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41.
42.
L. Bezur J. Marshall J.M. Ottaway 《Spectrochimica Acta Part B: Atomic Spectroscopy》1984,39(6):787-805
A square-wave wavelength modulation system, based on a rotating quartz chopper with four quadrants of different thicknesses, has been developed and evaluated as a method for automatic background correction in carbon furnace atomic emission spectrometry. Accurate background correction is achieved for the residual black body radiation (Rayleigh scatter) from the tube wall and Mie scatter from particles generated by a sample matrix and formed by condensation of atoms in the optical path. Intensity modulation caused by overlap at the edges of the quartz plates and by the divergence of the optical beam at the position of the modulation chopper has been investigated and is likely to be small. 相似文献
43.
S.-Y. Ma S.-Q. Wang 《The European Physical Journal B - Condensed Matter and Complex Systems》2009,72(4):567-573
We show that a simple model of a spatially resolved
evolving economic system, which has a steady state under
simultaneous updating, shows stable oscillations in price when
updated asynchronously. The oscillations arise from a gradual
decline of the mean price due to competition among sellers competing
for the same resource. This lowers profitability and hence
population but is followed by a sharp rise as speculative sellers
invade the large un-inhabited areas. This cycle then begins again. 相似文献
44.
Z.-Q. Jiang L. Guo W.-X. Zhou 《The European Physical Journal B - Condensed Matter and Complex Systems》2007,57(3):347-355
A phenomenological investigation of the endogenous and
exogenous dynamics in the fluctuations of capital fluxes is carried
out on the Chinese stock market using mean-variance analysis,
fluctuation analysis, and their generalizations to higher orders.
Non-universal dynamics have been found not only in the scaling
exponent α, which is different from the universal values 1/2
and 1, but also in the distributions of the ratio η=
σexo / σendo of individual stocks. Both
the scaling exponent α of fluctuations and the Hurst exponent
Hi increase in logarithmic form with the time scale Δt
and the mean traded value per minute 〈fi 〉,
respectively. We find that the scaling exponent αendo
of the endogenous fluctuations is independent of the time scale.
Multiscaling and multifractal features are observed in the data as
well. However, the inhomogeneous impact model is not verified. 相似文献
45.
T. S. Evans 《The European Physical Journal B - Condensed Matter and Complex Systems》2007,56(1):65-69
Evolving networks with a constant number of edges may be
modelled using a rewiring process. These models are used to
describe many real-world processes including the evolution of
cultural artifacts such as family names, the evolution of gene
variations, and the popularity of strategies in simple
econophysics models such as the minority game. The model is
closely related to Urn models used for glasses, quantum gravity
and wealth distributions. The full mean field equation for the
degree distribution is found and its exact solution and generating
solution are given. 相似文献
46.
M. Bartolozzi 《The European Physical Journal B - Condensed Matter and Complex Systems》2007,57(3):337-345
Avalanches, or Avalanche-like, events are often
observed in the dynamical behaviour of many complex systems which
span from solar flaring to the Earth's crust dynamics and from
traffic flows to financial markets. Self-organized criticality
(SOC) is one of the most popular theories able to explain this
intermittent charge/discharge behaviour. Despite a large amount of
theoretical work, empirical tests for SOC are still in their
infancy. In the present paper we address the common problem of
revealing SOC from a simple time series without having much
information about the underlying system. As a working example we
use a modified version of the multifractal random walk originally
proposed as a model for the stock market dynamics. The study
reveals, despite the lack of the typical ingredients of SOC, an
avalanche-like dynamics similar to that of many physical systems.
While, on one hand, the results confirm the relevance of cascade
models in representing turbulent-like phenomena, on the other,
they also raise the question about the current state of
reliability of SOC inference from time series analysis. 相似文献
47.
W.-S. Jung F. Z. Wang S. Havlin T. Kaizoji H.-T. Moon H. E. Stanley 《The European Physical Journal B - Condensed Matter and Complex Systems》2008,62(1):113-119
We investigate scaling and memory effects in return intervals between price volatilities above a certain threshold q for the
Japanese stock market using daily and intraday data sets. We find that the distribution of return intervals can be approximated
by a scaling function that depends only on the ratio between the return interval τ and its mean 〈τ〉. We also find memory effects
such that a large (or small) return interval follows a large (or small) interval by investigating the conditional distribution
and mean return interval. The results are similar to previous studies of other markets and indicate that similar statistical
features appear in different financial markets. We also compare our results between the period before and after the big crash
at the end of 1989. We find that scaling and memory effects of the return intervals show similar features although the statistical
properties of the returns are different. 相似文献
48.
The $-game 总被引:1,自引:0,他引:1
J. Vitting Andersen D. Sornette 《The European Physical Journal B - Condensed Matter and Complex Systems》2003,31(1):141-145
We propose a payoff function extending Minority Games (MG) that captures the competition between agents to make money. In
contrast with previous MG, the best strategies are not always targeting the minority but are shifting opportunistically between
the minority and the majority. The emergent properties of the price dynamics and of the wealth of agents are strikingly different
from those found in MG. As the memory of agents is increased, we find a phase transition between a self-sustained speculative
phase in which a “stubborn majority” of agents effectively collaborate to arbitrage a market-maker for their mutual benefit
and a phase where the market-maker always arbitrages the agents. A subset of agents exhibit a sustained non-equilibrium risk-return
profile.
Received 5 June 2002 / Received in final form 21 November 2002 Published online 27 January 2003
RID="a"
ID="a"e-mail: sornette@unice.fr
RID="b"
ID="b"CNRS UMR7536
RID="c"
ID="c"CNRS UMR6622 相似文献
49.
J. B. Satinover D. Sornette 《The European Physical Journal B - Condensed Matter and Complex Systems》2007,60(3):369-384
Human beings like to believe they are in control of their
destiny. This ubiquitous trait seems to increase motivation and persistence,
and is probably evolutionarily adaptive [J.D. Taylor, S.E. Brown, Psych. Bull. 103, 193 (1988); A. Bandura,
Self-efficacy: the exercise of control (WH Freeman, New
York, 1997)]. But how good really is our
ability to control? How successful is our track record in these areas? There
is little understanding of when and under what circumstances we may
over-estimate [E. Langer, J. Pers. Soc. Psych. 7, 185 (1975)] or even lose our ability to control and optimize outcomes,
especially when they are the result of aggregations of individual
optimization processes. Here, we demonstrate analytically using the theory
of Markov Chains and by numerical simulations in two classes of games, the
Time-Horizon Minority Game [M.L. Hart, P. Jefferies, N.F. Johnson, Phys. A 311, 275 (2002)] and the Parrondo Game
[J.M.R. Parrondo, G.P. Harmer, D. Abbott, Phys. Rev. Lett.
85, 5226 (2000); J.M.R. Parrondo, How to cheat a bad mathematician (ISI, Italy, 1996)], that agents
who optimize their strategy based on past information may actually perform
worse than non-optimizing agents. In other words, low-entropy (more
informative) strategies under-perform high-entropy (or random) strategies.
This provides a precise definition of the “illusion of control” in certain
set-ups a priori defined to emphasize the importance of optimization.
An erratum to this article is available at . 相似文献
50.
S. M.D. Queirós L. G. Moyano J. de Souza C. Tsallis 《The European Physical Journal B - Condensed Matter and Complex Systems》2007,55(2):161-167
We present results about financial market observables, specifically
returns and traded volumes. They are obtained within the current nonextensive statistical mechanical framework based on the
entropy
. More precisely, we present stochastic dynamical mechanisms which mimic probability density functions empirically observed.
These mechanisms provide possible interpretations for the emergence of the entropic
indices q in the time evolution of the corresponding observables. In addition to this, through multi-fractal analysis of return
time series, we verify that the dual relation qstat+qsens=2 is numerically satisfied, qstat and qsens being associated to the probability density function and to the sensitivity to initial conditions respectively. This type
of simple relation, whose understanding remains ellusive, has been empirically verified in various other systems. 相似文献