上海股票市场波动不对称性研究—GJR-与VS-GARCH模型的比较

分析了两个不对称的GARCH模型:G JR-GARCH和VS-GARCH,并对VS-GARCH进行了修正。使用上证综合指数对两个模型进行了实证比较,发现修正的VS-GARCH更适合中国证券市场,能更好的捕捉到波动的不对称性。同时实证结果显示在沪市上,好消息引发的波动大于坏消息引发的波动,并从交易规则和投资者心理方面进行了解释。     

Evidence of Dynamical Fluctuation of Target Residues in Relativistic Nuclear Interaction at 14.5 AGeV

An analysis of data of target fragments of ²⁸Si-AgBr (at 14.5 AGeV) reveals the existence of emission asymmetry in the azimuthal plane, which is found to depend on the number of target fragments. The comparison with the data of ³²S-AgBr (at 200 AGeV) and ¹⁶O-AgBr (at 60 AGeV) interactions indicates that emission asymmetry depends on the projectile mass and energy.     

Non-leptonic weak charmed baryon decays in theSU(4) semidynamical scheme

We study here the Cabibbo enhanced charmed baryon decays in theSU(4) semidynamical model. The weak Hamiltonian 20″ + 15 + 45 + 45* can have the parity violating amplitude for charmed baryon decays. Decay width and α for some modes are also calculated.     

On the second law of thermodynamics

The second law of thermodynamics has two distinct aspects to its foundations. The first concerns the question of why entropy goes up in the future, and the second, of why it goes down in the past. Statistical physicists tend to be more concerned with the first question and with careful considerations of definition and mathematical detail. The second question is of quite a different nature; it leads into areas of cosmology and quantum gravity, where the mathematical and physical issues are ill understood.     

沪深股市回报率、波动率和交易量关系的实证研究

本文首先对回报率与交易量之间的关系进行了研究,发现并不存在非对称的数量关系,但存在双向的葛兰杰因果关系;同时将交易量对波动率的解释能力进行了研究,发现在沪市交易量对波动率具有解释力,而在深市交易量对波动率没有解释力。     

Application of the finite Hankel transform to a diffusion problem without azimuthal symmetry

The problem treated in this paper concerns calculating the evolution of the pressure in a single-phase, slightly compressible fluid in a porous medium consisting of communicating layers. The fluid is produced through a point sink located on the side of an otherwise sealed cylindrical wellbore. This location of the sink causes the flow around the wellbore to be azimuthally asymmetric.The problem is solved through successive application of Laplace, finite Fourier and finite Hankel transforms. Although apparently straightforward, this approach leads to serious numerical difficulties. The published form of the inversion formula for the finite Hankel transform leads to inaccurate computation for the higher azimuthal modes even with 128 bit arithmetic. An alternative form is developed which enables accurate evaluation of the solution with the more practical 64 bit arithmetic. The technique for two-layer solution presented here can be directly extended to a problem with a larger number of communicating layers. This is the first instance of successful application of the finite Hankel transform to an azimuthally asymmetric diffusion problem.     

Antisymmetry and stability of aqueous systems. III. Conformations of the hexagonal rings

The antisymmetry of proton configurations was studied for the hexagonal water rings with different conformations. The change in the direction of all hydrogen bonds was used as an additional symmetry operation. The ring configuration energies were calculated using the intermolecular interaction potentials. For different ring conformations, the relationships between antisymmetry and energy were analyzed and compared.     

The structure of 11,12-bis[spiro(cyclopropyl)]-1,4,4a,5,8,8a,9a,10a-octahydro-1,4∶5,8-dimethano-9,10-anthraquinone

In the solid state the 21 Diels-Alder adduct between spiro[4.2]hepta-1,3-diene and p-benzoquinone has a planar cyclohexadione ring with a center of symmetry. Both planar and boat conformations have been observed in similar systems, and the relative stability of the two conformers is of interest. The adduct in the gas phase should contain a mirror plane perpendicular to the cyclohexadione ring; however, a data set collected on a crystal in a capillary resulted in a structure where some bond lengths related by this mirror plane differed by more than 4 in the solid state. Molecular mechanics, MOPAC, and the Cambridge Structural Data Base were used to investigate the factors influencing the conformation of the cyclohexadione ring and the asymmetry across the noncrystallographic mirror plane. The energy differences between the planar and nonplanar ring system is small, and the conformation is determined by crystal packing. No reason for the bond length asymmetry could be found, and a recollection of data on a crystal exposed to the environment led to a structure with statistically equivalent bond lengths.     

基于主被动合作博弈的医患关系研究

针对我国医患关系日趋紧张,医患矛盾逐渐凸显这一问题,在对中国近五年医患事件进行分析的基础上,分别从信任程度、信息不对称程度、诊疗代价等多个视角出发,利用演化博弈理论和复制动态方程,构建了医患双方合作策略选择演化博弈模型,探究了影响医患关系演化的相关因素。研究表明:从长期来看,医患关系博弈系统存在两种演化路径:主动合作和被动合作;增大医患双方的信任程度,减小医患双方的信息不对称程度,降低医患双方合作成本,增大以政府为主导的仲裁机构对医患双方的奖励和惩罚都将会促使医患双方由被动合作转向主动合作。