影响,分析了转动惯量、结构谐振频率、摩擦力矩等伺服机械结构因素与伺服系统性能的关系,包括分析转动惯量与伺服系统性能的关系、结构谐振频率与伺服系统性能的关系、摩擦力矩与伺服系统性能的关系,探讨了消除或减小机械谐振的措施.该分析方法可应用于设计和制造响应速度快、跟踪精度高的光电跟踪伺服系统.     

陈化温度和Fe/Zr配比对SO42-/Fe2O3-ZrO2固体超强酸结构与性能的影响

用低温陈化法制备了SO42 -/Fe2 O3 ZrO2 (简称SFZ)固体超强酸催化剂 ,用红外光谱 (IR)和X光衍射(XRD)对其结构进行了表征 ,并考察了它对合成癸二酸二正丁酯的催化性能 .IR谱显示 ,低温陈化的SFZ样品在10 70cm-1处吸收峰远强于常温陈化样品 .XRD分析则显示 ,在焙烧温度为 6 5 0℃、Fe/Zr为 2∶1时 ,低温陈化的样品出现了亚稳态的ZrO2 四方晶相 .该样品在催化酯化反应中使产率达 90 %以上 ,高于常温陈化样品的 30 % .研究结果表明 :在其他条件不变时 ,低温陈化所出现的亚稳态的ZrO2 四方晶相是表面酸性和催化活性增加的微观原因     

Differential FBG sensor for temperature-compensated high-pressure (or displacement) measurement

A differential fiber Bragg grating (FBG) sensor with a free active element bulk-modulus for high-pressure (or displacement) measurement is presented. Based on the differential measurement method and an isosceles triangle cantilever structure, problems of cross-sensitivity and chirped signal in FBG sensor are improved both theoretically and experimentally. Preliminary experiments indicate that temperature-compensated measurement results agree well with the theoretical analysis. Displacement measurement sensitivity is 1.75 pm/μm, and the estimated pressure measurement resolution can reach 0.27 MPa in case the wavelength shift measurement resolution is 0.01 nm.     

Spectral Domain Analysis of Coaxial Cavities

Coaxial cavities are used in high power gyrotrons as the beam-wave interaction structure. Much research has been devoted to their mode selective properties. A coaxial cavity lacks a sharp boundary at its open end, so it has some physical features that can only be observed using a spectral model, such as frequency-dependent field profiles and mode overlapping effects. These properties are important since cold tests are usually conducted in the frequency domain. This study applies the incident/reflected wave boundary condition to the wave equation of a weakly irregular coaxial waveguide. The resistivity of the wall is considered in the analysis. Calculations reveal that the fixed-position spectrum yields an uncertain resonant frequency and quality factor. Although the maximum-field spectrum can uniquely determine the properties of the coaxial cavity, the resonant frequency obtained using the maximum-field spectral model is inconsistent with that obtained using the temporal model. The field-energy spectrum explains the low Q nature of the coaxial cavity. Moreover, resonant frequencies evaluated using the field-energy spectrum agree precisely with those evaluated using the temporal model.     

Apparatus for High-Resolution Solid Hydrogen Matrix Isolation Spectroscopy and Its Application

Apparatus integrating a Fourier transform-infrared (FT-IR) spectrometer and a mid-infrared difference frequency generation (DFG) laser spectrometer was built for the study of the matrix isolation spectrum in solid molecular hydrogen. A 3-cm-long molecular hydrogen crystal was grown in a liquid-helium Dewar, and its infrared absorption spectrum in the 1-5 μm region was recorded to test the system. The W₀(0) (ν=0←0, J=6←0) line around 2410 cm⁻¹ of solid hydrogen was investigated with the DFG laser spectroscopy. High-resolution matrix isolation spectrum of CO² co-deposited with hydrogen on a BaF₂ cold plate at liquid-helium temperature was studied.