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1.
利用投资收益率的二阶矩作为风险度量函数,建立了考虑背景风险和流动性的模糊投资组合模型.在满足预设收益率、换手率可能性均值要求水平以及风险资产的投资比例等约束条件下,使投资收益的二阶矩最小.最后选取中证100指数成分股中部分股票的历史数据进行数值分析,证明了该模型符合“高收益、高风险”的规律,说明该模型适用于实际金融市场.而且使用二阶矩代替方差作为风险度量函数,克服了方差计算复杂的缺陷,简化了模糊投资组合求解问题.  相似文献   
2.
肖玮  何光 《发光学报》2002,23(1):67-70
研究了液氦薄膜表面电子与涟波弱耦合的性质,采用线性组合算符和微扰法导出电子-涟波子系统的有效质量。当计及电子在反冲效应中发射和吸收不同波矢的涟波子之间相互作用时,讨论对电子-涟波子系统有效质量的影响。  相似文献   
3.
The quantum tunnelling of magnetization (QTM) in single crystals of the single molecule magnet (Mn1-xCrx)12- Ac (x=0, 0.03, 0.04, 0.05) has been investigated. In comparison with its parent Mnl2-Ac, a greater rate of magnetization relaxation and a lower effective potential-energy barrier have been observed in Cr-doping samples. This modulation of QTM due to the Cr-doping could be attributed to the small change of Sz due to the smaller spin of Cr itself and additional intrinsic but distributed transverse and longitudinal anisotropy raised by a subtle change of the local environment in the magnetic Mn12 core.  相似文献   
4.
A preliminary report on in vitro sperm capacitation and egg-penetration of giant panda is briefly presented. The panda spermatozoon consists of head, neck and tail, just like the spermatozoa of other animals. Before capacitation sperm heads clusterd together and dispersed after capacitation. They were then able to swim straight forwared. During the time of in vitro capacitation the plasm membrane of the sperm head was first expanded tov arious degrees, then disintegrated, and finally became detached. The electro-dense material in the acrosome appeared in small clumps with high density. Extensive vesiculation occurred between the bi-layered acrosome membranes and thus led to disintegration. Vesiculation in panda sperm differs from that reported in hamsters. When the capacitated panda spermatozoa came into contact with the hamster eggs, the region between the acrosome collar and postacrosome cap first fused with the egg membrane followed by the penetration of the nucleus into the cortex of the egg. Some o  相似文献   
5.
何光  梅凤翔 《中国物理 B》2008,17(8):2764-2765
This paper studies a conformal invariance and an integration of first-order differential equations. It obtains the corresponding infinitesimal generators of conformal invariance by using the symmetry of the differential equations, and expresses the differential equations by the equations of a Birkhoff system or a generalized Birkhoff system. If the infinitesimal generators are those of a Noether symmetry, the conserved quantity can be obtained by using the Noether theory of the Birkhoff system or the generalized Birkhoff system.  相似文献   
6.
何光  梅凤翔 《中国物理 B》2008,17(3):822-824
This paper studies integration of a higher-order differential equation which can be reduced to a second-order ordinary differential equation. The solution of the second-order equation can be obtained by the Noether method and the Poisson method. Then the solution of the higher-order equation can be obtained by integrating the solution of the second-order equation.  相似文献   
7.
三质点Toda晶格的微分方程是一个Hamilton系统.研究用Noether理论和Poisson理论求其积分.  相似文献   
8.
硫化锌在3~5μm和7.7~9.3μm两个波段具有较高透过率,但其脆性大、耐摩擦性能较差,在其表面镀制类金刚石膜保护膜可显著提高其使用性能。直接在硫化锌基底沉积类金刚石膜难以实现,采用匹配层与过渡层的设计思想,制备出类金刚石膜与硫化锌基底之间相互牢固结合的过渡层。通过等离子体化学气相增强法在过渡层上成功制备类金刚石膜。研究了射频功率、气压等对保护膜系力学性能的影响。结果表明,镀制了硬质保护薄膜的硫化锌窗口在3~5μm和7.7~9.3μm双波段的平均透过率均高于90%,膜层硬度为硫化锌窗口近5倍。经环境试验之后,膜层光学性能与机械性能均无变化。  相似文献   
9.
何光  梅凤翔 《物理学报》2008,57(1):18-20
三质点Toda晶格的微分方程是一个Hamilton系统.研究用Noether理论和Poisson理论求其积分. 关键词: Toda晶格 Hamilton系统 Noether理论 Poisson理论  相似文献   
10.
Numerous investigations have been conducted to explore the structural phase transition in antiferromagnetic 3d transition metal monoxides accompanied by appearance of magnetic phase transition. However, how the spins induce distortion in the high symmetric structure has not yet been fully understood. In this study, the monoxide Ni O is used as an example to investigate what lowers the structural symmetry. By comparing two different magnetic structures, our results reveal that the spin–lattice co...  相似文献   
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