级联电磁带隙结构对双频微带天线互耦的影响

一种均匀面片尺寸的图钉型电磁带隙结构只能实现一个表面波带隙,而将不同参数的图钉型电磁带隙结构级联可以实现多个或宽带的表面波带隙。利用不同金属面片尺寸的图钉型电磁带隙结构级联的方法实现双带的表面波带隙。设计两种均匀的电磁带隙结构,使其带隙范围分别覆盖天线的两个工作频带,然后将这两种结构级联起来,加载于两个缝隙天线单元之间。仿真分析和实验结果表明,级联型的电磁带隙结构可以有效抑制表面波,在两个频率带内同时减小互耦。     

Leaders and followers in mutual funds: A dynamic Bayesian approach

This article proposes a dynamic Bayesian framework to analyze the leadership relationships between mutual funds. To this end, a two‐step procedure is proposed. First, a Bayesian rolling window based on the Capital Asset Pricing Model is used to estimate the evolution of mutual funds' market exposure over time. Then, a vector autoregressive (VAR) model is used to analyze the leader‐follower relationship between pair of mutual funds. Several leadership measures are studied. An application to Spanish mutual funds is carried out. In addition, the study examines the determining factors of mutual fund leadership.     

非线性模型滞后相依的广义互信息检验

The general mutual information （GMI） and general conditional mutual information （GCMI） are considered to measure lag dependences in nonlinear time series. Both of the measures have the property of invariance with transform. The statistics based on GMI and GCMI are estimated using the correlation integral. Under the hypothesis of independent series, the estimators have Gaussian asymptotic distributions. Simulations applied to generated nonlinear series demonstrate that the methods appear to find frequently the correct lags.     

互感系数M12=M21的证明

从定义、磁能、磁矢势、磁偶极子、自由能5个方面出发分别证明了互感系数M12=M21,并对几种证明方法进行了分析对比,提出了自己的看法.     

Markov chain order estimation with conditional mutual information

We introduce the Conditional Mutual Information (CMI) for the estimation of the Markov chain order. For a Markov chain of K$K$ symbols, we define CMI of order m$m$, _Ic(m)$I_c\left(m\right)$, as the mutual information of two variables in the chain being m$m$ time steps apart, conditioning on the intermediate variables of the chain. We find approximate analytic significance limits based on the estimation bias of CMI and develop a randomization significance test of _Ic(m)$I_c\left(m\right)$, where the randomized symbol sequences are formed by random permutation of the components of the original symbol sequence. The significance test is applied for increasing m$m$ and the Markov chain order is estimated by the last order for which the null hypothesis is rejected. We present the appropriateness of CMI-testing on Monte Carlo simulations and compare it to the Akaike and Bayesian information criteria, the maximal fluctuation method (Peres–Shields estimator) and a likelihood ratio test for increasing orders using ?$?$-divergence. The order criterion of CMI-testing turns out to be superior for orders larger than one, but its effectiveness for large orders depends on data availability. In view of the results from the simulations, we interpret the estimated orders by the CMI-testing and the other criteria on genes and intergenic regions of DNA chains.     

Implied Volatility of Leveraged ETF Options

Abstract

This paper studies the problem of understanding implied volatilities from options written on leveraged exchanged-traded funds (LETFs), with an emphasis on the relations between LETF options with different leverage ratios. We first examine from empirical data the implied volatility skews for LETF options based on the S&P 500. In order to enhance their comparison with non-leveraged ETFs, we introduce the concept of moneyness scaling and provide a new formula that links option implied volatilities between leveraged and unleveraged ETFs. Under a multiscale stochastic volatility framework, we apply asymptotic techniques to derive an approximation for both the LETF option price and implied volatility. The approximation formula reflects the role of the leverage ratio, and thus allows us to link implied volatilities of options on an ETF and its leveraged counterparts. We apply our result to quantify matches and mismatches in the level and slope of the implied volatility skews for various LETF options using data from the underlying ETF option prices. This reveals some apparent biases in the leverage implied by the market prices of different products, long and short with leverage ratios two times and three times.     

Measuring causality by taking the directional symbolic mutual information approach

We propose a novel measure to assess causality through the comparison of symbolic mutual information between the future of one random quantity and the past of the other.This provides a new perspective that is different from the conventional conceptions.Based on this point of view,a new causality index is derived that uses the definition of directional symbolic mutual information.This measure presents properties that are different from the time delayed mutual information since the symbolization captures the dynamic features of the analyzed time series.In addition to characterizing the direction and the amplitude of the information flow,it can also detect coupling delays.This method has the property of robustness,conceptual simplicity,and fast computational speed.     

On selecting portfolio of international mutual funds using goal programming with extended factors

This paper proposes and investigates the use of several factors for portfolio selection of international mutual funds. Three of the selected factors are specific to mutual funds, additional three factors are taken from Macroeconomics and one factor represents regional and country preferences. Each factor is treated as an objective in the multiple objective approach of goal programming. Three variants of goal programming are utilized.     

Nondestructive Discrimination of Pharmaceutical Preparations Using Near-Infrared Spectroscopy and Partial Least-Squares Discriminant Analysis

Metronidazole is a widely used antibacterial and amoebicide drug. The feasibility of the classification of metronidazole samples with respect to their brands was investigated by near-infrared (NIR) spectroscopy along with chemometrics. A total of 92 samples of different lots and four brands were collected for measurements. First, principal component analysis was conducted to visualize the difference between metronidazole samples of different brands. Then, based on an effective classifier-independent method, i.e., joint mutual information, only the 30 most important variables were selected for modeling. From the independent test set, the partial least-squares discriminant analysis model based on the reduced variable set was compared with the corresponding full-spectrum model using all variables, which indicates the model based on the reduced variable set outperforms the full-spectrum model. It appears that the combination of NIR spectroscopy, joint mutual information, and partial least-squares discriminant analysis is a potential method for the classification of metronidazole from different brands and can, therefore, be used in the screening of counterfeit pharmaceutical products.     

Crystal structures of two substituted biphenyl derivatives: 5,5′-di t-butyl-2-2′-biphenyldiol and 5,5′-dimethyl-2,2′-biphenyldiol

5,5-Di t-butyl-2,2-biphenyldiol (I), C₂₀H₂₆O₂, crystallizes in the orthorhombic space group P2₁2₁2₁ with a = 18.243(2), b = 9.947(2), c = 9.685(3) Å, and Z = 4; 5,5-dimethyl-2,2-biphenyldiol (II), C₁₄H₁₄O₂, crystallizes in the monoclinic space group P2₁/c with a = 9.959(2), b = 7.932(3), c = 15.392(2) Å, = 105.43(2)°, and Z = 4. The aromatic rings are tilted by 52.7(1) and 43.8(1)° to each other in compounds (I) and (II), respectively. Strong intra- and inter-molecular H-bonds connect the molecules in the crystals.