A Markov model of financial returns

We address the general problem of how to quantify the kinematics of time series with stationary first moments but having non stationary multifractal long-range correlated second moments. We show that a Markov process is sufficient to model important aspects of the multifractality observed in financial time series and propose a kinematic model of price fluctuations. We test the proposed model by analyzing index closing prices of the New York Stock Exchange and the DEM/USD tick-by-tick exchange rates obtained from Reuters EFX. We show that the model captures the characteristic features observed in actual financial time series, including volatility clustering, time scaling and fat tails in the probability density functions, power-law behavior of volatility correlations and, most importantly, the observed nonuniversal multifractal singularity spectrum. Motivated by our finding of strong agreement between the model and the data, we argue that at least two independent stochastic Gaussian variables are required to adequately model price fluctuations.     

REM树脂的制备及亲核加成应用研究

用Mitsunobu反应及丙烯酰氯酰化反应制备了用于固相有机合成的载体REM树脂，将REM树脂与苄胺加成，考查了所合成REM树脂的反应性能，并通过元素分析测定氮含量，推出REM树脂的烯丙基固载量。利用所合成的REM树脂进行了与胺、酚的加成反应动力学研究。结果表明，REM树脂与脂肪族伯胺和促胺的加成反应能够进行，与苯胺不发生反应；REM树脂与酚不能发生亲核加成反应。     

Optical spectroscopy of Yb/Er codoped NaY(WO4)2 crystal

Erbium and ytterbium codoped double tungstates NaY(WO₄)₂ crystals were prepared by using Czochralski (CZ) pulling method. The absorption spectra in the region 290-2000 nm have been recorded at room temperature. The Judd-Ofelt theory was applied to the measured values of absorption line strengths to evaluate the spontaneous emission probabilities and stimulated emission cross sections of Er³⁺ ions in NaY(WO₄)₂ crystals. Intensive green and red lights were measured when the sample were pumped by a 974 nm laser diode (LD), especially, the intensities of green upconversion luminescence are very strong. The mechanism of energy transfer from Yb³⁺ to Er³⁺ ions was analyzed. Energy transfer and nonradiative relaxation played an important role in the upconversion process. Photoexcited luminescence experiments are also fulfilled to help analyzing the transit processes of the energy levels.     

Some Results behind Dividend Problems

We consider the basic dividend problem of the compound Poisson model with constant barrierstrategy.Some results concealed behind the dividend problem are made explicit in the present work.Differentmethods and some of which are firstly given in this paper.All these results presented certain direct relationshipbetween some important actuary variables in classical risk theory is also revealed.     

Bulk Sn1−xMnxO2 magnetic semiconductors without room-temperature ferromagnetism

Polycrystalline Sn_1−xMn_xO₂ (0≤x≤0.05) diluted magnetic semiconductors were prepared by solid-state reaction method and their structural and magnetic properties had been investigated systematically. The three Mn-doped samples (x=0.01, 0.03, 0.05) undergo paramagnetic to ferromagnetic phase transitions upon cooling, but their Curie temperatures are far lower than room temperature. The magnetization cannot be attributed to any identified impurity phase. It is also found that the magnetization increases with increasing Mn doping, while the ratio of the Mn ions contributing to ferromagnetic ordering to the total Mn ions decreases.     

基于支持向量机的肤色滤波器

为了探测图像中的肤色像素，提出了一种新的方法-支持向量机（SVM：Support Vector Machine）方法.它是一种基于肤色的非特定人的面部定位方法，是非接触人机交互技术和机器视觉中的一个重要内容.实验结果表明，采用支持向量机方法较传统人工神经网络方法不仅有更高的探测准确性，而且具有更好的推广性能.由于SVM采用结构风险最小化（SRM：Structural Risk Minimization）准则，在最小化训练误差（经验风险）的同时，尽量缩小模型预测误差的上界，从而使模型有更好的泛化能力.     

Synthesis and Properties of a Heteronuclear Ag（Ⅰ）/Ni（Ⅱ） Complex

Introduction Itiswell knownthatcyanogroupsincyanometa latessuchas[Ag(CN)2]-unitscanbeusedasbridg ingligandsandapolymericstructurecanbeformed throughsilver silver(argentophilic)interactions.This propertyhasbeenexploredintheconstructionofmany oligomericandp…     

线性σ-模型和在J/ψ→γpp的pp质量谱中观测到的增强现象

假定BES合作组在辐射衰变J/ψ→γ pp中观测到的pp,谱的增强是由于存在一个pp的分子态,用线性σ-模型计算了它的束缚能和寿命. 具体考虑了这种增强现象是由于pp可能形成一个S-波或P-波共振态, 并把计算结果和实验数据做了比较. 与氘核不同, 由于pp可以通过s-道湮没, 因此通过研究它的总宽度可以获得线性σ-模型及其相关问题的信息.     

Corrections of proofs for Hansen and Mélot's two theorems

The Randi? index R(G) of a (chemical) graph G is also called connectivity index. Hansen and Mélot [Variable neighborhood search for extremal graphs 6: analyzing bounds for the connectivity index, J. Chem. Inf. Comput. Sci. 43 (2003) 1-14] in their paper, characterized the chemical trees of given order and number of pendent vertices which have the minimum and maximum Randi? index, respectively. In this note, we point out the mistakes in the proofs of their results Theorems 8 and 10, while we still believe that the two theorems are true, and then we give their corrected proofs.     

J/ψ Dissociation in QGP via Multi-gluon Absorption

We propose that the suppression of J/ψ production in relativistic heavy ion collisions may be explained by that J/ψ dissociates via absorbing multi-gluons in the environment of quark-gluon-plasma (QGP) where abundance of gluons is expected.