Evaluation of Commodity Trading Advisors using fixed and variable and benchmark models

This paper examines the performance of Commodity Trading Advisors (CTAs) using fixed and variable benchmarking models. In order to avoid the troublesome passive and active commodity and managed futures benchmarks (indices) when examining the performance of CTAs, we innovate by using data envelopment analysis (DEA). Because this alternative class has non-linear returns due to long/short positions, and derivatives (i.e., dynamic trading strategies), DEA can alleviate the problems usually associated with these indices. The effectiveness of using benchmarking models in a DEA setting will provide investors with an alternative technique in assessing the performance and identifying efficient CTAs.     

Preparation of antimicrobial poly(vinyl alcohol) nanofibers containing silver nanoparticles

Polyvinyl alcohol (PVA) nanofibers containing Ag nanoparticles were prepared by electrospinning PVA/silver nitrate (AgNO₃) aqueous solutions, followed by short heat treatment, and their antimicrobial activity was investigated for wound dressing applications. Since PVA is a water soluble and biocompatible polymer, it is one of the best materials for the preparation of wound dressing nanofibers. After heat treatment at 155 °C for 3 min, the PVA/AgNO₃ nanofibers became insoluble, while the Ag⁺ ions therein were reduced so as to produce a large number of Ag nanoparticles situated preferentially on their surface. The residual Ag⁺ ions were reduced by subsequent UV irradiation for 3 h. The average diameter of the Ag nanoparticles after the heat treatment was 5.9 nm and this value increased slightly to 6.3 nm after UV irradiation. It was found that most of the Ag⁺ ions were reduced by the simple heat treatment. The PVA nanofibers containing Ag nanoparticles showed very strong antimicrobial activity. © 2006 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 44: 2468–2474, 2006     

Acetate-Selective Anion Receptor with Methylene-Bridged Bis-Imidazolium Rings

Methylene-bridged bis-imidazolium receptor 1 has been synthesized. Anion binding studies carried out using ¹H NMR revealed that this compound displayed good affinities for acetate, while binding spherical halide anions weakly.     

高性能ZnO纳米块体材料的制备及其拉曼光谱学特征

利用六面顶高压设备制备了高密度、低脆性、纳米级的ZnO块体材料，用MDI/JADE5 X射线衍射仪(Cu靶)和XL30S-FEG场发射扫描电子显微镜对高压样品的相组成、晶粒尺寸及微观形貌进行了表征.利用E55+FRA106/5傅里叶变换激光拉曼光谱仪通过ZnO块体样品位于50—500cm^-1之内的拉曼光谱, 研究了极性半导体纳米材料的拉曼光谱学特征.发现在极性半导体ZnO纳米块体材料中，没有出现明显的尺寸限制效应. 关键词： ZnO纳米块体 拉曼光谱 尺寸限制效应     

A comparison between degenerate paramagnetic oscillators and two-photon correlated-spontaneous-emission lasers

The degenerate parametric oscillator (DPO) is analyzed with the nonlinear material treated quantum mechanically. The source of squeezing in the DPO is the same as in the two-photon correlated-spontaneous-emission laser (CEL) — the level coherence. In this sense, they are similar. The amount of squeezing in DPO is the same as in the two-photon CEL at two-photon resonance, but the gain in DPO is usually much smaller than that in the two-photon CEL at two-photon resonance.     

Stowage planning in maritime container transportation

We consider a stowage-planning problem of arranging containers on a container ship in the maritime transportation system. Since containers are accessible only from the top of the stack, temporary unloading and reloading of containers, called shifting, is unavoidable if a container required to be unloaded at the current port is stacked under containers to be unloaded at later ports on the route of the ship. The objective of the stowage planning problem is to minimize the time required for shifting and crane movements on a tour of a container ship while maintaining the stability of the ship. For the problem, we develop a heuristic solution method in which the problem is divided into two subproblems, one for assigning container groups into the holds and one for determining a loading pattern of containers assigned to each hold. The former subproblem is solved by a greedy heuristic based on the transportation simplex method, while the latter is solved by a tree search method. These two subproblems are solved iteratively using information obtained from solutions of each other. To see the performance of the suggested algorithm, computational tests are performed on problem instances generated based on information obtained from an ocean container liner. Results show that the suggested algorithm works better than existing algorithms.     

A completion of the spectrum for large sets of disjoint transitive triple systems

In this paper, we give a recursive construction from an LTTS(v + 2) to an LTTS(16v + 2) for v 3. Furthermore, the existence of LTTS(2ⁿ + 2) is proved. Thereby, we completely solve the existence problem of LTTS)(v) (large set of pairwise disjoint transitive triple systems of order v).     

Quantum HeisenbergS=1/2 spin glass with ferromagnetic coupling and random Dzyaloshinskii-Moriya interactions

By means of the generalized static replica symmetric spin glass theory, a quantum HeisenbergS=1/2 spin glass model with the infinite-ranged random Dzyaloshinskii-Moriya (DM) interaction and ferromagnetic coupling is investigated. The dependence of entropy, specific heat, susceptibility and the corresponding order parameters on temperature is studied numerically for different ferromagnetic interactions and fixed anisotropy. Two spin glass phases has been found including transverse and mixed spin glass phases. It has been shown that the local susceptibility exhibits double-cusp features for different ferromagnetic coupling (J ₀). Phase transition poins are found in the specific heat-temperature plane at various ferromagnetic coupling values. Additionally, the dependence of the spontaneous moment on temperature is calculated.     

双齿配体—1,2—C_6H_4SX(X=O,S)的钴化合物~1H NMR研究

以~1H NMR谱学和磁化率对一些含邻苯二硫酚或巯基苯酚配体的钴化合物的磁性作了研究,并讨论了它们的电子结构。     

双齿配位过渡金属化合物化学——Ⅲ.钒的邻巯基苯酚配合物的顺磁谱研究

测定了二个顺磁性化合物(Ph_1P)[V_2(mp)_6](Ⅰ)和(Ph_4P)_2[NaV(mp)_3 (MeCN)(MeOH)](Ⅱ)(H_2mp=邻巯基苯酚,o-HO_1C_6H_4SH)的固态和/或溶液中的顺磁波谱。(Ⅰ)的77K固态谱及(Ⅱ)的室温固态谱均经模拟计算,认为它们的钒原子处在S=l/2的Ⅰ=7/2状态,(Ⅱ)的低温(77K)溶液谱(乙腈)与Ⅱ的固态谱相同,均有特征的八条精细结构,认为非配对电子基本上定域在钒原子的周围。