Comparing emerging and mature markets during times of crises: A non-extensive statistical approach

One of the important issues in finance and economics for both scholars and practitioners is to describe the behavior of markets, especially during times of crises. In this paper, we analyze the behavior of some mature and emerging markets with a Tsallis entropy framework that is a non-extensive statistical approach based on non-linear dynamics. During the past decade, this technique has been successfully applied to a considerable number of complex systems such as stock markets in order to describe the non-Gaussian behavior of these systems. In this approach, there is a parameter q$q$, which is a measure of deviation from Gaussianity, that has proved to be a good index for detecting crises. We investigate the behavior of this parameter in different time scales for the market indices. It could be seen that the specified pattern for q$q$ differs for mature markets with regard to emerging markets. The findings show the robustness of the stated approach in order to follow the market conditions over time. It is obvious that, in times of crises, q$q$ is much greater than in other times. In addition, the response of emerging markets to global events is delayed compared to that of mature markets, and tends to a Gaussian profile on increasing the scale. This approach could be very useful in application to risk and portfolio management in order to detect crises by following the parameter q$q$ in different time scales.     

基于分数阶可停振动系统的周期未知微弱信号检测方法

本文建立了分数阶可停振动系统, 其可停振动状态的改变对周期策动力敏感, 对零均值随机微小扰动不敏感, 这事实上为周期未知微弱信号检测提供了一种新的高效检测方法和判别标准. 与现有的利用混沌系统的大尺度周期状态变化检测周期未知弱信号的方法 需逐一尝试设置不同频率内置信号以便期望与待检周期信号发生共振不同, 利用分数阶可停振动系统的可停振动状态变化检测周期未知微弱信号的方法, 除了同样具有因为状态变化对周期信号的敏感性而能够实现极低检测门限的特点外, 还具有混沌系统信号检测所不具有的优点: 1)无需预先估计待检信号的周期; 2)无需计算系统状态的临界阈值; 3)可停振动状态可由本文设计的指数波动函数可靠地进行判断; 4)通过系统微分阶数的变化, 将检测系统层次化, 从而可得到比整数阶检测系统更低的检测门限, 特别是在色噪声环境下, 通过选取合适的微分阶数, 基于分数阶可停振动系统的微弱周期信号检测法能够大幅度的降低检测门限, 在本文的仿真试验中, 检测门限可达-182 dB. 关键词： 分数阶非线性系统 Duffing振子 弱信号检测     

Anisotropic angular distribution of sputtered atoms

The sputtering yield angular distributions have been calculated on the basis of the ion energy dependence of total sputtering yields for Ni and Mo targets bombarded by low-energy Hg⁺ ions. The calculated curves show excellent agreement with the corresponding Wehner's experimental results of sputtering yield angular distributions. This fact clearly demonstrates the intrinsic relation between the ion energy dependence of total sputtering yields and the sputtering yield angular distribution. This intrinsic relation had been ignored in Yamamura's papers [Yamamura, Y. (1982). Theory of sputtering and comparison to experimental data, Nucl. Instr. and Meth., 194, 515–522; Yamamura, Y. (1981). Contribution of anisotropic velocity distribution of recoil atoms to sputtering yields and angular distributions of sputtered atoms, Rad. Eff., 55, 49–55.] due to some obvious mistakes.     

Gold nanoparticle-coated silicon cone array for surface-enhanced Raman spectroscopy

ABSTRACT

We demonstrate a silicon cone array substrate coated with gold nanoparticles and which was highly sensitive, homogeneous, and provided a large area for surface-enhanced Raman spectroscopy (SERS). A deep reactive ion-etching process was used to fabricate the high-density silicon cone array, and gold nanoparticles were formed on the silicon cone surface by magnetron sputtering. The substrate was tested with 10^?6 M rhodamine 6 G solution. Enhancement of the substrate was about 60-fold greater than that of flat substrate. Moreover, SERS signals obtained from 24 random areas on the substrate showed good homogeneity with an average standard deviation of 3.9%.     

单光子计数型CCD的蒙特卡罗模拟

建立了适用于研究PI-LCX:1300型单光子计数型CCD量子效率及多像素事件的蒙特卡罗模拟模型,采用蒙特卡罗程序Geant4对0.5~30.0 keV能量区间的X射线在CCD芯片中的输运进行了模拟研究。研究了X射线在CCD芯片中的能量沉积谱,给出了CCD探测X射线的效率曲线,其结果与厂家提供的效率曲线一致。研究了Si片厚度对探测效率的影响,结果表明在有效探测范围内,Si片越厚探测效率越高,而对较高能量的X射线,此趋势不明显。研究了能量沉积分布在多个像素中的问题,结果表明周围像素中的能量沉积主要由中心像素的特征X射线及瑞利散射X射线所贡献,在5~30 keV之间X射线能量越高,能量沉积效率越低,多像素污染效果越弱。     

Single-Particle Coherence and Spin Squeezing in Two-Particle Phase State

We investigate the relation between the single-particle coherence and spin squeezing in two-particle phase state governed by an one-axis twisting Hamiltonian. The single-particle coherence and spin squeezing parameter only depends on the nonlinear interaction, and they have the same period of oscillation and the maximum and the minimum.     

Kinetics of Formation and Evolution of Phase Structure in Multipolymer: 1. The Application of Semilogarithmic Plot Method to Early Stage of Phase Dispersion

Kinetics of phase dispersion of binary blends of polypropylene and poly(cis-butadiene) rubber during the processing in a batch mixer was investigated by a back small-angle laser scattering (BSALS) online system. It was found experimentally that the scattering intensity I(q, t) followed an exponential growth with time during the early dispersion stage from 1 s to 65 s, while at t > 65 s, the slope levels off with time. A theory in which two critical parameters, W(q) and D_d, were calculated was proposed to describe the early stage of phase dispersion; the former parameter is defined as the rate of decreasing dispersed phase dimension, and the latter, evaluated from the slope of W(q) versus q² plot, is the dispersion coefficient. W(q) remains constant with the increment of dispersed phase. W(q) has a self-similarity with q for different compositions. The slope β, defined as the dispersion acceleration evaluated by linear fit in the nonscaling interval, was determined to explain the similar evolution mechanisms for the different velocity distributions of W(q). The dispersion coefficient D_d increases with the increment of the dispersed phase, and does not vary with shear rates.     

Synergistic Effect of Phosphorus-Containing Montmorillonite with Intumescent Flame Retardant in Polypropylene

Phosphorus-containing montmorillonite (P-MMT) was successfully prepared via intercalating resorcinol bis(diphenyl phosphate) (RDP) into montmorillonite (MMT) layers, and was utilized as a synergistic agent in the polypropylene/melamine pyrophosphate/pentaerythritol (PP/MPP/PER) intumescent flame retardant (IFR) system. The synergistic effect of P-MMT and IFR was investigated by dynamic mechanical analysis (DMA), thermogravimetry (TG), limiting oxygen index (LOI), UL-94 test, cone calorimeter test (CCT), and scanning electron microscopy (SEM). It was found that P-MMT could significantly improve the thermostability and flame retardancy of the PP/IFR composite. When 2.0 wt% P-MMT replaced the same amount of IFR in the composite, both the onset decomposition temperature (T _onset) and the maximum-rate decomposition temperature (T _max) of the PP/IFR composite were increased by more than 14°C. Meanwhile, the LOI value was increased from 29.5% to 32.5%, the UL-94 rating was enhanced from V-1 to V-0, and the heat release rate (HRR), total heat release (THR), and mass lose rate (MLR) were decreased dramatically, which proved that P-MMT had a good synergistic effect with IFR in flame retardant PP.     

The dependence of relaxation rates and chemical shift on the size of the imaged molecules and the concentration of MRI contrast agents

An intriguing phenomenon on enhancement of the relaxation rates and chemical shift of two typical magnetic resonance imaging (MRI) contrast agents based on gadolinium complex is observed. The relaxation enhancement or chemical shift change depends on the size of the molecule where the imaged nuclear species is located: the small molecules show a perfect linear relationship between the concentration and the relaxation enhancement or chemical shift change while for macromolecules pronounced nonlinearity is observed. The phenomenon is also confirmed with real images of a macromolecular sample. A quantitative theoretical interpretation of the phenomenon is proposed and the significance of this phenomenon to MRI of materials and biological systems is discussed.     

The application of reed-vibration mechanical spectroscopy for liquids to detect chemical reactions of an acrylic structural adhesive

There remain a number of unsolved problems about chemical reactions, and it is significant to explore new detection methods because they always offer some unique information about reactions from new points of view. For the first time, the solidification course of a modified two-component acrylic structural adhesive is measured by using reed-vibration mechanical spectroscopy for liquids （RMS-L） in this work, and results show that there are four sequential processes of mechanical spectra with time. The in-depth analyses indicate that RMS-L can detect in real-time the generation and disappearance of active free radicals, as well as the chemical cross-link processes in the adhesive. This kind of real-time detection will undoubtedly facilitate the study of the chemical reaction dynamics controlled by free radicals.