基于模糊信息粒化与支持向量机的上证50ETF量化择时研究

上证50ETF股指期权标的物为上证50ETF,对50ETF进行量化分析有助于指导50ETF以及50ETF期权等的投资,进而获得良好的收益,为此提出了基于模糊信息粒化与支持向量机(support vector machine,SVM)的上证50ETF量化择时策略.根据上证50ETF的历史日数据,对某一时间段的开盘价、收盘价、最高价等作为SVM的输入信息,将未来5天收盘价进行模糊信息粒化,以粒化结果的涨跌作为SVM的训练集标签,对系统进行标记训练;最后,应用已训练的系统对50ETF未来涨跌情形进行预测.实验结果表明,融合了SVM与模糊信息粒化的预测算法较SVM算法和融合了SVM的部分粒子化算法,局部行情下正确率提高了15%以上,全局行情下正确率提高了16%以上,提升了择时性能.本文的量化择时策略对50ETF和50ETF期权投资具有实际的指导性,具有一定的应用价值.     

A Quasi-Symmetric Coupled Quantum Well and Its Electric-Optical Properties

We propose a novel coupled quantum well structure, i.e. a quasi-symmetric coupled quantum well (QSCQW). Based on the demands of optical switching devices for quantum well materials, the QSCQW configuration is further optimized. Consequently, in the case of low applied electric field 25kV/cm and low absorption loss 100cm^-1, a large field-induced refractive index change (for TE mode, n = 0.0106; for TM mode, n = 0.0115) is obtained in the QSCQW structure at the operation wavelength 1550hm. The value is in one or two order of magnitude larger than that in a rectangular quantum well and about 50% larger than that of five-step asymmetric coupled quantum well structure under the same working conditions. The refractive index change obtained with the optimized QSCQW under so low absorption loss and applied electric field is very attractive for semiconductor optical switching devices. This manifests that the QSCQW structure has a great potential for applications in ultra-fast and low-voltage optical switches and in travelling wave modulators.     

Multiparty Quantum Secret Sharing of Key Using Practical Faint Laser Pulses

Based on a bidirectional quantum key distribution protocol [Phys. Rev. A 70 (2004)012311], we propose a (m-1, m-1)-threshold scheme of m (m≥3)-party quantum secret sharing of key by using practical faint laser pulses. In our scheme, if all the m-1 sharers collaborate, they can obtain the joint secret key from the message sender. Our scheme is more feasible according to the present-day technology.     

DISTRIBUTIONS OF LIMIT CYCLES FOR POLYNOMIAL VECTOR FIELDS (P_2, Q_3)

The distributions of limit cycles of cubic vector fields (P2, Q3) are considered in this paper, where P2 and Q3 are polynomials of x and y of order two and three, respectively. It is possibly seven different distributions of limit cycles given in [1]. We now prove that in which three kinds of distributions are impossible and other four kinds all can be realized by concrete vector fields of (P2,Q3). Some related results are also given.     

100μm远红外FEL系统单一微波源实验

自由电子激光性能主要取决于电子束的品质，而电子束的品质主要依赖于微波加速场的稳定。特别是对自由电子激光用户装置，对微波源的稳定性要求更高。中物院FEL必须解决的问题其中之一有必须提高FEL自发辐射的稳定性。设计的系统中因采用了两个速调管放大器分别给注入器和加速器提供微波功率，两个放大器相位的抖动(随机的)自然会引起能量的变化，尤其在低能段还会影响到束流的品质。2003年采用了中科院电子所首批研制的KL-54速调管进行单波源改进实验，为了减少微波传输中的损耗，引进了3端口大功率环行器，使功率损耗减少了20％，与此同时设计生产了大功率电调功分器和电调移相器，使单一微波源建立起来，达到了满意的结果。     

BIFURCATION DIAGRAMS OF SYSTEM =-y δx lx~2 ny~2,=x ax~2

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《混凝土结构》课程考试改革与实践

对于《混凝土结构》课程考试我校进行了改革，具体做法是：在授课过程中进行考核；在完成课程设计后进行面试；期末进行开卷考试。通过这些措施，实践证明取得了很好的教学效果。